COT -- Supplemental Report - Option and Futures Combined Positions as of February 7, 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 544,753
: Positions :
: 45,432 121,504 136,969 72,401 186,176 248,755 38,160 503,556 482,809: 41,197 61,944
: :
: Changes from: January 31, 2012 (Change in open interest: -5,253) :
: -7,730 -6,812 2,557 689 3,192 -3,856 -3,874 -8,340 -4,937: 3,088 -315
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 8.3 22.3 25.1 13.3 34.2 45.7 7.0 92.4 88.6: 7.6 11.4
: :
: Total Traders: 399 Number of Traders in Each Category :
: 107 145 171 76 101 29 20 325 338:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 7, 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 152,800
: Positions :
: 26,364 14,269 26,015 38,070 81,725 43,874 5,592 134,324 127,601: 18,477 25,199
: :
: Changes from: January 31, 2012 (Change in open interest: 667) :
: 1,162 -3,082 873 -625 3,030 503 420 1,913 1,241: -1,246 -574
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.3 9.3 17.0 24.9 53.5 28.7 3.7 87.9 83.5: 12.1 16.5
: :
: Total Traders: 162 Number of Traders in Each Category :
: 37 34 40 49 53 20 10 128 120:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 7, 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 1,737,986
: Positions :
: 271,891 128,806 494,355 366,838 733,475 443,293 93,677 1,576,377 1,450,313: 161,609 287,672
: :
: Changes from: January 31, 2012 (Change in open interest: 61,229) :
: 19,602 2,082 19,382 14,468 23,757 3,837 4,453 57,289 49,674: 3,940 11,554
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.6 7.4 28.4 21.1 42.2 25.5 5.4 90.7 83.4: 9.3 16.6
: :
: Total Traders: 716 Number of Traders in Each Category :
: 158 179 253 242 303 28 19 566 632:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 7, 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 710,111
: Positions :
: 95,028 51,605 227,882 135,309 314,178 198,966 30,015 657,185 623,680: 52,927 86,431
: :
: Changes from: January 31, 2012 (Change in open interest: 25,526) :
: 16,507 -7,468 6,782 -2,916 25,330 -441 255 19,932 24,898: 5,594 628
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.4 7.3 32.1 19.1 44.2 28.0 4.2 92.5 87.8: 7.5 12.2
: :
: Total Traders: 484 Number of Traders in Each Category :
: 154 132 209 116 144 28 19 408 412:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 7, 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 369,025
: Positions :
: 50,160 66,377 74,648 90,698 182,551 121,765 15,187 337,271 338,763: 31,754 30,262
: :
: Changes from: January 31, 2012 (Change in open interest: -7,309) :
: 2,439 -11,332 -1,410 -12,247 8,042 -486 182 -11,703 -4,518: 4,394 -2,791
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.6 18.0 20.2 24.6 49.5 33.0 4.1 91.4 91.8: 8.6 8.2
: :
: Total Traders: 262 Number of Traders in Each Category :
: 59 79 98 57 61 23 15 208 213:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 7, 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 251,116
: Positions :
: 31,772 19,524 60,095 69,248 143,243 70,536 12,934 231,651 235,797: 19,465 15,320
: :
: Changes from: January 31, 2012 (Change in open interest: 14,319) :
: -1,202 1,318 3,648 5,412 5,689 2,203 2,815 10,061 13,470: 4,258 848
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.7 7.8 23.9 27.6 57.0 28.1 5.2 92.2 93.9: 7.8 6.1
: :
: Total Traders: 257 Number of Traders in Each Category :
: 81 77 95 47 63 25 16 207 204:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 7, 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 305,623
: Positions :
: 60,447 39,570 85,960 31,962 129,020 97,842 9,446 276,211 263,995: 29,412 41,628
: :
: Changes from: January 31, 2012 (Change in open interest: 9,555) :
: 5,020 -3,237 4,652 365 7,316 -1,104 -1,148 8,933 7,583: 622 1,972
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.8 12.9 28.1 10.5 42.2 32.0 3.1 90.4 86.4: 9.6 13.6
: :
: Total Traders: 284 Number of Traders in Each Category :
: 85 87 117 48 67 23 13 234 224:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 7, 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 412,521
: Positions :
: 94,282 33,725 98,885 57,154 192,177 130,765 10,880 381,087 335,667: 31,435 76,854
: :
: Changes from: January 31, 2012 (Change in open interest: -20,487) :
: -1,247 -3,904 -19,566 -136 -540 356 362 -20,593 -23,648: 106 3,160
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 22.9 8.2 24.0 13.9 46.6 31.7 2.6 92.4 81.4: 7.6 18.6
: :
: Total Traders: 444 Number of Traders in Each Category :
: 143 93 139 88 162 24 11 335 342:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 7, 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 52,912
: Positions :
: 18,509 3,925 13,002 4,125 10,605 8,981 1,685 44,616 29,217: 8,296 23,695
: :
: Changes from: January 31, 2012 (Change in open interest: 3,314) :
: 775 -298 1,538 354 704 5 140 2,673 2,085: 641 1,229
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 35.0 7.4 24.6 7.8 20.0 17.0 3.2 84.3 55.2: 15.7 44.8
: :
: Total Traders: 209 Number of Traders in Each Category :
: 66 39 48 31 68 18 12 142 148:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 7, 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 179,502
: Positions :
: 11,104 35,407 26,142 92,280 98,390 39,429 8,693 168,955 168,631: 10,547 10,871
: :
: Changes from: January 31, 2012 (Change in open interest: -13,208) :
: -1,095 2,615 -9,939 -5,690 -8,327 3,931 3,548 -12,794 -12,103: -414 -1,104
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 6.2 19.7 14.6 51.4 54.8 22.0 4.8 94.1 93.9: 5.9 6.1
: :
: Total Traders: 161 Number of Traders in Each Category :
: 30 57 43 40 43 18 12 117 133:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 7, 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 865,776
: Positions :
: 68,188 43,757 191,482 248,484 487,176 281,873 62,131 790,027 784,546: 75,749 81,231
: :
: Changes from: January 31, 2012 (Change in open interest: 20,958) :
: -5,195 1,123 -135 17,049 16,362 6,438 5,635 18,157 22,986: 2,801 -2,028
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 7.9 5.1 22.1 28.7 56.3 32.6 7.2 91.3 90.6: 8.7 9.4
: :
: Total Traders: 231 Number of Traders in Each Category :
: 55 63 89 70 80 27 19 207 199:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 7, 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 188,834
: Positions :
: 22,957 27,042 59,167 55,843 85,918 42,544 7,466 180,512 179,594: 8,322 9,240
: :
: Changes from: January 31, 2012 (Change in open interest: 15,160) :
: 4,341 2,006 6,050 3,506 6,975 1,122 385 15,019 15,416: 141 -256
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.2 14.3 31.3 29.6 45.5 22.5 4.0 95.6 95.1: 4.4 4.9
: :
: Total Traders: 353 Number of Traders in Each Category :
: 81 113 110 107 111 25 18 276 300:
-------------------------------------------------------------------------------------------------------------------
Updated February 10, 2012