COT -- Supplemental Report - Option and Futures Combined Positions as of January 18, 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 633,208
: Positions :
: 78,492 78,854 162,164 99,641 286,548 244,435 41,162 584,732 568,729: 48,476 64,480
: :
: Changes from: January 11, 2011 (Change in open interest: 16,965) :
: 1,887 3,433 8,049 3,677 1,431 1,671 3,602 15,284 16,515: 1,680 450
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.4 12.5 25.6 15.7 45.3 38.6 6.5 92.3 89.8: 7.7 10.2
: :
: Total Traders: 479 Number of Traders in Each Category :
: 145 158 189 80 127 27 18 379 381:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 18, 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 224,206
: Positions :
: 53,929 7,432 35,608 55,503 142,899 43,645 5,953 188,685 191,892: 35,521 32,315
: :
: Changes from: January 11, 2011 (Change in open interest: -4,997) :
: 193 -227 -570 -7,462 -4,913 342 370 -7,498 -5,341: 2,500 343
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 24.1 3.3 15.9 24.8 63.7 19.5 2.7 84.2 85.6: 15.8 14.4
: :
: Total Traders: 220 Number of Traders in Each Category :
: 68 27 55 56 85 20 8 168 160:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 18, 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 2,441,969
: Positions :
: 459,007 111,218 796,867 453,920 1,145,837 505,618 86,659 2,215,411 2,140,579: 226,558 301,389
: :
: Changes from: January 11, 2011 (Change in open interest: 148,265) :
: 36,837 -1,940 82,832 9,531 42,213 2,755 9,914 131,954 133,018: 16,311 15,247
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.8 4.6 32.6 18.6 46.9 20.7 3.5 90.7 87.7: 9.3 12.3
: :
: Total Traders: 948 Number of Traders in Each Category :
: 264 174 307 281 417 28 17 723 792:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 18, 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 965,579
: Positions :
: 180,034 25,200 332,252 162,112 475,377 221,114 41,040 895,512 873,869: 70,068 91,710
: :
: Changes from: January 11, 2011 (Change in open interest: 56,482) :
: 12,311 -789 32,469 9,635 17,840 -4,000 3,667 50,416 53,188: 6,066 3,294
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.6 2.6 34.4 16.8 49.2 22.9 4.3 92.7 90.5: 7.3 9.5
: :
: Total Traders: 605 Number of Traders in Each Category :
: 222 114 213 120 218 25 17 459 484:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 18, 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 460,591
: Positions :
: 74,357 25,664 99,843 142,432 305,186 108,258 10,517 424,890 441,210: 35,701 19,381
: :
: Changes from: January 11, 2011 (Change in open interest: 12,516) :
: -58 -909 6,559 8,021 4,146 -1,358 3,300 13,165 13,096: -649 -580
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.1 5.6 21.7 30.9 66.3 23.5 2.3 92.2 95.8: 7.8 4.2
: :
: Total Traders: 263 Number of Traders in Each Category :
: 95 51 79 55 65 23 9 221 173:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 18, 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 357,270
: Positions :
: 49,583 5,360 107,859 117,579 215,298 59,564 16,465 334,585 344,982: 22,686 12,288
: :
: Changes from: January 11, 2011 (Change in open interest: -6,344) :
: 667 37 -2,039 1,706 -5,307 -6,953 1,133 -6,620 -6,176: 276 -168
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.9 1.5 30.2 32.9 60.3 16.7 4.6 93.7 96.6: 6.3 3.4
: :
: Total Traders: 248 Number of Traders in Each Category :
: 126 27 81 51 62 24 14 218 169:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 18, 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 243,356
: Positions :
: 43,622 17,784 59,699 17,755 124,796 96,352 2,803 217,428 205,083: 25,928 38,274
: :
: Changes from: January 11, 2011 (Change in open interest: 9,061) :
: 3,531 -199 2,302 1,637 7,021 369 57 7,839 9,181: 1,222 -121
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.9 7.3 24.5 7.3 51.3 39.6 1.2 89.3 84.3: 10.7 15.7
: :
: Total Traders: 270 Number of Traders in Each Category :
: 84 70 102 47 68 24 13 220 207:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 18, 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 445,723
: Positions :
: 110,491 33,831 130,420 31,681 192,485 140,059 6,472 412,651 363,208: 33,073 82,515
: :
: Changes from: January 11, 2011 (Change in open interest: 23,019) :
: -664 6,492 16,287 7,522 -3,065 258 878 23,403 20,592: -384 2,426
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 24.8 7.6 29.3 7.1 43.2 31.4 1.5 92.6 81.5: 7.4 18.5
: :
: Total Traders: 456 Number of Traders in Each Category :
: 158 74 133 82 184 25 9 337 341:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 18, 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 59,839
: Positions :
: 18,243 4,266 16,313 6,951 13,001 9,889 672 51,395 34,251: 8,444 25,588
: :
: Changes from: January 11, 2011 (Change in open interest: 3,459) :
: 689 395 1,738 533 830 -9 -50 2,951 2,913: 508 546
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 30.5 7.1 27.3 11.6 21.7 16.5 1.1 85.9 57.2: 14.1 42.8
: :
: Total Traders: 200 Number of Traders in Each Category :
: 54 35 55 43 72 21 5 155 142:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 18, 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 157,659
: Positions :
: 29,023 27,299 22,342 62,841 98,724 32,866 2,288 147,072 150,654: 10,587 7,005
: :
: Changes from: January 11, 2011 (Change in open interest: -59) :
: 50 -1,453 924 -3,446 682 2,714 305 242 457: -301 -516
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.4 17.3 14.2 39.9 62.6 20.8 1.5 93.3 95.6: 6.7 4.4
: :
: Total Traders: 174 Number of Traders in Each Category :
: 56 43 47 41 48 19 8 140 126:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 18, 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 1,022,317
: Positions :
: 107,181 5,772 326,757 258,787 545,243 244,189 89,856 936,914 967,628: 85,403 54,689
: :
: Changes from: January 11, 2011 (Change in open interest: -18,918) :
: -6,338 1,743 -11,537 -4,346 -1,740 7,357 -3,139 -14,863 -14,673: -4,056 -4,245
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.5 0.6 32.0 25.3 53.3 23.9 8.8 91.6 94.7: 8.4 5.3
: :
: Total Traders: 215 Number of Traders in Each Category :
: 64 41 85 69 79 22 16 192 186:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 18, 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 205,365
: Positions :
: 35,847 5,246 57,985 56,609 129,108 43,861 5,237 194,302 197,576: 11,063 7,790
: :
: Changes from: January 11, 2011 (Change in open interest: 2,119) :
: -1,968 -35 -1,241 8,901 3,263 -4,488 -370 1,205 1,618: 915 502
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.5 2.6 28.2 27.6 62.9 21.4 2.6 94.6 96.2: 5.4 3.8
: :
: Total Traders: 363 Number of Traders in Each Category :
: 131 65 92 105 126 24 7 310 246:
-------------------------------------------------------------------------------------------------------------------
Updated January 21, 2011