COT -- Supplemental Report - Option and Futures Combined Positions as of April 3, 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 580,296
: Positions :
: 54,470 134,456 146,716 81,351 200,680 261,654 44,128 544,192 525,981: 36,104 54,315
: :
: Changes from: March 27, 2012 (Change in open interest: 34,995) :
: 2,935 6,318 5,478 16,224 10,878 13,313 13,093 37,950 35,767: -2,955 -773
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.4 23.2 25.3 14.0 34.6 45.1 7.6 93.8 90.6: 6.2 9.4
: :
: Total Traders: 412 Number of Traders in Each Category :
: 109 152 166 73 103 30 20 314 352:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 3, 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 148,076
: Positions :
: 25,742 26,843 20,930 39,955 68,291 42,769 3,403 129,396 119,467: 18,680 28,609
: :
: Changes from: March 27, 2012 (Change in open interest: 8,580) :
: 889 4,619 2,214 5,502 1,085 -1,394 -974 7,211 6,944: 1,368 1,636
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.4 18.1 14.1 27.0 46.1 28.9 2.3 87.4 80.7: 12.6 19.3
: :
: Total Traders: 167 Number of Traders in Each Category :
: 37 38 39 47 57 20 10 123 132:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 3, 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 1,856,305
: Positions :
: 261,873 122,530 552,447 367,710 771,692 505,463 102,314 1,687,493 1,548,982: 168,813 307,323
: :
: Changes from: March 27, 2012 (Change in open interest: 112,033) :
: -4,627 15,197 56,724 34,658 12,098 20,061 15,748 106,816 99,767: 5,216 12,266
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.1 6.6 29.8 19.8 41.6 27.2 5.5 90.9 83.4: 9.1 16.6
: :
: Total Traders: 756 Number of Traders in Each Category :
: 208 160 269 237 319 28 21 601 656:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 3, 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 1,048,315
: Positions :
: 232,808 26,371 331,398 205,245 539,631 212,222 42,117 981,672 939,517: 66,643 108,798
: :
: Changes from: March 27, 2012 (Change in open interest: 109,102) :
: 24,069 1,339 40,667 39,488 53,131 3,873 7,486 108,097 102,623: 1,005 6,479
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 22.2 2.5 31.6 19.6 51.5 20.2 4.0 93.6 89.6: 6.4 10.4
: :
: Total Traders: 607 Number of Traders in Each Category :
: 232 125 236 155 194 28 19 518 491:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 3, 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 415,254
: Positions :
: 79,234 57,197 74,649 92,267 235,505 126,039 22,326 372,190 389,677: 43,064 25,577
: :
: Changes from: March 27, 2012 (Change in open interest: 775) :
: 4,575 -3,155 -766 -5,722 2,742 -516 2,787 -2,429 1,608: 3,204 -833
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.1 13.8 18.0 22.2 56.7 30.4 5.4 89.6 93.8: 10.4 6.2
: :
: Total Traders: 282 Number of Traders in Each Category :
: 86 79 91 58 66 23 13 231 199:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 3, 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 256,493
: Positions :
: 43,957 33,512 55,279 59,301 142,900 77,805 8,903 236,342 240,594: 20,152 15,900
: :
: Changes from: March 27, 2012 (Change in open interest: 2,453) :
: 950 -6,229 -2,272 457 8,700 4,233 2,721 3,368 2,920: -915 -467
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.1 13.1 21.6 23.1 55.7 30.3 3.5 92.1 93.8: 7.9 6.2
: :
: Total Traders: 274 Number of Traders in Each Category :
: 94 79 100 54 61 26 15 228 209:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 3, 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 317,165
: Positions :
: 39,476 57,201 97,574 42,135 106,884 104,663 10,898 283,849 272,556: 33,316 44,610
: :
: Changes from: March 27, 2012 (Change in open interest: -854) :
: -4,832 2,114 4,047 -388 -5,885 125 -1,079 -1,048 -802: 193 -52
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.4 18.0 30.8 13.3 33.7 33.0 3.4 89.5 85.9: 10.5 14.1
: :
: Total Traders: 299 Number of Traders in Each Category :
: 86 107 123 52 63 24 11 230 250:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 3, 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 477,037
: Positions :
: 87,045 54,282 157,203 67,370 182,410 131,356 10,694 442,974 404,590: 34,063 72,447
: :
: Changes from: March 27, 2012 (Change in open interest: 22,761) :
: -5,471 6,700 22,143 2,650 -4,935 655 1,891 19,978 25,799: 2,784 -3,037
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.2 11.4 33.0 14.1 38.2 27.5 2.2 92.9 84.8: 7.1 15.2
: :
: Total Traders: 430 Number of Traders in Each Category :
: 124 114 153 98 143 24 12 320 363:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 3, 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 48,513
: Positions :
: 13,131 3,206 12,576 5,122 9,487 8,329 1,508 39,158 26,776: 9,355 21,736
: :
: Changes from: March 27, 2012 (Change in open interest: -8,078) :
: -3,809 -493 -2,162 267 -1,751 -864 -156 -6,569 -4,562: -1,509 -3,516
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 27.1 6.6 25.9 10.6 19.6 17.2 3.1 80.7 55.2: 19.3 44.8
: :
: Total Traders: 174 Number of Traders in Each Category :
: 42 34 43 36 59 18 7 115 134:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 3, 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 192,144
: Positions :
: 13,401 38,225 37,535 90,250 96,093 38,508 6,827 179,694 178,681: 12,450 13,463
: :
: Changes from: March 27, 2012 (Change in open interest: 5,935) :
: -1,049 4,884 1,437 6,114 -3,773 -1,200 1,140 5,301 3,687: 634 2,248
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 7.0 19.9 19.5 47.0 50.0 20.0 3.6 93.5 93.0: 6.5 7.0
: :
: Total Traders: 189 Number of Traders in Each Category :
: 39 75 50 43 42 20 9 135 149:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 3, 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 881,548
: Positions :
: 113,404 48,024 158,101 207,479 550,132 302,722 55,252 781,706 811,510: 99,842 70,039
: :
: Changes from: March 27, 2012 (Change in open interest: -12,735) :
: -13,915 3,661 -6,157 -571 -16,091 8,693 4,333 -11,950 -14,254: -785 1,519
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.9 5.4 17.9 23.5 62.4 34.3 6.3 88.7 92.1: 11.3 7.9
: :
: Total Traders: 228 Number of Traders in Each Category :
: 76 44 78 67 76 27 18 208 181:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 3, 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 229,551
: Positions :
: 20,979 38,533 80,529 72,134 91,526 47,475 9,649 221,117 220,237: 8,435 9,314
: :
: Changes from: March 27, 2012 (Change in open interest: 5,527) :
: -180 -1,634 3,902 494 1,996 1,386 1,580 5,603 5,845: -76 -318
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.1 16.8 35.1 31.4 39.9 20.7 4.2 96.3 95.9: 3.7 4.1
: :
: Total Traders: 387 Number of Traders in Each Category :
: 101 117 124 112 113 26 18 303 324:
-------------------------------------------------------------------------------------------------------------------
Updated April 6, 2012