Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 446,757 : : Positions : : 42,489 144,675 178,651 12,172 23,475 70,150 117,095 47,807 21,680 24,932 25,418 : : : : Changes from: February 21, 2012 : : -6,345 4,396 790 -1,701 -3,886 1,754 -6,034 645 -3,361 -2,048 -5,482 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.5 32.4 40.0 2.7 5.3 15.7 26.2 10.7 4.9 5.6 5.7 : : : : Number of Traders in Each Category Total Traders: 378 : : 60 83 17 7 20 55 79 71 56 56 69 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 132,029 : : Positions : : 31,260 66,655 29,644 0 3,686 26,750 16,693 11,450 8,730 5,935 4,084 : : : : Changes from: February 21, 2012 : : -3,700 -5,567 -752 0 -349 -256 989 -3,818 563 927 -260 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.7 50.5 22.5 0.0 2.8 20.3 12.6 8.7 6.6 4.5 3.1 : : : : Number of Traders in Each Category Total Traders: 152 : : 38 49 15 0 9 22 18 15 12 21 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 37,150 : : Positions : : 12,717 24,662 2,596 83 646 8,068 564 1,053 3,987 1,171 1,280 : : : : Changes from: February 21, 2012 : : 1,219 -1,023 33 -214 39 -1,374 285 -359 392 -61 -113 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.2 66.4 7.0 0.2 1.7 21.7 1.5 2.8 10.7 3.2 3.4 : : : : Number of Traders in Each Category Total Traders: 54 : : 22 21 4 . 4 5 . 5 6 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 1,281,619 : : Positions : : 231,233 635,725 292,242 25,098 54,773 287,866 66,247 140,072 74,538 47,053 67,711 : : : : Changes from: February 21, 2012 : : -29,447 17,691 6,550 -705 -8,097 15,797 -14,837 -7,709 -3,177 -8,002 -6,612 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.0 49.6 22.8 2.0 4.3 22.5 5.2 10.9 5.8 3.7 5.3 : : : : Number of Traders in Each Category Total Traders: 679 : : 167 275 18 8 17 96 41 69 98 76 122 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 11,036 : : Positions : : 4,710 7,851 2,224 0 0 1,441 1,476 0 561 68 88 : : : : Changes from: February 21, 2012 : : -24 -473 4 0 0 -380 197 0 -210 -63 14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.7 71.1 20.2 0.0 0.0 13.1 13.4 0.0 5.1 0.6 0.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 11 10 4 0 0 5 7 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 15,650 : : Positions : : 5,178 5,293 2,296 354 0 1,715 3,261 887 1,554 2,632 1,095 : : : : Changes from: February 21, 2012 : : -300 -536 33 16 -7 46 -17 485 -271 178 263 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.1 33.8 14.7 2.3 0.0 11.0 20.8 5.7 9.9 16.8 7.0 : : : : Number of Traders in Each Category Total Traders: 83 : : 14 16 7 . 0 5 15 6 17 11 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 266,858 : : Positions : : 26,133 110,882 66,579 1,584 10,801 60,793 30,262 27,182 21,482 22,623 22,576 : : : : Changes from: February 21, 2012 : : 604 -504 -994 92 1,258 595 2,969 526 1,450 -698 2,357 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.8 41.6 24.9 0.6 4.0 22.8 11.3 10.2 8.0 8.5 8.5 : : : : Number of Traders in Each Category Total Traders: 306 : : 30 70 17 . 9 61 54 59 38 36 63 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 366,012 : : Positions : : 38,284 158,970 95,183 3,704 10,999 118,127 29,223 34,509 17,547 40,518 21,355 : : : : Changes from: February 21, 2012 : : 441 -1,900 -153 -14 186 4,235 1,466 -269 -700 5,086 3,849 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.5 43.4 26.0 1.0 3.0 32.3 8.0 9.4 4.8 11.1 5.8 : : : : Number of Traders in Each Category Total Traders: 446 : : 51 156 18 5 9 103 45 59 41 58 58 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 56,207 : : Positions : : 3,634 10,505 4,774 744 1,452 22,825 1,084 4,264 2,458 7,065 7,891 : : : : Changes from: February 21, 2012 : : 284 657 8 20 0 776 -32 -650 77 60 564 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.5 18.7 8.5 1.3 2.6 40.6 1.9 7.6 4.4 12.6 14.0 : : : : Number of Traders in Each Category Total Traders: 208 : : 14 58 11 4 13 51 9 20 20 34 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 5,720 : : Positions : : 4,386 4,881 0 0 0 0 0 0 476 113 56 : : : : Changes from: February 21, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 85.3 0.0 0.0 0.0 0.0 0.0 0.0 8.3 2.0 1.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 0 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 35,185 : : Positions : : 23,871 15,860 0 1,735 0 848 442 67 4,933 9,856 999 : : : : Changes from: February 21, 2012 : : 1,189 90 0 41 0 -745 341 -13 1,016 124 164 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 45.1 0.0 4.9 0.0 2.4 1.3 0.2 14.0 28.0 2.8 : : : : Number of Traders in Each Category Total Traders: 76 : : 24 23 0 . 0 . . . 8 20 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF 20,000 POUNDS) : CFTC Code #063642 Open Interest is 8,530 : : Positions : : 7,821 2,683 0 0 0 0 54 0 61 4,420 15 : : : : Changes from: February 21, 2012 : : 588 302 0 0 0 0 54 0 -5 224 7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 31.5 0.0 0.0 0.0 0.0 0.6 0.0 0.7 51.8 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 8 0 0 0 0 . 0 . 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 540,310 : : Positions : : 77,685 290,150 130,180 12,557 23,335 133,101 28,268 45,979 42,244 20,520 37,043 : : : : Changes from: February 21, 2012 : : -14,883 11,484 3,370 68 -3,682 15,384 -1,447 -7,699 -123 -2,820 2,497 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.4 53.7 24.1 2.3 4.3 24.6 5.2 8.5 7.8 3.8 6.9 : : : : Number of Traders in Each Category Total Traders: 504 : : 87 150 18 6 17 97 32 66 91 65 110 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 307,258 : : Positions : : 44,581 176,365 95,053 2,353 9,001 64,087 35,509 15,610 16,213 16,373 25,829 : : : : Changes from: February 21, 2012 : : -12,986 2,527 662 23 -2,141 5,373 -5,777 -747 -362 1,685 1,544 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.5 57.4 30.9 0.8 2.9 20.9 11.6 5.1 5.3 5.3 8.4 : : : : Number of Traders in Each Category Total Traders: 264 : : 45 53 17 . 13 53 26 31 35 29 56 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 189,803 : : Positions : : 51,528 112,131 20,079 3,794 1,365 43,969 16,396 10,439 8,143 4,257 16,822 : : : : Changes from: February 21, 2012 : : -12,191 10,313 2,263 807 -1,084 9,096 -5,842 1,202 530 -2,184 2,258 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.1 59.1 10.6 2.0 0.7 23.2 8.6 5.5 4.3 2.2 8.9 : : : : Number of Traders in Each Category Total Traders: 193 : : 46 57 11 . 7 37 21 16 21 12 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 171,632 : : Positions : : 29,806 82,901 55,047 9,034 6,216 26,617 35,460 12,168 21,938 7,405 3,510 : : : : Changes from: February 21, 2012 : : -2,263 -10,406 -438 1,036 113 34 7,013 -654 689 1,233 205 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.4 48.3 32.1 5.3 3.6 15.5 20.7 7.1 12.8 4.3 2.0 : : : : Number of Traders in Each Category Total Traders: 245 : : 23 41 22 8 13 33 62 32 39 32 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 21,720 : : Positions : : 3,120 17,817 2,818 557 117 8,857 163 82 2,961 1,683 162 : : : : Changes from: February 21, 2012 : : 64 175 79 -75 0 -570 -20 -22 678 305 95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.4 82.0 13.0 2.6 0.5 40.8 0.8 0.4 13.6 7.7 0.7 : : : : Number of Traders in Each Category Total Traders: 86 : : 14 16 7 . . 35 . . . 15 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 160,743 : : Positions : : 78,424 82,044 21,821 13,707 4,137 26,935 31,172 12,415 2,695 2,845 4,621 : : : : Changes from: February 21, 2012 : : -2,699 2,779 527 -103 -803 710 -2,489 -385 441 -649 -436 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 51.0 13.6 8.5 2.6 16.8 19.4 7.7 1.7 1.8 2.9 : : : : Number of Traders in Each Category Total Traders: 160 : : 32 31 14 6 8 28 40 24 16 15 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 723,747 : : Positions : : 165,137 434,990 169,638 67,078 34,911 170,921 30,067 54,451 27,249 36,006 14,570 : : : : Changes from: February 21, 2012 : : -12,281 50,071 -246 1,089 -592 39,849 -4,930 -7,122 2,039 1,934 170 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.8 60.1 23.4 9.3 4.8 23.6 4.2 7.5 3.8 5.0 2.0 : : : : Number of Traders in Each Category Total Traders: 228 : : 48 60 18 13 23 53 18 27 20 42 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 133,823 : : Positions : : 36,001 59,211 28,035 5,814 6,886 26,803 30,445 13,114 9,863 4,631 5,074 : : : : Changes from: February 21, 2012 : : -1,399 -111 462 -612 226 406 2,011 542 2,244 409 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.9 44.2 20.9 4.3 5.1 20.0 22.8 9.8 7.4 3.5 3.8 : : : : Number of Traders in Each Category Total Traders: 343 : : 81 87 21 10 17 48 66 38 47 37 38 : ----------------------------------------------------------------------------------------------------------------
Updated March 2, 2012