COT -- Supplemental Report - Option and Futures Combined Positions as of January 4, 2011
: 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 609,012
: Positions :
: 78,247 76,488 146,465 89,029 288,389 247,346 33,279 561,087 544,620: 47,926 64,392
: :
: Changes from: December 28, 2010 (Change in open interest: 12,113) :
: -2,538 -2,432 8,349 2,585 4,881 1,826 -4 10,223 10,794: 1,890 1,320
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.8 12.6 24.0 14.6 47.4 40.6 5.5 92.1 89.4: 7.9 10.6
: :
: Total Traders: 452 Number of Traders in Each Category :
: 155 128 168 78 127 27 18 355 356:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 4, 2011
: 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 230,873
: Positions :
: 57,604 7,728 37,154 61,174 149,727 42,241 5,151 198,173 199,761: 32,700 31,113
: :
: Changes from: December 28, 2010 (Change in open interest: 3,125) :
: -470 1,676 1,053 -150 -321 622 -130 1,055 2,278: 2,069 846
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 25.0 3.3 16.1 26.5 64.9 18.3 2.2 85.8 86.5: 14.2 13.5
: :
: Total Traders: 223 Number of Traders in Each Category :
: 74 27 60 52 86 18 7 165 167:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 4, 2011
: 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 2,225,065
: Positions :
: 432,118 116,251 649,496 407,086 1,098,753 530,835 73,364 2,019,536 1,937,864: 205,530 287,202
: :
: Changes from: December 28, 2010 (Change in open interest: 4,484) :
: -26,014 1,352 19,789 13,222 -9,397 4,050 -3,475 11,047 8,269: -6,563 -3,785
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.4 5.2 29.2 18.3 49.4 23.9 3.3 90.8 87.1: 9.2 12.9
: :
: Total Traders: 904 Number of Traders in Each Category :
: 272 147 282 270 402 26 18 684 749:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 4, 2011
: 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 910,214
: Positions :
: 168,184 26,473 301,586 146,475 459,003 229,180 33,034 845,424 820,096: 64,790 90,118
: :
: Changes from: December 28, 2010 (Change in open interest: -17,283) :
: -13,904 334 1,843 1,326 -12,843 579 -496 -10,156 -11,161: -7,127 -6,122
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.5 2.9 33.1 16.1 50.4 25.2 3.6 92.9 90.1: 7.1 9.9
: :
: Total Traders: 609 Number of Traders in Each Category :
: 209 114 216 118 220 25 17 457 496:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 4, 2011
: 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 438,899
: Positions :
: 75,042 24,050 92,065 118,608 292,392 115,925 7,601 401,640 416,108: 37,259 22,791
: :
: Changes from: December 28, 2010 (Change in open interest: 9,491) :
: 2,251 205 1,745 6,332 9,168 905 -639 11,233 10,480: -1,743 -989
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.1 5.5 21.0 27.0 66.6 26.4 1.7 91.5 94.8: 8.5 5.2
: :
: Total Traders: 245 Number of Traders in Each Category :
: 93 48 78 52 62 22 10 208 167:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 4, 2011
: 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 367,637
: Positions :
: 47,471 4,899 108,460 117,668 227,325 72,658 15,222 346,257 355,906: 21,380 11,731
: :
: Changes from: December 28, 2010 (Change in open interest: 5,722) :
: -503 -697 246 5,951 5,034 -698 311 4,997 4,895: 725 827
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.9 1.3 29.5 32.0 61.8 19.8 4.1 94.2 96.8: 5.8 3.2
: :
: Total Traders: 238 Number of Traders in Each Category :
: 119 28 78 48 57 25 14 211 159:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 4, 2011
: 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 227,326
: Positions :
: 34,619 18,199 58,216 15,689 110,227 95,981 3,687 204,506 190,329: 22,821 36,997
: :
: Changes from: December 28, 2010 (Change in open interest: 1,033) :
: -1,006 -1,623 2,634 -2,576 1,161 2,162 832 1,215 3,004: -182 -1,971
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.2 8.0 25.6 6.9 48.5 42.2 1.6 90.0 83.7: 10.0 16.3
: :
: Total Traders: 251 Number of Traders in Each Category :
: 71 69 101 47 65 22 10 208 196:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 4, 2011
: 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 408,326
: Positions :
: 104,472 25,702 113,925 18,021 188,075 143,241 5,764 379,660 333,467: 28,667 74,859
: :
: Changes from: December 28, 2010 (Change in open interest: 3,398) :
: 2,193 6,071 1,272 -1,703 -3,145 1,989 470 3,751 4,668: -353 -1,270
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 25.6 6.3 27.9 4.4 46.1 35.1 1.4 93.0 81.7: 7.0 18.3
: :
: Total Traders: 442 Number of Traders in Each Category :
: 157 68 115 75 184 24 7 316 320:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 4, 2011
: 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 54,416
: Positions :
: 16,537 4,113 13,797 6,532 11,140 9,678 640 46,544 29,690: 7,872 24,726
: :
: Changes from: December 28, 2010 (Change in open interest: 2,094) :
: 974 -439 1,038 93 960 -123 154 1,982 1,713: 112 381
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 30.4 7.6 25.4 12.0 20.5 17.8 1.2 85.5 54.6: 14.5 45.4
: :
: Total Traders: 182 Number of Traders in Each Category :
: 54 31 47 37 66 20 4 138 128:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 4, 2011
: 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 155,402
: Positions :
: 30,290 27,491 20,322 64,388 99,640 30,080 1,875 145,079 149,328: 10,323 6,074
: :
: Changes from: December 28, 2010 (Change in open interest: 3,850) :
: 2,091 984 -137 1,713 2,733 393 -463 4,061 3,117: -211 733
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.5 17.7 13.1 41.4 64.1 19.4 1.2 93.4 96.1: 6.6 3.9
: :
: Total Traders: 177 Number of Traders in Each Category :
: 53 50 46 40 47 18 7 138 128:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 4, 2011
: 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 1,015,284
: Positions :
: 114,729 4,990 331,301 256,816 527,166 226,153 95,079 929,000 958,536: 86,283 56,748
: :
: Changes from: December 28, 2010 (Change in open interest: -20,500) :
: -5,947 -990 -8,088 8,146 -5,537 -5,007 -3,249 -10,896 -17,864: -9,604 -2,635
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.3 0.5 32.6 25.3 51.9 22.3 9.4 91.5 94.4: 8.5 5.6
: :
: Total Traders: 213 Number of Traders in Each Category :
: 59 44 79 70 78 22 16 193 179:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 4, 2011
: 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 205,615
: Positions :
: 34,954 5,109 59,949 45,906 128,124 55,023 5,538 195,831 198,720: 9,784 6,895
: :
: Changes from: December 28, 2010 (Change in open interest: -697) :
: -193 203 -815 -184 -1,087 -136 -10 -1,328 -1,709: 631 1,012
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.0 2.5 29.2 22.3 62.3 26.8 2.7 95.2 96.6: 4.8 3.4
: :
: Total Traders: 361 Number of Traders in Each Category :
: 136 57 92 108 126 24 7 312 243:
-------------------------------------------------------------------------------------------------------------------
Updated January 7, 2011