COT -- Supplemental Report - Option and Futures Combined Positions as of September 6, 2011
: 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 482,921
: Positions :
: 50,797 79,246 110,409 53,104 203,106 234,303 31,405 448,613 424,165: 34,308 58,756
: :
: Changes from: August 30, 2011 (Change in open interest: -8,476) :
: -2,163 -3,448 267 572 -2,977 -3,168 721 -4,492 -5,438: -3,984 -3,039
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.5 16.4 22.9 11.0 42.1 48.5 6.5 92.9 87.8: 7.1 12.2
: :
: Total Traders: 401 Number of Traders in Each Category :
: 99 141 162 81 104 31 21 313 343:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 6, 2011
: 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 160,051
: Positions :
: 50,649 8,204 22,749 27,571 103,763 38,318 1,785 139,287 136,501: 20,764 23,550
: :
: Changes from: August 30, 2011 (Change in open interest: -9,756) :
: 413 -837 -4,896 -3,502 -2,700 77 -85 -7,909 -8,519: -1,848 -1,238
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 31.6 5.1 14.2 17.2 64.8 23.9 1.1 87.0 85.3: 13.0 14.7
: :
: Total Traders: 186 Number of Traders in Each Category :
: 51 27 50 43 68 19 8 138 137:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 6, 2011
: 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 1,961,734
: Positions :
: 361,239 91,098 617,840 335,537 871,643 454,885 89,750 1,769,501 1,670,331: 192,233 291,403
: :
: Changes from: August 30, 2011 (Change in open interest: -3,866) :
: 129 847 -8,211 6,853 7,959 176 -88 -1,053 506: -2,813 -4,372
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.4 4.6 31.5 17.1 44.4 23.2 4.6 90.2 85.1: 9.8 14.9
: :
: Total Traders: 914 Number of Traders in Each Category :
: 256 195 292 245 388 28 20 668 769:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 6, 2011
: 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 832,778
: Positions :
: 182,851 39,506 255,283 126,096 430,320 194,492 27,364 758,722 752,474: 74,055 80,304
: :
: Changes from: August 30, 2011 (Change in open interest: 13,560) :
: -5,215 -273 1,654 14,626 11,784 1,919 799 12,984 13,964: 576 -404
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 22.0 4.7 30.7 15.1 51.7 23.4 3.3 91.1 90.4: 8.9 9.6
: :
: Total Traders: 629 Number of Traders in Each Category :
: 229 140 241 109 196 27 19 485 505:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 6, 2011
: 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 324,762
: Positions :
: 60,438 32,710 58,382 81,150 194,259 89,845 14,718 289,815 300,070: 34,947 24,692
: :
: Changes from: August 30, 2011 (Change in open interest: 1,384) :
: 2,952 2,563 -4,930 1,947 2,581 464 1,087 433 1,301: 951 83
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.6 10.1 18.0 25.0 59.8 27.7 4.5 89.2 92.4: 10.8 7.6
: :
: Total Traders: 255 Number of Traders in Each Category :
: 85 59 73 56 64 23 14 210 176:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 6, 2011
: 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 250,386
: Positions :
: 41,796 9,737 74,904 51,986 138,789 65,920 14,277 234,606 237,706: 15,780 12,680
: :
: Changes from: August 30, 2011 (Change in open interest: -189) :
: -2,117 37 1,008 251 -2,556 286 441 -571 -1,070: 382 880
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.7 3.9 29.9 20.8 55.4 26.3 5.7 93.7 94.9: 6.3 5.1
: :
: Total Traders: 251 Number of Traders in Each Category :
: 115 43 80 49 60 26 16 213 177:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 6, 2011
: 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 300,548
: Positions :
: 46,448 36,599 78,855 33,173 130,968 110,593 9,059 269,070 255,480: 31,478 45,068
: :
: Changes from: August 30, 2011 (Change in open interest: 4,868) :
: 271 6,474 -3,645 3,255 -1,859 1,947 2,275 1,828 3,245: 3,041 1,624
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.5 12.2 26.2 11.0 43.6 36.8 3.0 89.5 85.0: 10.5 15.0
: :
: Total Traders: 290 Number of Traders in Each Category :
: 94 74 123 42 74 26 11 226 239:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 6, 2011
: 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 413,292
: Positions :
: 70,896 50,161 114,197 53,649 176,107 144,300 7,066 383,042 347,530: 30,250 65,761
: :
: Changes from: August 30, 2011 (Change in open interest: 9,241) :
: 6,376 4,089 32 -35 498 1,284 2,268 7,657 6,888: 1,584 2,354
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.2 12.1 27.6 13.0 42.6 34.9 1.7 92.7 84.1: 7.3 15.9
: :
: Total Traders: 399 Number of Traders in Each Category :
: 102 103 140 80 148 26 13 284 340:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 6, 2011
: 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 36,195
: Positions :
: 4,648 5,754 7,303 5,651 7,421 10,860 774 28,462 21,253: 7,733 14,943
: :
: Changes from: August 30, 2011 (Change in open interest: 357) :
: -187 -84 47 -144 317 149 -216 -135 64: 492 294
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.8 15.9 20.2 15.6 20.5 30.0 2.1 78.6 58.7: 21.4 41.3
: :
: Total Traders: 147 Number of Traders in Each Category :
: 24 33 45 33 49 19 7 104 119:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 6, 2011
: 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 190,738
: Positions :
: 16,388 24,482 38,813 89,593 118,559 36,675 1,645 181,470 183,499: 9,268 7,239
: :
: Changes from: August 30, 2011 (Change in open interest: 3,227) :
: 493 -955 2,616 1,000 1,236 -225 58 3,884 2,955: -657 273
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 8.6 12.8 20.3 47.0 62.2 19.2 0.9 95.1 96.2: 4.9 3.8
: :
: Total Traders: 171 Number of Traders in Each Category :
: 51 45 43 39 49 21 9 136 124:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 6, 2011
: 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 840,401
: Positions :
: 104,758 15,005 225,686 169,276 468,218 246,632 62,767 746,352 771,675: 94,050 68,726
: :
: Changes from: August 30, 2011 (Change in open interest: -3,962) :
: -6,008 5,601 4,028 1,458 -17,244 -1,104 -6 -1,626 -7,620: -2,336 3,658
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.5 1.8 26.9 20.1 55.7 29.3 7.5 88.8 91.8: 11.2 8.2
: :
: Total Traders: 241 Number of Traders in Each Category :
: 79 55 93 68 76 26 19 223 194:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 6, 2011
: 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 180,157
: Positions :
: 23,433 13,060 57,923 49,749 98,554 41,180 4,620 172,286 174,158: 7,871 5,999
: :
: Changes from: August 30, 2011 (Change in open interest: 6,869) :
: 5,224 191 576 489 5,159 128 31 6,417 5,957: 452 911
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.0 7.2 32.2 27.6 54.7 22.9 2.6 95.6 96.7: 4.4 3.3
: :
: Total Traders: 358 Number of Traders in Each Category :
: 122 80 111 93 115 24 12 293 271:
-------------------------------------------------------------------------------------------------------------------
Updated September 9, 2011