COT -- Supplemental Report - Option and Futures Combined Positions as of March 6, 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 513,529
: Positions :
: 52,454 122,957 122,028 57,390 184,236 241,884 27,165 473,756 456,385: 39,773 57,144
: :
: Changes from: February 28, 2012 (Change in open interest: 433) :
: 905 -18,147 8,196 -6,578 11,108 -2,084 -3,279 439 -2,122: -5 2,555
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.2 23.9 23.8 11.2 35.9 47.1 5.3 92.3 88.9: 7.7 11.1
: :
: Total Traders: 394 Number of Traders in Each Category :
: 103 144 157 70 96 30 21 307 327:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 6, 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 131,748
: Positions :
: 24,108 18,280 17,430 31,695 67,682 42,727 3,999 115,960 107,391: 15,788 24,357
: :
: Changes from: February 28, 2012 (Change in open interest: -4,171) :
: -597 -3,511 -537 -2,348 -689 291 285 -3,192 -4,453: -979 282
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.3 13.9 13.2 24.1 51.4 32.4 3.0 88.0 81.5: 12.0 18.5
: :
: Total Traders: 156 Number of Traders in Each Category :
: 34 34 30 39 57 20 9 111 116:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 6, 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 1,684,032
: Positions :
: 272,839 94,900 472,564 319,361 754,832 463,887 79,387 1,528,650 1,401,682: 155,382 282,350
: :
: Changes from: February 28, 2012 (Change in open interest: 36,104) :
: 3,979 -22,279 36,823 -5,374 23,667 6,813 938 42,241 39,148: -6,137 -3,045
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.2 5.6 28.1 19.0 44.8 27.5 4.7 90.8 83.2: 9.2 16.8
: :
: Total Traders: 714 Number of Traders in Each Category :
: 191 149 231 219 313 28 20 540 618:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 6, 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 789,533
: Positions :
: 162,189 30,576 240,390 120,593 387,645 208,146 35,244 731,319 693,855: 58,214 95,678
: :
: Changes from: February 28, 2012 (Change in open interest: 52,507) :
: 29,487 -4,987 13,382 2,105 35,355 5,130 3,489 50,103 47,239: 2,404 5,269
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 20.5 3.9 30.4 15.3 49.1 26.4 4.5 92.6 87.9: 7.4 12.1
: :
: Total Traders: 534 Number of Traders in Each Category :
: 187 125 211 119 171 27 17 431 439:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 6, 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 356,431
: Positions :
: 53,878 57,709 61,365 81,092 193,791 124,217 16,747 320,552 329,612: 35,879 26,819
: :
: Changes from: February 28, 2012 (Change in open interest: 6,078) :
: -7,131 9,721 -7,481 19,183 -1,196 3,459 5,213 8,030 6,258: -1,952 -179
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.1 16.2 17.2 22.8 54.4 34.9 4.7 89.9 92.5: 10.1 7.5
: :
: Total Traders: 259 Number of Traders in Each Category :
: 69 79 75 56 64 23 15 201 191:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 6, 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 230,653
: Positions :
: 35,480 38,247 48,119 58,243 124,103 71,388 4,002 213,230 214,471: 17,423 16,182
: :
: Changes from: February 28, 2012 (Change in open interest: 12,718) :
: 2,061 -428 5,785 2,552 6,398 1,920 561 12,317 12,316: 401 402
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.4 16.6 20.9 25.3 53.8 31.0 1.7 92.4 93.0: 7.6 7.0
: :
: Total Traders: 270 Number of Traders in Each Category :
: 77 99 82 49 60 26 14 197 214:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 6, 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 314,636
: Positions :
: 56,037 38,031 87,904 35,035 129,071 102,555 12,519 281,531 267,525: 33,105 47,111
: :
: Changes from: February 28, 2012 (Change in open interest: 3,245) :
: -5,415 1,460 1,060 3,893 -1,690 3,629 1,566 3,167 2,396: 78 848
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.8 12.1 27.9 11.1 41.0 32.6 4.0 89.5 85.0: 10.5 15.0
: :
: Total Traders: 306 Number of Traders in Each Category :
: 93 86 125 57 76 24 14 244 253:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 6, 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 457,889
: Positions :
: 102,483 36,014 130,143 57,165 199,656 136,348 13,077 426,138 378,891: 31,751 78,998
: :
: Changes from: February 28, 2012 (Change in open interest: 3,996) :
: -5,945 -2,662 6,036 2,380 -1,730 2,351 1,985 4,822 3,630: -826 367
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 22.4 7.9 28.4 12.5 43.6 29.8 2.9 93.1 82.7: 6.9 17.3
: :
: Total Traders: 458 Number of Traders in Each Category :
: 157 93 144 89 165 25 12 346 347:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 6, 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 61,978
: Positions :
: 21,930 4,445 15,190 5,206 12,337 10,016 2,012 52,343 33,984: 9,635 27,994
: :
: Changes from: February 28, 2012 (Change in open interest: -400) :
: 29 -149 -1,534 353 -298 556 78 -596 -1,903: 197 1,503
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 35.4 7.2 24.5 8.4 19.9 16.2 3.2 84.5 54.8: 15.5 45.2
: :
: Total Traders: 220 Number of Traders in Each Category :
: 72 37 58 39 71 19 11 158 159:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 6, 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 180,068
: Positions :
: 13,667 35,776 26,388 86,764 100,915 43,094 6,093 169,914 169,173: 10,154 10,895
: :
: Changes from: February 28, 2012 (Change in open interest: 8,446) :
: 510 2,531 1,298 3,437 2,123 3,180 1,827 8,425 7,779: 21 667
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 7.6 19.9 14.7 48.2 56.0 23.9 3.4 94.4 93.9: 5.6 6.1
: :
: Total Traders: 168 Number of Traders in Each Category :
: 37 60 45 40 42 20 8 126 127:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 6, 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 857,237
: Positions :
: 119,137 44,060 163,138 190,146 539,790 293,200 49,468 765,621 796,455: 91,616 60,782
: :
: Changes from: February 28, 2012 (Change in open interest: -5,174) :
: -10,077 1,791 6,184 -8,558 -17,801 7,757 2,700 -4,694 -7,126: -480 1,952
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.9 5.1 19.0 22.2 63.0 34.2 5.8 89.3 92.9: 10.7 7.1
: :
: Total Traders: 231 Number of Traders in Each Category :
: 80 42 77 65 77 27 18 205 183:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 6, 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 192,783
: Positions :
: 21,022 36,874 59,930 58,327 78,407 44,617 7,696 183,896 182,907: 8,887 9,876
: :
: Changes from: February 28, 2012 (Change in open interest: 11,467) :
: -618 1,656 7,341 3,909 1,937 728 -29 11,360 10,905: 107 562
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.9 19.1 31.1 30.3 40.7 23.1 4.0 95.4 94.9: 4.6 5.1
: :
: Total Traders: 376 Number of Traders in Each Category :
: 94 124 111 107 111 26 15 284 312:
-------------------------------------------------------------------------------------------------------------------
Updated March 9, 2012