COT -- Supplemental Report - Option and Futures Combined Positions as of March 22, 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 625,992
: Positions :
: 61,596 78,001 171,992 90,045 268,648 255,039 45,496 578,672 564,138: 47,321 61,855
: :
: Changes from: March 15, 2011 (Change in open interest: -10,221) :
: -5,624 6,006 -1 -6,002 -14,831 2,722 -308 -8,905 -9,134: -1,317 -1,088
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.8 12.5 27.5 14.4 42.9 40.7 7.3 92.4 90.1: 7.6 9.9
: :
: Total Traders: 459 Number of Traders in Each Category :
: 119 158 193 87 124 26 19 357 392:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 22, 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 192,346
: Positions :
: 44,213 8,547 32,329 51,119 115,353 40,428 7,869 168,089 164,098: 24,258 28,249
: :
: Changes from: March 15, 2011 (Change in open interest: -4,667) :
: -1,003 46 -2,616 -1,318 -1,862 1,930 349 -3,007 -4,083: -1,661 -584
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 23.0 4.4 16.8 26.6 60.0 21.0 4.1 87.4 85.3: 12.6 14.7
: :
: Total Traders: 206 Number of Traders in Each Category :
: 63 26 58 52 81 19 7 158 155:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 22, 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 2,328,827
: Positions :
: 322,417 94,860 762,943 522,878 1,053,752 511,535 130,248 2,119,773 2,041,804: 209,054 287,023
: :
: Changes from: March 15, 2011 (Change in open interest: 2,322) :
: -33,681 -5,406 30,571 4,065 -23,387 9,687 6,106 10,642 7,884: -8,320 -5,562
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.8 4.1 32.8 22.5 45.2 22.0 5.6 91.0 87.7: 9.0 12.3
: :
: Total Traders: 882 Number of Traders in Each Category :
: 237 153 297 284 408 28 19 685 765:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 22, 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 896,050
: Positions :
: 137,120 33,933 309,812 174,461 405,592 208,296 48,709 829,689 798,045: 66,362 98,005
: :
: Changes from: March 15, 2011 (Change in open interest: -2,809) :
: 11,095 -7,702 1,481 -16,284 10,466 2,658 -596 -1,050 3,649: -1,759 -6,457
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.3 3.8 34.6 19.5 45.3 23.2 5.4 92.6 89.1: 7.4 10.9
: :
: Total Traders: 557 Number of Traders in Each Category :
: 205 102 222 130 197 24 16 446 469:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 22, 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 432,544
: Positions :
: 65,280 35,045 99,827 124,467 254,160 108,126 17,095 397,701 406,127: 34,843 26,417
: :
: Changes from: March 15, 2011 (Change in open interest: -32,628) :
: -487 -3,875 -6,105 -13,185 -8,118 -473 -31 -20,250 -18,130: -12,377 -14,498
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.1 8.1 23.1 28.8 58.8 25.0 4.0 91.9 93.9: 8.1 6.1
: :
: Total Traders: 262 Number of Traders in Each Category :
: 83 56 100 60 70 22 14 220 209:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 22, 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 319,395
: Positions :
: 35,069 6,881 103,881 94,593 176,980 62,446 16,376 295,988 304,119: 23,408 15,277
: :
: Changes from: March 15, 2011 (Change in open interest: 102) :
: -2,493 -1,417 531 1,702 772 -426 697 -686 583: 788 -481
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.0 2.2 32.5 29.6 55.4 19.6 5.1 92.7 95.2: 7.3 4.8
: :
: Total Traders: 249 Number of Traders in Each Category :
: 109 48 77 48 58 24 14 209 174:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 22, 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 252,879
: Positions :
: 44,135 13,502 66,197 17,463 134,409 99,154 1,117 226,950 215,225: 25,929 37,654
: :
: Changes from: March 15, 2011 (Change in open interest: -2,320) :
: -3,203 1,430 -850 40 -745 974 -216 -3,038 -380: 718 -1,940
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.5 5.3 26.2 6.9 53.2 39.2 0.4 89.7 85.1: 10.3 14.9
: :
: Total Traders: 248 Number of Traders in Each Category :
: 104 35 102 45 66 23 9 214 187:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 22, 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 459,624
: Positions :
: 79,968 22,316 152,199 50,311 202,792 145,350 3,109 427,828 380,416: 31,796 79,208
: :
: Changes from: March 15, 2011 (Change in open interest: -9,435) :
: -12,263 -1,000 1,011 3,973 -2,391 468 -1,469 -6,811 -3,849: -2,624 -5,586
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.4 4.9 33.1 10.9 44.1 31.6 0.7 93.1 82.8: 6.9 17.2
: :
: Total Traders: 422 Number of Traders in Each Category :
: 125 73 128 95 182 25 9 312 338:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 22, 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 48,151
: Positions :
: 13,148 1,060 10,031 7,043 13,361 10,433 551 40,656 25,004: 7,495 23,148
: :
: Changes from: March 15, 2011 (Change in open interest: -4,669) :
: -2,601 -369 -372 -986 -1,360 -373 -212 -4,332 -2,313: -337 -2,356
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 27.3 2.2 20.8 14.6 27.7 21.7 1.1 84.4 51.9: 15.6 48.1
: :
: Total Traders: 180 Number of Traders in Each Category :
: 44 24 41 42 73 20 4 129 129:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 22, 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 183,730
: Positions :
: 30,913 24,745 31,718 69,717 119,967 37,368 1,540 169,716 177,972: 14,014 5,758
: :
: Changes from: March 15, 2011 (Change in open interest: -1,229) :
: -4,229 1,402 1,662 1,289 -2,781 493 -125 -784 158: -445 -1,388
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.8 13.5 17.3 37.9 65.3 20.3 0.8 92.4 96.9: 7.6 3.1
: :
: Total Traders: 167 Number of Traders in Each Category :
: 63 32 41 38 45 19 6 145 102:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 22, 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 810,211
: Positions :
: 102,642 15,869 199,610 195,932 472,985 239,837 68,449 738,020 756,914: 72,191 53,297
: :
: Changes from: March 15, 2011 (Change in open interest: -12,615) :
: -15,179 -316 -2,573 -53 -6,468 7,698 2,227 -10,107 -7,130: -2,507 -5,484
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.7 2.0 24.6 24.2 58.4 29.6 8.4 91.1 93.4: 8.9 6.6
: :
: Total Traders: 224 Number of Traders in Each Category :
: 70 45 81 67 77 23 15 200 180:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 22, 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 183,547
: Positions :
: 25,463 6,419 52,312 49,319 112,466 46,440 5,585 173,534 176,781: 10,013 6,766
: :
: Changes from: March 15, 2011 (Change in open interest: 1,161) :
: 354 -548 2,599 -1,743 -28 590 155 1,800 2,177: -639 -1,016
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.9 3.5 28.5 26.9 61.3 25.3 3.0 94.5 96.3: 5.5 3.7
: :
: Total Traders: 342 Number of Traders in Each Category :
: 121 57 88 110 127 22 9 295 244:
-------------------------------------------------------------------------------------------------------------------
Updated March 25, 2011