COT -- Supplemental Report - Option and Futures Combined Positions as of November 30, 2010
: 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 525,597
: Positions :
: 51,240 97,286 109,197 88,064 226,136 236,491 25,971 484,992 458,591: 40,605 67,006
: :
: Changes from: November 23, 2010 (Change in open interest: -100,816) :
: -4,225 -3,582 -54,830 -27,415 -25,683 -13,544 -16,552 -100,014 -100,646: -802 -170
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.7 18.5 20.8 16.8 43.0 45.0 4.9 92.3 87.3: 7.7 12.7
: :
: Total Traders: 435 Number of Traders in Each Category :
: 108 162 167 77 120 27 18 324 365:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 30, 2010
: 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 219,501
: Positions :
: 58,485 7,599 37,544 55,301 138,696 41,269 5,003 192,600 188,842: 26,901 30,658
: :
: Changes from: November 23, 2010 (Change in open interest: -18,986) :
: -2,073 -30 -3,778 -11,058 -11,728 -298 -1,206 -17,207 -16,742: -1,780 -2,245
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 26.6 3.5 17.1 25.2 63.2 18.8 2.3 87.7 86.0: 12.3 14.0
: :
: Total Traders: 224 Number of Traders in Each Category :
: 69 25 63 49 88 19 6 162 171:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 30, 2010
: 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 2,043,404
: Positions :
: 394,070 117,172 583,876 358,339 1,002,738 496,886 58,963 1,833,171 1,762,749: 210,233 280,655
: :
: Changes from: November 23, 2010 (Change in open interest: -430,417) :
: -10,595 -6,453 -297,228 -78,129 -90,784 -33,400 -26,549 -419,351 -421,014: -11,066 -9,404
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.3 5.7 28.6 17.5 49.1 24.3 2.9 89.7 86.3: 10.3 13.7
: :
: Total Traders: 929 Number of Traders in Each Category :
: 259 147 302 275 420 26 19 691 794:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 30, 2010
: 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 907,072
: Positions :
: 153,955 26,929 298,706 175,455 461,004 216,196 27,237 844,313 813,877: 62,759 93,195
: :
: Changes from: November 23, 2010 (Change in open interest: -5,902) :
: -3,977 -2,381 -3,460 -4,425 -5,571 771 2,065 -11,091 -9,347: 5,188 3,444
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.0 3.0 32.9 19.3 50.8 23.8 3.0 93.1 89.7: 6.9 10.3
: :
: Total Traders: 553 Number of Traders in Each Category :
: 200 89 196 115 205 25 15 416 454:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 30, 2010
: 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 398,807
: Positions :
: 56,102 25,443 92,129 104,884 242,728 107,567 10,738 360,683 371,037: 38,124 27,769
: :
: Changes from: November 23, 2010 (Change in open interest: -80,348) :
: -1,035 -842 -36,899 -29,401 -29,873 -18,165 -16,313 -85,499 -83,928: 5,152 3,580
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.1 6.4 23.1 26.3 60.9 27.0 2.7 90.4 93.0: 9.6 7.0
: :
: Total Traders: 251 Number of Traders in Each Category :
: 77 67 92 53 59 22 10 212 183:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 30, 2010
: 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 333,790
: Positions :
: 45,567 4,783 90,419 103,096 215,009 74,144 12,238 313,226 322,450: 20,564 11,339
: :
: Changes from: November 23, 2010 (Change in open interest: 6,585) :
: 1,456 -576 4,431 -758 1,838 1,186 999 6,315 6,692: 270 -107
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.7 1.4 27.1 30.9 64.4 22.2 3.7 93.8 96.6: 6.2 3.4
: :
: Total Traders: 231 Number of Traders in Each Category :
: 109 29 66 53 59 24 13 211 147:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 30, 2010
: 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 229,552
: Positions :
: 31,357 21,485 62,806 18,761 103,703 93,387 2,301 206,311 190,295: 23,240 39,257
: :
: Changes from: November 23, 2010 (Change in open interest: 2,840) :
: 3,484 177 -397 -880 778 -995 -312 1,212 247: 1,628 2,593
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.7 9.4 27.4 8.2 45.2 40.7 1.0 89.9 82.9: 10.1 17.1
: :
: Total Traders: 251 Number of Traders in Each Category :
: 68 87 111 40 57 23 11 206 202:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 30, 2010
: 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 447,790
: Positions :
: 108,219 16,760 141,555 27,219 206,788 140,023 4,068 417,016 369,171: 30,774 78,619
: :
: Changes from: November 23, 2010 (Change in open interest: 18,153) :
: 1,589 57 14,902 175 -1,118 -436 256 16,231 14,097: 1,922 4,056
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 24.2 3.7 31.6 6.1 46.2 31.3 0.9 93.1 82.4: 6.9 17.6
: :
: Total Traders: 454 Number of Traders in Each Category :
: 155 56 130 107 196 25 7 348 346:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 30, 2010
: 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 40,972
: Positions :
: 11,759 5,053 9,285 3,936 7,252 9,137 33 34,117 21,623: 6,855 19,349
: :
: Changes from: November 23, 2010 (Change in open interest: 5,219) :
: 2,837 -161 1,738 -240 972 111 -205 4,446 2,344: 773 2,875
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 28.7 12.3 22.7 9.6 17.7 22.3 0.1 83.3 52.8: 16.7 47.2
: :
: Total Traders: 147 Number of Traders in Each Category :
: 48 27 40 20 39 19 4 111 93:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 30, 2010
: 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 139,335
: Positions :
: 20,923 35,182 16,754 62,536 78,132 29,633 2,068 129,846 132,136: 9,489 7,199
: :
: Changes from: November 23, 2010 (Change in open interest: 1,955) :
: -147 451 510 1,146 880 4 224 1,512 2,065: 442 -110
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.0 25.2 12.0 44.9 56.1 21.3 1.5 93.2 94.8: 6.8 5.2
: :
: Total Traders: 167 Number of Traders in Each Category :
: 45 49 35 41 47 20 9 126 122:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 30, 2010
: 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 936,194
: Positions :
: 103,053 13,790 297,267 238,660 490,959 226,313 85,190 865,294 887,207: 70,900 48,988
: :
: Changes from: November 23, 2010 (Change in open interest: -6,474) :
: 928 -1,831 -1,597 1,339 -5,201 -1,150 5,231 -480 -3,398: -5,994 -3,076
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.0 1.5 31.8 25.5 52.4 24.2 9.1 92.4 94.8: 7.6 5.2
: :
: Total Traders: 210 Number of Traders in Each Category :
: 68 38 80 66 72 23 17 191 174:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 30, 2010
: 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 175,803
: Positions :
: 30,751 6,986 44,494 39,073 113,881 54,047 4,876 168,365 170,236: 7,438 5,567
: :
: Changes from: November 23, 2010 (Change in open interest: -4,995) :
: -2,051 -54 -1,085 -1,127 -3,591 -410 53 -4,673 -4,677: -323 -319
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.5 4.0 25.3 22.2 64.8 30.7 2.8 95.8 96.8: 4.2 3.2
: :
: Total Traders: 350 Number of Traders in Each Category :
: 122 64 87 99 126 24 8 289 245:
-------------------------------------------------------------------------------------------------------------------
Updated December 3, 2010