COT -- Supplemental Report - Option and Futures Combined Positions as of March 31, 2009
: 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 412,485
: Positions :
: 32,519 73,217 134,888 52,237 127,343 161,746 27,758 381,391 363,207: 31,094 49,279
: :
: Changes from: March 24, 2009 (Change in open interest: 15,035) :
: -812 8,070 9,537 2,683 -3,633 3,050 -246 14,458 13,728: 577 1,307
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 7.9 17.8 32.7 12.7 30.9 39.2 6.7 92.5 88.1: 7.5 11.9
: :
: Total Traders: 370 Number of Traders in Each Category :
: 68 140 172 68 82 29 18 296 329:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 31, 2009
: 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 89,053
: Positions :
: 11,827 13,758 12,011 22,030 40,198 26,240 640 72,108 66,607: 16,945 22,447
: :
: Changes from: March 24, 2009 (Change in open interest: 3,100) :
: -1,007 2,712 538 2,287 -1,577 -480 296 1,338 1,968: 1,762 1,132
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.3 15.4 13.5 24.7 45.1 29.5 0.7 81.0 74.8: 19.0 25.2
: :
: Total Traders: 141 Number of Traders in Each Category :
: 24 30 29 46 59 19 3 109 105:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 31, 2009
: 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 1,224,961
: Positions :
: 94,419 74,905 380,408 320,033 500,967 289,747 42,917 1,084,608 999,197: 140,353 225,764
: :
: Changes from: March 24, 2009 (Change in open interest: 29,006) :
: 6,836 789 4,149 8,983 10,067 6,888 1,167 26,856 16,172: 2,150 12,834
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 7.7 6.1 31.1 26.1 40.9 23.7 3.5 88.5 81.6: 11.5 18.4
: :
: Total Traders: 557 Number of Traders in Each Category :
: 136 112 204 211 232 25 15 480 479:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 31, 2009
: 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 446,942
: Positions :
: 50,597 28,459 150,199 77,209 181,342 125,200 15,146 403,205 375,147: 43,737 71,795
: :
: Changes from: March 24, 2009 (Change in open interest: -5,261) :
: 3,567 -1,395 -3,302 -976 1,202 -1,070 -1,096 -1,781 -4,591: -3,480 -670
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.3 6.4 33.6 17.3 40.6 28.0 3.4 90.2 83.9: 9.8 16.1
: :
: Total Traders: 354 Number of Traders in Each Category :
: 107 89 161 94 104 26 11 317 295:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 31, 2009
: 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 241,849
: Positions :
: 16,606 33,351 56,915 90,831 124,130 50,864 5,649 215,216 220,045: 26,633 21,804
: :
: Changes from: March 24, 2009 (Change in open interest: 299) :
: 1,199 -6,036 116 -1,850 12,192 3,105 -2,766 2,571 3,507: -2,272 -3,209
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 6.9 13.8 23.5 37.6 51.3 21.0 2.3 89.0 91.0: 11.0 9.0
: :
: Total Traders: 186 Number of Traders in Each Category :
: 36 50 60 51 51 19 9 147 148:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 31, 2009
: 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 190,884
: Positions :
: 20,367 22,982 47,050 40,206 101,312 66,130 6,332 173,753 177,676: 17,131 13,208
: :
: Changes from: March 24, 2009 (Change in open interest: 4,747) :
: 63 -5,619 1,848 1,225 8,697 861 493 3,997 5,418: 750 -671
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.7 12.0 24.6 21.1 53.1 34.6 3.3 91.0 93.1: 9.0 6.9
: :
: Total Traders: 224 Number of Traders in Each Category :
: 78 54 59 51 52 25 8 180 151:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 31, 2009
: 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 157,183
: Positions :
: 12,958 28,176 44,467 15,525 49,205 53,883 2,104 126,833 123,952: 30,350 33,231
: :
: Changes from: March 24, 2009 (Change in open interest: 4,545) :
: -53 4,507 3,516 -354 -4,392 -1,914 -2,407 1,195 1,224: 3,350 3,321
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 8.2 17.9 28.3 9.9 31.3 34.3 1.3 80.7 78.9: 19.3 21.1
: :
: Total Traders: 195 Number of Traders in Each Category :
: 57 57 72 34 39 20 6 152 148:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 31, 2009
: 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 252,544
: Positions :
: 33,290 44,675 61,142 49,562 103,344 83,431 2,231 227,425 211,393: 25,119 41,151
: :
: Changes from: March 24, 2009 (Change in open interest: -5,312) :
: -1,047 4,826 11 -426 -5,289 -1,330 -406 -2,792 -858: -2,520 -4,454
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.2 17.7 24.2 19.6 40.9 33.0 0.9 90.1 83.7: 9.9 16.3
: :
: Total Traders: 324 Number of Traders in Each Category :
: 68 79 88 89 128 24 6 228 264:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 31, 2009
: 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 20,652
: Positions :
: 1,500 2,886 3,914 2,971 3,222 6,162 786 14,547 10,807: 6,105 9,845
: :
: Changes from: March 24, 2009 (Change in open interest: -3,549) :
: -1,800 -935 -1,024 -288 -141 -42 -446 -3,154 -2,546: -395 -1,003
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 7.3 14.0 19.0 14.4 15.6 29.8 3.8 70.4 52.3: 29.6 47.7
: :
: Total Traders: 92 Number of Traders in Each Category :
: 13 21 19 20 26 16 3 63 59:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 31, 2009
: 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 123,003
: Positions :
: 30,968 10,750 21,452 47,269 85,630 15,926 1,188 115,615 119,021: 7,387 3,982
: :
: Changes from: March 24, 2009 (Change in open interest: -768) :
: 1,520 -909 -2,362 1,228 4,206 -64 -58 322 877: -1,089 -1,644
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 25.2 8.7 17.4 38.4 69.6 12.9 1.0 94.0 96.8: 6.0 3.2
: :
: Total Traders: 134 Number of Traders in Each Category :
: 40 23 26 35 40 20 5 107 86:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 31, 2009
: 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 932,159
: Positions :
: 101,850 33,482 204,499 298,249 560,243 252,142 63,189 856,740 861,413: 75,419 70,746
: :
: Changes from: March 24, 2009 (Change in open interest: 829) :
: -5,030 16,930 -6,608 11,873 -14,451 3,882 3,294 4,117 -836: -3,288 1,665
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.9 3.6 21.9 32.0 60.1 27.0 6.8 91.9 92.4: 8.1 7.6
: :
: Total Traders: 207 Number of Traders in Each Category :
: 44 48 69 65 76 25 14 175 171:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 31, 2009
: 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 180,503
: Positions :
: 24,329 19,091 54,117 54,967 95,002 37,837 5,388 171,250 173,599: 9,253 6,905
: :
: Changes from: March 24, 2009 (Change in open interest: 2,463) :
: 1,545 -1,227 709 1,379 4,841 598 289 4,231 4,612: -1,769 -2,150
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.5 10.6 30.0 30.5 52.6 21.0 3.0 94.9 96.2: 5.1 3.8
: :
: Total Traders: 331 Number of Traders in Each Category :
: 100 69 89 107 107 24 7 275 240:
-------------------------------------------------------------------------------------------------------------------
Updated April 3, 2009