COT -- Supplemental Report - Option and Futures Combined Positions as of February 21, 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 549,844
: Positions :
: 51,079 148,338 133,376 78,245 173,483 245,714 36,277 508,415 491,474: 41,429 58,370
: :
: Changes from: February 14, 2012 (Change in open interest: 19,938) :
: 5,014 14,216 7,809 9,224 1,822 -2,029 -276 20,018 23,572: -80 -3,634
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.3 27.0 24.3 14.2 31.6 44.7 6.6 92.5 89.4: 7.5 10.6
: :
: Total Traders: 405 Number of Traders in Each Category :
: 103 156 170 77 95 30 22 321 344:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 21, 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 147,006
: Positions :
: 24,090 20,475 23,144 38,724 74,263 43,436 3,877 129,394 121,759: 17,612 25,248
: :
: Changes from: February 14, 2012 (Change in open interest: -2,136) :
: -951 3,491 -943 -403 -2,812 1,100 -57 -1,198 -322: -938 -1,814
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.4 13.9 15.7 26.3 50.5 29.5 2.6 88.0 82.8: 12.0 17.2
: :
: Total Traders: 160 Number of Traders in Each Category :
: 31 39 39 52 54 20 9 128 122:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 21, 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 1,770,174
: Positions :
: 250,177 133,508 522,020 380,063 730,789 456,568 98,001 1,608,828 1,484,318: 161,346 285,855
: :
: Changes from: February 14, 2012 (Change in open interest: -8,856) :
: -18,270 2,128 2,600 -8,230 -10,227 10,285 632 -13,615 -4,868: 4,759 -3,988
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.1 7.5 29.5 21.5 41.3 25.8 5.5 90.9 83.9: 9.1 16.1
: :
: Total Traders: 727 Number of Traders in Each Category :
: 181 170 264 242 301 28 20 573 647:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 21, 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 763,912
: Positions :
: 117,156 39,473 253,784 135,054 341,903 202,338 35,693 708,332 670,854: 55,579 93,058
: :
: Changes from: February 14, 2012 (Change in open interest: 7,638) :
: 11,226 -3,818 1,532 -3,336 8,837 -1,661 1,194 7,762 7,745: -124 -107
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.3 5.2 33.2 17.7 44.8 26.5 4.7 92.7 87.8: 7.3 12.2
: :
: Total Traders: 495 Number of Traders in Each Category :
: 177 112 204 122 156 27 16 422 407:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 21, 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 376,981
: Positions :
: 55,748 50,124 78,791 83,081 203,088 123,116 14,291 340,736 346,293: 36,245 30,687
: :
: Changes from: February 14, 2012 (Change in open interest: 5,011) :
: 4,287 -6,830 -1,128 -1,187 12,658 1,563 2,015 3,536 6,716: 1,475 -1,705
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.8 13.3 20.9 22.0 53.9 32.7 3.8 90.4 91.9: 9.6 8.1
: :
: Total Traders: 262 Number of Traders in Each Category :
: 64 80 92 52 59 23 13 204 203:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 21, 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 213,857
: Positions :
: 32,334 30,164 40,512 55,534 124,813 70,131 3,345 198,511 198,834: 15,346 15,022
: :
: Changes from: February 14, 2012 (Change in open interest: -15,950) :
: -314 691 -2,927 -8,403 -6,539 -3,423 -5,885 -15,067 -14,661: -883 -1,289
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.1 14.1 18.9 26.0 58.4 32.8 1.6 92.8 93.0: 7.2 7.0
: :
: Total Traders: 256 Number of Traders in Each Category :
: 67 94 72 46 61 26 12 185 196:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 21, 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 302,769
: Positions :
: 60,149 35,078 82,569 30,373 131,280 99,195 9,659 272,286 258,585: 30,483 44,184
: :
: Changes from: February 14, 2012 (Change in open interest: -4,357) :
: 437 -770 -5,605 -849 -76 1,859 743 -4,157 -5,706: -200 1,349
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.9 11.6 27.3 10.0 43.4 32.8 3.2 89.9 85.4: 10.1 14.6
: :
: Total Traders: 303 Number of Traders in Each Category :
: 91 84 124 52 74 23 11 248 238:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 21, 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 444,928
: Positions :
: 106,554 34,898 117,822 55,479 202,890 133,458 10,813 413,312 366,422: 31,616 78,506
: :
: Changes from: February 14, 2012 (Change in open interest: 17,474) :
: 9,112 -167 11,211 -3,781 5,915 1,877 -70 18,419 16,890: -945 584
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 23.9 7.8 26.5 12.5 45.6 30.0 2.4 92.9 82.4: 7.1 17.6
: :
: Total Traders: 468 Number of Traders in Each Category :
: 163 90 146 91 170 24 11 358 350:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 21, 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 60,778
: Positions :
: 21,030 4,498 16,669 4,544 12,002 9,466 1,975 51,710 35,144: 9,068 25,633
: :
: Changes from: February 14, 2012 (Change in open interest: 4,807) :
: 1,816 281 2,447 -25 741 222 235 4,460 3,704: 347 1,103
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 34.6 7.4 27.4 7.5 19.7 15.6 3.2 85.1 57.8: 14.9 42.2
: :
: Total Traders: 221 Number of Traders in Each Category :
: 75 37 61 34 71 19 13 158 160:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 21, 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 173,970
: Positions :
: 11,949 35,943 26,271 85,724 95,964 40,303 5,423 164,248 163,601: 9,722 10,368
: :
: Changes from: February 14, 2012 (Change in open interest: 737) :
: -11 -3,966 2,734 -4,388 3,326 1,231 -2,049 -434 45: 1,172 692
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 6.9 20.7 15.1 49.3 55.2 23.2 3.1 94.4 94.0: 5.6 6.0
: :
: Total Traders: 164 Number of Traders in Each Category :
: 32 63 40 38 40 19 8 114 127:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 21, 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 818,229
: Positions :
: 88,323 47,027 153,563 204,562 499,257 282,766 43,963 729,214 743,809: 89,014 74,419
: :
: Changes from: February 14, 2012 (Change in open interest: -57,788) :
: 14,259 2,749 -40,218 -43,792 1,208 -730 -15,115 -70,482 -51,376: 12,694 -6,412
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.8 5.7 18.8 25.0 61.0 34.6 5.4 89.1 90.9: 10.9 9.1
: :
: Total Traders: 228 Number of Traders in Each Category :
: 67 51 75 67 78 27 19 201 186:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 21, 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 169,846
: Positions :
: 19,407 32,966 46,268 53,198 75,290 43,381 7,327 162,255 161,851: 7,591 7,995
: :
: Changes from: February 14, 2012 (Change in open interest: 3,111) :
: 391 2,673 2,653 -567 -2,256 290 365 2,767 3,435: 343 -325
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.4 19.4 27.2 31.3 44.3 25.5 4.3 95.5 95.3: 4.5 4.7
: :
: Total Traders: 358 Number of Traders in Each Category :
: 82 125 100 99 107 25 15 264 296:
-------------------------------------------------------------------------------------------------------------------
Updated February 24, 2012