COT -- Supplemental Report - Option and Futures Combined Positions as of December 15, 2009
: 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 435,402
: Positions :
: 50,348 69,878 100,233 44,209 183,916 207,300 26,860 402,091 380,887: 33,311 54,515
: :
: Changes from: December 8, 2009 (Change in open interest: 13,612) :
: -39 6,222 5,032 4,839 -5,835 3,532 5,077 13,363 10,495: 249 3,117
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.6 16.0 23.0 10.2 42.2 47.6 6.2 92.3 87.5: 7.7 12.5
: :
: Total Traders: 366 Number of Traders in Each Category :
: 110 116 123 64 89 30 17 275 286:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 15, 2009
: 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 144,083
: Positions :
: 21,609 19,183 20,771 36,853 78,025 47,036 1,214 126,270 119,193: 17,813 24,890
: :
: Changes from: December 8, 2009 (Change in open interest: 4,295) :
: 19 3,284 1,428 2,119 -293 918 289 4,484 4,707: -189 -413
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.0 13.3 14.4 25.6 54.2 32.6 0.8 87.6 82.7: 12.4 17.3
: :
: Total Traders: 167 Number of Traders in Each Category :
: 41 28 46 43 64 18 4 124 128:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 15, 2009
: 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 1,212,495
: Positions :
: 205,128 67,873 252,629 236,817 602,158 397,971 24,010 1,092,545 946,670: 119,950 265,825
: :
: Changes from: December 8, 2009 (Change in open interest: -6,364) :
: 4,425 -12,362 -3,903 1,824 12,242 -4,691 3,658 -2,345 -365: -4,019 -5,999
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.9 5.6 20.8 19.5 49.7 32.8 2.0 90.1 78.1: 9.9 21.9
: :
: Total Traders: 652 Number of Traders in Each Category :
: 167 116 193 196 284 30 17 486 537:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 15, 2009
: 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 622,997
: Positions :
: 117,032 35,276 163,497 106,080 307,504 174,010 13,525 560,618 519,801: 62,378 103,196
: :
: Changes from: December 8, 2009 (Change in open interest: 11,101) :
: 5,428 2,854 4,260 3,705 -1,053 -114 2,828 13,279 8,889: -2,178 2,211
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.8 5.7 26.2 17.0 49.4 27.9 2.2 90.0 83.4: 10.0 16.6
: :
: Total Traders: 489 Number of Traders in Each Category :
: 170 113 181 99 156 28 14 397 381:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 15, 2009
: 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 268,540
: Positions :
: 43,489 18,996 67,070 49,105 145,040 74,673 17,180 234,337 248,285: 34,203 20,254
: :
: Changes from: December 8, 2009 (Change in open interest: -5,807) :
: -5,451 -453 4,813 2,143 -5,532 -3,186 -3,123 -1,680 -4,294: -4,127 -1,513
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.2 7.1 25.0 18.3 54.0 27.8 6.4 87.3 92.5: 12.7 7.5
: :
: Total Traders: 233 Number of Traders in Each Category :
: 71 42 83 42 53 24 10 193 167:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 15, 2009
: 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 246,645
: Positions :
: 62,967 9,563 46,130 35,521 182,983 80,449 1,199 225,067 239,875: 21,578 6,770
: :
: Changes from: December 8, 2009 (Change in open interest: 10,328) :
: 3,676 1,048 2,824 3,497 6,578 -767 -326 9,230 10,123: 1,098 204
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 25.5 3.9 18.7 14.4 74.2 32.6 0.5 91.3 97.3: 8.7 2.7
: :
: Total Traders: 274 Number of Traders in Each Category :
: 135 34 58 48 61 28 8 238 140:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 15, 2009
: 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 192,488
: Positions :
: 31,543 11,687 45,097 13,894 100,989 78,398 1,215 168,932 158,988: 23,556 33,500
: :
: Changes from: December 8, 2009 (Change in open interest: -19,809) :
: -649 1,501 -14,591 -1,700 -2,306 70 -361 -16,870 -15,756: -2,939 -4,052
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.4 6.1 23.4 7.2 52.5 40.7 0.6 87.8 82.6: 12.2 17.4
: :
: Total Traders: 215 Number of Traders in Each Category :
: 77 42 78 35 51 25 6 181 151:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 15, 2009
: 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 317,114
: Positions :
: 72,247 59,044 55,540 40,851 145,077 120,790 2,086 289,429 261,748: 27,685 55,365
: :
: Changes from: December 8, 2009 (Change in open interest: 1,540) :
: 4,065 -2,639 -35 -2,569 4,578 1,059 -2 2,520 1,902: -980 -362
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 22.8 18.6 17.5 12.9 45.7 38.1 0.7 91.3 82.5: 8.7 17.5
: :
: Total Traders: 382 Number of Traders in Each Category :
: 94 99 83 83 146 25 6 245 297:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 15, 2009
: 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 32,696
: Positions :
: 6,613 11,614 4,090 5,785 4,691 9,213 1,277 25,701 21,673: 6,996 11,024
: :
: Changes from: December 8, 2009 (Change in open interest: 1,325) :
: -974 41 757 1,110 -212 559 526 1,451 1,112: -126 213
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 20.2 35.5 12.5 17.7 14.3 28.2 3.9 78.6 66.3: 21.4 33.7
: :
: Total Traders: 133 Number of Traders in Each Category :
: 29 35 33 28 29 20 7 94 94:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 15, 2009
: 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 138,663
: Positions :
: 40,486 11,855 17,809 40,822 102,730 27,600 854 126,716 133,248: 11,947 5,415
: :
: Changes from: December 8, 2009 (Change in open interest: 2,678) :
: 2,020 919 -716 896 2,798 60 120 2,260 3,121: 418 -442
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 29.2 8.5 12.8 29.4 74.1 19.9 0.6 91.4 96.1: 8.6 3.9
: :
: Total Traders: 165 Number of Traders in Each Category :
: 64 29 38 29 41 22 5 134 98:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 15, 2009
: 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 1,227,576
: Positions :
: 132,597 14,191 350,833 325,492 682,204 317,612 126,077 1,126,535 1,173,306: 101,041 54,270
: :
: Changes from: December 8, 2009 (Change in open interest: 73,533) :
: 26,483 -6,926 24,880 -1,620 45,341 2,290 5,227 52,033 68,522: 21,500 5,011
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.8 1.2 28.6 26.5 55.6 25.9 10.3 91.8 95.6: 8.2 4.4
: :
: Total Traders: 255 Number of Traders in Each Category :
: 94 42 92 74 82 26 16 233 195:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 15, 2009
: 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 158,299
: Positions :
: 34,868 8,635 35,192 21,089 107,456 56,311 440 147,459 151,723: 10,840 6,577
: :
: Changes from: December 8, 2009 (Change in open interest: 10,676) :
: 6,206 849 2,277 1,617 7,803 145 16 10,245 10,944: 431 -268
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 22.0 5.5 22.2 13.3 67.9 35.6 0.3 93.2 95.8: 6.8 4.2
: :
: Total Traders: 360 Number of Traders in Each Category :
: 143 62 85 87 107 27 6 309 215:
-------------------------------------------------------------------------------------------------------------------
Updated December 18, 2009