COT -- Supplemental Report - Option and Futures Combined Positions as of January 17, 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 519,752
: Positions :
: 38,733 131,868 130,927 76,069 158,000 234,547 34,262 480,277 455,058: 39,476 64,695
: :
: Changes from: January 10, 2012 (Change in open interest: 35,258) :
: -2,563 9,806 10,587 9,288 3,693 17,152 5,269 34,464 29,354: 794 5,903
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 7.5 25.4 25.2 14.6 30.4 45.1 6.6 92.4 87.6: 7.6 12.4
: :
: Total Traders: 400 Number of Traders in Each Category :
: 94 168 164 78 94 27 22 302 355:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 17, 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 147,372
: Positions :
: 26,604 19,558 27,619 35,783 72,952 39,543 3,538 129,548 123,667: 17,824 23,705
: :
: Changes from: January 10, 2012 (Change in open interest: 276) :
: -828 3,318 -84 -35 -2,742 1,912 421 965 913: -690 -638
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.1 13.3 18.7 24.3 49.5 26.8 2.4 87.9 83.9: 12.1 16.1
: :
: Total Traders: 165 Number of Traders in Each Category :
: 38 37 46 51 52 19 10 133 125:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 17, 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 1,659,403
: Positions :
: 233,260 122,155 481,017 349,063 692,195 416,517 72,719 1,479,857 1,368,085: 179,546 291,317
: :
: Changes from: January 10, 2012 (Change in open interest: -16,182) :
: -20,613 19,497 18,397 3,082 -45,517 -17,480 -3,085 -16,613 -10,708: 431 -5,474
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.1 7.4 29.0 21.0 41.7 25.1 4.4 89.2 82.4: 10.8 17.6
: :
: Total Traders: 743 Number of Traders in Each Category :
: 163 194 258 235 308 27 18 571 646:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 17, 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 671,915
: Positions :
: 68,806 55,238 227,573 132,197 278,456 194,724 27,512 623,300 588,778: 48,615 83,137
: :
: Changes from: January 10, 2012 (Change in open interest: 12,167) :
: -6,045 5,036 9,765 7,041 -8,078 787 754 11,548 7,478: 619 4,690
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.2 8.2 33.9 19.7 41.4 29.0 4.1 92.8 87.6: 7.2 12.4
: :
: Total Traders: 461 Number of Traders in Each Category :
: 119 152 195 111 141 26 19 378 400:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 17, 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 345,511
: Positions :
: 39,583 64,840 63,442 99,758 171,115 113,988 12,395 316,770 311,791: 28,741 33,720
: :
: Changes from: January 10, 2012 (Change in open interest: 13,838) :
: -9,716 12,706 -644 16,439 -1,879 9,467 2,087 15,546 12,270: -1,708 1,569
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.5 18.8 18.4 28.9 49.5 33.0 3.6 91.7 90.2: 8.3 9.8
: :
: Total Traders: 257 Number of Traders in Each Category :
: 59 76 79 60 64 22 15 190 208:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 17, 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 218,314
: Positions :
: 33,478 18,767 53,635 50,045 124,968 65,219 7,542 202,377 204,911: 15,937 13,403
: :
: Changes from: January 10, 2012 (Change in open interest: 12,585) :
: 176 1,301 2,729 4,046 8,797 5,036 1,284 11,987 14,112: 597 -1,527
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.3 8.6 24.6 22.9 57.2 29.9 3.5 92.7 93.9: 7.3 6.1
: :
: Total Traders: 245 Number of Traders in Each Category :
: 80 73 84 43 61 24 14 192 191:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 17, 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 286,625
: Positions :
: 53,665 42,075 74,263 34,628 120,270 94,068 9,191 256,625 245,799: 30,001 40,826
: :
: Changes from: January 10, 2012 (Change in open interest: 2,537) :
: 3,423 2,810 -954 -1,922 -1,347 2,417 3,424 2,965 3,934: -428 -1,397
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.7 14.7 25.9 12.1 42.0 32.8 3.2 89.5 85.8: 10.5 14.2
: :
: Total Traders: 287 Number of Traders in Each Category :
: 96 74 111 47 68 22 14 226 228:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 17, 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 417,639
: Positions :
: 83,072 41,068 116,011 61,664 181,908 125,233 8,064 385,980 347,051: 31,659 70,588
: :
: Changes from: January 10, 2012 (Change in open interest: 4,213) :
: 1,659 -582 2,691 3,026 788 -2,107 45 5,268 2,941: -1,056 1,272
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.9 9.8 27.8 14.8 43.6 30.0 1.9 92.4 83.1: 7.6 16.9
: :
: Total Traders: 419 Number of Traders in Each Category :
: 124 87 140 100 159 23 12 322 340:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 17, 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 45,475
: Positions :
: 14,757 3,835 10,025 4,465 8,919 8,468 1,371 37,716 24,150: 7,759 21,325
: :
: Changes from: January 10, 2012 (Change in open interest: 2,809) :
: 1,933 -44 841 -232 589 93 93 2,634 1,478: 174 1,331
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 32.5 8.4 22.0 9.8 19.6 18.6 3.0 82.9 53.1: 17.1 46.9
: :
: Total Traders: 183 Number of Traders in Each Category :
: 56 34 45 36 54 20 9 136 126:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 17, 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 193,307
: Positions :
: 14,106 40,839 35,109 99,670 105,057 34,392 1,841 183,277 182,846: 10,030 10,461
: :
: Changes from: January 10, 2012 (Change in open interest: -2,928) :
: -600 -2,337 -1,061 585 -327 -48 116 -1,124 -3,609: -1,804 680
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 7.3 21.1 18.2 51.6 54.3 17.8 1.0 94.8 94.6: 5.2 5.4
: :
: Total Traders: 174 Number of Traders in Each Category :
: 38 60 45 43 43 19 8 126 134:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 17, 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 794,833
: Positions :
: 60,696 61,299 183,833 214,877 416,088 263,939 51,663 723,345 712,883: 71,488 81,950
: :
: Changes from: January 10, 2012 (Change in open interest: 23,035) :
: 2,917 -1,301 2,347 -2,927 17,893 15,841 5,323 18,178 24,262: 4,857 -1,227
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 7.6 7.7 23.1 27.0 52.3 33.2 6.5 91.0 89.7: 9.0 10.3
: :
: Total Traders: 235 Number of Traders in Each Category :
: 62 65 88 70 76 26 19 207 201:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 17, 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 157,559
: Positions :
: 18,029 19,390 46,568 43,842 75,261 41,869 7,724 150,307 148,942: 7,252 8,617
: :
: Changes from: January 10, 2012 (Change in open interest: 605) :
: 1,224 -3,750 -453 -2,027 4,254 763 -30 -493 22: 1,098 583
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.4 12.3 29.6 27.8 47.8 26.6 4.9 95.4 94.5: 4.6 5.5
: :
: Total Traders: 318 Number of Traders in Each Category :
: 70 89 105 109 108 25 17 269 265:
-------------------------------------------------------------------------------------------------------------------
Updated January 20, 2012