Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 438,188 : : Positions : : 31,926 151,188 178,194 12,067 20,882 70,048 96,607 49,929 22,879 26,864 27,249 : : : : Changes from: February 28, 2012 : : -10,563 6,513 -457 -105 -2,593 -102 -20,488 2,122 1,199 1,932 1,831 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.3 34.5 40.7 2.8 4.8 16.0 22.0 11.4 5.2 6.1 6.2 : : : : Number of Traders in Each Category Total Traders: 378 : : 52 82 17 7 19 52 79 70 58 57 70 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 127,609 : : Positions : : 28,779 65,799 29,559 0 3,904 25,871 13,032 11,490 9,184 6,287 3,341 : : : : Changes from: February 28, 2012 : : -2,481 -856 -85 0 218 -879 -3,661 40 454 352 -743 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.6 51.6 23.2 0.0 3.1 20.3 10.2 9.0 7.2 4.9 2.6 : : : : Number of Traders in Each Category Total Traders: 153 : : 33 51 15 0 9 23 18 16 13 20 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 36,436 : : Positions : : 12,009 25,059 2,752 118 691 8,864 434 404 3,842 791 1,137 : : : : Changes from: February 28, 2012 : : -708 397 156 35 45 796 -130 -649 -145 -380 -143 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.0 68.8 7.6 0.3 1.9 24.3 1.2 1.1 10.5 2.2 3.1 : : : : Number of Traders in Each Category Total Traders: 54 : : 20 21 4 . 4 7 . 5 6 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 1,289,545 : : Positions : : 215,891 655,747 295,744 24,975 55,774 297,822 42,018 159,659 76,936 49,848 61,584 : : : : Changes from: February 28, 2012 : : -15,342 20,022 3,502 -123 1,001 9,956 -24,229 19,587 2,398 2,795 -6,127 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.7 50.9 22.9 1.9 4.3 23.1 3.3 12.4 6.0 3.9 4.8 : : : : Number of Traders in Each Category Total Traders: 684 : : 163 285 18 8 16 105 35 77 99 88 111 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 10,860 : : Positions : : 4,445 7,046 2,237 0 0 1,207 1,521 0 592 64 145 : : : : Changes from: February 28, 2012 : : -265 -805 13 0 0 -234 45 0 31 -4 57 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.9 64.9 20.6 0.0 0.0 11.1 14.0 0.0 5.5 0.6 1.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 12 10 4 0 0 5 6 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 14,698 : : Positions : : 4,903 5,255 2,351 354 0 1,705 4,242 0 2,055 1,935 756 : : : : Changes from: February 28, 2012 : : -275 -38 55 0 0 -10 981 -887 501 -697 -339 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.4 35.8 16.0 2.4 0.0 11.6 28.9 0.0 14.0 13.2 5.1 : : : : Number of Traders in Each Category Total Traders: 82 : : 13 17 7 . 0 5 17 0 19 8 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 268,570 : : Positions : : 30,024 109,296 68,565 1,714 12,183 59,009 33,876 28,383 17,934 20,234 21,323 : : : : Changes from: February 28, 2012 : : 3,891 -1,586 1,986 130 1,382 -1,784 3,614 1,201 -3,548 -2,389 -1,253 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.2 40.7 25.5 0.6 4.5 22.0 12.6 10.6 6.7 7.5 7.9 : : : : Number of Traders in Each Category Total Traders: 302 : : 36 71 18 . 12 62 53 57 36 30 62 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 364,976 : : Positions : : 39,855 158,880 95,640 4,369 12,816 111,334 27,329 34,810 19,529 38,232 22,369 : : : : Changes from: February 28, 2012 : : 1,571 -90 457 665 1,817 -6,793 -1,894 301 1,982 -2,286 1,014 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.9 43.5 26.2 1.2 3.5 30.5 7.5 9.5 5.4 10.5 6.1 : : : : Number of Traders in Each Category Total Traders: 430 : : 54 151 18 5 11 96 41 62 50 52 59 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 55,124 : : Positions : : 3,663 10,244 5,642 870 1,472 22,489 1,269 2,838 2,801 6,624 7,195 : : : : Changes from: February 28, 2012 : : 29 -261 868 126 20 -336 185 -1,426 343 -441 -696 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.6 18.6 10.2 1.6 2.7 40.8 2.3 5.1 5.1 12.0 13.1 : : : : Number of Traders in Each Category Total Traders: 199 : : 15 55 12 . 11 45 10 17 25 27 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 5,368 : : Positions : : 4,202 4,578 0 0 0 0 0 0 390 100 53 : : : : Changes from: February 28, 2012 : : -184 -303 0 0 0 0 0 0 -86 -13 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 85.3 0.0 0.0 0.0 0.0 0.0 0.0 7.3 1.9 1.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 0 0 0 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 30,745 : : Positions : : 20,201 12,989 0 1,369 0 464 432 0 4,798 9,678 873 : : : : Changes from: February 28, 2012 : : -3,670 -2,871 0 -366 0 -384 -10 -67 -135 -178 -126 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 42.2 0.0 4.5 0.0 1.5 1.4 0.0 15.6 31.5 2.8 : : : : Number of Traders in Each Category Total Traders: 73 : : 23 21 0 . 0 . . 0 9 20 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 8,262 : : Positions : : 7,412 2,628 0 0 0 0 153 0 166 4,110 21 : : : : Changes from: February 28, 2012 : : -409 -55 0 0 0 0 99 0 105 -310 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 31.8 0.0 0.0 0.0 0.0 1.9 0.0 2.0 49.7 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 8 0 0 0 0 . 0 . 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 568,715 : : Positions : : 76,252 322,842 130,820 11,127 25,749 158,567 18,554 47,669 45,019 24,523 32,782 : : : : Changes from: February 28, 2012 : : -1,433 32,692 640 -1,430 2,414 25,466 -9,714 1,690 2,775 4,003 -4,261 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.4 56.8 23.0 2.0 4.5 27.9 3.3 8.4 7.9 4.3 5.8 : : : : Number of Traders in Each Category Total Traders: 511 : : 92 157 17 6 16 102 25 64 90 81 98 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 16,066 : : Positions : : 151 2,473 0 0 0 0 0 0 12,629 210 605 : : : : Changes from: February 28, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.9 15.4 0.0 0.0 0.0 0.0 0.0 0.0 78.6 1.3 3.8 : : : : Number of Traders in Each Category Total Traders: 21 : : . 6 0 0 0 0 0 0 14 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 313,490 : : Positions : : 56,732 175,681 97,603 2,237 14,566 57,543 43,788 13,557 18,362 17,446 20,129 : : : : Changes from: February 28, 2012 : : 12,151 -684 2,550 -116 5,565 -6,544 8,279 -2,053 2,149 1,073 -5,700 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.1 56.0 31.1 0.7 4.6 18.4 14.0 4.3 5.9 5.6 6.4 : : : : Number of Traders in Each Category Total Traders: 251 : : 46 54 17 . 13 49 31 28 36 35 39 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 206,515 : : Positions : : 53,905 138,817 21,133 5,955 2,086 59,832 10,014 9,943 9,465 6,396 11,904 : : : : Changes from: February 28, 2012 : : 2,377 26,686 1,054 2,161 721 15,863 -6,382 -496 1,322 2,139 -4,918 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.1 67.2 10.2 2.9 1.0 29.0 4.8 4.8 4.6 3.1 5.8 : : : : Number of Traders in Each Category Total Traders: 196 : : 46 58 10 5 8 42 18 14 23 18 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 176,384 : : Positions : : 29,516 85,155 55,652 9,564 6,909 29,264 35,043 12,040 22,946 8,800 3,592 : : : : Changes from: February 28, 2012 : : -290 2,254 605 530 693 2,647 -417 -128 1,008 1,395 82 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.7 48.3 31.6 5.4 3.9 16.6 19.9 6.8 13.0 5.0 2.0 : : : : Number of Traders in Each Category Total Traders: 257 : : 27 43 22 8 15 37 61 34 44 34 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 22,848 : : Positions : : 3,185 18,876 2,939 657 118 9,655 121 88 3,168 1,658 254 : : : : Changes from: February 28, 2012 : : 65 1,059 121 100 1 798 -42 6 207 -25 92 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.9 82.6 12.9 2.9 0.5 42.3 0.5 0.4 13.9 7.3 1.1 : : : : Number of Traders in Each Category Total Traders: 93 : : 14 15 7 . . 36 . . 7 16 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 169,390 : : Positions : : 81,648 82,783 22,688 14,763 6,321 27,426 33,066 14,152 2,988 3,349 4,488 : : : : Changes from: February 28, 2012 : : 3,224 739 867 1,056 2,184 491 1,894 1,737 293 504 -133 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.2 48.9 13.4 8.7 3.7 16.2 19.5 8.4 1.8 2.0 2.6 : : : : Number of Traders in Each Category Total Traders: 165 : : 35 32 16 6 9 28 43 28 16 14 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 720,785 : : Positions : : 154,964 419,371 173,934 69,695 36,029 164,131 29,384 62,071 28,587 34,713 15,149 : : : : Changes from: February 28, 2012 : : -10,173 -15,619 4,296 2,617 1,118 -6,790 -683 7,620 1,338 -1,293 579 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.5 58.2 24.1 9.7 5.0 22.8 4.1 8.6 4.0 4.8 2.1 : : : : Number of Traders in Each Category Total Traders: 226 : : 49 60 19 12 21 52 18 33 20 38 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 139,102 : : Positions : : 38,409 59,970 27,671 6,084 7,228 26,652 31,422 14,285 11,022 4,797 5,992 : : : : Changes from: February 28, 2012 : : 2,408 759 -364 270 342 -151 977 1,171 1,159 166 918 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.6 43.1 19.9 4.4 5.2 19.2 22.6 10.3 7.9 3.4 4.3 : : : : Number of Traders in Each Category Total Traders: 353 : : 88 86 19 12 17 48 70 41 50 37 47 : ----------------------------------------------------------------------------------------------------------------
Updated March 9, 2012