COT -- Supplemental Report - Option and Futures Combined Positions as of March 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 609,322
: Positions :
: 66,242 76,421 152,924 88,078 278,853 250,094 36,492 557,338 544,691: 51,984 64,631
: :
: Changes from: February 22, 2011 (Change in open interest: -17,573) :
: -12,992 -11,080 11,213 -14,252 -12,305 3,311 -3,002 -12,720 -15,174: -4,853 -2,399
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.9 12.5 25.1 14.5 45.8 41.0 6.0 91.5 89.4: 8.5 10.6
: :
: Total Traders: 457 Number of Traders in Each Category :
: 133 149 183 80 125 26 16 350 379:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 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 205,202
: Positions :
: 49,117 7,807 36,754 44,944 125,610 39,620 5,845 170,435 176,015: 34,767 29,187
: :
: Changes from: February 22, 2011 (Change in open interest: -13,339) :
: -2,735 99 -1,026 -7,095 -8,172 -2,398 -871 -13,255 -9,969: -85 -3,371
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 23.9 3.8 17.9 21.9 61.2 19.3 2.8 83.1 85.8: 16.9 14.2
: :
: Total Traders: 208 Number of Traders in Each Category :
: 69 23 54 52 80 17 7 161 148:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 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 2,334,568
: Positions :
: 431,967 94,926 698,514 476,139 1,129,925 499,692 109,429 2,106,313 2,032,794: 228,256 301,774
: :
: Changes from: February 22, 2011 (Change in open interest: -8,145) :
: 1,237 -10,343 31,337 -23,728 -15,025 2,472 6,918 11,317 12,887: -19,462 -21,032
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.5 4.1 29.9 20.4 48.4 21.4 4.7 90.2 87.1: 9.8 12.9
: :
: Total Traders: 933 Number of Traders in Each Category :
: 271 153 312 274 411 27 17 712 791:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 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 851,201
: Positions :
: 139,274 35,249 275,193 158,890 394,885 208,363 47,442 781,719 752,769: 69,482 98,432
: :
: Changes from: February 22, 2011 (Change in open interest: -12,714) :
: -4,661 -4,132 3,766 -9,574 -11,214 803 4,936 -9,666 -6,645: -3,049 -6,069
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.4 4.1 32.3 18.7 46.4 24.5 5.6 91.8 88.4: 8.2 11.6
: :
: Total Traders: 566 Number of Traders in Each Category :
: 195 100 228 127 204 24 14 446 482:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 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 439,456
: Positions :
: 80,922 34,316 84,847 123,863 273,655 110,116 17,231 399,748 410,050: 39,709 29,407
: :
: Changes from: February 22, 2011 (Change in open interest: 266) :
: 11,885 -3,176 2,730 -12,068 -2,893 574 6,872 3,121 3,533: -2,855 -3,267
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.4 7.8 19.3 28.2 62.3 25.1 3.9 91.0 93.3: 9.0 6.7
: :
: Total Traders: 265 Number of Traders in Each Category :
: 90 66 89 55 68 23 12 215 197:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 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 318,126
: Positions :
: 41,967 8,615 103,667 88,235 178,184 62,825 15,981 296,695 306,446: 21,431 11,680
: :
: Changes from: February 22, 2011 (Change in open interest: 1,962) :
: -4,222 605 4,495 4,245 -4,159 482 1,278 5,000 2,218: -3,038 -256
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.2 2.7 32.6 27.7 56.0 19.7 5.0 93.3 96.3: 6.7 3.7
: :
: Total Traders: 242 Number of Traders in Each Category :
: 108 45 68 50 60 24 11 202 165:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 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 269,823
: Positions :
: 56,089 16,779 67,826 17,611 141,773 101,119 3,224 242,645 229,601: 27,178 40,221
: :
: Changes from: February 22, 2011 (Change in open interest: -2,984) :
: 1,102 -432 -1,755 -2,036 -1,062 2,064 535 -625 -2,715: -2,359 -269
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 20.8 6.2 25.1 6.5 52.5 37.5 1.2 89.9 85.1: 10.1 14.9
: :
: Total Traders: 288 Number of Traders in Each Category :
: 110 58 118 49 68 24 9 248 211:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 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 442,164
: Positions :
: 95,784 26,762 131,325 38,455 201,397 146,144 5,715 411,707 365,198: 30,456 76,966
: :
: Changes from: February 22, 2011 (Change in open interest: -244) :
: -3,412 1,130 5,956 -2,648 -3,933 1,812 961 1,708 4,114: -1,952 -4,358
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 21.7 6.1 29.7 8.7 45.5 33.1 1.3 93.1 82.6: 6.9 17.4
: :
: Total Traders: 457 Number of Traders in Each Category :
: 152 71 134 87 191 26 9 322 361:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 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 56,259
: Positions :
: 16,212 2,770 11,217 9,523 14,647 11,329 1,180 48,281 29,815: 7,978 26,444
: :
: Changes from: February 22, 2011 (Change in open interest: -652) :
: 341 374 -1,395 285 251 160 -60 -609 -830: -43 179
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 28.8 4.9 19.9 16.9 26.0 20.1 2.1 85.8 53.0: 14.2 47.0
: :
: Total Traders: 206 Number of Traders in Each Category :
: 52 36 48 44 77 22 6 150 143:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 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 179,942
: Positions :
: 36,123 21,303 24,985 64,818 123,983 38,264 2,179 164,190 172,450: 15,752 7,492
: :
: Changes from: February 22, 2011 (Change in open interest: 8,377) :
: 1,237 936 3,643 790 3,223 1,665 9 7,335 7,811: 1,042 566
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 20.1 11.8 13.9 36.0 68.9 21.3 1.2 91.2 95.8: 8.8 4.2
: :
: Total Traders: 188 Number of Traders in Each Category :
: 77 40 44 39 45 21 6 161 112:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 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 834,192
: Positions :
: 116,875 10,860 212,241 195,992 494,717 236,220 67,061 761,328 784,879: 72,863 49,313
: :
: Changes from: February 22, 2011 (Change in open interest: -36,049) :
: 1,647 -434 1,430 -29,563 -26,639 -1,022 -3,862 -27,507 -29,505: -8,542 -6,544
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.0 1.3 25.4 23.5 59.3 28.3 8.0 91.3 94.1: 8.7 5.9
: :
: Total Traders: 219 Number of Traders in Each Category :
: 69 45 79 62 76 23 14 192 177:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 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 179,023
: Positions :
: 30,788 6,959 47,635 45,335 113,848 46,487 5,367 170,246 173,809: 8,778 5,214
: :
: Changes from: February 22, 2011 (Change in open interest: -5,500) :
: -5,514 996 1,885 -2,328 -8,469 391 130 -5,567 -5,458: 67 -42
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.2 3.9 26.6 25.3 63.6 26.0 3.0 95.1 97.1: 4.9 2.9
: :
: Total Traders: 358 Number of Traders in Each Category :
: 134 60 89 106 128 22 8 307 245:
-------------------------------------------------------------------------------------------------------------------
Updated March 4, 2011