COT -- Supplemental Report - Option and Futures Combined Positions as of January 31, 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 550,005
: Positions :
: 53,162 128,316 134,412 71,712 182,984 252,611 42,034 511,896 487,746: 38,109 62,259
: :
: Changes from: January 24, 2012 (Change in open interest: 2,779) :
: 8,098 -12,575 -5,363 -4,083 16,327 7,412 5,656 6,063 4,045: -3,284 -1,266
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.7 23.3 24.4 13.0 33.3 45.9 7.6 93.1 88.7: 6.9 11.3
: :
: Total Traders: 394 Number of Traders in Each Category :
: 111 139 166 74 96 28 21 308 343:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 31, 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 152,133
: Positions :
: 25,202 17,351 25,142 38,695 78,695 43,371 5,172 132,410 126,360: 19,723 25,773
: :
: Changes from: January 24, 2012 (Change in open interest: 840) :
: -117 -5,421 -2,386 579 6,406 2,115 1,023 190 -379: 649 1,219
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.6 11.4 16.5 25.4 51.7 28.5 3.4 87.0 83.1: 13.0 16.9
: :
: Total Traders: 158 Number of Traders in Each Category :
: 37 32 39 50 53 20 9 123 121:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 31, 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 1,676,757
: Positions :
: 252,289 126,725 474,972 352,370 709,718 439,457 89,224 1,519,088 1,400,639: 157,669 276,118
: :
: Changes from: January 24, 2012 (Change in open interest: -13,144) :
: 16,250 -16,051 -21,668 -1,266 25,883 13,724 11,544 7,040 -292: -20,184 -12,852
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.0 7.6 28.3 21.0 42.3 26.2 5.3 90.6 83.5: 9.4 16.5
: :
: Total Traders: 721 Number of Traders in Each Category :
: 158 180 249 246 309 28 19 563 641:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 31, 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 684,586
: Positions :
: 78,521 59,074 221,100 138,225 288,849 199,407 29,760 637,253 598,783: 47,333 85,803
: :
: Changes from: January 24, 2012 (Change in open interest: -334) :
: 1,538 7,162 -19,360 17,702 9,736 337 -44 217 -2,506: -551 2,173
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.5 8.6 32.3 20.2 42.2 29.1 4.3 93.1 87.5: 6.9 12.5
: :
: Total Traders: 470 Number of Traders in Each Category :
: 118 149 205 118 142 28 20 388 417:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 31, 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 376,334
: Positions :
: 47,721 77,710 76,058 102,945 174,509 122,250 15,005 348,974 343,281: 27,360 33,053
: :
: Changes from: January 24, 2012 (Change in open interest: 9,342) :
: 1,415 5,124 3,229 3,936 -1,434 2,375 1,165 10,955 8,084: -1,613 1,257
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.7 20.6 20.2 27.4 46.4 32.5 4.0 92.7 91.2: 7.3 8.8
: :
: Total Traders: 268 Number of Traders in Each Category :
: 55 90 92 59 61 23 15 202 219:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 31, 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 236,798
: Positions :
: 32,975 18,206 56,447 63,836 137,554 68,333 10,119 221,591 222,326: 15,207 14,471
: :
: Changes from: January 24, 2012 (Change in open interest: 7,385) :
: -1,964 2,783 -2,143 10,044 3,300 2,029 2,802 7,966 6,742: -580 643
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.9 7.7 23.8 27.0 58.1 28.9 4.3 93.6 93.9: 6.4 6.1
: :
: Total Traders: 262 Number of Traders in Each Category :
: 87 79 94 47 63 24 16 209 206:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 31, 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 296,067
: Positions :
: 55,428 42,807 81,308 31,596 121,704 98,946 10,593 267,278 256,412: 28,789 39,655
: :
: Changes from: January 24, 2012 (Change in open interest: -609) :
: -1,379 -704 2,956 -3,000 -2,905 2,653 -198 1,229 -851: -1,838 242
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.7 14.5 27.5 10.7 41.1 33.4 3.6 90.3 86.6: 9.7 13.4
: :
: Total Traders: 281 Number of Traders in Each Category :
: 79 88 110 46 66 23 11 222 221:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 31, 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 433,009
: Positions :
: 95,530 37,629 118,450 57,291 192,717 130,409 10,518 401,680 359,315: 31,329 73,694
: :
: Changes from: January 24, 2012 (Change in open interest: 3,646) :
: 5,117 -1,876 -2,744 -813 6,539 2,852 589 4,412 2,508: -766 1,138
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 22.1 8.7 27.4 13.2 44.5 30.1 2.4 92.8 83.0: 7.2 17.0
: :
: Total Traders: 440 Number of Traders in Each Category :
: 128 103 135 96 165 24 11 328 347:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 31, 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 49,598
: Positions :
: 17,733 4,223 11,463 3,771 9,901 8,976 1,545 41,943 27,132: 7,655 22,466
: :
: Changes from: January 24, 2012 (Change in open interest: -154) :
: 614 293 -577 -293 385 305 131 49 231: -203 -386
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 35.8 8.5 23.1 7.6 20.0 18.1 3.1 84.6 54.7: 15.4 45.3
: :
: Total Traders: 205 Number of Traders in Each Category :
: 66 36 51 31 62 20 10 146 141:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 31, 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 192,710
: Positions :
: 12,199 32,792 36,081 97,971 106,717 35,498 5,144 181,749 180,735: 10,961 11,976
: :
: Changes from: January 24, 2012 (Change in open interest: -1,580) :
: -2,366 -5,849 960 -2,280 -1,152 2,651 3,319 -1,036 -2,722: -545 1,142
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 6.3 17.0 18.7 50.8 55.4 18.4 2.7 94.3 93.8: 5.7 6.2
: :
: Total Traders: 164 Number of Traders in Each Category :
: 34 56 51 41 43 19 10 126 133:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 31, 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 844,819
: Positions :
: 73,382 42,633 191,617 231,435 470,814 275,436 56,496 771,870 761,560: 72,949 83,259
: :
: Changes from: January 24, 2012 (Change in open interest: 25,256) :
: 438 4,191 3,217 26,612 16,726 4,509 469 34,777 24,603: -9,520 654
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 8.7 5.0 22.7 27.4 55.7 32.6 6.7 91.4 90.1: 8.6 9.9
: :
: Total Traders: 234 Number of Traders in Each Category :
: 66 57 90 68 79 27 18 210 198:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 31, 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 173,674
: Positions :
: 18,617 25,036 53,117 52,337 78,944 41,422 7,081 165,492 164,178: 8,182 9,497
: :
: Changes from: January 24, 2012 (Change in open interest: 10,553) :
: 739 3,220 5,394 2,754 421 682 476 9,569 9,511: 983 1,042
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.7 14.4 30.6 30.1 45.5 23.9 4.1 95.3 94.5: 4.7 5.5
: :
: Total Traders: 340 Number of Traders in Each Category :
: 75 107 106 101 107 26 16 263 289:
-------------------------------------------------------------------------------------------------------------------
Updated February 3, 2012