COT -- Supplemental Report - Option and Futures Combined Positions as of March 29, 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 625,863
: Positions :
: 62,370 77,404 171,968 88,044 271,491 257,286 42,008 579,669 562,871: 46,194 62,992
: :
: Changes from: March 22, 2011 (Change in open interest: -129) :
: 774 -598 -23 -2,001 2,843 2,248 -3,488 997 -1,266: -1,127 1,137
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.0 12.4 27.5 14.1 43.4 41.1 6.7 92.6 89.9: 7.4 10.1
: :
: Total Traders: 450 Number of Traders in Each Category :
: 128 143 190 90 121 26 20 356 384:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 29, 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 193,372
: Positions :
: 44,697 7,639 32,915 49,363 115,228 40,958 7,865 167,933 163,646: 25,439 29,726
: :
: Changes from: March 22, 2011 (Change in open interest: 1,026) :
: 484 -908 586 -1,756 -125 530 -5 -156 -452: 1,182 1,478
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 23.1 4.0 17.0 25.5 59.6 21.2 4.1 86.8 84.6: 13.2 15.4
: :
: Total Traders: 200 Number of Traders in Each Category :
: 60 23 54 52 82 19 8 155 150:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 29, 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 2,248,933
: Positions :
: 326,381 93,421 707,158 496,037 1,038,622 506,150 122,650 2,035,726 1,961,851: 213,207 287,082
: :
: Changes from: March 22, 2011 (Change in open interest: -79,894) :
: 3,964 -1,439 -55,785 -26,841 -15,130 -5,385 -7,598 -84,047 -79,952: 4,153 59
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.5 4.2 31.4 22.1 46.2 22.5 5.5 90.5 87.2: 9.5 12.8
: :
: Total Traders: 878 Number of Traders in Each Category :
: 248 142 288 279 408 28 20 672 763:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 29, 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 882,782
: Positions :
: 131,514 32,385 301,841 177,592 408,321 206,222 45,124 817,169 787,670: 65,613 95,112
: :
: Changes from: March 22, 2011 (Change in open interest: -13,269) :
: -5,607 -1,548 -7,971 3,131 2,729 -2,074 -3,585 -12,520 -10,375: -748 -2,894
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.9 3.7 34.2 20.1 46.3 23.4 5.1 92.6 89.2: 7.4 10.8
: :
: Total Traders: 543 Number of Traders in Each Category :
: 192 103 211 127 195 24 16 433 457:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 29, 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 445,532
: Positions :
: 69,281 34,055 106,311 123,576 261,695 110,494 18,065 409,662 420,125: 35,870 25,406
: :
: Changes from: March 22, 2011 (Change in open interest: 12,988) :
: 4,001 -990 6,483 -892 7,535 2,369 970 11,961 13,998: 1,027 -1,010
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.6 7.6 23.9 27.7 58.7 24.8 4.1 91.9 94.3: 8.1 5.7
: :
: Total Traders: 270 Number of Traders in Each Category :
: 89 59 97 62 68 23 14 231 203:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 29, 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 326,310
: Positions :
: 33,546 8,046 109,068 100,149 177,986 61,920 15,790 304,684 310,889: 21,626 15,421
: :
: Changes from: March 22, 2011 (Change in open interest: 6,915) :
: -1,523 1,164 5,187 5,557 1,005 -525 -586 8,696 6,771: -1,782 144
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.3 2.5 33.4 30.7 54.5 19.0 4.8 93.4 95.3: 6.6 4.7
: :
: Total Traders: 257 Number of Traders in Each Category :
: 104 56 86 51 60 24 13 217 184:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 29, 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 270,742
: Positions :
: 49,035 12,362 75,813 14,962 142,122 100,492 1,125 240,301 231,423: 30,441 39,319
: :
: Changes from: March 22, 2011 (Change in open interest: 17,863) :
: 4,900 -1,140 9,616 -2,502 7,714 1,337 8 13,352 16,198: 4,511 1,665
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.1 4.6 28.0 5.5 52.5 37.1 0.4 88.8 85.5: 11.2 14.5
: :
: Total Traders: 259 Number of Traders in Each Category :
: 115 36 108 45 66 23 9 228 189:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 29, 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 490,042
: Positions :
: 84,440 21,125 167,872 56,017 212,213 148,123 3,993 456,452 405,203: 33,590 84,839
: :
: Changes from: March 22, 2011 (Change in open interest: 30,417) :
: 4,471 -1,191 15,673 5,706 9,421 2,773 883 28,624 24,786: 1,794 5,631
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.2 4.3 34.3 11.4 43.3 30.2 0.8 93.1 82.7: 6.9 17.3
: :
: Total Traders: 434 Number of Traders in Each Category :
: 130 79 135 100 184 24 8 332 343:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 29, 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 49,949
: Positions :
: 15,130 1,303 10,543 6,488 13,420 10,225 363 42,386 25,628: 7,563 24,321
: :
: Changes from: March 22, 2011 (Change in open interest: 1,798) :
: 1,982 243 511 -555 59 -208 -188 1,731 624: 68 1,174
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 30.3 2.6 21.1 13.0 26.9 20.5 0.7 84.9 51.3: 15.1 48.7
: :
: Total Traders: 188 Number of Traders in Each Category :
: 56 22 43 42 72 19 3 137 129:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 29, 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 191,244
: Positions :
: 30,195 27,120 34,185 73,709 120,087 38,972 2,849 177,061 184,241: 14,183 7,003
: :
: Changes from: March 22, 2011 (Change in open interest: 7,514) :
: -718 2,374 2,467 3,992 119 1,604 1,309 7,345 6,269: 169 1,245
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.8 14.2 17.9 38.5 62.8 20.4 1.5 92.6 96.3: 7.4 3.7
: :
: Total Traders: 174 Number of Traders in Each Category :
: 67 32 44 41 46 19 8 150 111:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 29, 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 813,737
: Positions :
: 107,767 15,594 196,553 194,668 485,084 240,291 58,807 739,280 756,037: 74,458 57,700
: :
: Changes from: March 22, 2011 (Change in open interest: 3,526) :
: 5,126 -276 -3,057 -1,264 12,099 455 -9,643 1,260 -876: 2,266 4,403
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.2 1.9 24.2 23.9 59.6 29.5 7.2 90.8 92.9: 9.2 7.1
: :
: Total Traders: 227 Number of Traders in Each Category :
: 66 52 85 68 77 23 15 205 182:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 29, 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 183,884
: Positions :
: 22,541 6,919 55,062 49,725 109,784 47,183 5,653 174,511 177,419: 9,372 6,465
: :
: Changes from: March 22, 2011 (Change in open interest: 337) :
: -2,921 500 2,750 407 -2,681 742 68 978 637: -641 -300
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.3 3.8 29.9 27.0 59.7 25.7 3.1 94.9 96.5: 5.1 3.5
: :
: Total Traders: 339 Number of Traders in Each Category :
: 109 72 95 106 125 22 10 288 254:
-------------------------------------------------------------------------------------------------------------------
Updated April 1, 2011