COT -- Supplemental Report - Option and Futures Combined Positions as of December 27, 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 451,421
: Positions :
: 43,611 116,529 101,134 59,932 150,807 212,027 25,719 416,704 394,189: 34,718 57,232
: :
: Changes from: December 20, 2011 (Change in open interest: 6,424) :
: -116 -11,397 5,534 -145 11,844 2,372 1,713 7,645 7,694: -1,221 -1,271
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.7 25.8 22.4 13.3 33.4 47.0 5.7 92.3 87.3: 7.7 12.7
: :
: Total Traders: 385 Number of Traders in Each Category :
: 82 156 153 78 98 27 21 293 336:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 27, 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 141,900
: Positions :
: 26,255 20,294 26,398 33,742 68,329 37,122 2,763 123,518 117,784: 18,382 24,117
: :
: Changes from: December 20, 2011 (Change in open interest: -386) :
: -1,546 -3,146 705 -665 2,364 537 142 -969 64: 583 -451
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.5 14.3 18.6 23.8 48.2 26.2 1.9 87.0 83.0: 13.0 17.0
: :
: Total Traders: 162 Number of Traders in Each Category :
: 45 21 38 48 51 19 7 128 110:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 27, 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 1,558,918
: Positions :
: 210,066 140,354 404,701 336,685 666,836 438,887 75,293 1,390,338 1,287,184: 168,580 271,734
: :
: Changes from: December 20, 2011 (Change in open interest: -9,176) :
: 6,173 -18,900 -8,186 -15,401 7,416 4,808 4,705 -12,606 -14,965: 3,430 5,789
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.5 9.0 26.0 21.6 42.8 28.2 4.8 89.2 82.6: 10.8 17.4
: :
: Total Traders: 694 Number of Traders in Each Category :
: 144 178 219 227 302 26 18 519 604:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 27, 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 639,929
: Positions :
: 66,195 59,926 192,389 138,080 276,492 190,669 29,073 587,332 557,881: 52,597 82,048
: :
: Changes from: December 20, 2011 (Change in open interest: -99,383) :
: 7,979 -10,225 -64,252 -40,606 -19,587 -2,814 -4,506 -99,693 -98,571: 310 -812
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.3 9.4 30.1 21.6 43.2 29.8 4.5 91.8 87.2: 8.2 12.8
: :
: Total Traders: 449 Number of Traders in Each Category :
: 108 130 187 111 141 25 18 363 391:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 27, 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 334,218
: Positions :
: 44,936 64,684 62,950 94,942 163,480 101,192 11,024 304,021 302,137: 30,198 32,081
: :
: Changes from: December 20, 2011 (Change in open interest: -20,098) :
: -1,794 -9,631 -7,788 -15,124 -524 2,663 -726 -22,044 -18,669: 1,945 -1,430
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.4 19.4 18.8 28.4 48.9 30.3 3.3 91.0 90.4: 9.0 9.6
: :
: Total Traders: 250 Number of Traders in Each Category :
: 53 77 76 56 66 22 14 187 197:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 27, 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 206,507
: Positions :
: 32,585 30,556 46,709 55,420 104,915 58,940 7,664 193,654 189,844: 12,853 16,663
: :
: Changes from: December 20, 2011 (Change in open interest: 901) :
: -319 806 904 -987 -214 -70 124 -472 1,620: 1,373 -719
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.8 14.8 22.6 26.8 50.8 28.5 3.7 93.8 91.9: 6.2 8.1
: :
: Total Traders: 246 Number of Traders in Each Category :
: 85 71 73 45 59 24 15 184 192:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 27, 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 281,093
: Positions :
: 50,549 31,758 70,231 36,919 129,340 94,341 6,916 252,039 238,245: 29,054 42,848
: :
: Changes from: December 20, 2011 (Change in open interest: -1,588) :
: -3,200 6,174 -2,687 2,749 -4,542 637 11 -2,502 -1,044: 914 -544
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.0 11.3 25.0 13.1 46.0 33.6 2.5 89.7 84.8: 10.3 15.2
: :
: Total Traders: 270 Number of Traders in Each Category :
: 85 72 104 51 71 22 11 213 219:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 27, 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 396,315
: Positions :
: 75,793 36,296 103,336 57,506 183,190 133,045 8,905 369,679 331,726: 26,635 64,589
: :
: Changes from: December 20, 2011 (Change in open interest: 5,751) :
: 4,798 1,306 -856 1,907 3,665 659 245 6,508 4,360: -757 1,391
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.1 9.2 26.1 14.5 46.2 33.6 2.2 93.3 83.7: 6.7 16.3
: :
: Total Traders: 385 Number of Traders in Each Category :
: 101 89 122 89 153 23 12 285 315:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 27, 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 37,346
: Positions :
: 10,360 2,869 7,828 4,363 6,975 8,363 748 30,914 18,420: 6,431 18,925
: :
: Changes from: December 20, 2011 (Change in open interest: 2,621) :
: 1,257 -47 802 313 853 140 -72 2,512 1,537: 109 1,084
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 27.7 7.7 21.0 11.7 18.7 22.4 2.0 82.8 49.3: 17.2 50.7
: :
: Total Traders: 160 Number of Traders in Each Category :
: 48 28 45 29 44 19 5 122 108:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 27, 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 192,416
: Positions :
: 12,693 39,023 39,624 94,711 100,901 35,476 1,382 182,504 180,931: 9,913 11,485
: :
: Changes from: December 20, 2011 (Change in open interest: -473) :
: -585 -1,914 97 -1,930 1,085 1,822 20 -596 -712: 123 239
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 6.6 20.3 20.6 49.2 52.4 18.4 0.7 94.8 94.0: 5.2 6.0
: :
: Total Traders: 174 Number of Traders in Each Category :
: 32 63 39 42 43 20 7 121 129:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 27, 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 729,754
: Positions :
: 51,559 63,170 168,654 206,818 372,583 237,987 46,800 665,018 651,207: 64,737 78,547
: :
: Changes from: December 20, 2011 (Change in open interest: 5,192) :
: -423 3,067 1,331 2,190 2,553 1,006 92 4,105 7,043: 1,087 -1,851
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 7.1 8.7 23.1 28.3 51.1 32.6 6.4 91.1 89.2: 8.9 10.8
: :
: Total Traders: 227 Number of Traders in Each Category :
: 61 56 82 69 78 26 18 198 194:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 27, 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 143,559
: Positions :
: 12,736 21,655 41,908 42,342 65,754 40,517 6,312 137,504 135,629: 6,055 7,930
: :
: Changes from: December 20, 2011 (Change in open interest: 1,544) :
: 484 396 535 1,291 745 -1,115 304 1,195 1,980: 349 -437
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 8.9 15.1 29.2 29.5 45.8 28.2 4.4 95.8 94.5: 4.2 5.5
: :
: Total Traders: 322 Number of Traders in Each Category :
: 71 96 99 110 107 25 14 257 271:
-------------------------------------------------------------------------------------------------------------------
Updated December 30, 2011