Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WHEAT - CHICAGO BOARD OF TRADE (CONTRACTS OF 5,000 BUSHELS) : CFTC Code #001602 Open Interest is 386,401 : : Positions : : 32,253 117,678 168,887 17,960 17,666 56,481 84,079 38,921 16,457 32,952 23,346 : : : : Changes from: December 27, 2011 : : -578 -2,327 -526 2,362 307 -2,309 -3,226 5,588 798 1,067 1,433 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.3 30.5 43.7 4.6 4.6 14.6 21.8 10.1 4.3 8.5 6.0 : : : : Number of Traders in Each Category Total Traders: 378 : : 54 80 18 7 20 49 73 60 52 75 72 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WHEAT - KANSAS CITY BOARD OF TRADE (CONTRACTS OF 5,000 BUSHELS) : CFTC Code #001612 Open Interest is 139,302 : : Positions : : 30,101 70,984 24,684 0 3,324 28,058 14,074 21,197 11,616 3,427 2,512 : : : : Changes from: December 27, 2011 : : 401 4,530 475 0 497 1,259 -3,597 475 -520 338 -560 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.6 51.0 17.7 0.0 2.4 20.1 10.1 15.2 8.3 2.5 1.8 : : : : Number of Traders in Each Category Total Traders: 159 : : 40 45 15 0 9 31 17 23 18 11 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WHEAT - MINNEAPOLIS GRAIN EXCHANGE (CONTRACTS OF 5,000 BUSHELS) : CFTC Code #001626 Open Interest is 39,844 : : Positions : : 11,118 25,612 262 82 290 12,935 1,324 609 3,184 443 1,889 : : : : Changes from: December 27, 2011 : : -1,284 1,370 -7 0 6 1,370 -176 204 32 -256 -541 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.9 64.3 0.7 0.2 0.7 32.5 3.3 1.5 8.0 1.1 4.7 : : : : Number of Traders in Each Category Total Traders: 49 : : 18 15 . . . 9 . 4 8 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CORN - CHICAGO BOARD OF TRADE (CONTRACTS OF 5,000 BUSHELS) : CFTC Code #002602 Open Interest is 1,176,009 : : Positions : : 233,100 583,104 297,607 29,282 49,185 234,190 65,107 112,071 74,449 52,803 43,856 : : : : Changes from: December 27, 2011 : : 26 26,328 1,847 1,731 -215 14,581 -22,796 7,267 327 1,782 1,768 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.8 49.6 25.3 2.5 4.2 19.9 5.5 9.5 6.3 4.5 3.7 : : : : Number of Traders in Each Category Total Traders: 688 : : 161 284 19 7 19 75 53 67 89 102 103 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- OATS - CHICAGO BOARD OF TRADE (CONTRACTS OF 5,000 BUSHELS) : CFTC Code #004603 Open Interest is 12,890 : : Positions : : 6,331 8,552 1,862 0 0 1,741 2,352 0 947 130 38 : : : : Changes from: December 27, 2011 : : 120 -143 -63 0 0 -189 382 0 277 -4 -11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.1 66.3 14.4 0.0 0.0 13.5 18.2 0.0 7.3 1.0 0.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 12 8 4 0 0 7 7 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ROUGH RICE - CHICAGO BOARD OF TRADE (CONTRACTS OF 200,000 POUNDS) : CFTC Code #039601 Open Interest is 14,699 : : Positions : : 5,754 6,013 2,233 345 0 1,508 3,316 94 1,540 2,039 843 : : : : Changes from: December 27, 2011 : : -535 -275 38 0 -41 28 -290 -311 50 3 -679 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.1 40.9 15.2 2.3 0.0 10.3 22.6 0.6 10.5 13.9 5.7 : : : : Number of Traders in Each Category Total Traders: 77 : : 11 13 7 . 0 6 12 . 18 10 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- LEAN HOGS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF 40,000 POUNDS) : CFTC Code #054642 Open Interest is 232,846 : : Positions : : 29,606 105,686 66,356 1,420 7,264 59,407 25,944 19,226 10,058 23,338 15,268 : : : : Changes from: December 27, 2011 : : -87 -4,605 -1,099 9 962 -251 2,883 1,687 -520 1,187 -3,360 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.7 45.4 28.5 0.6 3.1 25.5 11.1 8.3 4.3 10.0 6.6 : : : : Number of Traders in Each Category Total Traders: 262 : : 32 66 17 . 7 53 42 54 38 26 43 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF 40,000 POUNDS) : CFTC Code #057642 Open Interest is 319,647 : : Positions : : 39,943 147,821 94,537 4,204 10,314 96,707 30,524 27,862 11,896 31,138 12,462 : : : : Changes from: December 27, 2011 : : -3,374 33 -2,750 -112 2,185 1,117 -2,394 3,595 652 -362 -128 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.5 46.2 29.6 1.3 3.2 30.3 9.5 8.7 3.7 9.7 3.9 : : : : Number of Traders in Each Category Total Traders: 371 : : 51 139 16 6 12 73 37 51 37 47 52 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF 50,000 POUNDS) : CFTC Code #061641 Open Interest is 34,896 : : Positions : : 3,036 6,262 4,363 243 1,372 13,565 1,429 1,663 1,561 3,514 3,093 : : : : Changes from: December 27, 2011 : : 107 625 18 6 451 1,477 -268 -32 -362 665 236 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.7 17.9 12.5 0.7 3.9 38.9 4.1 4.8 4.5 10.1 8.9 : : : : Number of Traders in Each Category Total Traders: 153 : : 21 37 11 . 7 34 10 14 11 22 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF 20,000 POUNDS) : CFTC Code #050642 Open Interest is 3,438 : : Positions : : 2,669 2,739 0 0 0 0 0 0 46 108 17 : : : : Changes from: December 27, 2011 : : -570 -380 0 0 0 0 0 0 -6 -59 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 79.7 0.0 0.0 0.0 0.0 0.0 0.0 1.3 3.1 0.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 11 0 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MILK, Class III - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF 200,000 POUNDS) : CFTC Code #052641 Open Interest is 30,163 : : Positions : : 17,765 13,777 0 1,669 0 2,645 23 20 3,902 8,020 1,017 : : : : Changes from: December 27, 2011 : : -2,704 -3,166 0 -107 0 -287 23 -11 -1,494 -1,255 -72 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 45.7 0.0 5.5 0.0 8.8 0.1 0.1 12.9 26.6 3.4 : : : : Number of Traders in Each Category Total Traders: 68 : : 25 21 0 . 0 5 . . 6 18 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOYBEANS - CHICAGO BOARD OF TRADE (CONTRACTS OF 5,000 BUSHELS) : CFTC Code #005602 Open Interest is 460,650 : : Positions : : 90,300 224,509 132,163 9,854 16,845 72,623 45,276 43,576 37,596 25,532 23,998 : : : : Changes from: December 27, 2011 : : -16,146 -4,113 482 -225 -2,069 4,279 -1,638 -2,197 1,117 -3,368 -691 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.6 48.7 28.7 2.1 3.7 15.8 9.8 9.5 8.2 5.5 5.2 : : : : Number of Traders in Each Category Total Traders: 442 : : 67 126 17 6 15 56 55 54 85 59 91 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOYBEAN OIL - CHICAGO BOARD OF TRADE (CONTRACTS OF 60,000 POUNDS) : CFTC Code #007601 Open Interest is 273,454 : : Positions : : 65,715 142,628 80,821 2,052 6,423 44,516 44,831 13,120 16,947 18,992 18,017 : : : : Changes from: December 27, 2011 : : -7,669 296 -1,913 -1,217 -1,503 -1,521 -10,818 1,192 -1,039 2,425 -3,795 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.0 52.2 29.6 0.8 2.3 16.3 16.4 4.8 6.2 6.9 6.6 : : : : Number of Traders in Each Category Total Traders: 235 : : 43 50 16 . 11 42 32 31 25 33 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOYBEAN MEAL - CHICAGO BOARD OF TRADE (CONTRACTS OF 100 TONS) : CFTC Code #026603 Open Interest is 195,357 : : Positions : : 85,853 86,704 19,125 1,731 2,991 25,634 39,063 12,447 4,354 9,036 15,406 : : : : Changes from: December 27, 2011 : : -4,784 -2,770 1,983 599 354 -420 -1,595 1,241 -381 1,454 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.9 44.4 9.8 0.9 1.5 13.1 20.0 6.4 2.2 4.6 7.9 : : : : Number of Traders in Each Category Total Traders: 185 : : 50 51 13 . 10 20 32 22 16 15 36 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COTTON NO. 2 - ICE FUTURES U.S. (CONTRACTS OF 50,000 POUNDS) : CFTC Code #033661 Open Interest is 152,079 : : Positions : : 28,681 70,442 41,563 16,069 5,701 35,716 22,130 9,384 15,128 13,361 2,071 : : : : Changes from: December 27, 2011 : : -6,429 4,835 -643 1,725 832 234 -4,682 1,780 2,777 -1,521 464 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.9 46.3 27.3 10.6 3.7 23.5 14.6 6.2 9.9 8.8 1.4 : : : : Number of Traders in Each Category Total Traders: 224 : : 25 42 18 13 16 46 38 31 27 34 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. (CONTRACTS OF 15,000 POUNDS) : CFTC Code #040701 Open Interest is 26,965 : : Positions : : 6,652 23,586 2,977 572 67 12,374 324 554 1,098 537 178 : : : : Changes from: December 27, 2011 : : 142 1,469 -3 50 -86 1,023 -663 456 -38 56 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.7 87.5 11.0 2.1 0.2 45.9 1.2 2.1 4.1 2.0 0.7 : : : : Number of Traders in Each Category Total Traders: 93 : : 18 16 7 . . 35 . . 15 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COCOA - ICE FUTURES U.S. (CONTRACTS OF 10 METRIC TONS) : CFTC Code #073732 Open Interest is 173,382 : : Positions : : 87,801 85,957 20,002 13,358 1,151 28,383 38,644 15,137 5,906 3,388 5,267 : : : : Changes from: December 27, 2011 : : 2,477 1,000 -55 2,397 121 697 1,366 721 1,029 500 206 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 49.6 11.5 7.7 0.7 16.4 22.3 8.7 3.4 2.0 3.0 : : : : Number of Traders in Each Category Total Traders: 175 : : 37 35 14 6 6 23 48 22 16 17 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SUGAR NO. 11 - ICE FUTURES U.S. (CONTRACTS OF 112,000 POUNDS) : CFTC Code #080732 Open Interest is 567,599 : : Positions : : 158,252 259,330 135,234 75,330 27,560 106,155 48,840 42,620 22,114 29,125 14,254 : : : : Changes from: December 27, 2011 : : 1,040 15,232 1,203 2,559 174 13,081 2,543 3,511 1,701 451 -867 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.9 45.7 23.8 13.3 4.9 18.7 8.6 7.5 3.9 5.1 2.5 : : : : Number of Traders in Each Category Total Traders: 229 : : 55 60 18 14 17 40 24 30 21 45 42 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COFFEE C - ICE FUTURES U.S. (CONTRACTS OF 37,500 POUNDS) : CFTC Code #083731 Open Interest is 105,415 : : Positions : : 29,438 50,086 25,151 6,915 6,300 21,618 15,198 9,194 3,297 5,312 4,516 : : : : Changes from: December 27, 2011 : : -223 750 -671 953 -205 668 -1,878 1,038 208 -70 102 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.9 47.5 23.9 6.6 6.0 20.5 14.4 8.7 3.1 5.0 4.3 : : : : Number of Traders in Each Category Total Traders: 301 : : 92 83 21 10 18 44 49 37 25 39 46 : ----------------------------------------------------------------------------------------------------------------
Updated January 6, 2012