Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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 464,863 : : Positions : : 49,150 133,936 183,733 18,095 25,288 65,033 112,395 56,220 20,741 32,762 26,930 : : : : Changes from: January 17, 2012 : : 5,885 10,790 823 2,988 -2,477 7,394 8,442 3,124 1,984 -2,226 2,264 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.6 28.8 39.5 3.9 5.4 14.0 24.2 12.1 4.5 7.0 5.8 : : : : Number of Traders in Each Category Total Traders: 388 : : 45 73 18 7 20 45 94 66 59 71 81 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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 145,942 : : Positions : : 34,358 70,423 28,499 0 4,161 24,938 19,768 19,358 11,135 3,330 4,847 : : : : Changes from: January 17, 2012 : : 2,481 -747 1,098 0 614 -1,702 3,790 -663 442 -357 492 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.5 48.3 19.5 0.0 2.9 17.1 13.5 13.3 7.6 2.3 3.3 : : : : Number of Traders in Each Category Total Traders: 163 : : 40 47 15 0 9 23 24 21 22 12 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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 41,962 : : Positions : : 13,633 25,797 479 79 607 10,989 2,244 920 4,028 892 1,857 : : : : Changes from: January 17, 2012 : : -234 -67 121 0 181 39 770 64 -122 431 104 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.5 61.5 1.1 0.2 1.4 26.2 5.3 2.2 9.6 2.1 4.4 : : : : Number of Traders in Each Category Total Traders: 54 : : 18 17 . . . 7 5 5 10 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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 1,214,461 : : Positions : : 240,461 567,544 279,973 26,967 46,127 246,234 95,882 115,791 83,724 54,622 59,711 : : : : Changes from: January 17, 2012 : : 5,789 -13,661 -2,252 -2,877 2,905 -2,555 16,714 -144 -1,282 -1,077 8,429 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.8 46.7 23.1 2.2 3.8 20.3 7.9 9.5 6.9 4.5 4.9 : : : : Number of Traders in Each Category Total Traders: 699 : : 180 275 18 8 18 74 55 80 102 103 118 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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 13,713 : : Positions : : 6,749 8,585 2,068 0 0 1,778 2,725 0 880 128 55 : : : : Changes from: January 17, 2012 : : 157 109 8 0 0 163 183 0 -11 3 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.2 62.6 15.1 0.0 0.0 13.0 19.9 0.0 6.4 0.9 0.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 12 7 4 0 0 6 11 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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 14,185 : : Positions : : 5,602 5,656 2,271 345 0 1,481 3,469 58 1,506 2,172 591 : : : : Changes from: January 17, 2012 : : -251 -187 12 0 0 -72 220 0 154 -65 -49 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.5 39.9 16.0 2.4 0.0 10.4 24.5 0.4 10.6 15.3 4.2 : : : : Number of Traders in Each Category Total Traders: 76 : : 12 15 7 . 0 6 12 . 17 9 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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 249,939 : : Positions : : 28,080 105,066 66,194 1,408 10,696 63,067 35,467 16,633 15,492 25,400 21,200 : : : : Changes from: January 17, 2012 : : 103 3,442 371 188 1,438 376 841 722 4,493 3,054 1,245 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.2 42.0 26.5 0.6 4.3 25.2 14.2 6.7 6.2 10.2 8.5 : : : : Number of Traders in Each Category Total Traders: 281 : : 32 62 16 . 11 59 47 51 40 25 49 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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 335,617 : : Positions : : 42,974 145,329 91,016 3,348 10,246 100,379 34,151 30,677 15,140 34,334 15,653 : : : : Changes from: January 17, 2012 : : -4,114 -705 -338 -37 2,097 2,774 -3,088 70 1,597 3,101 -913 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.8 43.3 27.1 1.0 3.1 29.9 10.2 9.1 4.5 10.2 4.7 : : : : Number of Traders in Each Category Total Traders: 409 : : 72 146 16 6 12 86 42 58 40 50 58 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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 43,304 : : Positions : : 2,913 7,959 4,732 638 1,099 18,324 1,656 2,193 2,207 5,444 4,552 : : : : Changes from: January 17, 2012 : : -291 492 219 14 -17 1,698 -331 277 425 887 918 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.7 18.4 10.9 1.5 2.5 42.3 3.8 5.1 5.1 12.6 10.5 : : : : Number of Traders in Each Category Total Traders: 181 : : 18 43 11 4 11 48 8 14 21 26 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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 4,441 : : Positions : : 3,438 3,731 0 0 0 0 0 0 315 149 24 : : : : Changes from: January 17, 2012 : : 265 568 0 0 0 0 0 0 270 18 3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 84.0 0.0 0.0 0.0 0.0 0.0 0.0 7.1 3.4 0.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 12 0 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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 33,086 : : Positions : : 21,040 16,820 0 1,802 0 1,511 0 0 4,673 7,703 1,153 : : : : Changes from: January 17, 2012 : : 1,129 469 0 76 0 -954 -91 -18 610 -250 -53 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 50.8 0.0 5.4 0.0 4.6 0.0 0.0 14.1 23.3 3.5 : : : : Number of Traders in Each Category Total Traders: 70 : : 24 22 0 . 0 . 0 0 8 18 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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 478,304 : : Positions : : 86,883 228,839 132,955 9,676 18,570 83,334 43,230 46,963 37,778 25,640 29,942 : : : : Changes from: January 17, 2012 : : -7,507 -2,523 -2,116 789 1,641 7,115 -1,552 509 1,163 740 530 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.2 47.8 27.8 2.0 3.9 17.4 9.0 9.8 7.9 5.4 6.3 : : : : Number of Traders in Each Category Total Traders: 437 : : 81 126 18 6 16 54 54 60 86 60 83 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MINI SOYBEANS - CHICAGO BOARD OF TRADE (Contracts of 1,000 Bushels) : CFTC Code #005603 Open Interest is 12,852 : : Positions : : 349 2,437 0 0 0 0 290 0 9,199 1,020 407 : : : : Changes from: January 17, 2012 : : -6 -4 0 0 0 0 0 0 240 -475 -16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.7 19.0 0.0 0.0 0.0 0.0 2.3 0.0 71.6 7.9 3.2 : : : : Number of Traders in Each Category Total Traders: 22 : : . 5 0 0 0 0 . 0 14 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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 315,325 : : Positions : : 77,295 154,538 93,944 2,336 10,533 47,893 69,511 14,471 20,470 10,296 23,503 : : : : Changes from: January 17, 2012 : : 765 5,304 1,094 26 1,657 6,109 11,918 3,747 2,422 -4,696 4,607 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.5 49.0 29.8 0.7 3.3 15.2 22.0 4.6 6.5 3.3 7.5 : : : : Number of Traders in Each Category Total Traders: 262 : : 50 53 15 . 10 32 50 33 37 25 53 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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 201,968 : : Positions : : 90,912 103,928 20,466 1,614 4,159 26,848 36,692 11,245 5,164 5,847 13,003 : : : : Changes from: January 17, 2012 : : 772 10,961 -173 -333 1,996 2,939 -1,708 2,106 66 -3,090 301 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.0 51.5 10.1 0.8 2.1 13.3 18.2 5.6 2.6 2.9 6.4 : : : : Number of Traders in Each Category Total Traders: 193 : : 51 51 14 . 12 25 33 17 16 19 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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 165,008 : : Positions : : 26,629 89,018 46,411 10,262 8,464 36,952 15,292 13,634 12,636 10,079 5,303 : : : : Changes from: January 17, 2012 : : 1,895 10,399 2,078 133 -679 2,026 -2,116 2,626 350 -2,464 1,475 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.1 53.9 28.1 6.2 5.1 22.4 9.3 8.3 7.7 6.1 3.2 : : : : Number of Traders in Each Category Total Traders: 231 : : 21 43 18 11 17 53 31 40 24 40 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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 26,458 : : Positions : : 4,468 21,718 2,870 622 124 14,308 210 235 678 1,508 256 : : : : Changes from: January 17, 2012 : : -1,579 -793 9 5 -6 1,364 -281 -238 -8 377 133 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.9 82.1 10.8 2.4 0.5 54.1 0.8 0.9 2.6 5.7 1.0 : : : : Number of Traders in Each Category Total Traders: 99 : : 17 15 7 . . 40 . . 10 14 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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 171,519 : : Positions : : 90,606 87,272 16,697 14,298 2,351 27,910 35,434 14,003 3,687 2,376 5,488 : : : : Changes from: January 17, 2012 : : 1,216 2,142 -1,405 533 -10 718 -2,083 642 -1,091 -39 94 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 50.9 9.7 8.3 1.4 16.3 20.7 8.2 2.1 1.4 3.2 : : : : Number of Traders in Each Category Total Traders: 172 : : 37 33 14 8 8 24 45 23 15 17 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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 636,763 : : Positions : : 164,652 313,197 150,713 79,133 35,147 116,757 27,836 53,741 22,170 36,237 17,310 : : : : Changes from: January 17, 2012 : : -6,003 29,012 1,094 3,920 3,837 9,227 -21,884 3,579 -483 3,768 1,753 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.9 49.2 23.7 12.4 5.5 18.3 4.4 8.4 3.5 5.7 2.7 : : : : Number of Traders in Each Category Total Traders: 227 : : 53 58 17 15 18 38 24 33 21 44 43 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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 116,252 : : Positions : : 31,244 58,587 26,231 6,414 6,092 25,282 16,960 10,336 5,365 4,818 5,250 : : : : Changes from: January 17, 2012 : : 3,688 2,754 348 -150 -1,154 -567 3,619 -15 1,098 -1,563 246 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.9 50.4 22.6 5.5 5.2 21.7 14.6 8.9 4.6 4.1 4.5 : : : : Number of Traders in Each Category Total Traders: 311 : : 83 79 21 10 16 46 52 40 32 38 47 : ----------------------------------------------------------------------------------------------------------------
Updated January 27, 2012