COT -- Supplemental Report - Option and Futures Combined Positions as of October 4, 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 526,548
: Positions :
: 42,640 110,649 131,461 86,264 186,978 228,311 37,371 488,676 466,458: 37,872 60,090
: :
: Changes from: September 27, 2011 (Change in open interest: 12,803) :
: -402 -7,032 9,420 5,254 6,431 -1,662 2,650 12,610 11,468: 193 1,335
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 8.1 21.0 25.0 16.4 35.5 43.4 7.1 92.8 88.6: 7.2 11.4
: :
: Total Traders: 426 Number of Traders in Each Category :
: 104 166 167 91 105 29 23 330 367:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 4, 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 170,193
: Positions :
: 39,905 18,655 35,635 33,998 82,631 36,327 2,904 145,865 139,825: 24,328 30,368
: :
: Changes from: September 27, 2011 (Change in open interest: 3,793) :
: -10,090 1,270 7,642 3,634 -6,374 136 -16 1,322 2,522: 2,471 1,271
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 23.4 11.0 20.9 20.0 48.6 21.3 1.7 85.7 82.2: 14.3 17.8
: :
: Total Traders: 178 Number of Traders in Each Category :
: 51 31 48 46 58 20 10 136 135:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 4, 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 1,912,911
: Positions :
: 211,520 96,265 636,751 446,919 794,874 434,376 101,789 1,729,566 1,629,678: 183,345 283,233
: :
: Changes from: September 27, 2011 (Change in open interest: 68,572) :
: -35,193 9,170 63,071 43,919 -7,361 -5,891 4,072 65,906 68,953: 2,666 -380
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.1 5.0 33.3 23.4 41.6 22.7 5.3 90.4 85.2: 9.6 14.8
: :
: Total Traders: 834 Number of Traders in Each Category :
: 229 167 293 274 356 27 22 661 719:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 4, 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 889,103
: Positions :
: 74,858 47,409 326,401 242,784 365,153 190,350 54,600 834,394 793,563: 54,709 95,540
: :
: Changes from: September 27, 2011 (Change in open interest: 65,190) :
: -12,797 4,074 59,183 22,939 -13,652 -1,538 11,534 67,787 61,139: -2,597 4,051
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 8.4 5.3 36.7 27.3 41.1 21.4 6.1 93.8 89.3: 6.2 10.7
: :
: Total Traders: 568 Number of Traders in Each Category :
: 146 173 253 118 171 27 21 448 495:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 4, 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 374,395
: Positions :
: 43,092 63,282 79,952 132,216 174,612 90,561 21,501 345,821 339,347: 28,574 35,048
: :
: Changes from: September 27, 2011 (Change in open interest: 31,241) :
: -1,934 6,190 20,676 12,325 -603 -434 3,982 30,633 30,245: 607 996
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.5 16.9 21.4 35.3 46.6 24.2 5.7 92.4 90.6: 7.6 9.4
: :
: Total Traders: 253 Number of Traders in Each Category :
: 59 81 76 57 62 22 15 189 199:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 4, 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 258,286
: Positions :
: 31,400 14,327 78,391 74,731 136,514 61,929 14,690 246,451 243,922: 11,835 14,364
: :
: Changes from: September 27, 2011 (Change in open interest: 5,184) :
: 1,305 1,126 1,101 4,636 1,515 -1,461 -414 5,581 3,329: -398 1,855
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.2 5.5 30.4 28.9 52.9 24.0 5.7 95.4 94.4: 4.6 5.6
: :
: Total Traders: 244 Number of Traders in Each Category :
: 89 54 79 56 64 26 17 204 183:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 4, 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 321,731
: Positions :
: 51,670 24,526 98,472 36,464 142,233 101,891 6,307 288,497 271,539: 33,234 50,192
: :
: Changes from: September 27, 2011 (Change in open interest: 21,601) :
: 2,089 -8,897 15,891 80 8,167 -649 2,061 17,411 17,223: 4,190 4,378
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.1 7.6 30.6 11.3 44.2 31.7 2.0 89.7 84.4: 10.3 15.6
: :
: Total Traders: 298 Number of Traders in Each Category :
: 112 62 119 46 77 24 11 251 221:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 4, 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 455,176
: Positions :
: 84,890 29,790 143,649 58,063 210,370 138,310 6,173 424,912 389,982: 30,264 65,194
: :
: Changes from: September 27, 2011 (Change in open interest: 22,338) :
: 9,843 11 13,806 51 9,357 -2,193 -609 21,507 22,565: 831 -227
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.6 6.5 31.6 12.8 46.2 30.4 1.4 93.4 85.7: 6.6 14.3
: :
: Total Traders: 440 Number of Traders in Each Category :
: 128 92 141 100 180 24 9 334 351:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 4, 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 39,106
: Positions :
: 8,504 3,661 8,754 4,360 8,243 10,271 1,048 31,890 21,706: 7,217 17,400
: :
: Changes from: September 27, 2011 (Change in open interest: -2,886) :
: 722 -1,587 -1,358 -446 430 -650 191 -1,733 -2,324: -1,153 -562
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 21.7 9.4 22.4 11.1 21.1 26.3 2.7 81.5 55.5: 18.5 44.5
: :
: Total Traders: 158 Number of Traders in Each Category :
: 43 31 49 29 44 20 10 124 116:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 4, 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 229,941
: Positions :
: 12,563 43,519 60,464 113,768 111,830 34,730 2,972 221,525 218,786: 8,416 11,155
: :
: Changes from: September 27, 2011 (Change in open interest: 13,293) :
: -1,834 130 11,314 5,250 -21 -586 720 14,144 12,143: -851 1,150
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 5.5 18.9 26.3 49.5 48.6 15.1 1.3 96.3 95.1: 3.7 4.9
: :
: Total Traders: 194 Number of Traders in Each Category :
: 38 74 45 45 49 21 9 132 152:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 4, 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 655,530
: Positions :
: 64,029 26,577 159,476 148,688 367,060 220,332 36,384 592,525 589,498: 63,005 66,032
: :
: Changes from: September 27, 2011 (Change in open interest: -2,553) :
: -2,505 1,282 4,272 9,407 -6,841 -9,462 -2,628 1,712 -3,914: -4,265 1,361
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.8 4.1 24.3 22.7 56.0 33.6 5.6 90.4 89.9: 9.6 10.1
: :
: Total Traders: 222 Number of Traders in Each Category :
: 67 44 80 66 76 26 18 198 182:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 4, 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 195,733
: Positions :
: 9,915 16,886 78,024 60,722 89,642 41,881 5,340 190,541 189,891: 5,191 5,841
: :
: Changes from: September 27, 2011 (Change in open interest: 6,563) :
: -2,175 -483 9,294 -211 -1,842 -113 -660 6,795 6,310: -232 253
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 5.1 8.6 39.9 31.0 45.8 21.4 2.7 97.3 97.0: 2.7 3.0
: :
: Total Traders: 328 Number of Traders in Each Category :
: 83 91 113 106 106 25 12 273 269:
-------------------------------------------------------------------------------------------------------------------
Updated October 7, 2011