COT -- Supplemental Report - Option and Futures Combined Positions as of January 25, 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 669,836
: Positions :
: 90,865 82,029 171,720 107,626 307,528 246,239 41,205 616,450 602,483: 53,385 67,352
: :
: Changes from: January 18, 2011 (Change in open interest: 36,627) :
: 12,374 3,175 9,556 7,986 20,981 1,804 43 31,719 33,755: 4,909 2,873
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.6 12.2 25.6 16.1 45.9 36.8 6.2 92.0 89.9: 8.0 10.1
: :
: Total Traders: 483 Number of Traders in Each Category :
: 156 155 184 80 126 27 18 382 377:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 25, 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 224,856
: Positions :
: 56,287 6,877 35,142 54,498 143,634 44,113 6,630 190,040 192,283: 34,816 32,573
: :
: Changes from: January 18, 2011 (Change in open interest: 649) :
: 2,358 -554 -467 -1,004 735 468 677 1,355 391: -706 258
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 25.0 3.1 15.6 24.2 63.9 19.6 2.9 84.5 85.5: 15.5 14.5
: :
: Total Traders: 215 Number of Traders in Each Category :
: 69 26 56 53 82 20 9 165 157:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 25, 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 2,381,171
: Positions :
: 437,167 106,426 762,995 461,898 1,115,042 490,546 83,952 2,152,607 2,068,415: 228,564 312,756
: :
: Changes from: January 18, 2011 (Change in open interest: -60,798) :
: -21,839 -4,792 -33,871 7,978 -30,795 -15,072 -2,706 -62,804 -72,164: 2,006 11,366
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.4 4.5 32.0 19.4 46.8 20.6 3.5 90.4 86.9: 9.6 13.1
: :
: Total Traders: 923 Number of Traders in Each Category :
: 277 147 304 285 405 28 18 723 770:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 25, 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 935,166
: Positions :
: 168,701 27,284 321,386 157,544 451,054 218,849 40,988 866,480 840,712: 68,686 94,454
: :
: Changes from: January 18, 2011 (Change in open interest: -30,413) :
: -11,333 2,083 -10,866 -4,568 -24,323 -2,265 -52 -29,032 -33,157: -1,381 2,744
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.0 2.9 34.4 16.8 48.2 23.4 4.4 92.7 89.9: 7.3 10.1
: :
: Total Traders: 595 Number of Traders in Each Category :
: 225 102 222 119 211 25 18 458 487:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 25, 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 466,701
: Positions :
: 67,363 30,430 102,956 155,155 299,481 108,136 13,872 433,611 446,739: 33,091 19,962
: :
: Changes from: January 18, 2011 (Change in open interest: 6,111) :
: -6,994 4,766 3,113 12,723 -5,705 -122 3,355 8,721 5,529: -2,610 581
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.4 6.5 22.1 33.2 64.2 23.2 3.0 92.9 95.7: 7.1 4.3
: :
: Total Traders: 266 Number of Traders in Each Category :
: 84 64 91 53 65 23 11 217 194:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 25, 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 383,620
: Positions :
: 52,824 5,285 123,096 122,907 224,505 60,929 18,094 359,756 370,980: 23,864 12,640
: :
: Changes from: January 18, 2011 (Change in open interest: 26,350) :
: 3,241 -75 15,236 5,328 9,207 1,366 1,629 25,171 25,998: 1,179 352
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.8 1.4 32.1 32.0 58.5 15.9 4.7 93.8 96.7: 6.2 3.3
: :
: Total Traders: 266 Number of Traders in Each Category :
: 127 42 87 52 62 24 13 231 179:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 25, 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 255,722
: Positions :
: 43,162 16,521 68,831 19,093 127,434 96,457 2,582 227,542 215,368: 28,181 40,355
: :
: Changes from: January 18, 2011 (Change in open interest: 12,366) :
: -460 -1,263 9,131 1,337 2,638 104 -221 10,113 10,285: 2,253 2,081
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.9 6.5 26.9 7.5 49.8 37.7 1.0 89.0 84.2: 11.0 15.8
: :
: Total Traders: 278 Number of Traders in Each Category :
: 84 73 111 50 72 23 13 230 217:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 25, 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 456,147
: Positions :
: 104,239 31,429 142,120 35,154 196,272 140,586 7,056 422,099 376,877: 34,048 79,270
: :
: Changes from: January 18, 2011 (Change in open interest: 10,424) :
: -6,252 -2,402 11,700 3,473 3,786 527 585 9,448 13,668: 976 -3,244
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 22.9 6.9 31.2 7.7 43.0 30.8 1.5 92.5 82.6: 7.5 17.4
: :
: Total Traders: 476 Number of Traders in Each Category :
: 158 79 143 93 193 24 10 355 364:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 25, 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 60,203
: Positions :
: 18,346 3,827 16,199 6,957 14,172 9,820 665 51,322 34,863: 8,881 25,340
: :
: Changes from: January 18, 2011 (Change in open interest: 364) :
: 103 -438 -114 6 1,171 -69 -7 -73 612: 437 -248
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 30.5 6.4 26.9 11.6 23.5 16.3 1.1 85.2 57.9: 14.8 42.1
: :
: Total Traders: 208 Number of Traders in Each Category :
: 61 34 51 42 78 21 4 156 145:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 25, 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 173,958
: Positions :
: 28,582 19,525 31,401 69,256 116,067 34,784 3,431 164,024 170,425: 9,934 3,533
: :
: Changes from: January 18, 2011 (Change in open interest: 16,299) :
: -440 -7,773 9,059 6,415 17,342 1,918 1,143 16,952 19,771: -653 -3,472
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.4 11.2 18.1 39.8 66.7 20.0 2.0 94.3 98.0: 5.7 2.0
: :
: Total Traders: 183 Number of Traders in Each Category :
: 68 44 49 40 46 18 10 158 120:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 25, 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 1,017,632
: Positions :
: 108,276 5,032 323,623 261,124 547,467 240,695 87,395 933,719 963,517: 83,914 54,115
: :
: Changes from: January 18, 2011 (Change in open interest: -4,685) :
: 1,095 -740 -3,134 2,337 2,225 -3,494 -2,462 -3,196 -4,111: -1,489 -574
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.6 0.5 31.8 25.7 53.8 23.7 8.6 91.8 94.7: 8.2 5.3
: :
: Total Traders: 219 Number of Traders in Each Category :
: 65 42 84 73 81 22 17 198 188:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 25, 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 203,504
: Positions :
: 30,933 5,375 59,304 59,778 126,706 44,026 5,300 194,042 196,685: 9,462 6,819
: :
: Changes from: January 18, 2011 (Change in open interest: -1,861) :
: -4,913 130 1,320 3,169 -2,402 165 62 -259 -890: -1,602 -971
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.2 2.6 29.1 29.4 62.3 21.6 2.6 95.4 96.6: 4.6 3.4
: :
: Total Traders: 356 Number of Traders in Each Category :
: 131 53 95 110 131 24 8 306 253:
-------------------------------------------------------------------------------------------------------------------
Updated January 28, 2011