COT -- Supplemental Report - Option and Futures Combined Positions as of March 13, 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 525,871
: Positions :
: 50,886 133,270 129,587 60,176 176,001 242,911 30,147 483,560 469,004: 42,311 56,867
: :
: Changes from: March 6, 2012 (Change in open interest: 12,342) :
: -1,567 10,313 7,559 2,786 -8,235 1,026 2,982 9,804 12,619: 2,538 -277
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.7 25.3 24.6 11.4 33.5 46.2 5.7 92.0 89.2: 8.0 10.8
: :
: Total Traders: 398 Number of Traders in Each Category :
: 111 147 159 71 93 30 20 305 335:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 13, 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 135,938
: Positions :
: 24,036 23,318 17,698 31,448 63,939 43,557 4,386 116,738 109,340: 19,200 26,597
: :
: Changes from: March 6, 2012 (Change in open interest: 4,189) :
: -72 5,038 267 -247 -3,742 830 387 778 1,950: 3,411 2,240
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.7 17.2 13.0 23.1 47.0 32.0 3.2 85.9 80.4: 14.1 19.6
: :
: Total Traders: 155 Number of Traders in Each Category :
: 31 38 32 39 54 20 10 109 119:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 13, 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 1,764,358
: Positions :
: 280,194 101,373 510,462 334,014 778,588 474,964 82,201 1,599,635 1,472,625: 164,722 291,732
: :
: Changes from: March 6, 2012 (Change in open interest: 80,326) :
: 7,355 6,473 37,899 14,653 23,757 11,078 2,815 70,985 70,943: 9,341 9,382
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.9 5.7 28.9 18.9 44.1 26.9 4.7 90.7 83.5: 9.3 16.5
: :
: Total Traders: 729 Number of Traders in Each Category :
: 190 154 244 223 322 28 21 558 634:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 13, 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 846,793
: Positions :
: 178,191 29,771 265,895 135,153 420,840 206,774 33,884 786,012 750,389: 60,781 96,404
: :
: Changes from: March 6, 2012 (Change in open interest: 57,261) :
: 16,001 -805 25,505 14,560 33,195 -1,372 -1,361 54,693 56,534: 2,567 727
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 21.0 3.5 31.4 16.0 49.7 24.4 4.0 92.8 88.6: 7.2 11.4
: :
: Total Traders: 554 Number of Traders in Each Category :
: 195 128 220 129 180 27 18 457 455:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 13, 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 387,146
: Positions :
: 69,718 63,144 69,379 83,339 209,233 125,804 18,373 348,240 360,129: 38,906 27,017
: :
: Changes from: March 6, 2012 (Change in open interest: 30,715) :
: 15,839 5,435 8,015 2,247 15,442 1,587 1,626 27,688 30,517: 3,028 198
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.0 16.3 17.9 21.5 54.0 32.5 4.7 90.0 93.0: 10.0 7.0
: :
: Total Traders: 271 Number of Traders in Each Category :
: 86 73 83 53 63 23 14 217 190:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 13, 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 242,706
: Positions :
: 36,781 44,334 52,750 60,668 123,640 73,244 5,064 223,442 225,788: 19,264 16,918
: :
: Changes from: March 6, 2012 (Change in open interest: 12,052) :
: 1,300 6,087 4,630 2,425 -463 1,856 1,062 10,212 11,316: 1,841 736
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.2 18.3 21.7 25.0 50.9 30.2 2.1 92.1 93.0: 7.9 7.0
: :
: Total Traders: 273 Number of Traders in Each Category :
: 80 96 85 48 61 26 16 198 219:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 13, 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 303,710
: Positions :
: 45,850 39,234 84,085 38,688 123,342 102,732 11,464 271,356 258,125: 32,354 45,585
: :
: Changes from: March 6, 2012 (Change in open interest: -10,926) :
: -10,187 1,203 -3,819 3,653 -5,729 178 -1,055 -10,175 -9,400: -751 -1,526
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.1 12.9 27.7 12.7 40.6 33.8 3.8 89.3 85.0: 10.7 15.0
: :
: Total Traders: 295 Number of Traders in Each Category :
: 93 82 125 52 69 24 12 237 242:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 13, 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 444,024
: Positions :
: 96,216 37,374 128,073 60,213 192,836 129,326 7,144 413,828 365,427: 30,196 78,597
: :
: Changes from: March 6, 2012 (Change in open interest: -13,865) :
: -6,267 1,360 -2,070 3,048 -6,821 -7,021 -5,934 -12,310 -13,464: -1,556 -401
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 21.7 8.4 28.8 13.6 43.4 29.1 1.6 93.2 82.3: 6.8 17.7
: :
: Total Traders: 436 Number of Traders in Each Category :
: 131 100 146 86 154 26 10 325 342:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 13, 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 60,570
: Positions :
: 19,431 4,152 14,658 4,979 12,162 10,486 2,156 49,553 33,127: 11,017 27,443
: :
: Changes from: March 6, 2012 (Change in open interest: -1,408) :
: -2,499 -293 -532 -228 -175 470 144 -2,790 -857: 1,381 -552
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 32.1 6.9 24.2 8.2 20.1 17.3 3.6 81.8 54.7: 18.2 45.3
: :
: Total Traders: 209 Number of Traders in Each Category :
: 62 40 48 40 71 19 9 146 150:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 13, 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 183,825
: Positions :
: 14,075 33,421 31,100 85,559 104,280 41,346 4,654 172,080 173,455: 11,745 10,369
: :
: Changes from: March 6, 2012 (Change in open interest: 3,756) :
: 407 -2,355 4,711 -1,205 3,365 -1,748 -1,439 2,166 4,282: 1,591 -526
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 7.7 18.2 16.9 46.5 56.7 22.5 2.5 93.6 94.4: 6.4 5.6
: :
: Total Traders: 175 Number of Traders in Each Category :
: 45 57 49 40 44 20 8 131 136:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 13, 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 844,244
: Positions :
: 91,599 41,254 167,300 203,622 521,317 295,016 48,616 757,538 778,488: 86,707 65,757
: :
: Changes from: March 6, 2012 (Change in open interest: -12,993) :
: -27,538 -2,805 4,163 13,476 -18,473 1,816 -851 -8,083 -17,967: -4,909 4,974
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.8 4.9 19.8 24.1 61.7 34.9 5.8 89.7 92.2: 10.3 7.8
: :
: Total Traders: 223 Number of Traders in Each Category :
: 71 46 76 65 75 27 18 198 181:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 13, 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 206,471
: Positions :
: 19,705 38,720 68,687 63,920 81,372 44,968 7,933 197,280 196,712: 9,191 9,759
: :
: Changes from: March 6, 2012 (Change in open interest: 13,688) :
: -1,317 1,846 8,757 5,592 2,964 351 238 13,384 13,805: 304 -117
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.5 18.8 33.3 31.0 39.4 21.8 3.8 95.5 95.3: 4.5 4.7
: :
: Total Traders: 377 Number of Traders in Each Category :
: 100 115 119 113 110 26 17 297 314:
-------------------------------------------------------------------------------------------------------------------
Updated March 16, 2012