COT -- Supplemental Report - Option and Futures Combined Positions as of October 11, 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 524,518
: Positions :
: 40,483 111,132 131,878 91,047 186,780 226,761 37,268 490,168 467,058: 34,350 57,460
: :
: Changes from: October 4, 2011 (Change in open interest: -2,030) :
: -2,157 483 417 4,782 -198 -1,550 -102 1,492 600: -3,522 -2,630
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 7.7 21.2 25.1 17.4 35.6 43.2 7.1 93.5 89.0: 6.5 11.0
: :
: Total Traders: 427 Number of Traders in Each Category :
: 95 174 170 90 108 28 22 331 370:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 11, 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 167,200
: Positions :
: 35,301 20,196 35,448 35,402 79,675 38,405 3,458 144,555 138,777: 22,644 28,423
: :
: Changes from: October 4, 2011 (Change in open interest: -2,993) :
: -4,605 1,541 -187 1,404 -2,956 2,078 554 -1,310 -1,048: -1,684 -1,945
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 21.1 12.1 21.2 21.2 47.7 23.0 2.1 86.5 83.0: 13.5 17.0
: :
: Total Traders: 180 Number of Traders in Each Category :
: 46 37 55 48 57 20 11 143 140:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 11, 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 1,925,148
: Positions :
: 212,615 115,772 643,461 449,719 787,369 441,527 106,842 1,747,321 1,653,444: 177,827 271,704
: :
: Changes from: October 4, 2011 (Change in open interest: 12,237) :
: 1,095 19,507 6,710 2,800 -7,505 7,150 5,054 17,755 23,765: -5,518 -11,528
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.0 6.0 33.4 23.4 40.9 22.9 5.5 90.8 85.9: 9.2 14.1
: :
: Total Traders: 827 Number of Traders in Each Category :
: 206 188 288 280 349 27 22 662 709:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 11, 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 870,469
: Positions :
: 75,913 52,317 307,857 241,458 369,101 192,646 50,311 817,874 779,587: 52,595 90,883
: :
: Changes from: October 4, 2011 (Change in open interest: -18,633) :
: 1,055 4,908 -18,544 -1,326 3,948 2,295 -4,288 -16,520 -13,977: -2,114 -4,657
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 8.7 6.0 35.4 27.7 42.4 22.1 5.8 94.0 89.6: 6.0 10.4
: :
: Total Traders: 564 Number of Traders in Each Category :
: 145 180 253 120 170 27 22 447 497:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 11, 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 373,211
: Positions :
: 46,179 69,121 77,491 129,043 172,111 96,296 22,654 349,009 341,376: 24,202 31,835
: :
: Changes from: October 4, 2011 (Change in open interest: -1,185) :
: 3,088 5,839 -2,462 -3,174 -2,501 5,736 1,153 3,188 2,029: -4,373 -3,213
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.4 18.5 20.8 34.6 46.1 25.8 6.1 93.5 91.5: 6.5 8.5
: :
: Total Traders: 265 Number of Traders in Each Category :
: 69 81 75 58 65 23 18 192 212:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 11, 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 257,149
: Positions :
: 31,440 13,799 78,655 74,022 136,223 60,872 13,856 244,989 242,533: 12,160 14,616
: :
: Changes from: October 4, 2011 (Change in open interest: -1,137) :
: 39 -528 264 -709 -291 -1,057 -833 -1,462 -1,388: 326 252
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.2 5.4 30.6 28.8 53.0 23.7 5.4 95.3 94.3: 4.7 5.7
: :
: Total Traders: 238 Number of Traders in Each Category :
: 99 44 83 53 61 25 16 203 180:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 11, 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 348,729
: Positions :
: 59,675 24,572 104,874 40,406 154,249 100,860 4,957 305,814 288,652: 42,915 60,077
: :
: Changes from: October 4, 2011 (Change in open interest: 26,998) :
: 8,005 46 6,401 3,942 12,016 -1,031 -1,350 17,318 17,114: 9,681 9,885
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.1 7.0 30.1 11.6 44.2 28.9 1.4 87.7 82.8: 12.3 17.2
: :
: Total Traders: 307 Number of Traders in Each Category :
: 116 65 126 48 80 23 10 263 227:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 11, 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 426,029
: Positions :
: 89,971 30,911 113,667 52,644 208,870 138,615 5,752 394,897 359,201: 31,132 66,828
: :
: Changes from: October 4, 2011 (Change in open interest: -29,147) :
: 5,081 1,121 -29,982 -5,418 -1,499 304 -421 -30,015 -30,781: 868 1,634
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 21.1 7.3 26.7 12.4 49.0 32.5 1.4 92.7 84.3: 7.3 15.7
: :
: Total Traders: 439 Number of Traders in Each Category :
: 139 78 141 91 174 24 8 332 342:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 11, 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 38,282
: Positions :
: 8,883 3,920 8,982 3,914 7,878 9,874 733 31,653 21,512: 6,630 16,770
: :
: Changes from: October 4, 2011 (Change in open interest: -824) :
: 379 259 227 -446 -365 -397 -315 -237 -194: -587 -630
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 23.2 10.2 23.5 10.2 20.6 25.8 1.9 82.7 56.2: 17.3 43.8
: :
: Total Traders: 155 Number of Traders in Each Category :
: 42 32 50 29 43 18 9 124 115:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 11, 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 236,446
: Positions :
: 12,445 41,513 62,796 116,141 116,977 35,391 3,357 226,773 224,643: 9,673 11,803
: :
: Changes from: October 4, 2011 (Change in open interest: 6,505) :
: -118 -2,006 2,331 2,373 5,147 661 385 5,248 5,857: 1,257 647
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 5.3 17.6 26.6 49.1 49.5 15.0 1.4 95.9 95.0: 4.1 5.0
: :
: Total Traders: 191 Number of Traders in Each Category :
: 41 69 46 44 48 21 10 130 153:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 11, 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 663,313
: Positions :
: 69,028 27,373 160,517 142,451 371,704 222,409 38,509 594,404 598,104: 68,909 65,210
: :
: Changes from: October 4, 2011 (Change in open interest: 7,783) :
: 4,999 796 1,041 -6,237 4,644 2,076 2,125 1,879 8,606: 5,904 -823
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.4 4.1 24.2 21.5 56.0 33.5 5.8 89.6 90.2: 10.4 9.8
: :
: Total Traders: 226 Number of Traders in Each Category :
: 72 45 80 68 74 26 17 204 179:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 11, 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 197,371
: Positions :
: 9,443 20,338 79,520 60,297 85,080 42,171 5,736 191,431 190,674: 5,940 6,696
: :
: Changes from: October 4, 2011 (Change in open interest: 1,638) :
: -473 3,452 1,496 -424 -4,562 291 397 890 783: 748 855
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 4.8 10.3 40.3 30.6 43.1 21.4 2.9 97.0 96.6: 3.0 3.4
: :
: Total Traders: 335 Number of Traders in Each Category :
: 84 92 125 100 107 26 15 279 282:
-------------------------------------------------------------------------------------------------------------------
Updated October 14, 2011