COT -- Supplemental Report - Option and Futures Combined Positions as of December 21, 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 591,973
: Positions :
: 73,251 78,064 141,663 88,365 276,034 243,553 32,182 546,832 527,943: 45,141 64,030
: :
: Changes from: December 14, 2010 (Change in open interest: 8,906) :
: -1,398 -4,137 4,083 2,956 5,977 930 1,995 6,571 7,917: 2,335 989
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.4 13.2 23.9 14.9 46.6 41.1 5.4 92.4 89.2: 7.6 10.8
: :
: Total Traders: 438 Number of Traders in Each Category :
: 135 140 156 77 122 27 19 336 347:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 21, 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 226,865
: Positions :
: 56,955 6,816 37,411 60,819 147,596 41,429 5,244 196,613 197,067: 30,252 29,798
: :
: Changes from: December 14, 2010 (Change in open interest: 103) :
: -3,676 -345 92 1,590 2,135 2,098 332 103 2,213: 0 -2,110
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 25.1 3.0 16.5 26.8 65.1 18.3 2.3 86.7 86.9: 13.3 13.1
: :
: Total Traders: 224 Number of Traders in Each Category :
: 75 24 58 54 87 19 8 164 168:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 21, 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 2,198,012
: Positions :
: 450,481 119,463 638,166 386,716 1,080,734 522,861 75,930 1,998,223 1,914,293: 199,789 283,719
: :
: Changes from: December 14, 2010 (Change in open interest: 79,304) :
: 26,885 1,382 21,066 15,332 41,514 14,978 10,489 78,261 74,451: 1,042 4,853
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 20.5 5.4 29.0 17.6 49.2 23.8 3.5 90.9 87.1: 9.1 12.9
: :
: Total Traders: 904 Number of Traders in Each Category :
: 268 150 272 267 409 26 18 676 748:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 21, 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 984,720
: Positions :
: 175,117 27,480 360,099 152,542 468,401 229,385 32,714 917,144 888,694: 67,576 96,026
: :
: Changes from: December 14, 2010 (Change in open interest: 28,954) :
: 13,421 1,982 12,002 1,303 14,094 3,939 1,895 30,665 29,974: -1,711 -1,020
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.8 2.8 36.6 15.5 47.6 23.3 3.3 93.1 90.2: 6.9 9.8
: :
: Total Traders: 618 Number of Traders in Each Category :
: 214 118 235 127 210 25 17 493 496:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 21, 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 443,967
: Positions :
: 72,998 24,697 107,668 112,032 278,228 113,156 10,715 405,853 421,307: 38,114 22,660
: :
: Changes from: December 14, 2010 (Change in open interest: 4,492) :
: 2,782 -211 4,109 -1,494 6,644 -582 -2,987 4,816 7,555: -323 -3,063
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.4 5.6 24.3 25.2 62.7 25.5 2.4 91.4 94.9: 8.6 5.1
: :
: Total Traders: 256 Number of Traders in Each Category :
: 90 54 88 51 59 22 11 221 176:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 21, 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 366,170
: Positions :
: 48,964 5,496 109,889 113,486 223,702 73,496 14,864 345,836 353,951: 20,333 12,218
: :
: Changes from: December 14, 2010 (Change in open interest: 198) :
: 719 603 1,972 -1,469 -3,274 -2,079 -94 -857 -793: 1,055 991
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.4 1.5 30.0 31.0 61.1 20.1 4.1 94.4 96.7: 5.6 3.3
: :
: Total Traders: 250 Number of Traders in Each Category :
: 122 35 84 50 57 25 14 223 167:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 21, 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 214,255
: Positions :
: 30,863 24,705 48,931 20,415 100,832 93,180 2,445 193,389 176,912: 20,866 37,343
: :
: Changes from: December 14, 2010 (Change in open interest: -19,043) :
: -1,720 2,131 -14,700 -1,517 -4,595 -173 324 -18,110 -16,840: -933 -2,203
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.4 11.5 22.8 9.5 47.1 43.5 1.1 90.3 82.6: 9.7 17.4
: :
: Total Traders: 230 Number of Traders in Each Category :
: 62 69 86 43 60 22 9 181 181:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 21, 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 398,013
: Positions :
: 100,136 16,122 108,806 22,018 193,676 139,862 5,161 370,822 323,766: 27,190 74,247
: :
: Changes from: December 14, 2010 (Change in open interest: -4,751) :
: -2,931 -600 786 -3,398 -6,411 2,619 3,080 -2,924 -3,146: -1,827 -1,606
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 25.2 4.1 27.3 5.5 48.7 35.1 1.3 93.2 81.3: 6.8 18.7
: :
: Total Traders: 445 Number of Traders in Each Category :
: 156 56 117 97 191 24 7 330 331:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 21, 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 48,796
: Positions :
: 14,872 4,808 11,057 5,390 9,208 9,734 493 41,054 25,567: 7,741 23,229
: :
: Changes from: December 14, 2010 (Change in open interest: 4,404) :
: 1,305 -84 1,863 408 556 405 224 3,980 2,559: 423 1,845
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 30.5 9.9 22.7 11.0 18.9 19.9 1.0 84.1 52.4: 15.9 47.6
: :
: Total Traders: 169 Number of Traders in Each Category :
: 54 28 43 30 54 20 3 128 112:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 21, 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 149,065
: Positions :
: 26,696 27,230 19,061 63,829 94,294 30,040 2,324 139,626 142,908: 9,439 6,157
: :
: Changes from: December 14, 2010 (Change in open interest: 2,188) :
: 846 -676 498 1,327 2,961 -96 -25 2,576 2,758: -388 -570
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.9 18.3 12.8 42.8 63.3 20.2 1.6 93.7 95.9: 6.3 4.1
: :
: Total Traders: 169 Number of Traders in Each Category :
: 51 44 40 42 50 19 9 133 125:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 21, 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 1,015,730
: Positions :
: 117,271 6,911 324,527 249,789 539,824 231,944 90,850 923,532 962,112: 92,199 53,618
: :
: Changes from: December 14, 2010 (Change in open interest: 30,452) :
: 13,227 -4,215 4,468 76 28,198 5,876 3,040 23,646 31,490: 6,806 -1,038
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.5 0.7 32.0 24.6 53.1 22.8 8.9 90.9 94.7: 9.1 5.3
: :
: Total Traders: 216 Number of Traders in Each Category :
: 71 40 79 67 75 22 19 194 181:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 21, 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 202,098
: Positions :
: 35,435 5,465 57,108 44,831 127,307 54,851 5,519 192,225 195,400: 9,872 6,698
: :
: Changes from: December 14, 2010 (Change in open interest: 16,740) :
: 872 -540 10,339 4,377 6,348 730 230 16,319 16,377: 421 363
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.5 2.7 28.3 22.2 63.0 27.1 2.7 95.1 96.7: 4.9 3.3
: :
: Total Traders: 358 Number of Traders in Each Category :
: 137 57 89 100 127 24 9 304 242:
-------------------------------------------------------------------------------------------------------------------
Updated December 27, 2010