COT -- Supplemental Report - Option and Futures Combined Positions as of March 8, 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 614,599
: Positions :
: 62,683 72,798 155,494 92,022 284,560 254,929 40,503 565,128 553,355: 49,471 61,243
: :
: Changes from: March 1, 2011 (Change in open interest: 5,277) :
: -3,559 -3,623 2,571 3,944 5,706 4,835 4,011 7,790 8,665: -2,513 -3,388
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.2 11.8 25.3 15.0 46.3 41.5 6.6 92.0 90.0: 8.0 10.0
: :
: Total Traders: 460 Number of Traders in Each Category :
: 131 148 192 81 127 26 17 358 384:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 8, 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 200,767
: Positions :
: 47,024 7,784 33,511 46,710 124,357 38,529 5,929 165,775 171,581: 34,992 29,186
: :
: Changes from: March 1, 2011 (Change in open interest: -4,435) :
: -2,093 -23 -3,243 1,766 -1,253 -1,091 84 -4,660 -4,434: 225 -1
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 23.4 3.9 16.7 23.3 61.9 19.2 3.0 82.6 85.5: 17.4 14.5
: :
: Total Traders: 215 Number of Traders in Each Category :
: 66 23 53 55 85 20 8 165 156:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 8, 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 2,322,358
: Positions :
: 399,958 88,635 714,525 480,835 1,111,251 501,579 107,439 2,096,898 2,021,849: 225,460 300,508
: :
: Changes from: March 1, 2011 (Change in open interest: -12,211) :
: -32,009 -6,291 16,011 4,696 -18,675 1,886 -1,990 -9,415 -10,945: -2,795 -1,266
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.2 3.8 30.8 20.7 47.9 21.6 4.6 90.3 87.1: 9.7 12.9
: :
: Total Traders: 894 Number of Traders in Each Category :
: 261 145 302 276 401 27 17 694 762:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 8, 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 867,118
: Positions :
: 144,308 27,535 284,377 157,279 405,587 209,923 48,280 795,887 765,780: 71,231 101,339
: :
: Changes from: March 1, 2011 (Change in open interest: 15,917) :
: 5,034 -7,714 9,184 -1,610 10,702 1,560 838 14,168 13,010: 1,749 2,907
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.6 3.2 32.8 18.1 46.8 24.2 5.6 91.8 88.3: 8.2 11.7
: :
: Total Traders: 563 Number of Traders in Each Category :
: 210 96 215 130 203 24 14 448 464:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 8, 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 447,828
: Positions :
: 84,137 32,010 93,197 124,919 280,780 108,807 18,312 411,060 424,299: 36,768 23,529
: :
: Changes from: March 1, 2011 (Change in open interest: 8,372) :
: 3,215 -2,306 8,350 1,056 7,124 -1,308 1,081 11,312 14,249: -2,941 -5,877
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.8 7.1 20.8 27.9 62.7 24.3 4.1 91.8 94.7: 8.2 5.3
: :
: Total Traders: 267 Number of Traders in Each Category :
: 97 54 86 55 67 23 13 220 192:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 8, 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 316,831
: Positions :
: 40,549 9,887 101,771 88,867 176,504 63,542 16,321 294,729 304,483: 22,101 12,347
: :
: Changes from: March 1, 2011 (Change in open interest: -1,296) :
: -1,418 1,272 -1,895 632 -1,680 716 340 -1,966 -1,963: 670 668
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.8 3.1 32.1 28.0 55.7 20.1 5.2 93.0 96.1: 7.0 3.9
: :
: Total Traders: 244 Number of Traders in Each Category :
: 105 51 72 48 57 24 13 208 164:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 8, 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 261,670
: Positions :
: 53,855 14,304 66,382 15,091 139,044 99,397 3,124 234,725 222,855: 26,945 38,815
: :
: Changes from: March 1, 2011 (Change in open interest: -8,153) :
: -2,234 -2,474 -1,444 -2,520 -2,729 -1,722 -99 -7,920 -6,746: -232 -1,406
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 20.6 5.5 25.4 5.8 53.1 38.0 1.2 89.7 85.2: 10.3 14.8
: :
: Total Traders: 266 Number of Traders in Each Category :
: 103 50 113 43 66 24 10 228 200:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 8, 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 456,057
: Positions :
: 98,611 21,864 138,489 40,448 208,596 145,357 5,272 422,905 374,221: 33,152 81,835
: :
: Changes from: March 1, 2011 (Change in open interest: 13,893) :
: 2,827 -4,898 7,164 1,994 7,200 -787 -443 11,198 9,023: 2,695 4,870
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 21.6 4.8 30.4 8.9 45.7 31.9 1.2 92.7 82.1: 7.3 17.9
: :
: Total Traders: 450 Number of Traders in Each Category :
: 143 73 138 90 186 25 9 333 350:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 8, 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 55,127
: Positions :
: 16,457 2,791 10,252 9,131 14,335 10,729 1,066 46,569 28,444: 8,558 26,683
: :
: Changes from: March 1, 2011 (Change in open interest: -1,131) :
: 245 21 -965 -392 -312 -600 -114 -1,711 -1,370: 580 239
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 29.9 5.1 18.6 16.6 26.0 19.5 1.9 84.5 51.6: 15.5 48.4
: :
: Total Traders: 200 Number of Traders in Each Category :
: 55 36 40 41 74 17 7 137 139:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 8, 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 186,048
: Positions :
: 40,127 22,501 28,014 63,005 125,946 38,300 1,830 169,447 178,291: 16,601 7,757
: :
: Changes from: March 1, 2011 (Change in open interest: 6,106) :
: 4,004 1,198 3,029 -1,812 1,962 36 -349 5,257 5,841: 849 265
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 21.6 12.1 15.1 33.9 67.7 20.6 1.0 91.1 95.8: 8.9 4.2
: :
: Total Traders: 190 Number of Traders in Each Category :
: 86 34 43 38 44 20 5 165 107:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 8, 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 856,178
: Positions :
: 140,858 11,488 211,289 183,603 511,727 238,310 68,382 774,060 802,886: 82,119 53,292
: :
: Changes from: March 1, 2011 (Change in open interest: 21,987) :
: 23,983 628 -952 -12,390 17,010 2,090 1,321 12,731 18,008: 9,255 3,979
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.5 1.3 24.7 21.4 59.8 27.8 8.0 90.4 93.8: 9.6 6.2
: :
: Total Traders: 224 Number of Traders in Each Category :
: 75 44 85 62 76 23 15 199 182:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 8, 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 194,354
: Positions :
: 33,345 7,756 53,011 50,091 120,996 46,897 5,595 183,345 187,359: 11,010 6,996
: :
: Changes from: March 1, 2011 (Change in open interest: 15,331) :
: 2,556 797 5,377 4,756 7,148 410 228 13,099 13,549: 2,232 1,782
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.2 4.0 27.3 25.8 62.3 24.1 2.9 94.3 96.4: 5.7 3.6
: :
: Total Traders: 366 Number of Traders in Each Category :
: 144 55 93 106 131 22 6 313 248:
-------------------------------------------------------------------------------------------------------------------
Updated March 11, 2011