COT -- Supplemental Report - Option and Futures Combined Positions as of November 29, 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 416,371
: Positions :
: 39,650 122,035 74,948 63,839 142,112 203,384 18,334 381,822 357,430: 34,549 58,941
: :
: Changes from: November 22, 2011 (Change in open interest: -98,385) :
: -948 -5,183 -52,601 -26,052 -19,156 -15,068 -16,908 -94,670 -93,849: -3,714 -4,536
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.5 29.3 18.0 15.3 34.1 48.8 4.4 91.7 85.8: 8.3 14.2
: :
: Total Traders: 383 Number of Traders in Each Category :
: 77 162 132 79 98 27 21 272 331:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 29, 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 139,021
: Positions :
: 30,415 25,174 21,280 35,014 66,633 34,781 1,708 121,491 114,796: 17,531 24,226
: :
: Changes from: November 22, 2011 (Change in open interest: -17,554) :
: 68 -687 -4,883 -6,507 -5,310 -1,946 -2,224 -13,268 -13,104: -4,286 -4,450
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 21.9 18.1 15.3 25.2 47.9 25.0 1.2 87.4 82.6: 12.6 17.4
: :
: Total Traders: 163 Number of Traders in Each Category :
: 40 28 35 51 49 19 9 129 111:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 29, 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 1,479,265
: Positions :
: 195,992 126,123 334,523 369,251 717,140 423,329 58,816 1,323,095 1,236,602: 156,170 242,663
: :
: Changes from: November 22, 2011 (Change in open interest: -418,212) :
: -10,546 2,663 -247,320 -99,982 -94,949 -43,460 -52,389 -401,308 -391,995: -16,904 -26,217
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.2 8.5 22.6 25.0 48.5 28.6 4.0 89.4 83.6: 10.6 16.4
: :
: Total Traders: 718 Number of Traders in Each Category :
: 155 166 226 242 317 26 20 544 628:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 29, 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 720,395
: Positions :
: 58,946 81,367 228,522 184,635 286,339 193,111 32,222 665,215 628,451: 55,181 91,945
: :
: Changes from: November 22, 2011 (Change in open interest: -1,415) :
: -832 -1,933 -1,079 -7,483 -3,743 714 1,830 -8,680 -4,925: 7,265 3,510
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 8.2 11.3 31.7 25.6 39.7 26.8 4.5 92.3 87.2: 7.7 12.8
: :
: Total Traders: 480 Number of Traders in Each Category :
: 119 152 198 119 143 26 19 389 412:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 29, 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 367,164
: Positions :
: 42,264 74,773 70,824 125,720 173,838 97,686 8,905 336,494 328,340: 30,670 38,824
: :
: Changes from: November 22, 2011 (Change in open interest: -18,658) :
: 7,508 4,953 -13,552 -13,302 -11,474 -1,063 -1,754 -20,410 -21,828: 1,752 3,171
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.5 20.4 19.3 34.2 47.3 26.6 2.4 91.6 89.4: 8.4 10.6
: :
: Total Traders: 273 Number of Traders in Each Category :
: 59 86 83 59 68 24 16 193 225:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 29, 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 185,257
: Positions :
: 30,245 22,976 39,222 47,101 95,733 58,621 7,162 175,189 165,093: 10,068 20,164
: :
: Changes from: November 22, 2011 (Change in open interest: 2,957) :
: 1,720 -908 1,490 -494 -3,260 -54 1,135 2,662 -1,542: 295 4,500
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.3 12.4 21.2 25.4 51.7 31.6 3.9 94.6 89.1: 5.4 10.9
: :
: Total Traders: 239 Number of Traders in Each Category :
: 88 59 70 44 61 23 16 180 184:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 29, 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 314,762
: Positions :
: 64,884 19,976 83,170 36,064 156,532 96,854 6,706 280,971 266,383: 33,791 48,378
: :
: Changes from: November 22, 2011 (Change in open interest: 9,767) :
: 5,614 2,762 3,120 318 5,136 -1,361 -469 7,691 10,550: 2,077 -783
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 20.6 6.3 26.4 11.5 49.7 30.8 2.1 89.3 84.6: 10.7 15.4
: :
: Total Traders: 317 Number of Traders in Each Category :
: 113 69 119 52 83 23 13 264 234:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 29, 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 414,001
: Positions :
: 84,433 30,142 116,935 50,735 195,459 131,937 6,586 384,039 349,123: 29,961 64,878
: :
: Changes from: November 22, 2011 (Change in open interest: -6,625) :
: -1,256 1,420 -3,525 1,114 -173 -1,229 -703 -4,896 -2,981: -1,729 -3,644
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 20.4 7.3 28.2 12.3 47.2 31.9 1.6 92.8 84.3: 7.2 15.7
: :
: Total Traders: 415 Number of Traders in Each Category :
: 135 75 137 101 167 23 10 320 336:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 29, 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 35,505
: Positions :
: 9,074 2,656 8,127 2,836 6,229 9,237 788 29,274 17,800: 6,232 17,706
: :
: Changes from: November 22, 2011 (Change in open interest: -722) :
: -309 166 -198 72 -560 -109 58 -543 -534: -179 -188
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 25.6 7.5 22.9 8.0 17.5 26.0 2.2 82.4 50.1: 17.6 49.9
: :
: Total Traders: 159 Number of Traders in Each Category :
: 50 29 43 28 41 20 5 121 106:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 29, 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 178,209
: Positions :
: 12,613 35,302 32,318 93,710 99,977 30,846 374 169,487 167,972: 8,722 10,237
: :
: Changes from: November 22, 2011 (Change in open interest: 6,045) :
: 952 2,861 2,102 2,628 1,696 457 -206 6,140 6,453: -95 -408
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 7.1 19.8 18.1 52.6 56.1 17.3 0.2 95.1 94.3: 4.9 5.7
: :
: Total Traders: 190 Number of Traders in Each Category :
: 43 71 44 40 45 19 5 129 141:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 29, 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 705,437
: Positions :
: 49,542 59,628 170,510 191,244 354,275 232,104 40,585 643,400 624,998: 62,037 80,439
: :
: Changes from: November 22, 2011 (Change in open interest: 2,404) :
: -1,878 3,234 653 3,627 -4,815 1,581 643 3,983 -286: -1,579 2,689
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 7.0 8.5 24.2 27.1 50.2 32.9 5.8 91.2 88.6: 8.8 11.4
: :
: Total Traders: 225 Number of Traders in Each Category :
: 50 65 84 69 76 25 20 197 194:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 29, 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 138,240
: Positions :
: 13,950 15,281 37,325 39,944 73,532 41,348 4,853 132,567 130,991: 5,673 7,249
: :
: Changes from: November 22, 2011 (Change in open interest: 3,857) :
: 1,508 1,699 838 694 -447 -440 299 2,600 2,390: 1,257 1,467
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.1 11.1 27.0 28.9 53.2 29.9 3.5 95.9 94.8: 4.1 5.2
: :
: Total Traders: 305 Number of Traders in Each Category :
: 72 80 94 103 105 25 15 247 253:
-------------------------------------------------------------------------------------------------------------------
Updated December 2, 2011