COT -- Supplemental Report - Option and Futures Combined Positions as of February 14, 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 529,906
: Positions :
: 46,066 134,122 125,567 69,022 171,661 247,743 36,552 488,397 467,902: 41,509 62,004
: :
: Changes from: February 7, 2012 (Change in open interest: -14,847) :
: 634 12,618 -11,402 -3,379 -14,515 -1,012 -1,607 -15,159 -14,906: 312 59
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 8.7 25.3 23.7 13.0 32.4 46.8 6.9 92.2 88.3: 7.8 11.7
: :
: Total Traders: 389 Number of Traders in Each Category :
: 98 149 169 75 96 29 22 314 335:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 14, 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 149,142
: Positions :
: 25,041 16,984 24,087 39,128 77,075 42,336 3,934 130,592 122,080: 18,550 27,062
: :
: Changes from: February 7, 2012 (Change in open interest: -3,658) :
: -1,323 2,715 -1,928 1,057 -4,650 -1,538 -1,658 -3,732 -5,521: 73 1,863
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.8 11.4 16.2 26.2 51.7 28.4 2.6 87.6 81.9: 12.4 18.1
: :
: Total Traders: 159 Number of Traders in Each Category :
: 34 36 40 50 52 20 8 127 119:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 14, 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 1,779,030
: Positions :
: 268,447 131,380 519,420 388,292 741,016 446,283 97,370 1,622,443 1,489,186: 156,587 289,844
: :
: Changes from: February 7, 2012 (Change in open interest: 41,044) :
: -3,444 2,574 25,066 21,454 7,541 2,990 3,693 46,066 38,873: -5,021 2,172
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.1 7.4 29.2 21.8 41.7 25.1 5.5 91.2 83.7: 8.8 16.3
: :
: Total Traders: 725 Number of Traders in Each Category :
: 184 165 263 244 299 28 19 573 646:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 14, 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 756,274
: Positions :
: 105,930 43,291 252,252 138,390 333,067 203,999 34,499 700,570 663,109: 55,704 93,165
: :
: Changes from: February 7, 2012 (Change in open interest: 46,162) :
: 10,902 -8,314 24,370 3,081 18,889 5,033 4,484 43,385 39,429: 2,777 6,734
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.0 5.7 33.4 18.3 44.0 27.0 4.6 92.6 87.7: 7.4 12.3
: :
: Total Traders: 497 Number of Traders in Each Category :
: 160 127 216 115 153 27 19 418 423:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 14, 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 371,970
: Positions :
: 51,461 56,953 79,918 84,268 190,430 121,553 12,276 337,200 339,577: 34,770 32,392
: :
: Changes from: February 7, 2012 (Change in open interest: 2,945) :
: 1,301 -9,424 5,271 -6,431 7,879 -212 -2,911 -71 815: 3,015 2,130
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.8 15.3 21.5 22.7 51.2 32.7 3.3 90.7 91.3: 9.3 8.7
: :
: Total Traders: 258 Number of Traders in Each Category :
: 62 79 94 51 62 23 15 199 211:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 14, 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 229,807
: Positions :
: 32,649 29,474 43,439 63,936 131,352 73,554 9,231 213,578 213,495: 16,228 16,312
: :
: Changes from: February 7, 2012 (Change in open interest: -21,309) :
: 876 9,949 -16,656 -5,312 -11,891 3,018 -3,704 -18,073 -22,301: -3,236 992
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.2 12.8 18.9 27.8 57.2 32.0 4.0 92.9 92.9: 7.1 7.1
: :
: Total Traders: 266 Number of Traders in Each Category :
: 71 97 85 48 60 25 14 195 212:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 14, 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 307,126
: Positions :
: 59,712 35,847 88,173 31,222 131,355 97,336 8,915 276,443 264,291: 30,683 42,835
: :
: Changes from: February 7, 2012 (Change in open interest: 1,504) :
: -735 -3,722 2,214 -740 2,335 -507 -531 232 296: 1,271 1,207
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.4 11.7 28.7 10.2 42.8 31.7 2.9 90.0 86.1: 10.0 13.9
: :
: Total Traders: 291 Number of Traders in Each Category :
: 87 83 122 50 70 23 13 240 232:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 14, 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 427,455
: Positions :
: 97,442 35,065 106,610 59,260 196,974 131,582 10,883 394,894 349,533: 32,561 77,922
: :
: Changes from: February 7, 2012 (Change in open interest: 14,933) :
: 3,159 1,339 7,726 2,105 4,797 816 3 13,807 13,865: 1,127 1,068
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 22.8 8.2 24.9 13.9 46.1 30.8 2.5 92.4 81.8: 7.6 18.2
: :
: Total Traders: 456 Number of Traders in Each Category :
: 151 95 145 90 166 24 11 344 352:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 14, 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 55,971
: Positions :
: 19,214 4,217 14,223 4,569 11,261 9,244 1,740 47,250 31,441: 8,721 24,530
: :
: Changes from: February 7, 2012 (Change in open interest: 3,059) :
: 705 292 1,221 444 656 263 55 2,634 2,224: 425 835
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 34.3 7.5 25.4 8.2 20.1 16.5 3.1 84.4 56.2: 15.6 43.8
: :
: Total Traders: 213 Number of Traders in Each Category :
: 71 35 55 33 69 19 12 150 152:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 14, 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 173,233
: Positions :
: 11,961 39,909 23,538 90,112 92,638 39,072 7,473 164,682 163,556: 8,551 9,676
: :
: Changes from: February 7, 2012 (Change in open interest: -6,270) :
: 857 4,502 -2,605 -2,168 -5,752 -357 -1,220 -4,273 -5,075: -1,996 -1,195
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 6.9 23.0 13.6 52.0 53.5 22.6 4.3 95.1 94.4: 4.9 5.6
: :
: Total Traders: 169 Number of Traders in Each Category :
: 33 65 41 40 41 19 10 116 134:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 14, 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 876,017
: Positions :
: 74,064 44,278 193,781 248,354 498,049 283,497 59,078 799,696 795,185: 76,321 80,831
: :
: Changes from: February 7, 2012 (Change in open interest: 10,240) :
: 5,876 521 2,299 -130 10,872 1,623 -3,053 9,669 10,640: 571 -400
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 8.5 5.1 22.1 28.4 56.9 32.4 6.7 91.3 90.8: 8.7 9.2
: :
: Total Traders: 239 Number of Traders in Each Category :
: 65 59 91 70 80 27 19 213 202:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 14, 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 166,735
: Positions :
: 19,016 30,293 43,616 53,765 77,546 43,092 6,962 159,488 158,416: 7,248 8,320
: :
: Changes from: February 7, 2012 (Change in open interest: -22,099) :
: -3,942 3,250 -15,552 -2,078 -8,373 548 -504 -21,024 -21,178: -1,075 -920
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.4 18.2 26.2 32.2 46.5 25.8 4.2 95.7 95.0: 4.3 5.0
: :
: Total Traders: 357 Number of Traders in Each Category :
: 78 125 99 105 109 25 15 263 302:
-------------------------------------------------------------------------------------------------------------------
Updated February 17, 2012