COT -- Supplemental Report - Option and Futures Combined Positions as of February 1, 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 684,217
: Positions :
: 92,200 82,025 179,122 108,260 311,281 248,920 43,693 628,502 616,121: 55,714 68,096
: :
: Changes from: January 25, 2011 (Change in open interest: 14,381) :
: 1,335 -4 7,401 634 3,752 2,682 2,488 12,052 13,637: 2,329 743
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.5 12.0 26.2 15.8 45.5 36.4 6.4 91.9 90.0: 8.1 10.0
: :
: Total Traders: 491 Number of Traders in Each Category :
: 163 147 199 84 131 25 17 397 388:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 1, 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 228,776
: Positions :
: 57,775 5,788 36,615 55,118 146,937 43,538 7,588 193,045 196,928: 35,730 31,848
: :
: Changes from: January 25, 2011 (Change in open interest: 3,920) :
: 1,488 -1,089 1,474 620 3,303 -575 958 3,006 4,645: 914 -725
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 25.3 2.5 16.0 24.1 64.2 19.0 3.3 84.4 86.1: 15.6 13.9
: :
: Total Traders: 220 Number of Traders in Each Category :
: 71 25 58 55 88 20 9 169 164:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 1, 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 2,463,395
: Positions :
: 455,929 99,661 805,556 475,164 1,144,847 494,962 92,293 2,231,610 2,142,357: 231,785 321,038
: :
: Changes from: January 25, 2011 (Change in open interest: 82,224) :
: 18,762 -6,765 42,560 13,266 29,805 4,416 8,341 79,004 73,942: 3,221 8,282
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.5 4.0 32.7 19.3 46.5 20.1 3.7 90.6 87.0: 9.4 13.0
: :
: Total Traders: 932 Number of Traders in Each Category :
: 274 152 313 296 407 28 18 750 773:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 1, 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 985,063
: Positions :
: 187,758 32,904 350,270 150,960 466,880 223,745 38,285 912,733 888,339: 72,329 96,723
: :
: Changes from: January 25, 2011 (Change in open interest: 49,896) :
: 19,057 5,621 28,884 -6,584 15,826 4,896 -2,703 46,253 47,627: 3,643 2,269
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.1 3.3 35.6 15.3 47.4 22.7 3.9 92.7 90.2: 7.3 9.8
: :
: Total Traders: 612 Number of Traders in Each Category :
: 227 110 229 121 209 25 16 479 488:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 1, 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 491,175
: Positions :
: 86,910 24,544 111,749 144,104 318,250 110,253 15,550 453,016 470,093: 38,159 21,083
: :
: Changes from: January 25, 2011 (Change in open interest: 24,474) :
: 19,547 -5,886 8,792 -11,051 18,769 2,117 1,679 19,405 23,354: 5,069 1,120
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.7 5.0 22.8 29.3 64.8 22.4 3.2 92.2 95.7: 7.8 4.3
: :
: Total Traders: 275 Number of Traders in Each Category :
: 107 47 93 53 67 23 12 234 190:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 1, 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 397,224
: Positions :
: 57,638 5,765 127,647 122,363 229,218 64,248 20,846 371,896 383,477: 25,328 13,747
: :
: Changes from: January 25, 2011 (Change in open interest: 13,604) :
: 4,814 480 4,552 -544 4,713 3,319 2,752 12,140 12,497: 1,463 1,107
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.5 1.5 32.1 30.8 57.7 16.2 5.2 93.6 96.5: 6.4 3.5
: :
: Total Traders: 264 Number of Traders in Each Category :
: 136 34 82 50 61 25 14 230 173:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 1, 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 273,623
: Positions :
: 50,637 17,124 73,993 21,130 137,545 97,519 3,155 243,279 231,817: 30,344 41,805
: :
: Changes from: January 25, 2011 (Change in open interest: 17,901) :
: 7,475 603 5,162 2,037 10,111 1,062 573 15,737 16,450: 2,163 1,451
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.5 6.3 27.0 7.7 50.3 35.6 1.2 88.9 84.7: 11.1 15.3
: :
: Total Traders: 282 Number of Traders in Each Category :
: 96 62 115 48 70 23 12 243 210:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 1, 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 477,049
: Positions :
: 106,919 33,538 148,482 45,355 206,833 143,007 7,528 443,764 396,382: 33,285 80,667
: :
: Changes from: January 25, 2011 (Change in open interest: 20,902) :
: 2,680 2,109 6,363 10,201 10,562 2,421 472 21,665 19,505: -763 1,397
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 22.4 7.0 31.1 9.5 43.4 30.0 1.6 93.0 83.1: 7.0 16.9
: :
: Total Traders: 477 Number of Traders in Each Category :
: 156 84 143 98 197 25 8 356 368:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 1, 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 57,520
: Positions :
: 16,899 3,759 14,202 7,765 14,437 9,796 591 48,662 32,989: 8,858 24,532
: :
: Changes from: January 25, 2011 (Change in open interest: -2,683) :
: -1,447 -68 -1,997 808 265 -24 -74 -2,660 -1,875: -23 -808
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 29.4 6.5 24.7 13.5 25.1 17.0 1.0 84.6 57.4: 15.4 42.6
: :
: Total Traders: 203 Number of Traders in Each Category :
: 55 33 49 44 81 20 4 151 145:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 1, 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 189,768
: Positions :
: 30,347 18,253 39,168 69,999 122,595 35,681 3,272 175,194 183,287: 14,574 6,481
: :
: Changes from: January 25, 2011 (Change in open interest: 15,810) :
: 1,765 -1,273 7,766 742 6,528 897 -159 11,170 12,863: 4,640 2,948
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.0 9.6 20.6 36.9 64.6 18.8 1.7 92.3 96.6: 7.7 3.4
: :
: Total Traders: 190 Number of Traders in Each Category :
: 74 41 53 41 48 19 11 167 125:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 1, 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 1,069,152
: Positions :
: 123,247 5,508 338,411 260,464 577,993 253,562 92,268 975,684 1,014,181: 93,469 54,972
: :
: Changes from: January 25, 2011 (Change in open interest: 51,520) :
: 14,971 477 14,788 -661 30,525 12,867 4,874 41,965 50,664: 9,555 856
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.5 0.5 31.7 24.4 54.1 23.7 8.6 91.3 94.9: 8.7 5.1
: :
: Total Traders: 226 Number of Traders in Each Category :
: 72 40 91 75 83 22 18 207 197:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 1, 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 220,330
: Positions :
: 36,090 5,897 68,531 61,977 135,971 45,056 5,178 211,655 215,577: 8,675 4,753
: :
: Changes from: January 25, 2011 (Change in open interest: 16,826) :
: 5,157 522 9,227 2,199 9,264 1,030 -121 17,612 18,891: -787 -2,066
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.4 2.7 31.1 28.1 61.7 20.4 2.4 96.1 97.8: 3.9 2.2
: :
: Total Traders: 379 Number of Traders in Each Category :
: 150 59 103 105 133 25 10 327 263:
-------------------------------------------------------------------------------------------------------------------
Updated February 4, 2011