WHEAT - CHICAGO BOARD OF TRADE Code-001602 Disaggregated Commitments of Traders - Futures Only, January 3, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 5,000 BUSHELS) : : : Positions : All : 386,401: 32,253 117,678 168,887 17,960 17,666 56,481 84,079 38,921 16,457 32,952 23,346: 32,390 53,799 Old : 242,543: 18,931 82,105 104,807 15,907 5,607 46,299 71,530 15,145 22,336 15,302 6,490: 22,928 30,457 Other: 143,858: 13,322 35,573 64,561 2,534 11,578 24,015 26,382 9,943 2,953 26,482 8,024: 9,462 23,342 : : : : : Changes in Commitments from: December 27, 2011 : : 5,509: -578 -2,327 -526 2,362 307 -2,309 -3,226 5,588 798 1,067 1,433: 796 305 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.3 30.5 43.7 4.6 4.6 14.6 21.8 10.1 4.3 8.5 6.0: 8.4 13.9 Old : 100.0: 7.8 33.9 43.2 6.6 2.3 19.1 29.5 6.2 9.2 6.3 2.7: 9.5 12.6 Other: 100.0: 9.3 24.7 44.9 1.8 8.0 16.7 18.3 6.9 2.1 18.4 5.6: 6.6 16.2 : : : : : Number of Traders in Each Category : All : 378: 54 80 18 7 20 49 73 60 52 75 72: Old : 358: 36 72 17 8 10 50 70 39 64 58 36: Other: 244: 34 66 14 8 15 24 30 15 23 64 33: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 25.9 12.2 39.6 19.4 24.8 10.6 37.5 16.6 Old : 28.0 16.3 39.6 25.7 27.9 15.0 38.7 24.4 Other: 31.9 12.5 49.4 21.3 28.8 8.8 46.2 16.0 WHEAT - KANSAS CITY BOARD OF TRADE Code-001612 Disaggregated Commitments of Traders - Futures Only, January 3, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 5,000 BUSHELS) : : : Positions : All : 139,302: 30,101 70,984 24,684 0 3,324 28,058 14,074 21,197 11,616 3,427 2,512: 17,810 23,784 Old : 84,085: 12,191 43,795 18,548 0 1,090 30,030 16,252 3,609 5,475 2,425 797: 12,345 16,117 Other: 55,217: 17,910 27,189 6,177 41 2,193 13,606 13,400 2,010 7,658 2,519 198: 5,465 7,667 : : : : : Changes in Commitments from: December 27, 2011 : : 2,000: 401 4,530 475 0 497 1,259 -3,597 475 -520 338 -560: -27 317 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.6 51.0 17.7 0.0 2.4 20.1 10.1 15.2 8.3 2.5 1.8: 12.8 17.1 Old : 100.0: 14.5 52.1 22.1 0.0 1.3 35.7 19.3 4.3 6.5 2.9 0.9: 14.7 19.2 Other: 100.0: 32.4 49.2 11.2 0.1 4.0 24.6 24.3 3.6 13.9 4.6 0.4: 9.9 13.9 : : : : : Number of Traders in Each Category : All : 159: 40 45 15 0 9 31 17 23 18 11 14: Old : 144: 31 43 15 0 . 27 18 14 14 9 9: Other: 117: 26 38 13 . 7 13 10 4 12 15 4: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 12.5 29.8 22.4 39.4 12.1 27.4 21.2 35.2 Old : 19.0 28.1 33.2 41.8 18.9 28.1 32.9 41.2 Other: 21.5 41.4 37.6 55.4 20.6 36.7 35.8 50.6 WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626 Disaggregated Commitments of Traders - Futures Only, January 3, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 5,000 BUSHELS) : : : Positions : All : 39,844: 11,118 25,612 262 82 290 12,935 1,324 609 3,184 443 1,889: 9,557 9,595 Old : 31,694: 6,788 21,206 519 101 14 11,932 900 585 2,509 242 1,652: 7,695 6,994 Other: 8,150: 4,330 4,406 19 257 0 1,003 424 24 688 214 224: 1,862 2,601 : : : : : Changes in Commitments from: December 27, 2011 : : 212: -1,284 1,370 -7 0 6 1,370 -176 204 32 -256 -541: 432 -395 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.9 64.3 0.7 0.2 0.7 32.5 3.3 1.5 8.0 1.1 4.7: 24.0 24.1 Old : 100.0: 21.4 66.9 1.6 0.3 0.0 37.6 2.8 1.8 7.9 0.8 5.2: 24.3 22.1 Other: 100.0: 53.1 54.1 0.2 3.2 0.0 12.3 5.2 0.3 8.4 2.6 2.7: 22.8 31.9 : : : : : Number of Traders in Each Category : All : 49: 18 15 . . . 9 . 4 8 . 8: Old : 49: 17 15 . . . 9 . . 8 . 7: Other: 30: 8 11 . . 0 . . . . . .: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.2 46.3 46.3 56.8 30.6 43.1 41.9 51.0 Old : 37.3 49.6 49.4 60.6 36.3 46.4 45.8 54.4 Other: 40.0 45.4 61.7 58.9 40.0 45.4 60.1 58.5 CORN - CHICAGO BOARD OF TRADE Code-002602 Disaggregated Commitments of Traders - Futures Only, January 3, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 5,000 BUSHELS) : : : Positions : All : 1,176,009: 233,100 583,104 297,607 29,282 49,185 234,190 65,107 112,071 74,449 52,803 43,856: 131,551 240,601 Old : 926,421: 146,258 481,981 254,583 9,320 34,771 215,522 62,584 65,635 71,901 51,786 26,629: 111,122 193,715 Other: 249,588: 86,842 101,123 48,407 25,345 9,031 56,987 40,842 8,117 16,780 15,249 2,995: 20,429 46,886 : : : : : Changes in Commitments from: December 27, 2011 : : 22,031: 26 26,328 1,847 1,731 -215 14,581 -22,796 7,267 327 1,782 1,768: -3,570 6,166 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.8 49.6 25.3 2.5 4.2 19.9 5.5 9.5 6.3 4.5 3.7: 11.2 20.5 Old : 100.0: 15.8 52.0 27.5 1.0 3.8 23.3 6.8 7.1 7.8 5.6 2.9: 12.0 20.9 Other: 100.0: 34.8 40.5 19.4 10.2 3.6 22.8 16.4 3.3 6.7 6.1 1.2: 8.2 18.8 : : : : : Number of Traders in Each Category : All : 688: 161 284 19 7 19 75 53 67 89 102 103: Old : 671: 149 279 20 6 14 73 50 54 91 100 85: Other: 452: 57 222 16 8 12 26 26 13 44 71 22: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 15.2 9.7 24.3 15.4 14.3 8.8 21.3 14.0 Old : 16.3 10.2 24.9 16.4 16.2 10.2 24.1 16.0 Other: 28.8 20.9 41.9 29.7 21.4 13.2 31.4 20.5 OATS - CHICAGO BOARD OF TRADE Code-004603 Disaggregated Commitments of Traders - Futures Only, January 3, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 5,000 BUSHELS) : : : Positions : All : 12,890: 6,331 8,552 1,862 0 0 1,741 2,352 0 947 130 38: 1,971 1,818 Old : 12,616: 6,217 8,286 1,862 0 0 1,741 2,352 0 920 134 28: 1,848 1,816 Other: 274: 114 266 0 0 0 0 0 0 31 0 6: 123 2 : : : : : Changes in Commitments from: December 27, 2011 : : 272: 120 -143 -63 0 0 -189 382 0 277 -4 -11: 138 48 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.1 66.3 14.4 0.0 0.0 13.5 18.2 0.0 7.3 1.0 0.3: 15.3 14.1 Old : 100.0: 49.3 65.7 14.8 0.0 0.0 13.8 18.6 0.0 7.3 1.1 0.2: 14.6 14.4 Other: 100.0: 41.6 97.1 0.0 0.0 0.0 0.0 0.0 0.0 11.3 0.0 2.2: 44.9 0.7 : : : : : Number of Traders in Each Category : All : 39: 12 8 4 0 0 7 7 0 6 . .: Old : 39: 11 4 4 0 0 7 7 0 6 . .: Other: 12: 4 7 0 0 0 0 0 0 . 0 .: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.4 75.1 58.7 81.5 41.7 73.6 57.9 79.9 Old : 43.1 76.3 59.5 82.8 43.1 75.2 59.5 81.7 Other: 49.3 79.2 55.1 99.3 42.0 79.2 43.8 88.0 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 Disaggregated Commitments of Traders - Futures Only, January 3, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 200,000 POUNDS) : : : Positions : All : 14,699: 5,754 6,013 2,233 345 0 1,508 3,316 94 1,540 2,039 843: 2,727 2,049 Old : 14,489: 5,674 5,826 2,233 345 0 1,503 3,316 94 1,543 2,039 837: 2,605 2,032 Other: 210: 80 187 0 0 0 5 0 0 0 3 3: 122 17 : : : : : Changes in Commitments from: December 27, 2011 : : -1,933: -535 -275 38 0 -41 28 -290 -311 50 3 -679: -483 -340 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.1 40.9 15.2 2.3 0.0 10.3 22.6 0.6 10.5 13.9 5.7: 18.6 13.9 Old : 100.0: 39.2 40.2 15.4 2.4 0.0 10.4 22.9 0.6 10.6 14.1 5.8: 18.0 14.0 Other: 100.0: 38.1 89.0 0.0 0.0 0.0 2.4 0.0 0.0 0.0 1.4 1.4: 58.1 8.1 : : : : : Number of Traders in Each Category : All : 77: 11 13 7 . 0 6 12 . 18 10 12: Old : 77: 10 13 7 . 0 6 12 . 18 10 11: Other: 11: . 5 0 0 0 . 0 0 0 . .: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.7 32.6 48.6 49.0 32.7 27.5 48.6 43.7 Old : 33.1 32.1 49.3 48.7 33.1 27.3 49.3 43.9 Other: 41.4 85.7 41.9 91.9 40.5 85.7 40.5 90.5 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 Disaggregated Commitments of Traders - Futures Only, January 3, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 40,000 POUNDS) : : : Positions : All : 232,846: 29,606 105,686 66,356 1,420 7,264 59,407 25,944 19,226 10,058 23,338 15,268: 25,661 34,700 Old : 228,155: 29,147 103,214 65,992 1,456 7,224 58,992 26,255 18,798 9,818 23,277 14,313: 23,871 33,618 Other: 4,691: 459 2,472 400 0 4 843 117 0 972 793 223: 1,790 1,082 : : : : : Changes in Commitments from: December 27, 2011 : : -3,771: -87 -4,605 -1,099 9 962 -251 2,883 1,687 -520 1,187 -3,360: -1,103 -2,534 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.7 45.4 28.5 0.6 3.1 25.5 11.1 8.3 4.3 10.0 6.6: 11.0 14.9 Old : 100.0: 12.8 45.2 28.9 0.6 3.2 25.9 11.5 8.2 4.3 10.2 6.3: 10.5 14.7 Other: 100.0: 9.8 52.7 8.5 0.0 0.1 18.0 2.5 0.0 20.7 16.9 4.8: 38.2 23.1 : : : : : Number of Traders in Each Category : All : 262: 32 66 17 . 7 53 42 54 38 26 43: Old : 262: 31 66 17 . 7 53 45 54 36 28 42: Other: 51: 6 16 5 0 . 5 . 0 9 9 5: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 20.3 19.2 33.7 27.1 19.6 17.7 31.4 24.6 Old : 20.6 19.4 34.2 27.3 19.9 17.8 31.7 24.8 Other: 32.4 34.8 43.0 51.6 32.4 34.8 43.0 51.6 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Disaggregated Commitments of Traders - Futures Only, January 3, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 40,000 POUNDS) : : : Positions : All : 319,647: 39,943 147,821 94,537 4,204 10,314 96,707 30,524 27,862 11,896 31,138 12,462: 25,926 55,322 Old : 319,647: 39,943 147,821 94,537 4,204 10,314 96,707 30,524 27,862 11,896 31,138 12,462: 25,926 55,322 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 27, 2011 : : 3,254: -3,374 33 -2,750 -112 2,185 1,117 -2,394 3,595 652 -362 -128: 1,957 437 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.5 46.2 29.6 1.3 3.2 30.3 9.5 8.7 3.7 9.7 3.9: 8.1 17.3 Old : 100.0: 12.5 46.2 29.6 1.3 3.2 30.3 9.5 8.7 3.7 9.7 3.9: 8.1 17.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 371: 51 139 16 6 12 73 37 51 37 47 52: Old : 371: 51 139 16 6 12 73 37 51 37 47 52: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 21.2 13.3 35.5 20.8 20.5 12.6 33.5 19.1 Old : 21.2 13.3 35.5 20.8 20.5 12.6 33.5 19.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 Disaggregated Commitments of Traders - Futures Only, January 3, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 50,000 POUNDS) : : : Positions : All : 34,896: 3,036 6,262 4,363 243 1,372 13,565 1,429 1,663 1,561 3,514 3,093: 6,243 17,320 Old : 34,896: 3,036 6,262 4,363 243 1,372 13,565 1,429 1,663 1,561 3,514 3,093: 6,243 17,320 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 27, 2011 : : 2,315: 107 625 18 6 451 1,477 -268 -32 -362 665 236: 420 632 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.7 17.9 12.5 0.7 3.9 38.9 4.1 4.8 4.5 10.1 8.9: 17.9 49.6 Old : 100.0: 8.7 17.9 12.5 0.7 3.9 38.9 4.1 4.8 4.5 10.1 8.9: 17.9 49.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 153: 21 37 11 . 7 34 10 14 11 22 24: Old : 153: 21 37 11 . 7 34 10 14 11 22 24: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 15.0 7.6 26.7 13.7 14.7 7.2 24.8 12.1 Old : 15.0 7.6 26.7 13.7 14.7 7.2 24.8 12.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 Disaggregated Commitments of Traders - Futures Only, January 3, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 20,000 POUNDS) : : : Positions : All : 3,438: 2,669 2,739 0 0 0 0 0 0 46 108 17: 706 574 Old : 3,438: 2,669 2,739 0 0 0 0 0 0 46 108 17: 706 574 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 27, 2011 : : -446: -570 -380 0 0 0 0 0 0 -6 -59 1: 129 -8 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.6 79.7 0.0 0.0 0.0 0.0 0.0 0.0 1.3 3.1 0.5: 20.5 16.7 Old : 100.0: 77.6 79.7 0.0 0.0 0.0 0.0 0.0 0.0 1.3 3.1 0.5: 20.5 16.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 13 11 0 0 0 0 0 0 . . .: Old : 22: 13 11 0 0 0 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.3 63.7 73.9 79.5 56.3 62.7 72.6 77.2 Old : 56.3 63.7 73.9 79.5 56.3 62.7 72.6 77.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 Disaggregated Commitments of Traders - Futures Only, January 3, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 200,000 POUNDS) : : : Positions : All : 30,163: 17,765 13,777 0 1,669 0 2,645 23 20 3,902 8,020 1,017: 4,814 5,637 Old : 30,163: 17,765 13,777 0 1,669 0 2,645 23 20 3,902 8,020 1,017: 4,814 5,637 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 27, 2011 : : -4,532: -2,704 -3,166 0 -107 0 -287 23 -11 -1,494 -1,255 -72: 36 56 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.9 45.7 0.0 5.5 0.0 8.8 0.1 0.1 12.9 26.6 3.4: 16.0 18.7 Old : 100.0: 58.9 45.7 0.0 5.5 0.0 8.8 0.1 0.1 12.9 26.6 3.4: 16.0 18.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 68: 25 21 0 . 0 5 . . 6 18 9: Old : 68: 25 21 0 . 0 5 . . 6 18 9: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.7 32.4 61.2 50.4 44.6 32.4 58.6 48.5 Old : 46.7 32.4 61.2 50.4 44.6 32.4 58.6 48.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 Disaggregated Commitments of Traders - Futures Only, January 3, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 5,000 BUSHELS) : : : Positions : All : 460,650: 90,300 224,509 132,163 9,854 16,845 72,623 45,276 43,576 37,596 25,532 23,998: 43,549 71,060 Old : 382,769: 69,954 190,903 126,099 7,608 6,502 60,752 53,175 27,513 36,224 23,292 18,962: 36,763 54,814 Other: 77,881: 20,346 33,606 10,929 7,111 5,478 25,796 6,026 2,138 4,421 5,289 1,987: 6,786 16,246 : : : : : Changes in Commitments from: December 27, 2011 : : -19,357: -16,146 -4,113 482 -225 -2,069 4,279 -1,638 -2,197 1,117 -3,368 -691: -4,132 -5,056 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.6 48.7 28.7 2.1 3.7 15.8 9.8 9.5 8.2 5.5 5.2: 9.5 15.4 Old : 100.0: 18.3 49.9 32.9 2.0 1.7 15.9 13.9 7.2 9.5 6.1 5.0: 9.6 14.3 Other: 100.0: 26.1 43.2 14.0 9.1 7.0 33.1 7.7 2.7 5.7 6.8 2.6: 8.7 20.9 : : : : : Number of Traders in Each Category : All : 442: 67 126 17 6 15 56 55 54 85 59 91: Old : 435: 66 120 17 5 7 51 55 45 89 60 81: Other: 240: 26 91 12 10 9 28 11 11 26 46 19: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 16.5 16.8 27.3 25.5 15.4 14.1 24.7 21.0 Old : 19.2 17.9 30.7 26.8 18.0 16.3 29.4 24.8 Other: 38.6 29.3 53.4 43.0 31.7 26.6 43.5 34.9 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 Disaggregated Commitments of Traders - Futures Only, January 3, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 60,000 POUNDS) : : : Positions : All : 273,454: 65,715 142,628 80,821 2,052 6,423 44,516 44,831 13,120 16,947 18,992 18,017: 27,895 27,391 Old : 246,510: 53,508 124,549 78,151 1,838 5,522 44,980 45,510 11,033 17,578 20,355 13,053: 22,685 24,650 Other: 26,944: 12,207 18,079 3,337 881 234 1,550 1,335 73 1,872 1,140 2,461: 5,210 2,741 : : : : : Changes in Commitments from: December 27, 2011 : : -16,885: -7,669 296 -1,913 -1,217 -1,503 -1,521 -10,818 1,192 -1,039 2,425 -3,795: -637 -3,465 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.0 52.2 29.6 0.8 2.3 16.3 16.4 4.8 6.2 6.9 6.6: 10.2 10.0 Old : 100.0: 21.7 50.5 31.7 0.7 2.2 18.2 18.5 4.5 7.1 8.3 5.3: 9.2 10.0 Other: 100.0: 45.3 67.1 12.4 3.3 0.9 5.8 5.0 0.3 6.9 4.2 9.1: 19.3 10.2 : : : : : Number of Traders in Each Category : All : 235: 43 50 16 . 11 42 32 31 25 33 35: Old : 233: 40 49 16 . 11 41 34 27 28 38 31: Other: 73: 21 19 11 . 4 . . . 12 10 7: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 15.5 22.3 25.8 34.7 13.6 19.4 21.9 30.7 Old : 16.4 21.6 27.1 33.2 15.1 20.1 23.9 30.8 Other: 35.3 44.0 48.4 64.3 28.6 39.9 39.4 53.4 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 Disaggregated Commitments of Traders - Futures Only, January 3, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 100 TONS) : : : Positions : All : 195,357: 85,853 86,704 19,125 1,731 2,991 25,634 39,063 12,447 4,354 9,036 15,406: 29,547 27,979 Old : 168,736: 75,528 72,112 17,775 889 2,899 23,118 38,791 10,785 4,214 9,755 8,447: 25,970 25,058 Other: 26,621: 10,325 14,592 1,389 881 53 3,288 1,044 890 1,762 903 5,337: 3,577 2,921 : : : : : Changes in Commitments from: December 27, 2011 : : -1,223: -4,784 -2,770 1,983 599 354 -420 -1,595 1,241 -381 1,454 -62: 846 -444 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.9 44.4 9.8 0.9 1.5 13.1 20.0 6.4 2.2 4.6 7.9: 15.1 14.3 Old : 100.0: 44.8 42.7 10.5 0.5 1.7 13.7 23.0 6.4 2.5 5.8 5.0: 15.4 14.9 Other: 100.0: 38.8 54.8 5.2 3.3 0.2 12.4 3.9 3.3 6.6 3.4 20.0: 13.4 11.0 : : : : : Number of Traders in Each Category : All : 185: 50 51 13 . 10 20 32 22 16 15 36: Old : 184: 50 51 12 4 9 20 32 20 17 22 33: Other: 77: 26 17 7 . . . 4 . 19 6 9: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.5 24.9 32.5 34.8 17.5 18.8 24.5 26.0 Old : 24.2 25.4 33.7 34.9 19.7 20.0 27.1 28.2 Other: 38.4 41.9 55.7 56.3 35.6 33.9 44.9 43.2 COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Disaggregated Commitments of Traders - Futures Only, January 3, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 50,000 POUNDS) : : : Positions : All : 152,079: 28,681 70,442 41,563 16,069 5,701 35,716 22,130 9,384 15,128 13,361 2,071: 13,835 12,921 Old : 140,599: 26,079 61,184 38,671 16,963 4,655 33,605 22,327 8,748 14,868 13,257 1,308: 12,665 12,157 Other: 11,480: 2,602 9,258 3,801 15 137 2,747 439 0 925 769 98: 1,170 764 : : : : : Changes in Commitments from: December 27, 2011 : : 731: -6,429 4,835 -643 1,725 832 234 -4,682 1,780 2,777 -1,521 464: 1,716 -2,702 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.9 46.3 27.3 10.6 3.7 23.5 14.6 6.2 9.9 8.8 1.4: 9.1 8.5 Old : 100.0: 18.5 43.5 27.5 12.1 3.3 23.9 15.9 6.2 10.6 9.4 0.9: 9.0 8.6 Other: 100.0: 22.7 80.6 33.1 0.1 1.2 23.9 3.8 0.0 8.1 6.7 0.9: 10.2 6.7 : : : : : Number of Traders in Each Category : All : 224: 25 42 18 13 16 46 38 31 27 34 22: Old : 224: 23 39 18 13 11 47 39 26 28 34 21: Other: 83: 9 24 16 . 4 8 4 0 10 15 .: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 20.3 19.1 31.7 28.9 19.4 15.8 29.7 25.0 Old : 20.5 19.1 32.6 28.9 20.5 15.9 30.5 25.4 Other: 43.5 63.6 63.0 73.7 43.1 63.6 62.1 73.2 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Disaggregated Commitments of Traders - Futures Only, January 3, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 15,000 POUNDS) : : : Positions : All : 26,965: 6,652 23,586 2,977 572 67 12,374 324 554 1,098 537 178: 3,065 1,147 Old : 26,956: 6,649 23,577 2,977 572 67 12,374 324 554 1,098 537 178: 3,059 1,147 Other: 9: 3 9 0 0 0 0 0 0 0 0 0: 6 0 : : : : : Changes in Commitments from: December 27, 2011 : : 1,376: 142 1,469 -3 50 -86 1,023 -663 456 -38 56 10: -128 84 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.7 87.5 11.0 2.1 0.2 45.9 1.2 2.1 4.1 2.0 0.7: 11.4 4.3 Old : 100.0: 24.7 87.5 11.0 2.1 0.2 45.9 1.2 2.1 4.1 2.0 0.7: 11.3 4.3 Other: 100.0: 33.3 100.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 66.7 0.0 : : : : : Number of Traders in Each Category : All : 93: 18 16 7 . . 35 . . 15 5 8: Old : 93: 18 16 7 . . 35 . . 15 5 8: Other: .: . . 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 26.8 75.8 38.3 85.5 26.8 72.4 37.4 82.1 Old : 26.8 75.8 38.3 85.5 26.8 72.4 37.4 82.1 Other: 33.3 100.0 33.3 100.0 33.3 100.0 33.3 100.0 COCOA - ICE FUTURES U.S. Code-073732 Disaggregated Commitments of Traders - Futures Only, January 3, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 10 METRIC TONS) : : : Positions : All : 173,382: 87,801 85,957 20,002 13,358 1,151 28,383 38,644 15,137 5,906 3,388 5,267: 9,735 10,480 Old : 149,641: 73,135 63,257 19,321 13,235 1,055 27,891 40,862 12,510 5,382 7,117 1,253: 9,094 10,352 Other: 23,741: 14,666 22,700 774 216 3 3,117 407 2 4,326 73 212: 641 128 : : : : : Changes in Commitments from: December 27, 2011 : : 5,629: 2,477 1,000 -55 2,397 121 697 1,366 721 1,029 500 206: 433 -682 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.6 49.6 11.5 7.7 0.7 16.4 22.3 8.7 3.4 2.0 3.0: 5.6 6.0 Old : 100.0: 48.9 42.3 12.9 8.8 0.7 18.6 27.3 8.4 3.6 4.8 0.8: 6.1 6.9 Other: 100.0: 61.8 95.6 3.3 0.9 0.0 13.1 1.7 0.0 18.2 0.3 0.9: 2.7 0.5 : : : : : Number of Traders in Each Category : All : 175: 37 35 14 6 6 23 48 22 16 17 19: Old : 175: 37 33 14 6 5 21 50 21 17 17 16: Other: 55: 22 18 6 . . 5 . . 8 4 4: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 26.7 27.3 41.3 43.5 24.0 19.4 34.8 27.6 Old : 28.2 27.5 44.3 42.4 27.9 21.8 40.9 31.5 Other: 45.3 74.6 64.1 87.9 36.7 73.6 53.2 81.3 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Disaggregated Commitments of Traders - Futures Only, January 3, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 112,000 POUNDS) : : : Positions : All : 567,599: 158,252 259,330 135,234 75,330 27,560 106,155 48,840 42,620 22,114 29,125 14,254: 61,410 70,540 Old : 567,599: 158,252 259,330 135,234 75,330 27,560 106,155 48,840 42,620 22,114 29,125 14,254: 61,410 70,540 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 27, 2011 : : 22,807: 1,040 15,232 1,203 2,559 174 13,081 2,543 3,511 1,701 451 -867: 2,964 -796 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.9 45.7 23.8 13.3 4.9 18.7 8.6 7.5 3.9 5.1 2.5: 10.8 12.4 Old : 100.0: 27.9 45.7 23.8 13.3 4.9 18.7 8.6 7.5 3.9 5.1 2.5: 10.8 12.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 229: 55 60 18 14 17 40 24 30 21 45 42: Old : 229: 55 60 18 14 17 40 24 30 21 45 42: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 15.3 15.1 27.7 24.4 15.0 13.5 24.4 20.4 Old : 15.3 15.1 27.7 24.4 15.0 13.5 24.4 20.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COFFEE C - ICE FUTURES U.S. Code-083731 Disaggregated Commitments of Traders - Futures Only, January 3, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 37,500 POUNDS) : : : Positions : All : 105,415: 29,438 50,086 25,151 6,915 6,300 21,618 15,198 9,194 3,297 5,312 4,516: 5,901 7,894 Old : 97,047: 23,518 46,505 25,200 4,317 5,239 21,155 15,316 9,076 3,293 4,877 3,981: 5,585 7,736 Other: 8,368: 5,920 3,581 898 3,545 114 581 0 0 209 640 330: 316 158 : : : : : Changes in Commitments from: December 27, 2011 : : 1,312: -223 750 -671 953 -205 668 -1,878 1,038 208 -70 102: 395 622 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.9 47.5 23.9 6.6 6.0 20.5 14.4 8.7 3.1 5.0 4.3: 5.6 7.5 Old : 100.0: 24.2 47.9 26.0 4.4 5.4 21.8 15.8 9.4 3.4 5.0 4.1: 5.8 8.0 Other: 100.0: 70.7 42.8 10.7 42.4 1.4 6.9 0.0 0.0 2.5 7.6 3.9: 3.8 1.9 : : : : : Number of Traders in Each Category : All : 301: 92 83 21 10 18 44 49 37 25 39 46: Old : 299: 88 82 20 10 16 42 51 36 28 36 45: Other: 96: 36 30 13 4 . 6 0 0 9 11 4: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 16.1 14.5 30.5 23.3 15.0 10.4 26.4 18.4 Old : 17.0 14.1 31.7 22.9 15.9 10.8 28.1 19.6 Other: 59.2 67.8 69.4 82.0 59.2 67.5 67.7 81.1
Updated January 6, 2012