Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 447,102 : : Positions : : 35,718 147,136 175,179 12,824 25,383 70,525 102,755 54,536 22,011 28,169 24,547 : : : : Changes from: March 13, 2012 : : 3,620 7,597 -343 -476 2,029 2,535 -4,181 1,853 -3,655 284 -231 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.0 32.9 39.2 2.9 5.7 15.8 23.0 12.2 4.9 6.3 5.5 : : : : Number of Traders in Each Category Total Traders: 380 : : 57 83 17 7 19 54 78 67 55 60 72 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 132,771 : : Positions : : 28,713 63,403 27,345 0 2,772 26,736 16,054 12,858 8,709 6,948 3,330 : : : : Changes from: March 13, 2012 : : 1,347 1,605 -3,685 0 -1,652 -47 -1,342 1,400 689 1 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.6 47.8 20.6 0.0 2.1 20.1 12.1 9.7 6.6 5.2 2.5 : : : : Number of Traders in Each Category Total Traders: 155 : : 37 49 14 0 9 24 20 20 12 22 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 37,385 : : Positions : : 11,348 24,886 4,278 108 831 8,632 1,036 644 3,700 988 1,014 : : : : Changes from: March 13, 2012 : : 467 358 447 -9 32 -20 446 106 -48 -222 -82 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.4 66.6 11.4 0.3 2.2 23.1 2.8 1.7 9.9 2.6 2.7 : : : : Number of Traders in Each Category Total Traders: 53 : : 19 17 5 . 5 7 . 5 6 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 1,324,553 : : Positions : : 205,722 688,328 305,301 24,181 58,288 306,534 32,168 164,365 84,720 47,374 64,262 : : : : Changes from: March 13, 2012 : : -9,686 20,263 2,438 -1,571 1,016 7,007 -15,067 1,148 2,235 24 -3,097 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.5 52.0 23.0 1.8 4.4 23.1 2.4 12.4 6.4 3.6 4.9 : : : : Number of Traders in Each Category Total Traders: 708 : : 157 304 19 8 15 108 34 78 104 90 113 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 10,477 : : Positions : : 4,337 7,675 2,193 0 0 1,337 784 0 492 204 136 : : : : Changes from: March 13, 2012 : : -435 1,283 -51 0 0 129 -1,838 0 -252 72 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.4 73.3 20.9 0.0 0.0 12.8 7.5 0.0 4.7 1.9 1.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 12 12 4 0 0 5 7 0 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 14,603 : : Positions : : 4,632 5,362 2,331 343 0 1,798 4,164 0 2,366 2,135 614 : : : : Changes from: March 13, 2012 : : -246 129 -28 -11 0 -52 -122 0 246 92 -108 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.7 36.7 16.0 2.3 0.0 12.3 28.5 0.0 16.2 14.6 4.2 : : : : Number of Traders in Each Category Total Traders: 81 : : 14 18 7 . 0 6 15 0 17 10 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 259,062 : : Positions : : 33,866 97,131 70,870 1,512 12,611 52,251 33,958 23,665 11,248 26,457 25,257 : : : : Changes from: March 13, 2012 : : 637 -7,092 599 -230 1,262 -3,807 2,493 582 998 4,005 3,116 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.1 37.5 27.4 0.6 4.9 20.2 13.1 9.1 4.3 10.2 9.7 : : : : Number of Traders in Each Category Total Traders: 295 : : 36 64 16 . 12 52 61 58 34 36 58 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 350,752 : : Positions : : 46,798 149,266 92,253 4,769 7,818 102,795 29,877 35,724 19,605 39,917 19,072 : : : : Changes from: March 13, 2012 : : 2,003 -2,338 -1,973 212 1,236 -1,632 2,321 -2,253 280 -329 2,103 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.3 42.6 26.3 1.4 2.2 29.3 8.5 10.2 5.6 11.4 5.4 : : : : Number of Traders in Each Category Total Traders: 396 : : 54 131 16 4 9 84 41 65 55 46 61 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 50,777 : : Positions : : 3,518 9,650 5,715 883 1,277 17,629 1,096 2,786 2,997 5,563 6,272 : : : : Changes from: March 13, 2012 : : 156 -362 -327 -4 -113 -2,493 -20 -9 293 -966 -542 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.9 19.0 11.3 1.7 2.5 34.7 2.2 5.5 5.9 11.0 12.4 : : : : Number of Traders in Each Category Total Traders: 182 : : 21 50 12 . 9 39 8 14 21 28 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 5,864 : : Positions : : 4,691 4,966 0 0 0 0 0 0 407 111 73 : : : : Changes from: March 13, 2012 : : 246 178 0 0 0 0 0 0 14 7 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 84.7 0.0 0.0 0.0 0.0 0.0 0.0 6.9 1.9 1.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 10 0 0 0 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 32,059 : : Positions : : 21,127 14,146 0 1,442 0 632 176 0 4,912 9,051 955 : : : : Changes from: March 13, 2012 : : 462 574 0 45 0 138 -233 0 286 -86 102 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 44.1 0.0 4.5 0.0 2.0 0.5 0.0 15.3 28.2 3.0 : : : : Number of Traders in Each Category Total Traders: 70 : : 24 21 0 . 0 . . 0 9 18 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 8,938 : : Positions : : 7,901 2,774 0 0 0 0 227 0 192 4,473 38 : : : : Changes from: March 13, 2012 : : 215 87 0 0 0 0 60 0 23 207 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 31.0 0.0 0.0 0.0 0.0 2.5 0.0 2.1 50.0 0.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 9 0 0 0 0 . 0 . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 640,011 : : Positions : : 91,877 378,240 133,088 13,727 23,086 193,385 13,492 53,292 47,945 27,827 38,743 : : : : Changes from: March 13, 2012 : : 4,232 30,993 2,114 707 -551 19,334 -2,500 4,131 5,525 104 -1,655 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.4 59.1 20.8 2.1 3.6 30.2 2.1 8.3 7.5 4.3 6.1 : : : : Number of Traders in Each Category Total Traders: 537 : : 116 166 18 7 15 115 18 62 106 75 109 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 17,330 : : Positions : : 105 3,026 0 0 0 0 0 0 13,746 424 420 : : : : Changes from: March 13, 2012 : : -46 553 0 0 0 0 0 0 1,117 214 -185 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.6 17.5 0.0 0.0 0.0 0.0 0.0 0.0 79.3 2.4 2.4 : : : : Number of Traders in Each Category Total Traders: 22 : : . 7 0 0 0 0 0 0 13 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 346,344 : : Positions : : 60,010 199,404 95,465 2,303 16,903 68,853 42,911 18,420 27,256 19,509 21,041 : : : : Changes from: March 13, 2012 : : 3,483 8,607 -3,537 -20 986 4,018 -5,073 1,061 135 1,339 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.3 57.6 27.6 0.7 4.9 19.9 12.4 5.3 7.9 5.6 6.1 : : : : Number of Traders in Each Category Total Traders: 266 : : 44 54 16 . 10 60 26 29 43 31 43 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 237,159 : : Positions : : 55,554 169,615 21,823 4,110 4,360 78,425 7,660 14,872 10,995 7,058 11,060 : : : : Changes from: March 13, 2012 : : 1,386 14,008 1,954 -1,522 1,037 7,305 -2,736 3,278 429 380 419 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.4 71.5 9.2 1.7 1.8 33.1 3.2 6.3 4.6 3.0 4.7 : : : : Number of Traders in Each Category Total Traders: 214 : : 47 59 11 5 9 55 13 19 26 17 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 188,724 : : Positions : : 30,589 82,434 55,581 9,681 8,781 31,357 40,676 15,315 23,191 10,564 4,544 : : : : Changes from: March 13, 2012 : : 226 -374 60 -149 1,860 -1,171 372 2,603 1,435 895 238 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.2 43.7 29.5 5.1 4.7 16.6 21.6 8.1 12.3 5.6 2.4 : : : : Number of Traders in Each Category Total Traders: 267 : : 28 43 21 9 18 36 65 37 45 34 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 22,411 : : Positions : : 3,196 18,691 2,921 613 117 9,492 92 107 3,214 1,366 180 : : : : Changes from: March 13, 2012 : : 66 -204 2 0 0 -313 -68 14 41 -64 -72 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.3 83.4 13.0 2.7 0.5 42.4 0.4 0.5 14.3 6.1 0.8 : : : : Number of Traders in Each Category Total Traders: 88 : : 15 13 7 . . 34 . . 9 12 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 168,406 : : Positions : : 81,363 81,801 21,302 14,544 4,696 25,793 31,922 16,965 3,559 3,124 4,834 : : : : Changes from: March 13, 2012 : : 812 -3,852 -1,365 -580 -92 -843 627 -4 -11 383 -816 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.3 48.6 12.6 8.6 2.8 15.3 19.0 10.1 2.1 1.9 2.9 : : : : Number of Traders in Each Category Total Traders: 170 : : 34 35 18 6 10 26 47 26 16 14 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 738,649 : : Positions : : 163,312 423,958 173,817 71,171 40,164 161,961 28,183 62,371 28,901 37,035 15,252 : : : : Changes from: March 13, 2012 : : -2,619 20,651 -3,328 4,450 3,625 24,066 661 -2,532 1,362 4,152 147 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.1 57.4 23.5 9.6 5.4 21.9 3.8 8.4 3.9 5.0 2.1 : : : : Number of Traders in Each Category Total Traders: 227 : : 47 60 18 12 21 53 21 33 20 38 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 20, 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 155,555 : : Positions : : 46,223 66,617 28,863 5,449 7,148 25,757 37,463 17,572 14,261 4,012 7,636 : : : : Changes from: March 13, 2012 : : 2,815 3,434 1,294 -297 -207 650 3,394 1,399 2,020 -398 294 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.7 42.8 18.6 3.5 4.6 16.6 24.1 11.3 9.2 2.6 4.9 : : : : Number of Traders in Each Category Total Traders: 357 : : 90 86 20 10 17 49 67 43 58 32 55 : ----------------------------------------------------------------------------------------------------------------
Updated March 23, 2012