COT -- Supplemental Report - Option and Futures Combined Positions as of January 3, 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 463,614
: Positions :
: 42,440 111,145 114,827 59,419 152,808 211,105 27,120 427,791 405,899: 35,823 57,715
: :
: Changes from: December 27, 2011 (Change in open interest: 12,193) :
: -1,170 -5,384 13,693 -513 2,000 -923 1,401 11,088 11,710: 1,105 483
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.2 24.0 24.8 12.8 33.0 45.5 5.8 92.3 87.6: 7.7 12.4
: :
: Total Traders: 391 Number of Traders in Each Category :
: 95 149 161 77 98 27 21 299 342:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 3, 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 143,920
: Positions :
: 27,029 16,945 26,373 33,719 72,848 38,456 3,298 125,577 119,464: 18,343 24,456
: :
: Changes from: December 27, 2011 (Change in open interest: 2,020) :
: 774 -3,349 -25 -24 4,519 1,334 535 2,060 1,680: -40 339
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.8 11.8 18.3 23.4 50.6 26.7 2.3 87.3 83.0: 12.7 17.0
: :
: Total Traders: 161 Number of Traders in Each Category :
: 45 25 38 47 50 19 9 126 112:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 3, 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 1,615,568
: Positions :
: 227,991 112,994 440,634 337,166 701,341 443,023 79,347 1,448,813 1,334,315: 166,754 281,252
: :
: Changes from: December 27, 2011 (Change in open interest: 56,650) :
: 17,926 -27,360 35,932 481 34,505 4,136 4,055 58,475 47,131: -1,825 9,518
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.1 7.0 27.3 20.9 43.4 27.4 4.9 89.7 82.6: 10.3 17.4
: :
: Total Traders: 722 Number of Traders in Each Category :
: 149 192 238 226 307 26 17 539 630:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 3, 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 635,183
: Positions :
: 72,423 58,004 199,464 122,455 272,905 191,909 27,755 586,251 558,128: 48,932 77,055
: :
: Changes from: December 27, 2011 (Change in open interest: -4,746) :
: 6,229 -1,922 7,075 -15,625 -3,587 1,240 -1,319 -1,081 247: -3,665 -4,993
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.4 9.1 31.4 19.3 43.0 30.2 4.4 92.3 87.9: 7.7 12.1
: :
: Total Traders: 459 Number of Traders in Each Category :
: 120 138 194 98 141 26 17 364 397:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 3, 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 322,173
: Positions :
: 44,614 54,462 64,031 86,846 164,972 96,693 9,615 292,185 293,080: 29,988 29,093
: :
: Changes from: December 27, 2011 (Change in open interest: -12,045) :
: -322 -10,221 1,081 -8,096 1,492 -4,499 -1,409 -11,836 -9,057: -210 -2,988
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.8 16.9 19.9 27.0 51.2 30.0 3.0 90.7 91.0: 9.3 9.0
: :
: Total Traders: 239 Number of Traders in Each Category :
: 58 68 72 52 63 22 14 177 189:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 3, 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 208,092
: Positions :
: 37,174 23,061 48,346 49,100 112,565 58,671 10,284 193,291 194,257: 14,801 13,835
: :
: Changes from: December 27, 2011 (Change in open interest: 1,585) :
: 4,589 -7,495 1,637 -6,321 7,650 -269 2,621 -363 4,412: 1,948 -2,828
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.9 11.1 23.2 23.6 54.1 28.2 4.9 92.9 93.4: 7.1 6.6
: :
: Total Traders: 244 Number of Traders in Each Category :
: 92 58 77 46 62 24 15 191 187:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 3, 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 277,185
: Positions :
: 48,852 34,796 69,559 36,521 124,694 94,348 7,903 249,280 236,953: 27,905 40,232
: :
: Changes from: December 27, 2011 (Change in open interest: -3,908) :
: -1,697 3,037 -671 -398 -4,645 7 987 -2,759 -1,292: -1,149 -2,616
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.6 12.6 25.1 13.2 45.0 34.0 2.9 89.9 85.5: 10.1 14.5
: :
: Total Traders: 267 Number of Traders in Each Category :
: 82 73 103 50 70 22 11 212 215:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 3, 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 399,273
: Positions :
: 76,958 34,402 107,220 53,563 181,310 133,046 11,471 370,788 334,403: 28,485 64,870
: :
: Changes from: December 27, 2011 (Change in open interest: 2,959) :
: 1,166 -1,894 3,885 -3,943 -1,880 1 2,566 1,109 2,677: 1,850 282
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.3 8.6 26.9 13.4 45.4 33.3 2.9 92.9 83.8: 7.1 16.2
: :
: Total Traders: 390 Number of Traders in Each Category :
: 112 83 119 82 155 23 12 278 317:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 3, 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 39,571
: Positions :
: 11,558 3,164 8,071 4,431 7,570 8,710 1,181 32,770 19,987: 6,801 19,584
: :
: Changes from: December 27, 2011 (Change in open interest: 2,225) :
: 1,197 295 244 68 595 347 433 1,856 1,566: 370 659
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 29.2 8.0 20.4 11.2 19.1 22.0 3.0 82.8 50.5: 17.2 49.5
: :
: Total Traders: 167 Number of Traders in Each Category :
: 45 33 44 35 50 18 5 127 114:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 3, 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 199,525
: Positions :
: 12,464 39,350 43,304 97,702 104,538 35,713 1,518 189,183 188,709: 10,342 10,816
: :
: Changes from: December 27, 2011 (Change in open interest: 7,109) :
: -229 327 3,680 2,992 3,636 237 135 6,680 7,778: 430 -669
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 6.2 19.7 21.7 49.0 52.4 17.9 0.8 94.8 94.6: 5.2 5.4
: :
: Total Traders: 178 Number of Traders in Each Category :
: 38 61 41 43 43 19 6 124 132:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 3, 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 752,852
: Positions :
: 66,615 60,726 172,282 204,710 393,812 241,234 47,484 684,842 674,303: 68,010 78,549
: :
: Changes from: December 27, 2011 (Change in open interest: 23,098) :
: 15,056 -2,444 3,628 -2,108 21,228 3,248 683 19,824 23,095: 3,274 2
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 8.8 8.1 22.9 27.2 52.3 32.0 6.3 91.0 89.6: 9.0 10.4
: :
: Total Traders: 234 Number of Traders in Each Category :
: 65 60 84 71 78 26 17 206 196:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 3, 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 145,784
: Positions :
: 14,096 19,728 43,263 42,394 67,168 39,581 7,087 139,334 137,246: 6,450 8,538
: :
: Changes from: December 27, 2011 (Change in open interest: 2,225) :
: 1,360 -1,927 1,355 52 1,415 -937 775 1,830 1,617: 395 607
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.7 13.5 29.7 29.1 46.1 27.2 4.9 95.6 94.1: 4.4 5.9
: :
: Total Traders: 315 Number of Traders in Each Category :
: 65 92 98 113 109 25 15 261 264:
-------------------------------------------------------------------------------------------------------------------
Updated January 6, 2012