COT -- Supplemental Report - Option and Futures Combined Positions as of February 28, 2012
: 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 513,096
: Positions :
: 51,549 141,104 113,832 63,968 173,128 243,968 30,443 473,317 458,507: 39,778 54,589
: :
: Changes from: February 21, 2012 (Change in open interest: -36,749) :
: 469 -7,234 -19,544 -14,277 -356 -1,746 -5,833 -35,098 -32,967: -1,651 -3,781
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.0 27.5 22.2 12.5 33.7 47.5 5.9 92.2 89.4: 7.8 10.6
: :
: Total Traders: 390 Number of Traders in Each Category :
: 102 140 155 76 95 30 22 307 329:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 28, 2012
: 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 135,919
: Positions :
: 24,705 21,791 17,968 34,043 68,371 42,437 3,715 119,152 111,844: 16,767 24,075
: :
: Changes from: February 21, 2012 (Change in open interest: -11,087) :
: 615 1,316 -5,176 -4,682 -5,893 -1,000 -163 -10,242 -9,915: -845 -1,172
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.2 16.0 13.2 25.0 50.3 31.2 2.7 87.7 82.3: 12.3 17.7
: :
: Total Traders: 154 Number of Traders in Each Category :
: 28 39 32 43 54 20 9 114 115:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 28, 2012
: 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 1,647,928
: Positions :
: 268,860 117,180 435,741 324,735 731,164 457,073 78,449 1,486,410 1,362,534: 161,519 285,394
: :
: Changes from: February 21, 2012 (Change in open interest: -122,246) :
: 18,683 -16,328 -86,279 -55,327 375 505 -19,553 -122,418 -121,785: 172 -461
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.3 7.1 26.4 19.7 44.4 27.7 4.8 90.2 82.7: 9.8 17.3
: :
: Total Traders: 705 Number of Traders in Each Category :
: 175 146 235 225 302 28 21 548 608:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 28, 2012
: 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 737,025
: Positions :
: 132,702 35,563 227,008 118,488 352,290 203,016 31,755 681,216 646,616: 55,810 90,409
: :
: Changes from: February 21, 2012 (Change in open interest: -26,886) :
: 15,547 -3,910 -26,776 -16,566 10,387 678 -3,938 -27,117 -24,238: 230 -2,649
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.0 4.8 30.8 16.1 47.8 27.5 4.3 92.4 87.7: 7.6 12.3
: :
: Total Traders: 529 Number of Traders in Each Category :
: 174 122 220 110 164 27 18 433 436:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 28, 2012
: 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 350,352
: Positions :
: 61,010 47,988 68,846 61,909 194,987 120,757 11,534 312,522 323,355: 37,831 26,998
: :
: Changes from: February 21, 2012 (Change in open interest: -26,628) :
: 5,261 -2,136 -9,945 -21,171 -8,101 -2,359 -2,757 -28,214 -22,939: 1,586 -3,690
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.4 13.7 19.7 17.7 55.7 34.5 3.3 89.2 92.3: 10.8 7.7
: :
: Total Traders: 270 Number of Traders in Each Category :
: 76 63 94 54 64 23 14 217 203:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 28, 2012
: 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 217,935
: Positions :
: 33,420 38,674 42,334 55,691 117,705 69,468 3,441 200,913 202,155: 17,022 15,780
: :
: Changes from: February 21, 2012 (Change in open interest: 4,078) :
: 1,086 8,510 1,822 157 -7,108 -664 96 2,402 3,320: 1,676 758
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.3 17.7 19.4 25.6 54.0 31.9 1.6 92.2 92.8: 7.8 7.2
: :
: Total Traders: 260 Number of Traders in Each Category :
: 75 92 74 46 59 25 12 185 202:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 28, 2012
: 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 311,391
: Positions :
: 61,453 36,571 86,844 31,142 130,762 98,926 10,953 278,364 265,129: 33,027 46,262
: :
: Changes from: February 21, 2012 (Change in open interest: 8,622) :
: 1,303 1,493 4,275 769 -518 -269 1,294 6,078 6,544: 2,544 2,078
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.7 11.7 27.9 10.0 42.0 31.8 3.5 89.4 85.1: 10.6 14.9
: :
: Total Traders: 312 Number of Traders in Each Category :
: 90 99 131 51 74 23 11 245 256:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 28, 2012
: 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 453,893
: Positions :
: 108,427 38,676 124,107 54,785 201,386 133,997 11,092 421,316 375,261: 32,577 78,632
: :
: Changes from: February 21, 2012 (Change in open interest: 8,965) :
: 1,874 3,778 6,285 -694 -1,503 539 279 8,004 8,839: 961 126
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 23.9 8.5 27.3 12.1 44.4 29.5 2.4 92.8 82.7: 7.2 17.3
: :
: Total Traders: 469 Number of Traders in Each Category :
: 154 100 141 86 169 25 10 348 349:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 28, 2012
: 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 62,378
: Positions :
: 21,901 4,594 16,724 4,853 12,635 9,460 1,934 52,939 35,887: 9,439 26,491
: :
: Changes from: February 21, 2012 (Change in open interest: 1,600) :
: 872 97 55 309 632 -6 -41 1,229 743: 371 858
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 35.1 7.4 26.8 7.8 20.3 15.2 3.1 84.9 57.5: 15.1 42.5
: :
: Total Traders: 227 Number of Traders in Each Category :
: 74 41 62 35 71 19 12 161 164:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 28, 2012
: 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 171,622
: Positions :
: 13,157 33,245 25,090 83,328 98,792 39,914 4,266 161,489 161,394: 10,133 10,228
: :
: Changes from: February 21, 2012 (Change in open interest: -2,348) :
: 1,208 -2,698 -1,181 -2,396 2,828 -389 -1,157 -2,758 -2,208: 411 -140
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 7.7 19.4 14.6 48.6 57.6 23.3 2.5 94.1 94.0: 5.9 6.0
: :
: Total Traders: 162 Number of Traders in Each Category :
: 39 55 40 36 40 19 8 117 121:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 28, 2012
: 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 862,411
: Positions :
: 129,214 42,268 156,954 198,704 557,591 285,443 46,768 770,315 803,581: 92,096 58,830
: :
: Changes from: February 21, 2012 (Change in open interest: 44,182) :
: 40,891 -4,758 3,391 -5,858 58,334 2,677 2,805 41,100 59,771: 3,082 -15,589
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.0 4.9 18.2 23.0 64.7 33.1 5.4 89.3 93.2: 10.7 6.8
: :
: Total Traders: 235 Number of Traders in Each Category :
: 76 51 73 66 78 27 18 209 181:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 28, 2012
: 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 181,316
: Positions :
: 21,640 35,218 52,588 54,418 76,471 43,889 7,725 172,536 172,002: 8,780 9,315
: :
: Changes from: February 21, 2012 (Change in open interest: 11,470) :
: 2,233 2,252 6,320 1,220 1,181 508 398 10,281 10,151: 1,189 1,319
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.9 19.4 29.0 30.0 42.2 24.2 4.3 95.2 94.9: 4.8 5.1
: :
: Total Traders: 364 Number of Traders in Each Category :
: 87 122 103 103 112 25 15 272 301:
-------------------------------------------------------------------------------------------------------------------
Updated March 2, 2012