COT -- Supplemental Report - Option and Futures Combined Positions as of March 20, 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 542,006
: Positions :
: 49,764 130,074 137,287 66,550 187,599 246,022 31,247 499,623 486,207: 42,383 55,799
: :
: Changes from: March 13, 2012 (Change in open interest: 16,135) :
: -1,122 -3,196 7,700 6,373 11,599 3,111 1,100 16,063 17,203: 72 -1,068
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.2 24.0 25.3 12.3 34.6 45.4 5.8 92.2 89.7: 7.8 10.3
: :
: Total Traders: 398 Number of Traders in Each Category :
: 112 138 159 74 97 30 20 308 334:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 20, 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 137,676
: Positions :
: 24,429 22,112 19,110 32,994 65,509 38,451 2,727 114,984 109,458: 22,692 28,218
: :
: Changes from: March 13, 2012 (Change in open interest: 1,738) :
: 393 -1,206 1,412 1,546 1,570 -5,106 -1,659 -1,755 117: 3,492 1,621
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.7 16.1 13.9 24.0 47.6 27.9 2.0 83.5 79.5: 16.5 20.5
: :
: Total Traders: 158 Number of Traders in Each Category :
: 32 40 36 42 54 19 9 115 121:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 20, 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 1,781,170
: Positions :
: 284,931 87,172 524,208 325,866 795,082 478,580 82,059 1,613,584 1,488,521: 167,586 292,649
: :
: Changes from: March 13, 2012 (Change in open interest: 16,812) :
: 4,737 -14,201 13,745 -8,148 16,494 3,615 -142 13,949 15,895: 2,863 917
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.0 4.9 29.4 18.3 44.6 26.9 4.6 90.6 83.6: 9.4 16.4
: :
: Total Traders: 740 Number of Traders in Each Category :
: 202 150 248 220 329 28 19 561 641:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 20, 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 904,276
: Positions :
: 202,984 31,383 279,684 149,299 457,555 207,773 33,880 839,740 802,503: 64,536 101,773
: :
: Changes from: March 13, 2012 (Change in open interest: 57,483) :
: 24,793 1,613 13,790 14,146 36,715 999 -3 53,727 52,114: 3,755 5,369
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 22.4 3.5 30.9 16.5 50.6 23.0 3.7 92.9 88.7: 7.1 11.3
: :
: Total Traders: 568 Number of Traders in Each Category :
: 207 123 232 141 184 27 17 480 471:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 20, 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 396,345
: Positions :
: 71,943 60,660 71,427 90,655 218,314 123,194 19,312 357,219 369,713: 39,126 26,632
: :
: Changes from: March 13, 2012 (Change in open interest: 9,199) :
: 2,225 -2,484 2,048 7,316 9,081 -2,610 939 8,979 9,583: 220 -385
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.2 15.3 18.0 22.9 55.1 31.1 4.9 90.1 93.3: 9.9 6.7
: :
: Total Traders: 276 Number of Traders in Each Category :
: 89 69 81 55 65 23 13 216 194:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 20, 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 251,257
: Positions :
: 37,200 44,984 56,638 62,582 125,340 74,672 6,615 231,093 233,576: 20,164 17,681
: :
: Changes from: March 13, 2012 (Change in open interest: 8,551) :
: 420 650 3,889 1,914 1,699 1,428 1,551 7,651 7,788: 900 763
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.8 17.9 22.5 24.9 49.9 29.7 2.6 92.0 93.0: 8.0 7.0
: :
: Total Traders: 281 Number of Traders in Each Category :
: 81 99 86 51 60 26 15 208 217:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 20, 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 310,881
: Positions :
: 40,100 43,699 93,813 40,546 115,981 104,181 12,675 278,640 266,168: 32,241 44,713
: :
: Changes from: March 13, 2012 (Change in open interest: 7,171) :
: -5,750 4,465 9,728 1,858 -7,361 1,448 1,211 7,284 8,043: -113 -871
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.9 14.1 30.2 13.0 37.3 33.5 4.1 89.6 85.6: 10.4 14.4
: :
: Total Traders: 300 Number of Traders in Each Category :
: 85 98 126 54 69 24 13 234 255:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 20, 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 446,496
: Positions :
: 90,250 40,118 132,647 63,107 188,126 130,011 8,555 416,014 369,445: 30,482 77,051
: :
: Changes from: March 13, 2012 (Change in open interest: 2,472) :
: -5,966 2,744 4,574 2,894 -4,710 685 1,411 2,186 4,018: 286 -1,546
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 20.2 9.0 29.7 14.1 42.1 29.1 1.9 93.2 82.7: 6.8 17.3
: :
: Total Traders: 424 Number of Traders in Each Category :
: 143 93 154 89 147 26 11 330 340:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 20, 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 58,320
: Positions :
: 17,349 3,779 14,358 5,334 11,576 9,902 1,936 46,943 31,649: 11,378 26,671
: :
: Changes from: March 13, 2012 (Change in open interest: -2,250) :
: -2,082 -373 -300 356 -585 -584 -220 -2,611 -1,478: 361 -771
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 29.7 6.5 24.6 9.1 19.8 17.0 3.3 80.5 54.3: 19.5 45.7
: :
: Total Traders: 206 Number of Traders in Each Category :
: 62 38 51 44 68 19 8 149 149:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 20, 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 181,278
: Positions :
: 12,661 33,997 31,924 86,600 99,627 39,688 4,642 170,873 170,189: 10,405 11,088
: :
: Changes from: March 13, 2012 (Change in open interest: -2,547) :
: -1,414 576 824 1,041 -4,653 -1,658 -12 -1,207 -3,266: -1,340 719
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 7.0 18.8 17.6 47.8 55.0 21.9 2.6 94.3 93.9: 5.7 6.1
: :
: Total Traders: 172 Number of Traders in Each Category :
: 36 62 44 41 46 20 9 126 134:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 20, 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 886,607
: Positions :
: 118,470 37,800 172,879 199,961 555,211 296,632 53,067 787,942 818,957: 98,665 67,650
: :
: Changes from: March 13, 2012 (Change in open interest: 42,363) :
: 26,871 -3,455 5,579 -3,661 33,894 1,615 4,451 30,404 40,469: 11,958 1,894
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.4 4.3 19.5 22.6 62.6 33.5 6.0 88.9 92.4: 11.1 7.6
: :
: Total Traders: 232 Number of Traders in Each Category :
: 86 40 81 65 75 27 18 209 184:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 20, 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 220,422
: Positions :
: 20,680 41,224 75,303 69,483 85,367 45,856 8,270 211,322 210,164: 9,099 10,258
: :
: Changes from: March 13, 2012 (Change in open interest: 13,951) :
: 975 2,504 6,616 5,563 3,995 888 337 14,042 13,452: -92 499
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.4 18.7 34.2 31.5 38.7 20.8 3.8 95.9 95.3: 4.1 4.7
: :
: Total Traders: 384 Number of Traders in Each Category :
: 102 119 123 112 109 26 16 304 315:
-------------------------------------------------------------------------------------------------------------------
Updated March 23, 2012