COT -- Supplemental Report - Option and Futures Combined Positions as of January 10, 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 484,495
: Positions :
: 41,296 122,062 120,341 66,782 154,307 217,395 28,993 445,812 425,703: 38,682 58,791
: :
: Changes from: January 3, 2012 (Change in open interest: 20,880) :
: -1,145 10,917 5,513 7,363 1,499 6,290 1,874 18,021 19,804: 2,859 1,077
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 8.5 25.2 24.8 13.8 31.8 44.9 6.0 92.0 87.9: 8.0 12.1
: :
: Total Traders: 398 Number of Traders in Each Category :
: 100 154 165 79 98 27 19 305 348:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 10, 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 147,096
: Positions :
: 27,431 16,239 27,703 35,818 75,694 37,631 3,117 128,583 122,753: 18,513 24,343
: :
: Changes from: January 3, 2012 (Change in open interest: 3,177) :
: 402 -705 1,329 2,099 2,847 -825 -181 3,006 3,290: 171 -113
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.6 11.0 18.8 24.4 51.5 25.6 2.1 87.4 83.5: 12.6 16.5
: :
: Total Traders: 163 Number of Traders in Each Category :
: 43 27 40 51 52 19 9 133 115:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 10, 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 1,675,585
: Positions :
: 253,872 102,658 462,620 345,981 737,712 433,997 75,803 1,496,470 1,378,793: 179,115 296,792
: :
: Changes from: January 3, 2012 (Change in open interest: 60,017) :
: 25,881 -10,336 21,986 8,815 36,372 -9,026 -3,544 47,657 44,478: 12,360 15,539
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.2 6.1 27.6 20.6 44.0 25.9 4.5 89.3 82.3: 10.7 17.7
: :
: Total Traders: 733 Number of Traders in Each Category :
: 175 177 243 225 311 26 18 549 638:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 10, 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 659,748
: Positions :
: 74,850 50,202 217,808 125,156 286,533 193,937 26,757 611,752 581,300: 47,996 78,448
: :
: Changes from: January 3, 2012 (Change in open interest: 24,564) :
: 2,427 -7,802 18,344 2,701 13,628 2,029 -998 25,500 23,172: -936 1,393
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.3 7.6 33.0 19.0 43.4 29.4 4.1 92.7 88.1: 7.3 11.9
: :
: Total Traders: 446 Number of Traders in Each Category :
: 130 122 185 105 144 26 18 363 384:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 10, 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 331,673
: Positions :
: 49,299 52,134 64,085 83,319 172,994 104,521 10,308 301,224 299,521: 30,449 32,151
: :
: Changes from: January 3, 2012 (Change in open interest: 9,500) :
: 4,685 -2,328 54 -3,527 8,022 7,828 693 9,039 6,442: 461 3,058
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.9 15.7 19.3 25.1 52.2 31.5 3.1 90.8 90.3: 9.2 9.7
: :
: Total Traders: 239 Number of Traders in Each Category :
: 60 71 75 54 60 22 15 185 186:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 10, 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 205,729
: Positions :
: 33,301 17,466 50,906 45,999 116,170 60,183 6,258 190,389 190,800: 15,340 14,929
: :
: Changes from: January 3, 2012 (Change in open interest: -2,363) :
: -3,873 -5,595 2,560 -3,100 3,605 1,512 -4,026 -2,901 -3,457: 539 1,094
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.2 8.5 24.7 22.4 56.5 29.3 3.0 92.5 92.7: 7.5 7.3
: :
: Total Traders: 242 Number of Traders in Each Category :
: 78 70 82 43 61 24 15 189 190:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 10, 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 284,089
: Positions :
: 50,243 39,265 75,217 36,550 121,616 91,650 5,767 253,660 241,866: 30,429 42,223
: :
: Changes from: January 3, 2012 (Change in open interest: 6,904) :
: 1,391 4,469 5,658 29 -3,078 -2,697 -2,136 4,380 4,913: 2,523 1,991
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.7 13.8 26.5 12.9 42.8 32.3 2.0 89.3 85.1: 10.7 14.9
: :
: Total Traders: 285 Number of Traders in Each Category :
: 90 79 120 50 71 22 12 225 239:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 10, 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 413,426
: Positions :
: 81,413 41,650 113,320 58,638 181,120 127,340 8,019 380,712 344,110: 32,714 69,316
: :
: Changes from: January 3, 2012 (Change in open interest: 14,153) :
: 4,455 7,248 6,100 5,075 -190 -5,706 -3,451 9,924 9,706: 4,229 4,446
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.7 10.1 27.4 14.2 43.8 30.8 1.9 92.1 83.2: 7.9 16.8
: :
: Total Traders: 404 Number of Traders in Each Category :
: 110 92 132 94 155 23 13 304 331:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 10, 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 42,666
: Positions :
: 12,824 3,879 9,184 4,697 8,330 8,375 1,278 35,081 22,672: 7,585 19,994
: :
: Changes from: January 3, 2012 (Change in open interest: 3,095) :
: 1,266 715 1,113 266 760 -335 97 2,311 2,685: 784 410
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 30.1 9.1 21.5 11.0 19.5 19.6 3.0 82.2 53.1: 17.8 46.9
: :
: Total Traders: 173 Number of Traders in Each Category :
: 48 37 45 33 52 18 8 126 123:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 10, 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 196,235
: Positions :
: 14,706 43,176 36,170 99,085 105,384 34,440 1,725 184,402 186,455: 11,834 9,780
: :
: Changes from: January 3, 2012 (Change in open interest: -3,290) :
: 2,242 3,826 -7,134 1,383 846 -1,273 207 -4,782 -2,254: 1,492 -1,036
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 7.5 22.0 18.4 50.5 53.7 17.6 0.9 94.0 95.0: 6.0 5.0
: :
: Total Traders: 186 Number of Traders in Each Category :
: 41 67 45 43 44 19 6 130 138:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 10, 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 771,798
: Positions :
: 57,779 62,600 181,486 217,804 398,195 248,098 46,340 705,167 688,621: 66,631 83,177
: :
: Changes from: January 3, 2012 (Change in open interest: 18,946) :
: -8,836 1,874 9,204 13,093 4,383 6,864 -1,144 20,325 14,319: -1,379 4,628
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 7.5 8.1 23.5 28.2 51.6 32.1 6.0 91.4 89.2: 8.6 10.8
: :
: Total Traders: 229 Number of Traders in Each Category :
: 64 56 85 71 78 26 19 200 200:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 10, 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 156,954
: Positions :
: 16,805 23,140 47,020 45,869 71,007 41,106 7,754 150,800 148,920: 6,154 8,034
: :
: Changes from: January 3, 2012 (Change in open interest: 11,170) :
: 2,709 3,412 3,757 3,475 3,838 1,525 667 11,466 11,674: -296 -504
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.7 14.7 30.0 29.2 45.2 26.2 4.9 96.1 94.9: 3.9 5.1
: :
: Total Traders: 331 Number of Traders in Each Category :
: 72 94 101 115 112 25 17 266 281:
-------------------------------------------------------------------------------------------------------------------
Updated January 13, 2012