COT -- Supplemental Report - Option and Futures Combined Positions as of September 4, 2012
: 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 584,996
: Positions :
: 104,773 93,037 155,153 63,118 248,181 222,841 33,958 545,885 530,327: 39,111 54,669
: :
: Changes from: August 28, 2012 (Change in open interest: 8,920) :
: 7,490 4,778 5,065 -3,893 -2,028 215 1,455 8,878 9,270: 42 -350
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.9 15.9 26.5 10.8 42.4 38.1 5.8 93.3 90.7: 6.7 9.3
: :
: Total Traders: 408 Number of Traders in Each Category :
: 133 116 150 78 119 28 20 316 336:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 4, 2012
: 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 150,736
: Positions :
: 47,792 11,609 13,192 30,652 100,505 41,418 3,665 133,053 128,970: 17,683 21,765
: :
: Changes from: August 28, 2012 (Change in open interest: -2,380) :
: 3,124 2,734 -1,526 -1,031 -1,295 -501 -58 66 -145: -2,446 -2,235
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 31.7 7.7 8.8 20.3 66.7 27.5 2.4 88.3 85.6: 11.7 14.4
: :
: Total Traders: 179 Number of Traders in Each Category :
: 60 21 27 44 75 17 3 131 117:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 4, 2012
: 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 1,804,347
: Positions :
: 325,005 53,362 569,603 309,631 857,190 422,160 60,938 1,626,399 1,541,093: 177,948 263,254
: :
: Changes from: August 28, 2012 (Change in open interest: -6,611) :
: 8,237 -3,866 10,759 -21,887 -11,121 -705 -996 -3,596 -5,224: -3,015 -1,387
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.0 3.0 31.6 17.2 47.5 23.4 3.4 90.1 85.4: 9.9 14.6
: :
: Total Traders: 877 Number of Traders in Each Category :
: 246 155 265 263 402 29 21 644 745:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 4, 2012
: 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 1,197,773
: Positions :
: 253,623 45,389 445,676 207,653 534,006 198,905 81,538 1,105,857 1,106,609: 91,917 91,164
: :
: Changes from: August 28, 2012 (Change in open interest: 41,298) :
: 7,951 -1,865 30,904 127 8,543 98 -961 39,079 36,621: 2,219 4,677
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 21.2 3.8 37.2 17.3 44.6 16.6 6.8 92.3 92.4: 7.7 7.6
: :
: Total Traders: 678 Number of Traders in Each Category :
: 256 162 268 157 214 29 19 557 556:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 4, 2012
: 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 400,783
: Positions :
: 75,224 36,522 86,340 88,754 240,462 104,550 11,610 354,868 374,934: 45,915 25,849
: :
: Changes from: August 28, 2012 (Change in open interest: 9,609) :
: 9,472 -4,745 -531 -6,593 16,106 1,644 221 3,992 11,051: 5,617 -1,442
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.8 9.1 21.5 22.1 60.0 26.1 2.9 88.5 93.6: 11.5 6.4
: :
: Total Traders: 278 Number of Traders in Each Category :
: 78 76 95 67 69 20 11 233 202:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 4, 2012
: 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 276,897
: Positions :
: 47,353 27,168 82,740 57,295 144,663 72,750 7,212 260,139 261,784: 16,758 15,113
: :
: Changes from: August 28, 2012 (Change in open interest: 5,517) :
: 2,823 -1,957 399 1,249 6,837 1,287 -146 5,758 5,132: -241 385
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.1 9.8 29.9 20.7 52.2 26.3 2.6 93.9 94.5: 6.1 5.5
: :
: Total Traders: 299 Number of Traders in Each Category :
: 123 78 94 48 60 26 15 238 210:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 4, 2012
: 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 288,462
: Positions :
: 53,154 49,384 90,719 19,012 101,898 96,942 4,036 259,828 246,037: 28,634 42,424
: :
: Changes from: August 28, 2012 (Change in open interest: 5,874) :
: 3,610 3,720 373 -292 -1,733 1,471 743 5,163 3,104: 711 2,770
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.4 17.1 31.4 6.6 35.3 33.6 1.4 90.1 85.3: 9.9 14.7
: :
: Total Traders: 314 Number of Traders in Each Category :
: 114 85 125 46 69 25 8 239 249:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 4, 2012
: 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 372,257
: Positions :
: 63,141 49,740 105,510 57,850 162,838 117,990 1,943 344,491 320,031: 27,766 52,226
: :
: Changes from: August 28, 2012 (Change in open interest: 11,764) :
: 2,000 1,343 7,290 1,871 4,408 782 295 11,943 13,335: -179 -1,572
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.0 13.4 28.3 15.5 43.7 31.7 0.5 92.5 86.0: 7.5 14.0
: :
: Total Traders: 428 Number of Traders in Each Category :
: 123 110 148 96 149 26 8 322 353:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 4, 2012
: 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 41,018
: Positions :
: 3,718 9,353 11,950 9,659 4,701 7,690 913 33,017 26,916: 8,001 14,102
: :
: Changes from: August 28, 2012 (Change in open interest: -9,250) :
: -689 -1,350 -5,548 -1,610 -878 119 -113 -7,729 -7,890: -1,521 -1,360
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.1 22.8 29.1 23.5 11.5 18.7 2.2 80.5 65.6: 19.5 34.4
: :
: Total Traders: 144 Number of Traders in Each Category :
: 24 44 44 36 37 19 11 106 117:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 4, 2012
: 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 222,915
: Positions :
: 44,119 26,232 48,950 80,649 141,061 35,159 815 208,877 217,058: 14,038 5,857
: :
: Changes from: August 28, 2012 (Change in open interest: 10,928) :
: 2,617 -7,677 7,058 1,230 12,195 -347 -18 10,558 11,558: 369 -630
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.8 11.8 22.0 36.2 63.3 15.8 0.4 93.7 97.4: 6.3 2.6
: :
: Total Traders: 198 Number of Traders in Each Category :
: 77 47 47 36 43 19 4 161 115:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 4, 2012
: 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 896,349
: Positions :
: 84,814 101,730 184,628 265,631 491,296 279,442 30,345 814,515 807,999: 81,834 88,350
: :
: Changes from: August 28, 2012 (Change in open interest: 18,064) :
: -3,083 17,995 10,089 12,577 -9,811 -685 59 18,898 18,332: -835 -268
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.5 11.3 20.6 29.6 54.8 31.2 3.4 90.9 90.1: 9.1 9.9
: :
: Total Traders: 217 Number of Traders in Each Category :
: 46 64 76 71 75 24 17 184 192:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 4, 2012
: 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 197,070
: Positions :
: 19,030 48,431 60,707 63,491 75,001 45,006 4,041 188,234 188,180: 8,836 8,890
: :
: Changes from: August 28, 2012 (Change in open interest: 2,835) :
: -19 2,640 1,244 596 -1,369 144 -147 1,965 2,369: 870 466
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.7 24.6 30.8 32.2 38.1 22.8 2.1 95.5 95.5: 4.5 4.5
: :
: Total Traders: 390 Number of Traders in Each Category :
: 107 114 105 113 110 26 12 295 301:
-------------------------------------------------------------------------------------------------------------------
Updated September 4, 2012