COT -- Supplemental Report - Option and Futures Combined Positions as of March 15, 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 636,214
: Positions :
: 67,220 71,996 171,993 96,047 283,479 252,317 45,804 587,576 573,271: 48,637 62,942
: :
: Changes from: March 8, 2011 (Change in open interest: 21,615) :
: 4,536 -803 16,498 4,026 -1,081 -2,612 5,301 22,448 19,916: -833 1,699
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.6 11.3 27.0 15.1 44.6 39.7 7.2 92.4 90.1: 7.6 9.9
: :
: Total Traders: 459 Number of Traders in Each Category :
: 129 149 191 84 125 26 18 357 385:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 15, 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 197,014
: Positions :
: 45,215 8,501 34,945 52,437 117,214 38,499 7,521 171,096 168,181: 25,918 28,833
: :
: Changes from: March 8, 2011 (Change in open interest: -3,753) :
: -1,809 717 1,434 5,727 -7,143 -31 1,592 5,321 -3,400: -9,074 -353
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 23.0 4.3 17.7 26.6 59.5 19.5 3.8 86.8 85.4: 13.2 14.6
: :
: Total Traders: 220 Number of Traders in Each Category :
: 70 25 60 55 82 19 8 169 161:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 15, 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 2,326,505
: Positions :
: 356,097 100,266 732,373 518,813 1,077,139 501,847 124,142 2,109,131 2,033,920: 217,374 292,585
: :
: Changes from: March 8, 2011 (Change in open interest: 4,147) :
: -43,861 11,631 17,848 37,978 -34,112 269 16,703 12,233 12,070: -8,086 -7,923
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.3 4.3 31.5 22.3 46.3 21.6 5.3 90.7 87.4: 9.3 12.6
: :
: Total Traders: 899 Number of Traders in Each Category :
: 268 142 304 287 404 28 18 705 769:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 15, 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 898,859
: Positions :
: 126,026 41,635 308,331 190,745 395,126 205,637 49,305 830,738 794,397: 68,121 104,462
: :
: Changes from: March 8, 2011 (Change in open interest: 31,741) :
: -18,282 14,100 23,953 33,465 -10,461 -4,285 1,025 34,851 28,617: -3,110 3,124
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.0 4.6 34.3 21.2 44.0 22.9 5.5 92.4 88.4: 7.6 11.6
: :
: Total Traders: 551 Number of Traders in Each Category :
: 188 117 216 126 196 24 14 430 467:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 15, 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 465,171
: Positions :
: 65,767 38,920 105,932 137,652 262,278 108,599 17,126 417,951 424,257: 47,220 40,914
: :
: Changes from: March 8, 2011 (Change in open interest: 17,343) :
: -18,370 6,910 12,735 12,734 -18,502 -208 -1,185 6,891 -42: 10,452 17,385
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.1 8.4 22.8 29.6 56.4 23.3 3.7 89.8 91.2: 10.2 8.8
: :
: Total Traders: 271 Number of Traders in Each Category :
: 87 65 98 60 67 23 13 225 209:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 15, 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 319,294
: Positions :
: 37,562 8,299 103,349 92,891 176,208 62,871 15,679 296,674 303,536: 22,620 15,758
: :
: Changes from: March 8, 2011 (Change in open interest: 2,463) :
: -2,987 -1,588 1,578 4,024 -295 -670 -642 1,944 -948: 519 3,411
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.8 2.6 32.4 29.1 55.2 19.7 4.9 92.9 95.1: 7.1 4.9
: :
: Total Traders: 250 Number of Traders in Each Category :
: 102 59 75 49 60 24 13 211 172:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 15, 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 255,199
: Positions :
: 47,338 12,072 67,047 17,423 135,153 98,180 1,334 229,987 215,605: 25,212 39,594
: :
: Changes from: March 8, 2011 (Change in open interest: -6,471) :
: -6,517 -2,232 665 2,332 -3,891 -1,217 -1,791 -4,738 -7,250: -1,734 778
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.5 4.7 26.3 6.8 53.0 38.5 0.5 90.1 84.5: 9.9 15.5
: :
: Total Traders: 246 Number of Traders in Each Category :
: 101 36 100 46 65 23 9 208 188:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 15, 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 469,059
: Positions :
: 92,231 23,316 151,188 46,338 205,183 144,882 4,579 434,639 384,265: 34,420 84,794
: :
: Changes from: March 8, 2011 (Change in open interest: 13,002) :
: -6,380 1,452 12,699 5,890 -3,413 -475 -693 11,734 10,044: 1,269 2,958
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.7 5.0 32.2 9.9 43.7 30.9 1.0 92.7 81.9: 7.3 18.1
: :
: Total Traders: 446 Number of Traders in Each Category :
: 140 70 134 96 189 25 10 333 350:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 15, 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 52,820
: Positions :
: 15,750 1,430 10,403 8,029 14,721 10,806 763 44,988 27,316: 7,833 25,504
: :
: Changes from: March 8, 2011 (Change in open interest: -2,307) :
: -708 -1,362 151 -1,102 386 77 -303 -1,582 -1,128: -726 -1,179
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 29.8 2.7 19.7 15.2 27.9 20.5 1.4 85.2 51.7: 14.8 48.3
: :
: Total Traders: 202 Number of Traders in Each Category :
: 59 29 45 40 76 20 4 143 139:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 15, 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 184,959
: Positions :
: 35,142 23,343 30,056 68,428 122,749 36,874 1,665 170,500 177,813: 14,459 7,146
: :
: Changes from: March 8, 2011 (Change in open interest: -1,089) :
: -4,985 842 2,042 5,422 -3,197 -1,426 -165 1,053 -478: -2,142 -611
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.0 12.6 16.3 37.0 66.4 19.9 0.9 92.2 96.1: 7.8 3.9
: :
: Total Traders: 173 Number of Traders in Each Category :
: 72 30 42 37 45 19 7 149 106:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 15, 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 822,825
: Positions :
: 117,820 16,186 202,183 195,985 479,453 232,138 66,222 748,127 764,044: 74,698 58,781
: :
: Changes from: March 8, 2011 (Change in open interest: -33,353) :
: -23,038 4,697 -9,106 12,382 -32,275 -6,172 -2,160 -25,933 -38,843: -7,421 5,489
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.3 2.0 24.6 23.8 58.3 28.2 8.0 90.9 92.9: 9.1 7.1
: :
: Total Traders: 228 Number of Traders in Each Category :
: 73 45 84 67 81 23 14 203 186:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 15, 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 182,386
: Positions :
: 25,108 6,967 49,713 51,062 112,494 45,850 5,430 171,733 174,604: 10,652 7,781
: :
: Changes from: March 8, 2011 (Change in open interest: -11,969) :
: -8,236 -789 -3,298 971 -8,503 -1,047 -165 -11,611 -12,754: -358 786
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.8 3.8 27.3 28.0 61.7 25.1 3.0 94.2 95.7: 5.8 4.3
: :
: Total Traders: 336 Number of Traders in Each Category :
: 117 55 84 109 127 22 7 287 238:
-------------------------------------------------------------------------------------------------------------------
Updated March 18, 2011