COT -- Supplemental Report - Option and Futures Combined Positions as of January 24, 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 547,226
: Positions :
: 45,064 140,891 139,775 75,795 166,657 245,199 36,378 505,833 483,701: 41,394 63,525
: :
: Changes from: January 17, 2012 (Change in open interest: 27,474) :
: 6,331 9,023 8,848 -275 8,658 10,652 2,115 25,556 28,644: 1,918 -1,170
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 8.2 25.7 25.5 13.9 30.5 44.8 6.6 92.4 88.4: 7.6 11.6
: :
: Total Traders: 403 Number of Traders in Each Category :
: 101 164 172 69 89 28 22 305 355:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 24, 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 151,294
: Positions :
: 25,319 22,772 27,529 38,116 72,289 41,256 4,149 132,220 126,739: 19,074 24,554
: :
: Changes from: January 17, 2012 (Change in open interest: 3,921) :
: -1,285 3,215 -90 2,333 -663 1,713 611 2,671 3,073: 1,250 849
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.7 15.1 18.2 25.2 47.8 27.3 2.7 87.4 83.8: 12.6 16.2
: :
: Total Traders: 166 Number of Traders in Each Category :
: 43 32 45 47 52 19 9 129 124:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 24, 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 1,689,901
: Positions :
: 236,039 142,776 496,640 353,636 683,835 425,733 77,680 1,512,048 1,400,931: 177,853 288,970
: :
: Changes from: January 17, 2012 (Change in open interest: 30,498) :
: 2,779 20,621 15,623 4,574 -8,360 9,215 4,961 32,191 32,845: -1,693 -2,347
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.0 8.4 29.4 20.9 40.5 25.2 4.6 89.5 82.9: 10.5 17.1
: :
: Total Traders: 737 Number of Traders in Each Category :
: 154 205 265 245 304 27 19 579 652:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 24, 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 684,919
: Positions :
: 76,983 51,912 240,460 120,523 279,112 199,070 29,805 637,036 601,289: 47,884 83,631
: :
: Changes from: January 17, 2012 (Change in open interest: 13,004) :
: 8,177 -3,326 12,888 -11,674 656 4,346 2,293 13,736 12,511: -732 493
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.2 7.6 35.1 17.6 40.8 29.1 4.4 93.0 87.8: 7.0 12.2
: :
: Total Traders: 468 Number of Traders in Each Category :
: 135 141 206 113 142 27 19 390 407:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 24, 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 366,993
: Positions :
: 46,306 72,586 72,829 99,009 175,943 119,875 13,840 338,019 335,197: 28,974 31,796
: :
: Changes from: January 17, 2012 (Change in open interest: 21,482) :
: 6,723 7,746 9,387 -749 4,828 5,888 1,445 21,249 23,405: 233 -1,924
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.6 19.8 19.8 27.0 47.9 32.7 3.8 92.1 91.3: 7.9 8.7
: :
: Total Traders: 268 Number of Traders in Each Category :
: 56 83 94 61 65 22 14 205 220:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 24, 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 229,412
: Positions :
: 34,939 15,423 58,590 53,792 134,254 66,305 7,317 213,625 215,584: 15,787 13,828
: :
: Changes from: January 17, 2012 (Change in open interest: 11,099) :
: 1,461 -3,344 4,955 3,747 9,287 1,085 -225 11,248 10,673: -150 426
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.2 6.7 25.5 23.4 58.5 28.9 3.2 93.1 94.0: 6.9 6.0
: :
: Total Traders: 252 Number of Traders in Each Category :
: 88 70 95 44 62 23 14 204 197:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 24, 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 296,676
: Positions :
: 56,807 43,511 78,352 34,596 124,609 96,293 10,791 266,049 257,263: 30,627 39,413
: :
: Changes from: January 17, 2012 (Change in open interest: 10,051) :
: 3,142 1,436 4,088 -32 4,340 2,225 1,600 9,424 11,464: 627 -1,413
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.1 14.7 26.4 11.7 42.0 32.5 3.6 89.7 86.7: 10.3 13.3
: :
: Total Traders: 288 Number of Traders in Each Category :
: 89 79 110 48 69 22 13 224 230:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 24, 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 429,362
: Positions :
: 90,412 39,505 121,194 58,104 186,178 127,557 9,929 397,268 356,807: 32,095 72,556
: :
: Changes from: January 17, 2012 (Change in open interest: 11,724) :
: 7,340 -1,563 5,183 -3,560 4,270 2,324 1,865 11,288 9,756: 436 1,968
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 21.1 9.2 28.2 13.5 43.4 29.7 2.3 92.5 83.1: 7.5 16.9
: :
: Total Traders: 429 Number of Traders in Each Category :
: 123 98 138 103 163 23 11 328 345:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 24, 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 49,752
: Positions :
: 17,120 3,930 12,040 4,063 9,516 8,671 1,414 41,894 26,900: 7,858 22,852
: :
: Changes from: January 17, 2012 (Change in open interest: 4,277) :
: 2,362 95 2,015 -402 597 203 43 4,179 2,750: 99 1,527
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 34.4 7.9 24.2 8.2 19.1 17.4 2.8 84.2 54.1: 15.8 45.9
: :
: Total Traders: 197 Number of Traders in Each Category :
: 67 35 49 33 55 20 9 145 132:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 24, 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 194,290
: Positions :
: 14,565 38,641 35,121 100,251 107,869 32,847 1,825 182,785 183,457: 11,506 10,834
: :
: Changes from: January 17, 2012 (Change in open interest: 983) :
: 459 -2,198 12 580 2,812 -1,544 -16 -493 611: 1,476 373
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 7.5 19.9 18.1 51.6 55.5 16.9 0.9 94.1 94.4: 5.9 5.6
: :
: Total Traders: 175 Number of Traders in Each Category :
: 41 57 48 44 43 19 7 128 136:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 24, 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 819,562
: Positions :
: 72,944 38,442 188,399 204,823 454,088 270,926 56,028 737,093 736,957: 82,469 82,605
: :
: Changes from: January 17, 2012 (Change in open interest: 24,729) :
: 12,249 -22,858 4,566 -10,054 38,001 6,987 4,365 13,748 24,074: 10,981 655
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 8.9 4.7 23.0 25.0 55.4 33.1 6.8 89.9 89.9: 10.1 10.1
: :
: Total Traders: 233 Number of Traders in Each Category :
: 71 52 87 69 77 26 18 208 195:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 24, 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 163,122
: Positions :
: 17,878 21,816 47,723 49,583 78,523 40,739 6,605 155,923 154,667: 7,199 8,455
: :
: Changes from: January 17, 2012 (Change in open interest: 5,562) :
: -151 2,426 1,156 5,741 3,262 -1,130 -1,119 5,616 5,725: -53 -162
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.0 13.4 29.3 30.4 48.1 25.0 4.0 95.6 94.8: 4.4 5.2
: :
: Total Traders: 325 Number of Traders in Each Category :
: 79 92 104 103 104 25 16 260 274:
-------------------------------------------------------------------------------------------------------------------
Updated January 27, 2012