COT -- Supplemental Report - Option and Futures Combined Positions as of March 27, 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 545,301
: Positions :
: 51,535 128,138 141,238 65,128 189,802 248,341 31,035 506,242 490,214: 39,059 55,087
: :
: Changes from: March 20, 2012 (Change in open interest: 3,295) :
: 1,771 -1,936 3,951 -1,422 2,203 2,319 -212 6,619 4,006: -3,325 -712
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.5 23.5 25.9 11.9 34.8 45.5 5.7 92.8 89.9: 7.2 10.1
: :
: Total Traders: 404 Number of Traders in Each Category :
: 100 153 167 70 97 30 21 311 343:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 27, 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 139,496
: Positions :
: 24,852 22,224 18,716 34,453 67,206 44,163 4,377 122,184 112,523: 17,312 26,973
: :
: Changes from: March 20, 2012 (Change in open interest: 1,820) :
: 424 112 -394 1,459 1,697 5,712 1,650 7,201 3,065: -5,380 -1,245
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.8 15.9 13.4 24.7 48.2 31.7 3.1 87.6 80.7: 12.4 19.3
: :
: Total Traders: 158 Number of Traders in Each Category :
: 32 39 40 45 52 20 10 120 124:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 27, 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 1,744,273
: Positions :
: 266,500 107,333 495,722 333,052 759,594 485,401 86,566 1,580,676 1,449,216: 163,597 295,057
: :
: Changes from: March 20, 2012 (Change in open interest: -36,897) :
: -18,431 20,162 -28,485 7,187 -35,488 6,822 4,507 -32,908 -39,305: -3,989 2,408
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.3 6.2 28.4 19.1 43.5 27.8 5.0 90.6 83.1: 9.4 16.9
: :
: Total Traders: 722 Number of Traders in Each Category :
: 189 144 239 225 326 28 20 545 635:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 27, 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 939,213
: Positions :
: 208,739 25,031 290,731 165,757 486,500 208,349 34,631 873,575 836,894: 65,638 102,319
: :
: Changes from: March 20, 2012 (Change in open interest: 34,937) :
: 5,756 -6,352 11,046 16,458 28,945 576 751 33,836 34,390: 1,101 547
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 22.2 2.7 31.0 17.6 51.8 22.2 3.7 93.0 89.1: 7.0 10.9
: :
: Total Traders: 585 Number of Traders in Each Category :
: 211 128 242 150 187 27 18 504 481:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 27, 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 414,479
: Positions :
: 74,660 60,351 75,416 97,989 232,763 126,555 19,539 374,619 388,069: 39,860 26,411
: :
: Changes from: March 20, 2012 (Change in open interest: 18,134) :
: 2,717 -309 3,989 7,334 14,449 3,362 227 17,401 18,356: 734 -222
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.0 14.6 18.2 23.6 56.2 30.5 4.7 90.4 93.6: 9.6 6.4
: :
: Total Traders: 281 Number of Traders in Each Category :
: 87 80 86 57 65 23 13 226 197:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 27, 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 254,040
: Positions :
: 43,007 39,741 57,551 58,844 134,200 73,572 6,182 232,974 237,674: 21,067 16,366
: :
: Changes from: March 20, 2012 (Change in open interest: 2,783) :
: 5,806 -5,243 913 -3,738 8,860 -1,100 -433 1,881 4,098: 903 -1,314
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.9 15.6 22.7 23.2 52.8 29.0 2.4 91.7 93.6: 8.3 6.4
: :
: Total Traders: 275 Number of Traders in Each Category :
: 91 84 93 52 59 26 14 217 209:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 27, 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 318,020
: Positions :
: 44,308 55,087 93,527 42,523 112,768 104,539 11,976 284,896 273,358: 33,123 44,661
: :
: Changes from: March 20, 2012 (Change in open interest: 7,139) :
: 4,208 11,388 -286 1,977 -3,213 358 -699 6,257 7,191: 882 -52
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.9 17.3 29.4 13.4 35.5 32.9 3.8 89.6 86.0: 10.4 14.0
: :
: Total Traders: 307 Number of Traders in Each Category :
: 87 108 129 53 65 24 13 239 259:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 27, 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 454,276
: Positions :
: 92,516 47,582 135,060 64,719 187,346 130,700 8,804 422,996 378,791: 31,279 75,485
: :
: Changes from: March 20, 2012 (Change in open interest: 7,780) :
: 2,267 7,464 2,413 1,613 -780 690 249 6,982 9,346: 798 -1,566
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 20.4 10.5 29.7 14.2 41.2 28.8 1.9 93.1 83.4: 6.9 16.6
: :
: Total Traders: 433 Number of Traders in Each Category :
: 130 109 155 92 151 25 13 324 359:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 27, 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 56,590
: Positions :
: 16,941 3,699 14,738 4,855 11,238 9,193 1,664 45,726 31,338: 10,864 25,252
: :
: Changes from: March 20, 2012 (Change in open interest: -1,730) :
: -408 -81 380 -480 -338 -709 -272 -1,216 -311: -514 -1,419
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 29.9 6.5 26.0 8.6 19.9 16.2 2.9 80.8 55.4: 19.2 44.6
: :
: Total Traders: 206 Number of Traders in Each Category :
: 58 41 48 46 69 19 8 147 151:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 27, 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 186,209
: Positions :
: 14,450 33,342 36,099 84,137 99,866 39,708 5,687 174,393 174,994: 11,815 11,215
: :
: Changes from: March 20, 2012 (Change in open interest: 4,931) :
: 1,789 -655 4,175 -2,463 239 20 1,045 3,521 4,804: 1,411 127
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 7.8 17.9 19.4 45.2 53.6 21.3 3.1 93.7 94.0: 6.3 6.0
: :
: Total Traders: 180 Number of Traders in Each Category :
: 42 65 54 40 42 20 9 137 139:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 27, 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 894,283
: Positions :
: 127,319 44,363 164,258 208,050 566,223 294,029 50,920 793,656 825,764: 100,627 68,519
: :
: Changes from: March 20, 2012 (Change in open interest: 7,676) :
: 8,849 6,564 -8,621 8,089 11,012 -2,602 -2,147 5,714 6,807: 1,962 869
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.2 5.0 18.4 23.3 63.3 32.9 5.7 88.7 92.3: 11.3 7.7
: :
: Total Traders: 229 Number of Traders in Each Category :
: 74 47 79 64 75 27 18 206 181:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 27, 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 224,024
: Positions :
: 21,159 40,167 76,627 71,640 89,529 46,089 8,068 215,514 214,391: 8,510 9,633
: :
: Changes from: March 20, 2012 (Change in open interest: 3,603) :
: 479 -1,057 1,324 2,157 4,163 233 -201 4,192 4,228: -589 -625
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.4 17.9 34.2 32.0 40.0 20.6 3.6 96.2 95.7: 3.8 4.3
: :
: Total Traders: 391 Number of Traders in Each Category :
: 108 111 129 113 116 26 16 308 327:
-------------------------------------------------------------------------------------------------------------------
Updated March 30, 2012