COT -- Supplemental Report - Option and Futures Combined Positions as of February 22, 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 626,895
: Positions :
: 79,234 87,501 141,711 102,330 291,159 246,783 39,494 570,058 559,864: 56,837 67,031
: :
: Changes from: February 15, 2011 (Change in open interest: -71,363) :
: -10,253 2,848 -45,947 -7,235 -15,481 -8,101 -10,115 -71,535 -68,696: 173 -2,666
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.6 14.0 22.6 16.3 46.4 39.4 6.3 90.9 89.3: 9.1 10.7
: :
: Total Traders: 455 Number of Traders in Each Category :
: 148 132 184 87 124 25 17 369 367:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 22, 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 218,541
: Positions :
: 51,852 7,708 37,780 52,039 133,781 42,019 6,716 183,690 185,984: 34,852 32,558
: :
: Changes from: February 15, 2011 (Change in open interest: -8,654) :
: -3,948 -1,073 1,259 -1,433 -6,825 -926 298 -5,048 -6,341: -3,606 -2,313
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 23.7 3.5 17.3 23.8 61.2 19.2 3.1 84.1 85.1: 15.9 14.9
: :
: Total Traders: 217 Number of Traders in Each Category :
: 72 24 63 53 78 18 10 174 156:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 22, 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 2,342,713
: Positions :
: 430,730 105,268 667,177 499,867 1,144,950 497,221 102,512 2,094,995 2,019,908: 247,718 322,806
: :
: Changes from: February 15, 2011 (Change in open interest: -230,796) :
: -12,751 -6,669 -205,299 -26,299 -22,141 4,640 -13,096 -239,709 -247,204: 8,913 16,408
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.4 4.5 28.5 21.3 48.9 21.2 4.4 89.4 86.2: 10.6 13.8
: :
: Total Traders: 931 Number of Traders in Each Category :
: 270 155 323 284 401 27 18 732 789:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 22, 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 863,916
: Positions :
: 143,935 39,381 271,427 168,464 406,100 207,560 42,507 791,385 759,414: 72,531 104,501
: :
: Changes from: February 15, 2011 (Change in open interest: -139,905) :
: -25,387 -2,007 -92,573 -7,069 -43,496 -10,749 -1,499 -135,779 -139,576: -4,126 -330
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.7 4.6 31.4 19.5 47.0 24.0 4.9 91.6 87.9: 8.4 12.1
: :
: Total Traders: 591 Number of Traders in Each Category :
: 191 109 233 141 213 24 14 477 492:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 22, 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 439,190
: Positions :
: 69,037 37,492 82,117 135,931 276,548 109,542 10,359 396,626 406,516: 42,564 32,674
: :
: Changes from: February 15, 2011 (Change in open interest: -50,958) :
: -12,673 1,989 -27,692 -7,957 -24,853 -5,229 -5,690 -53,551 -56,247: 2,593 5,288
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.7 8.5 18.7 31.0 63.0 24.9 2.4 90.3 92.6: 9.7 7.4
: :
: Total Traders: 268 Number of Traders in Each Category :
: 78 69 97 55 68 23 13 217 208:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 22, 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 316,164
: Positions :
: 46,189 8,010 99,172 83,991 182,343 62,343 14,703 291,695 304,228: 24,469 11,936
: :
: Changes from: February 15, 2011 (Change in open interest: -10,648) :
: -2,283 2,313 2,084 -8,611 -6,307 -2,027 -6,986 -10,836 -8,896: 188 -1,752
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.6 2.5 31.4 26.6 57.7 19.7 4.7 92.3 96.2: 7.7 3.8
: :
: Total Traders: 246 Number of Traders in Each Category :
: 116 41 73 48 58 24 11 213 160:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 22, 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 272,807
: Positions :
: 54,987 17,211 69,581 19,647 142,835 99,054 2,689 243,270 232,316: 29,536 40,490
: :
: Changes from: February 15, 2011 (Change in open interest: -4,403) :
: -5,130 -1,851 609 314 -1,313 219 135 -3,988 -2,420: -415 -1,983
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 20.2 6.3 25.5 7.2 52.4 36.3 1.0 89.2 85.2: 10.8 14.8
: :
: Total Traders: 282 Number of Traders in Each Category :
: 108 54 111 48 70 23 11 244 205:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 22, 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 442,408
: Positions :
: 99,195 25,632 125,369 41,103 205,330 144,332 4,753 410,000 361,084: 32,408 81,323
: :
: Changes from: February 15, 2011 (Change in open interest: 9,581) :
: -287 -3,679 8,974 -1,010 2,940 207 -875 7,885 7,359: 1,696 2,222
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 22.4 5.8 28.3 9.3 46.4 32.6 1.1 92.7 81.6: 7.3 18.4
: :
: Total Traders: 474 Number of Traders in Each Category :
: 153 78 136 97 199 26 8 346 366:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 22, 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 56,910
: Positions :
: 15,871 2,397 12,613 9,238 14,396 11,169 1,240 48,890 30,645: 8,020 26,265
: :
: Changes from: February 15, 2011 (Change in open interest: 1,827) :
: 284 -244 1,023 352 157 24 2 1,682 937: 145 890
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 27.9 4.2 22.2 16.2 25.3 19.6 2.2 85.9 53.8: 14.1 46.2
: :
: Total Traders: 205 Number of Traders in Each Category :
: 53 31 50 43 81 21 7 147 151:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 22, 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 171,565
: Positions :
: 34,886 20,367 21,343 64,028 120,760 36,599 2,169 156,855 164,639: 14,710 6,926
: :
: Changes from: February 15, 2011 (Change in open interest: 3,144) :
: 3,242 77 -1,367 -517 2,954 165 103 1,524 1,767: 1,620 1,377
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 20.3 11.9 12.4 37.3 70.4 21.3 1.3 91.4 96.0: 8.6 4.0
: :
: Total Traders: 176 Number of Traders in Each Category :
: 78 29 43 38 44 21 7 158 103:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 22, 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 870,241
: Positions :
: 115,228 11,294 210,811 225,555 521,356 237,242 70,923 788,835 814,384: 81,406 55,857
: :
: Changes from: February 15, 2011 (Change in open interest: -23,093) :
: 186 -1,267 -383 -22,993 -19,671 3,527 -3,580 -19,663 -24,901: -3,430 1,807
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.2 1.3 24.2 25.9 59.9 27.3 8.1 90.6 93.6: 9.4 6.4
: :
: Total Traders: 217 Number of Traders in Each Category :
: 64 46 77 68 78 23 14 195 176:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 22, 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 184,523
: Positions :
: 36,303 5,964 45,750 47,663 122,317 46,097 5,237 175,813 179,267: 8,711 5,256
: :
: Changes from: February 15, 2011 (Change in open interest: 5,527) :
: 1,347 655 6,204 81 15 -1,039 -456 6,592 6,418: -1,065 -891
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.7 3.2 24.8 25.8 66.3 25.0 2.8 95.3 97.2: 4.7 2.8
: :
: Total Traders: 362 Number of Traders in Each Category :
: 143 50 83 107 134 23 8 308 244:
-------------------------------------------------------------------------------------------------------------------
Updated February 25, 2011