WHEAT - CHICAGO BOARD OF TRADE Code-001602 Disaggregated Commitments of Traders - Futures Only, March 27, 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 : 448,665: 32,329 146,332 178,581 11,422 25,842 72,367 101,985 57,804 20,518 29,014 25,248: 35,976 51,018 Old : 170,834: 12,068 38,040 73,162 21,594 717 37,861 77,883 6,144 23,721 7,811 509: 16,652 18,136 Other: 277,831: 20,261 108,292 118,608 3,017 11,936 58,028 47,624 28,138 7,383 31,789 14,153: 19,324 32,882 : : : : : Changes in Commitments from: March 20, 2012 : : 1,563: -3,389 -804 3,402 -1,402 459 1,842 -770 3,268 -1,493 845 701: -3,227 -734 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.2 32.6 39.8 2.5 5.8 16.1 22.7 12.9 4.6 6.5 5.6: 8.0 11.4 Old : 100.0: 7.1 22.3 42.8 12.6 0.4 22.2 45.6 3.6 13.9 4.6 0.3: 9.7 10.6 Other: 100.0: 7.3 39.0 42.7 1.1 4.3 20.9 17.1 10.1 2.7 11.4 5.1: 7.0 11.8 : : : : : Number of Traders in Each Category : All : 383: 52 80 17 7 19 56 81 70 49 64 81: Old : 316: 30 52 16 8 . 55 61 20 67 32 10: Other: 312: 38 77 18 6 14 43 49 32 26 75 56: :------------------------------------------------------------------------------------------------------------------------------------------------------- : 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 : 25.1 15.5 38.5 23.9 22.9 13.6 35.5 20.5 Old : 32.7 22.6 43.9 36.3 32.5 22.6 43.7 36.3 Other: 29.0 17.7 41.8 27.0 28.6 15.8 40.2 23.0 WHEAT - KANSAS CITY BOARD OF TRADE Code-001612 Disaggregated Commitments of Traders - Futures Only, March 27, 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 : 134,423: 30,259 65,012 31,322 0 4,425 27,114 16,210 12,642 8,583 6,792 3,128: 16,950 26,214 Old : 40,841: 4,878 11,727 12,671 574 4 13,602 13,567 686 1,134 3,394 0: 7,866 10,889 Other: 93,582: 25,381 53,285 19,225 0 3,847 20,152 9,283 5,316 8,483 4,432 2,094: 9,084 15,325 : : : : : Changes in Commitments from: March 20, 2012 : : 1,652: 1,546 1,609 3,977 0 1,653 378 156 -216 -126 -156 -202: -5,358 -1,192 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.5 48.4 23.3 0.0 3.3 20.2 12.1 9.4 6.4 5.1 2.3: 12.6 19.5 Old : 100.0: 11.9 28.7 31.0 1.4 0.0 33.3 33.2 1.7 2.8 8.3 0.0: 19.3 26.7 Other: 100.0: 27.1 56.9 20.5 0.0 4.1 21.5 9.9 5.7 9.1 4.7 2.2: 9.7 16.4 : : : : : Number of Traders in Each Category : All : 155: 40 47 15 0 10 24 19 22 13 21 14: Old : 131: 19 36 14 . . 17 20 8 12 15 0: Other: 130: 37 45 15 0 9 18 12 4 12 17 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 : 18.1 31.9 29.0 40.9 12.5 25.8 21.8 33.0 Old : 26.6 22.0 39.8 33.4 26.6 21.9 39.8 33.3 Other: 20.5 42.9 33.2 51.5 14.6 33.3 25.8 39.1 WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626 Disaggregated Commitments of Traders - Futures Only, March 27, 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 : 38,123: 11,940 25,321 4,380 108 828 9,193 858 746 3,630 678 981: 6,425 8,603 Old : 21,858: 3,771 16,067 1,124 162 0 9,462 0 19 3,414 356 48: 4,020 5,206 Other: 16,265: 8,169 9,254 3,682 372 402 80 1,207 378 471 577 678: 2,405 3,397 : : : : : Changes in Commitments from: March 20, 2012 : : 738: 592 435 102 0 -3 561 -178 102 -70 -310 -33: -513 725 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.3 66.4 11.5 0.3 2.2 24.1 2.3 2.0 9.5 1.8 2.6: 16.9 22.6 Old : 100.0: 17.3 73.5 5.1 0.7 0.0 43.3 0.0 0.1 15.6 1.6 0.2: 18.4 23.8 Other: 100.0: 50.2 56.9 22.6 2.3 2.5 0.5 7.4 2.3 2.9 3.5 4.2: 14.8 20.9 : : : : : Number of Traders in Each Category : All : 52: 20 16 5 . 4 8 . 4 6 4 5: Old : 50: 13 16 4 . 0 11 0 . 6 4 .: Other: 39: 16 13 4 . . . . . . 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 : 33.7 44.5 49.4 56.6 31.9 37.0 41.1 46.4 Old : 44.9 50.9 55.2 64.0 43.7 49.7 53.7 60.8 Other: 46.2 49.9 63.3 62.3 44.3 45.0 61.4 56.8 CORN - CHICAGO BOARD OF TRADE Code-002602 Disaggregated Commitments of Traders - Futures Only, March 27, 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 : 1,309,002: 213,680 651,740 306,271 21,713 59,421 285,268 45,066 165,831 79,633 50,702 68,692: 130,206 245,837 Old : 898,979: 96,218 458,973 251,535 5,506 37,249 230,197 72,615 87,398 72,929 45,287 33,822: 89,631 158,129 Other: 410,023: 117,462 192,767 66,192 27,663 10,716 125,885 43,265 7,619 34,295 33,006 7,279: 40,575 87,708 : : : : : Changes in Commitments from: March 20, 2012 : : -15,551: 7,958 -36,588 970 -2,468 1,133 -21,266 12,898 1,466 -5,087 3,328 4,430: -5,155 250 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.3 49.8 23.4 1.7 4.5 21.8 3.4 12.7 6.1 3.9 5.2: 9.9 18.8 Old : 100.0: 10.7 51.1 28.0 0.6 4.1 25.6 8.1 9.7 8.1 5.0 3.8: 10.0 17.6 Other: 100.0: 28.6 47.0 16.1 6.7 2.6 30.7 10.6 1.9 8.4 8.0 1.8: 9.9 21.4 : : : : : Number of Traders in Each Category : All : 694: 166 301 19 8 15 90 40 75 98 89 117: Old : 663: 138 287 21 4 11 80 49 57 94 84 90: Other: 544: 89 256 17 9 10 44 28 19 61 87 36: :------------------------------------------------------------------------------------------------------------------------------------------------------- : 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 : 13.0 11.4 22.1 17.5 12.6 7.7 20.1 13.0 Old : 15.7 11.1 26.2 17.0 15.4 9.6 24.3 14.8 Other: 22.1 21.6 34.5 28.6 18.1 15.1 28.3 22.1 OATS - CHICAGO BOARD OF TRADE Code-004603 Disaggregated Commitments of Traders - Futures Only, March 27, 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 : 10,648: 3,786 7,906 1,988 0 60 1,961 647 0 601 320 208: 2,044 1,507 Old : 6,227: 836 4,464 1,707 0 0 1,896 313 0 422 480 0: 1,366 970 Other: 4,421: 2,950 3,442 341 60 0 65 334 0 368 29 19: 678 537 : : : : : Changes in Commitments from: March 20, 2012 : : 171: -551 231 -205 0 60 624 -137 0 109 116 72: 62 -171 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.6 74.2 18.7 0.0 0.6 18.4 6.1 0.0 5.6 3.0 2.0: 19.2 14.2 Old : 100.0: 13.4 71.7 27.4 0.0 0.0 30.4 5.0 0.0 6.8 7.7 0.0: 21.9 15.6 Other: 100.0: 66.7 77.9 7.7 1.4 0.0 1.5 7.6 0.0 8.3 0.7 0.4: 15.3 12.1 : : : : : Number of Traders in Each Category : All : 38: 11 11 4 0 . 7 5 0 4 5 5: Old : 37: 5 9 4 0 0 7 4 0 . 6 0: Other: 24: 11 10 . . 0 . . 0 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 : 29.6 68.2 50.2 75.3 26.7 58.4 43.6 63.7 Old : 37.2 65.3 57.7 72.9 37.2 65.3 57.7 72.9 Other: 51.9 78.7 75.0 85.0 48.7 70.5 66.6 74.8 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 Disaggregated Commitments of Traders - Futures Only, March 27, 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 : 15,839: 4,779 6,593 2,292 343 0 2,130 3,683 0 2,151 1,969 1,194: 3,293 2,057 Old : 14,280: 4,018 5,736 2,238 343 0 2,094 3,683 0 2,547 1,950 720: 2,663 1,848 Other: 1,559: 761 857 54 0 0 36 0 0 56 471 22: 630 209 : : : : : Changes in Commitments from: March 20, 2012 : : 1,236: 147 1,231 -39 0 0 332 -481 0 -215 -166 580: 431 72 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.2 41.6 14.5 2.2 0.0 13.4 23.3 0.0 13.6 12.4 7.5: 20.8 13.0 Old : 100.0: 28.1 40.2 15.7 2.4 0.0 14.7 25.8 0.0 17.8 13.7 5.0: 18.6 12.9 Other: 100.0: 48.8 55.0 3.5 0.0 0.0 2.3 0.0 0.0 3.6 30.2 1.4: 40.4 13.4 : : : : : Number of Traders in Each Category : All : 84: 15 19 7 . 0 8 13 0 18 8 14: Old : 84: 11 17 7 . 0 8 13 0 21 7 11: Other: 28: 7 11 . 0 0 . 0 0 4 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 : 26.0 25.4 40.7 40.4 25.6 21.8 38.7 36.6 Old : 27.2 24.9 43.4 41.5 26.8 24.9 42.1 40.9 Other: 44.5 61.4 54.1 77.8 43.2 61.4 52.9 77.8 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 Disaggregated Commitments of Traders - Futures Only, March 27, 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 : 265,875: 36,159 95,085 71,676 1,528 11,773 51,974 39,578 23,370 16,234 31,706 24,480: 30,209 38,355 Old : 230,472: 31,179 74,845 66,829 1,463 11,338 45,713 40,801 20,738 16,478 33,915 15,300: 22,897 32,072 Other: 35,403: 4,980 20,240 5,272 490 10 8,760 1,276 133 5,065 3,100 3,871: 7,312 6,283 : : : : : Changes in Commitments from: March 20, 2012 : : 6,813: 2,293 -2,046 806 16 -838 -277 5,620 -295 4,986 5,249 -777: 915 -116 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.6 35.8 27.0 0.6 4.4 19.5 14.9 8.8 6.1 11.9 9.2: 11.4 14.4 Old : 100.0: 13.5 32.5 29.0 0.6 4.9 19.8 17.7 9.0 7.1 14.7 6.6: 9.9 13.9 Other: 100.0: 14.1 57.2 14.9 1.4 0.0 24.7 3.6 0.4 14.3 8.8 10.9: 20.7 17.7 : : : : : Number of Traders in Each Category : All : 302: 36 61 16 . 11 55 65 58 37 37 64: Old : 295: 24 55 16 . 11 50 74 54 34 46 59: Other: 118: 27 49 7 . . 14 . 5 19 12 18: :------------------------------------------------------------------------------------------------------------------------------------------------------- : 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 : 20.9 15.7 33.6 23.2 19.0 13.8 30.0 19.9 Old : 22.3 16.7 35.5 24.6 21.6 14.7 32.9 20.9 Other: 31.2 22.5 45.7 35.7 28.7 20.3 40.1 31.3 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Disaggregated Commitments of Traders - Futures Only, March 27, 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 : 354,737: 49,295 146,575 92,583 5,529 7,925 107,395 35,528 33,103 16,464 42,246 20,310: 27,662 63,521 Old : 354,737: 49,295 146,575 92,583 5,529 7,925 107,395 35,528 33,103 16,464 42,246 20,310: 27,662 63,521 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 20, 2012 : : 3,985: 2,497 -2,691 330 760 107 4,600 5,651 -2,621 -3,141 2,329 1,238: 975 -788 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.9 41.3 26.1 1.6 2.2 30.3 10.0 9.3 4.6 11.9 5.7: 7.8 17.9 Old : 100.0: 13.9 41.3 26.1 1.6 2.2 30.3 10.0 9.3 4.6 11.9 5.7: 7.8 17.9 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 : 406: 59 136 16 5 8 82 47 66 47 51 59: Old : 406: 59 136 16 5 8 82 47 66 47 51 59: 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 : 21.9 13.4 35.6 20.4 21.9 12.2 34.6 18.6 Old : 21.9 13.4 35.6 20.4 21.9 12.2 34.6 18.6 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, March 27, 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 : 49,535: 3,342 9,352 5,103 884 1,080 18,289 1,330 2,440 1,849 4,985 7,384: 10,048 22,080 Old : 49,535: 3,342 9,352 5,103 884 1,080 18,289 1,330 2,440 1,849 4,985 7,384: 10,048 22,080 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 20, 2012 : : -1,242: -176 -298 -612 1 -197 660 234 -346 -1,148 -578 1,112: -535 -1,170 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.7 18.9 10.3 1.8 2.2 36.9 2.7 4.9 3.7 10.1 14.9: 20.3 44.6 Old : 100.0: 6.7 18.9 10.3 1.8 2.2 36.9 2.7 4.9 3.7 10.1 14.9: 20.3 44.6 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 : 181: 22 51 12 . 9 37 9 15 18 30 29: Old : 181: 22 51 12 . 9 37 9 15 18 30 29: 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 : 17.3 10.1 27.0 17.1 16.2 8.0 24.3 12.7 Old : 17.3 10.1 27.0 17.1 16.2 8.0 24.3 12.7 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, March 27, 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 : 6,041: 4,822 5,091 0 0 0 0 0 0 460 124 77: 682 749 Old : 6,041: 4,822 5,091 0 0 0 0 0 0 460 124 77: 682 749 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 20, 2012 : : 177: 131 125 0 0 0 0 0 0 53 13 4: -11 35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.8 84.3 0.0 0.0 0.0 0.0 0.0 0.0 7.6 2.1 1.3: 11.3 12.4 Old : 100.0: 79.8 84.3 0.0 0.0 0.0 0.0 0.0 0.0 7.6 2.1 1.3: 11.3 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 : 21: 12 10 0 0 0 0 0 0 4 . .: Old : 21: 12 10 0 0 0 0 0 0 4 . .: 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 : 66.0 68.3 80.1 83.5 66.0 67.8 79.1 78.7 Old : 66.0 68.3 80.1 83.5 66.0 67.8 79.1 78.7 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, March 27, 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 : 32,426: 21,297 15,272 0 1,298 0 736 0 0 5,394 9,173 1,005: 3,994 5,678 Old : 32,426: 21,297 15,272 0 1,298 0 736 0 0 5,394 9,173 1,005: 3,994 5,678 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 20, 2012 : : 367: 170 1,126 0 -144 0 104 -176 0 482 122 50: -439 -611 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.7 47.1 0.0 4.0 0.0 2.3 0.0 0.0 16.6 28.3 3.1: 12.3 17.5 Old : 100.0: 65.7 47.1 0.0 4.0 0.0 2.3 0.0 0.0 16.6 28.3 3.1: 12.3 17.5 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 : 73: 24 22 0 . 0 . 0 0 10 19 10: Old : 73: 24 22 0 . 0 . 0 0 10 19 10: 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 : 51.1 33.5 63.4 49.1 49.2 32.7 61.4 48.2 Old : 51.1 33.5 63.4 49.1 49.2 32.7 61.4 48.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 Disaggregated Commitments of Traders - Futures Only, March 27, 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 : 9,490: 8,479 2,779 0 0 0 0 239 0 183 4,870 47: 781 1,555 Old : 8,869: 7,898 2,602 0 0 0 0 231 0 156 4,723 47: 768 1,266 Other: 621: 581 177 0 0 0 0 8 0 27 147 0: 13 289 : : : : : Changes in Commitments from: March 20, 2012 : : 552: 578 5 0 0 0 0 12 0 -9 397 9: -26 129 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.3 29.3 0.0 0.0 0.0 0.0 2.5 0.0 1.9 51.3 0.5: 8.2 16.4 Old : 100.0: 89.1 29.3 0.0 0.0 0.0 0.0 2.6 0.0 1.8 53.3 0.5: 8.7 14.3 Other: 100.0: 93.6 28.5 0.0 0.0 0.0 0.0 1.3 0.0 4.3 23.7 0.0: 2.1 46.5 : : : : : Number of Traders in Each Category : All : 28: 13 9 0 0 0 0 . 0 . 7 4: Old : 28: 13 9 0 0 0 0 . 0 . 7 4: Other: 17: 8 . 0 0 0 0 . 0 . 4 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 : 81.1 62.8 88.0 76.2 81.1 62.7 87.0 75.4 Old : 80.5 65.0 87.4 77.8 80.5 64.9 86.4 77.0 Other: 90.5 51.5 97.7 53.5 90.5 51.5 97.7 53.5 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 Disaggregated Commitments of Traders - Futures Only, March 27, 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 : 684,581: 110,607 409,985 132,897 15,259 24,222 199,944 9,122 61,285 50,673 29,068 45,430: 59,523 90,210 Old : 408,005: 41,333 257,176 91,364 12,720 10,808 149,071 25,054 20,061 48,855 25,160 11,948: 34,565 45,078 Other: 276,576: 69,274 152,809 48,533 9,539 6,414 70,785 3,980 21,312 15,120 17,210 20,180: 24,958 45,132 : : : : : Changes in Commitments from: March 20, 2012 : : 44,570: 18,730 31,745 -191 1,532 1,136 6,559 -4,370 7,993 2,728 1,241 6,687: 928 -1,394 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.2 59.9 19.4 2.2 3.5 29.2 1.3 9.0 7.4 4.2 6.6: 8.7 13.2 Old : 100.0: 10.1 63.0 22.4 3.1 2.6 36.5 6.1 4.9 12.0 6.2 2.9: 8.5 11.0 Other: 100.0: 25.0 55.3 17.5 3.4 2.3 25.6 1.4 7.7 5.5 6.2 7.3: 9.0 16.3 : : : : : Number of Traders in Each Category : All : 557: 125 171 17 7 16 118 17 65 101 84 124: Old : 517: 75 161 16 7 8 105 25 42 91 87 68: Other: 408: 98 148 16 7 11 46 14 28 69 68 72: :------------------------------------------------------------------------------------------------------------------------------------------------------- : 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 : 11.3 19.9 18.8 30.6 10.0 16.8 16.9 25.9 Old : 14.6 21.5 24.5 34.0 14.6 21.5 24.4 33.5 Other: 16.0 26.7 27.6 34.7 14.6 20.6 23.7 27.2 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 Disaggregated Commitments of Traders - Futures Only, March 27, 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 1,000 Bushels) : : : Positions : All : 17,878: 84 3,168 0 0 0 0 0 0 13,964 415 362: 3,468 13,933 Old : 6,378: 84 1,059 0 0 0 0 0 0 3,809 449 129: 2,356 4,741 Other: 11,500: 0 2,109 0 0 0 0 0 0 10,372 183 16: 1,112 9,192 : : : : : Changes in Commitments from: March 20, 2012 : : 548: -21 142 0 0 0 0 0 0 218 -9 -58: 409 473 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 17.7 0.0 0.0 0.0 0.0 0.0 0.0 78.1 2.3 2.0: 19.4 77.9 Old : 100.0: 1.3 16.6 0.0 0.0 0.0 0.0 0.0 0.0 59.7 7.0 2.0: 36.9 74.3 Other: 100.0: 0.0 18.3 0.0 0.0 0.0 0.0 0.0 0.0 90.2 1.6 0.1: 9.7 79.9 : : : : : Number of Traders in Each Category : All : 22: . 7 0 0 0 0 0 0 13 . 7: Old : 21: . 6 0 0 0 0 0 0 11 4 4: Other: 18: 0 7 0 0 0 0 0 0 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 : 54.4 13.2 72.1 19.1 54.3 13.2 71.6 18.6 Old : 45.7 15.2 57.3 23.0 45.7 15.2 56.3 23.0 Other: 64.3 14.0 88.4 19.2 64.3 14.0 88.3 19.2 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 Disaggregated Commitments of Traders - Futures Only, March 27, 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 : 365,795: 68,000 213,572 98,180 1,994 17,446 67,969 46,186 19,611 31,761 17,358 23,962: 38,866 25,666 Old : 276,663: 48,151 152,981 76,047 6,501 10,944 63,442 47,036 9,892 29,176 20,524 9,083: 29,928 19,702 Other: 89,132: 19,849 60,591 26,898 258 1,737 12,311 6,934 1,935 9,049 3,298 8,415: 8,938 5,964 : : : : : Changes in Commitments from: March 20, 2012 : : 19,451: 7,990 14,168 2,715 -309 543 -884 3,275 1,191 4,505 -2,151 2,921: 470 -187 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.6 58.4 26.8 0.5 4.8 18.6 12.6 5.4 8.7 4.7 6.6: 10.6 7.0 Old : 100.0: 17.4 55.3 27.5 2.3 4.0 22.9 17.0 3.6 10.5 7.4 3.3: 10.8 7.1 Other: 100.0: 22.3 68.0 30.2 0.3 1.9 13.8 7.8 2.2 10.2 3.7 9.4: 10.0 6.7 : : : : : Number of Traders in Each Category : All : 272: 47 56 16 . 10 60 29 33 47 34 47: Old : 268: 45 55 16 . 10 60 31 26 45 41 32: Other: 127: 21 31 15 . 5 14 6 . 34 14 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 : 14.1 26.9 23.9 38.5 11.9 24.8 19.5 34.1 Old : 16.1 28.5 25.0 38.8 14.5 27.8 22.4 37.5 Other: 22.3 41.4 37.5 59.7 18.6 40.9 32.2 55.5 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 Disaggregated Commitments of Traders - Futures Only, March 27, 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 : 241,213: 53,849 173,214 23,818 4,512 3,300 82,217 7,831 14,149 11,340 7,802 10,922: 41,618 19,483 Old : 187,963: 34,092 134,929 22,666 5,059 1,532 76,265 8,809 8,849 7,025 9,225 4,381: 33,153 15,179 Other: 53,250: 19,757 38,285 2,753 1,054 167 8,552 1,622 2,700 6,641 903 4,215: 8,465 4,304 : : : : : Changes in Commitments from: March 20, 2012 : : 4,054: -1,705 3,599 1,995 402 -1,060 3,792 171 -723 345 744 -138: 1,548 1,059 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.3 71.8 9.9 1.9 1.4 34.1 3.2 5.9 4.7 3.2 4.5: 17.3 8.1 Old : 100.0: 18.1 71.8 12.1 2.7 0.8 40.6 4.7 4.7 3.7 4.9 2.3: 17.6 8.1 Other: 100.0: 37.1 71.9 5.2 2.0 0.3 16.1 3.0 5.1 12.5 1.7 7.9: 15.9 8.1 : : : : : Number of Traders in Each Category : All : 217: 47 56 11 5 9 56 14 18 29 18 31: Old : 207: 45 54 10 6 6 52 15 15 20 30 24: Other: 115: 25 32 9 4 . 13 . . 27 10 20: :------------------------------------------------------------------------------------------------------------------------------------------------------- : 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 : 11.7 36.7 21.4 49.5 10.3 30.7 18.4 39.6 Old : 12.2 36.8 21.7 49.6 12.2 33.2 21.5 43.4 Other: 29.4 46.6 43.7 65.2 27.6 43.6 35.7 53.8 COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Disaggregated Commitments of Traders - Futures Only, March 27, 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 : 189,215: 26,540 86,279 55,061 9,511 8,731 32,231 36,128 16,323 24,048 10,770 6,149: 20,132 15,324 Old : 135,333: 19,972 47,736 34,632 12,437 4,327 31,503 38,469 7,892 20,768 8,487 3,111: 13,128 12,874 Other: 53,882: 6,568 38,543 24,468 1,113 365 8,990 5,921 169 6,079 5,082 239: 7,004 2,450 : : : : : Changes in Commitments from: March 20, 2012 : : 491: -4,049 3,845 -520 -170 -50 874 -4,548 1,008 857 206 1,605: 766 -1,405 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.0 45.6 29.1 5.0 4.6 17.0 19.1 8.6 12.7 5.7 3.2: 10.6 8.1 Old : 100.0: 14.8 35.3 25.6 9.2 3.2 23.3 28.4 5.8 15.3 6.3 2.3: 9.7 9.5 Other: 100.0: 12.2 71.5 45.4 2.1 0.7 16.7 11.0 0.3 11.3 9.4 0.4: 13.0 4.5 : : : : : Number of Traders in Each Category : All : 261: 28 43 20 9 16 43 55 41 43 35 37: Old : 255: 25 37 19 10 9 43 58 29 40 35 26: Other: 154: 11 36 19 7 9 19 13 . 27 26 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 : 17.2 22.5 27.8 31.5 17.1 17.7 26.7 26.7 Old : 18.1 19.9 28.8 29.6 18.1 18.0 28.2 26.8 Other: 25.9 39.5 42.9 56.3 25.9 38.9 42.8 55.3 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Disaggregated Commitments of Traders - Futures Only, March 27, 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 : 20,768: 3,376 16,858 2,918 492 117 7,611 527 69 3,201 1,209 328: 3,148 1,168 Old : 20,535: 3,190 16,711 2,918 492 117 7,601 527 69 3,197 1,167 312: 3,131 1,140 Other: 233: 186 147 0 0 0 10 0 0 20 58 0: 17 28 : : : : : Changes in Commitments from: March 20, 2012 : : -1,643: 180 -1,833 -3 -121 0 -1,881 435 -38 -13 -157 148: -36 -77 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.3 81.2 14.1 2.4 0.6 36.6 2.5 0.3 15.4 5.8 1.6: 15.2 5.6 Old : 100.0: 15.5 81.4 14.2 2.4 0.6 37.0 2.6 0.3 15.6 5.7 1.5: 15.2 5.6 Other: 100.0: 79.8 63.1 0.0 0.0 0.0 4.3 0.0 0.0 8.6 24.9 0.0: 7.3 12.0 : : : : : Number of Traders in Each Category : All : 85: 15 12 7 . . 30 4 . 11 10 10: Old : 85: 14 12 7 . . 30 4 . 11 10 10: Other: 11: 7 . 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 : 28.4 73.8 41.0 82.4 28.4 72.1 41.0 80.2 Old : 28.5 73.9 41.2 82.6 28.5 72.4 41.2 80.6 Other: 67.0 88.0 86.7 88.0 67.0 83.7 86.7 83.7 COCOA - ICE FUTURES U.S. Code-073732 Disaggregated Commitments of Traders - Futures Only, March 27, 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 : 171,898: 78,382 81,617 20,847 15,097 5,515 26,262 31,068 18,522 4,849 3,217 6,142: 11,379 10,720 Old : 120,759: 49,057 40,791 14,936 14,558 5,301 24,568 30,986 11,294 3,844 6,092 1,989: 9,770 9,748 Other: 51,139: 29,325 40,826 6,125 753 0 6,035 4,423 2,887 4,682 802 476: 1,609 972 : : : : : Changes in Commitments from: March 20, 2012 : : 3,492: -2,981 -184 -455 553 819 469 -854 1,557 1,290 93 1,308: 1,485 200 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.6 47.5 12.1 8.8 3.2 15.3 18.1 10.8 2.8 1.9 3.6: 6.6 6.2 Old : 100.0: 40.6 33.8 12.4 12.1 4.4 20.3 25.7 9.4 3.2 5.0 1.6: 8.1 8.1 Other: 100.0: 57.3 79.8 12.0 1.5 0.0 11.8 8.6 5.6 9.2 1.6 0.9: 3.1 1.9 : : : : : Number of Traders in Each Category : All : 177: 34 33 18 5 9 27 47 28 21 14 22: Old : 173: 30 29 15 8 9 26 48 25 20 14 17: Other: 78: 25 27 12 . 0 10 . 5 9 8 6: :------------------------------------------------------------------------------------------------------------------------------------------------------- : 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 : 25.5 27.0 39.1 42.3 24.3 22.0 33.6 31.7 Old : 25.1 26.0 39.1 39.9 24.5 22.8 34.6 32.8 Other: 39.2 46.1 54.3 68.4 38.9 41.4 53.9 61.1 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Disaggregated Commitments of Traders - Futures Only, March 27, 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 : 746,727: 167,697 436,826 172,995 73,194 38,648 172,705 29,986 56,899 27,123 34,533 15,813: 94,847 60,828 Old : 746,727: 167,697 436,826 172,995 73,194 38,648 172,705 29,986 56,899 27,123 34,533 15,813: 94,847 60,828 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 20, 2012 : : 8,078: 4,385 12,868 -822 2,023 -1,516 10,744 1,803 -5,472 -1,778 -2,502 561: 1,976 313 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.5 58.5 23.2 9.8 5.2 23.1 4.0 7.6 3.6 4.6 2.1: 12.7 8.1 Old : 100.0: 22.5 58.5 23.2 9.8 5.2 23.1 4.0 7.6 3.6 4.6 2.1: 12.7 8.1 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 : 225: 48 59 20 10 21 55 19 35 18 36 28: Old : 225: 48 59 20 10 21 55 19 35 18 36 28: 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 : 14.4 18.1 26.2 29.9 13.3 15.6 23.0 24.6 Old : 14.4 18.1 26.2 29.9 13.3 15.6 23.0 24.6 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, March 27, 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 : 154,900: 47,232 68,728 29,138 5,326 7,132 26,174 36,855 16,576 13,867 4,136 7,273: 7,508 8,874 Old : 132,314: 34,405 56,032 27,650 3,852 4,948 27,312 37,715 13,497 13,711 4,269 3,933: 6,858 8,068 Other: 22,586: 12,827 12,696 3,108 3,094 564 1,513 1,791 428 2,028 1,739 1,468: 650 806 : : : : : Changes in Commitments from: March 20, 2012 : : -655: 1,009 2,111 275 -123 -16 417 -608 -996 -394 124 -363: -587 -784 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.5 44.4 18.8 3.4 4.6 16.9 23.8 10.7 9.0 2.7 4.7: 4.8 5.7 Old : 100.0: 26.0 42.3 20.9 2.9 3.7 20.6 28.5 10.2 10.4 3.2 3.0: 5.2 6.1 Other: 100.0: 56.8 56.2 13.8 13.7 2.5 6.7 7.9 1.9 9.0 7.7 6.5: 2.9 3.6 : : : : : Number of Traders in Each Category : All : 366: 90 96 19 11 15 46 65 45 59 34 54: Old : 365: 86 90 20 10 11 47 64 42 60 38 44: Other: 161: 53 53 17 4 6 5 7 . 23 21 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 : 13.5 16.8 24.5 25.8 11.2 10.0 19.8 16.7 Old : 13.6 17.2 24.3 27.7 12.0 12.0 21.5 20.1 Other: 36.9 27.8 50.3 45.3 34.7 23.1 46.3 36.8
Updated March 30, 2012