COT -- Supplemental Report - Option and Futures Combined Positions as of December 24, 2012
: Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- : Positions
: Non-Commercial : Commercial : Index Traders : Total
: Long : Short :Spreading: Long : Short : Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
WHEAT - CHICAGO BOARD OF TRADE
CFTC Code #001602 Open Interest is 532,424
: Positions :
: 50,993 117,510 128,549 106,312 203,204 211,661 29,419 497,514 478,681: 34,910 53,743
: :
: Changes from: December 18, 2012 (Change in open interest: 3,895) :
: -3,371 1,966 146 8,250 4,476 1,548 -633 6,573 5,954: -2,678 -2,059
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.6 22.1 24.1 20.0 38.2 39.8 5.5 93.4 89.9: 6.6 10.1
: :
: Total Traders: 404 Number of Traders in Each Category :
: 111 130 134 89 110 28 22 298 334:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 24, 2012
: Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- : Positions
: Non-Commercial : Commercial : Index Traders : Total
: Long : Short :Spreading: Long : Short : Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
WHEAT - KANSAS CITY BOARD OF TRADE
CFTC Code #001612 Open Interest is 161,736
: Positions :
: 26,176 14,983 21,169 42,865 95,906 53,399 6,279 143,608 138,336: 18,127 23,399
: :
: Changes from: December 18, 2012 (Change in open interest: -1,591) :
: -2,815 -515 1,062 2,024 -2,361 -672 -3 -401 -1,817: -1,190 226
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.2 9.3 13.1 26.5 59.3 33.0 3.9 88.8 85.5: 11.2 14.5
: :
: Total Traders: 178 Number of Traders in Each Category :
: 38 32 34 54 77 19 8 131 134:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 24, 2012
: Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- : Positions
: Non-Commercial : Commercial : Index Traders : Total
: Long : Short :Spreading: Long : Short : Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
CORN - CHICAGO BOARD OF TRADE
CFTC Code #002602 Open Interest is 1,519,198
: Positions :
: 192,022 124,780 408,527 356,028 712,050 404,201 33,303 1,360,778 1,278,661: 158,420 240,537
: :
: Changes from: December 18, 2012 (Change in open interest: -14,152) :
: -23,450 11,243 5,174 13,630 -31,509 -570 -4,071 -5,216 -19,162: -8,936 5,011
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.6 8.2 26.9 23.4 46.9 26.6 2.2 89.6 84.2: 10.4 15.8
: :
: Total Traders: 740 Number of Traders in Each Category :
: 166 156 207 246 349 29 21 545 639:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 24, 2012
: Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- : Positions
: Non-Commercial : Commercial : Index Traders : Total
: Long : Short :Spreading: Long : Short : Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
SOYBEANS - CHICAGO BOARD OF TRADE
CFTC Code #005602 Open Interest is 772,684
: Positions :
: 120,436 47,360 240,331 167,638 371,020 178,967 44,790 707,372 703,501: 65,312 69,183
: :
: Changes from: December 18, 2012 (Change in open interest: -102,468) :
: -18,657 1,434 -60,066 -6,000 -30,258 -7,314 -5,553 -92,038 -94,443: -10,431 -8,025
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.6 6.1 31.1 21.7 48.0 23.2 5.8 91.5 91.0: 8.5 9.0
: :
: Total Traders: 463 Number of Traders in Each Category :
: 151 118 195 119 139 29 21 400 391:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 24, 2012
: Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- : Positions
: Non-Commercial : Commercial : Index Traders : Total
: Long : Short :Spreading: Long : Short : Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
SOYBEAN OIL - CHICAGO BOARD OF TRADE
CFTC Code #007601 Open Interest is 353,164
: Positions :
: 41,285 100,912 74,124 95,177 136,078 111,626 8,015 322,212 319,130: 30,952 34,034
: :
: Changes from: December 18, 2012 (Change in open interest: -15,535) :
: 2,446 7,366 -12,447 -6,598 -8,085 3,218 -437 -13,381 -13,604: -2,154 -1,931
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.7 28.6 21.0 26.9 38.5 31.6 2.3 91.2 90.4: 8.8 9.6
: :
: Total Traders: 275 Number of Traders in Each Category :
: 54 95 95 63 62 21 13 205 223:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 24, 2012
: Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- : Positions
: Non-Commercial : Commercial : Index Traders : Total
: Long : Short :Spreading: Long : Short : Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
COTTON NO. 2 - ICE FUTURES U.S.
CFTC Code #033661 Open Interest is 228,326
: Positions :
: 51,857 24,117 52,732 36,286 136,181 70,683 4,321 211,558 217,351: 16,768 10,975
: :
: Changes from: December 18, 2012 (Change in open interest: 1,320) :
: 407 -3,446 2,510 649 4,385 -1,247 -205 2,319 3,244: -999 -1,924
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 22.7 10.6 23.1 15.9 59.6 31.0 1.9 92.7 95.2: 7.3 4.8
: :
: Total Traders: 287 Number of Traders in Each Category :
: 118 69 83 45 60 27 14 226 193:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 24, 2012
: Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- : Positions
: Non-Commercial : Commercial : Index Traders : Total
: Long : Short :Spreading: Long : Short : Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
CFTC Code #054642 Open Interest is 275,113
: Positions :
: 58,233 25,739 80,659 13,354 121,345 91,928 5,598 244,173 233,341: 30,940 41,771
: :
: Changes from: December 18, 2012 (Change in open interest: 18,060) :
: 6,917 -939 6,160 286 9,186 2,851 1,558 16,214 15,964: 1,846 2,097
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 21.2 9.4 29.3 4.9 44.1 33.4 2.0 88.8 84.8: 11.2 15.2
: :
: Total Traders: 293 Number of Traders in Each Category :
: 94 69 108 54 78 25 12 241 220:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 24, 2012
: Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- : Positions
: Non-Commercial : Commercial : Index Traders : Total
: Long : Short :Spreading: Long : Short : Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
CFTC Code #057642 Open Interest is 394,271
: Positions :
: 76,499 34,847 112,454 50,393 182,453 120,056 2,943 359,403 332,697: 34,868 61,574
: :
: Changes from: December 18, 2012 (Change in open interest: 1,646) :
: 3,674 -5,149 4,311 -6,335 966 307 970 1,957 1,099: -311 548
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.4 8.8 28.5 12.8 46.3 30.5 0.7 91.2 84.4: 8.8 15.6
: :
: Total Traders: 433 Number of Traders in Each Category :
: 127 83 157 99 164 25 9 338 354:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 24, 2012
: Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- : Positions
: Non-Commercial : Commercial : Index Traders : Total
: Long : Short :Spreading: Long : Short : Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
CFTC Code #061641 Open Interest is 34,453
: Positions :
: 6,336 6,396 7,716 6,066 5,884 7,119 538 27,237 20,534: 7,216 13,919
: :
: Changes from: December 18, 2012 (Change in open interest: 985) :
: 262 1,052 -9 663 192 -146 -90 770 1,145: 215 -161
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.4 18.6 22.4 17.6 17.1 20.7 1.6 79.1 59.6: 20.9 40.4
: :
: Total Traders: 149 Number of Traders in Each Category :
: 35 27 33 42 42 18 6 112 96:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 24, 2012
: Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- : Positions
: Non-Commercial : Commercial : Index Traders : Total
: Long : Short :Spreading: Long : Short : Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
COCOA - ICE FUTURES U.S.
CFTC Code #073732 Open Interest is 214,981
: Positions :
: 38,177 16,796 50,704 76,764 138,781 37,611 295 203,256 206,576: 11,725 8,405
: :
: Changes from: December 18, 2012 (Change in open interest: -1,255) :
: -5,113 1,906 -214 4,750 -5,531 795 131 217 -3,708: -1,472 2,454
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.8 7.8 23.6 35.7 64.6 17.5 0.1 94.5 96.1: 5.5 3.9
: :
: Total Traders: 181 Number of Traders in Each Category :
: 58 47 44 39 45 19 6 141 118:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 24, 2012
: Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- : Positions
: Non-Commercial : Commercial : Index Traders : Total
: Long : Short :Spreading: Long : Short : Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
SUGAR NO. 11 - ICE FUTURES U.S.
CFTC Code #080732 Open Interest is 881,809
: Positions :
: 97,257 133,924 130,351 285,139 501,325 298,539 23,733 811,286 789,332: 70,523 92,477
: :
: Changes from: December 18, 2012 (Change in open interest: 5,750) :
: 5,118 -3,947 -1,766 3,711 8,162 -37 -439 7,027 2,010: -1,277 3,740
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.0 15.2 14.8 32.3 56.9 33.9 2.7 92.0 89.5: 8.0 10.5
: :
: Total Traders: 215 Number of Traders in Each Category :
: 48 62 63 74 70 24 17 184 175:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 24, 2012
: Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- : Positions
: Non-Commercial : Commercial : Index Traders : Total
: Long : Short :Spreading: Long : Short : Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
COFFEE C - ICE FUTURES U.S.
CFTC Code #083731 Open Interest is 200,942
: Positions :
: 23,479 57,589 67,328 51,702 66,745 48,512 2,551 191,020 194,212: 9,922 6,730
: :
: Changes from: December 18, 2012 (Change in open interest: -2,919) :
: -547 265 16 -226 633 424 -174 -332 740: -2,587 -3,660
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.7 28.7 33.5 25.7 33.2 24.1 1.3 95.1 96.7: 4.9 3.3
: :
: Total Traders: 386 Number of Traders in Each Category :
: 111 115 99 117 102 26 15 297 296:
-------------------------------------------------------------------------------------------------------------------
Updated December 28, 2012