Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 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 448,665 : : Positions : : 32,329 146,332 178,581 11,422 25,842 72,367 101,985 57,804 20,518 29,014 25,248 : : : : Changes from: March 20, 2012 : : -3,389 -804 3,402 -1,402 459 1,842 -770 3,268 -1,493 845 701 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.2 32.6 39.8 2.5 5.8 16.1 22.7 12.9 4.6 6.5 5.6 : : : : Number of Traders in Each Category Total Traders: 383 : : 52 80 17 7 19 56 81 70 49 64 81 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 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 134,423 : : Positions : : 30,259 65,012 31,322 0 4,425 27,114 16,210 12,642 8,583 6,792 3,128 : : : : Changes from: March 20, 2012 : : 1,546 1,609 3,977 0 1,653 378 156 -216 -126 -156 -202 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.5 48.4 23.3 0.0 3.3 20.2 12.1 9.4 6.4 5.1 2.3 : : : : Number of Traders in Each Category Total Traders: 155 : : 40 47 15 0 10 24 19 22 13 21 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 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 38,123 : : Positions : : 11,940 25,321 4,380 108 828 9,193 858 746 3,630 678 981 : : : : Changes from: March 20, 2012 : : 592 435 102 0 -3 561 -178 102 -70 -310 -33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.3 66.4 11.5 0.3 2.2 24.1 2.3 2.0 9.5 1.8 2.6 : : : : Number of Traders in Each Category Total Traders: 52 : : 20 16 5 . 4 8 . 4 6 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 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 1,309,002 : : Positions : : 213,680 651,740 306,271 21,713 59,421 285,268 45,066 165,831 79,633 50,702 68,692 : : : : Changes from: March 20, 2012 : : 7,958 -36,588 970 -2,468 1,133 -21,266 12,898 1,466 -5,087 3,328 4,430 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.3 49.8 23.4 1.7 4.5 21.8 3.4 12.7 6.1 3.9 5.2 : : : : Number of Traders in Each Category Total Traders: 694 : : 166 301 19 8 15 90 40 75 98 89 117 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 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 10,648 : : Positions : : 3,786 7,906 1,988 0 60 1,961 647 0 601 320 208 : : : : Changes from: March 20, 2012 : : -551 231 -205 0 60 624 -137 0 109 116 72 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.6 74.2 18.7 0.0 0.6 18.4 6.1 0.0 5.6 3.0 2.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 11 11 4 0 . 7 5 0 4 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 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 15,839 : : Positions : : 4,779 6,593 2,292 343 0 2,130 3,683 0 2,151 1,969 1,194 : : : : Changes from: March 20, 2012 : : 147 1,231 -39 0 0 332 -481 0 -215 -166 580 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.2 41.6 14.5 2.2 0.0 13.4 23.3 0.0 13.6 12.4 7.5 : : : : Number of Traders in Each Category Total Traders: 84 : : 15 19 7 . 0 8 13 0 18 8 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 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 265,875 : : Positions : : 36,159 95,085 71,676 1,528 11,773 51,974 39,578 23,370 16,234 31,706 24,480 : : : : Changes from: March 20, 2012 : : 2,293 -2,046 806 16 -838 -277 5,620 -295 4,986 5,249 -777 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.6 35.8 27.0 0.6 4.4 19.5 14.9 8.8 6.1 11.9 9.2 : : : : Number of Traders in Each Category Total Traders: 302 : : 36 61 16 . 11 55 65 58 37 37 64 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 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 354,737 : : Positions : : 49,295 146,575 92,583 5,529 7,925 107,395 35,528 33,103 16,464 42,246 20,310 : : : : Changes from: March 20, 2012 : : 2,497 -2,691 330 760 107 4,600 5,651 -2,621 -3,141 2,329 1,238 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.9 41.3 26.1 1.6 2.2 30.3 10.0 9.3 4.6 11.9 5.7 : : : : Number of Traders in Each Category Total Traders: 406 : : 59 136 16 5 8 82 47 66 47 51 59 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 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 49,535 : : Positions : : 3,342 9,352 5,103 884 1,080 18,289 1,330 2,440 1,849 4,985 7,384 : : : : Changes from: March 20, 2012 : : -176 -298 -612 1 -197 660 234 -346 -1,148 -578 1,112 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.7 18.9 10.3 1.8 2.2 36.9 2.7 4.9 3.7 10.1 14.9 : : : : Number of Traders in Each Category Total Traders: 181 : : 22 51 12 . 9 37 9 15 18 30 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 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 6,041 : : Positions : : 4,822 5,091 0 0 0 0 0 0 460 124 77 : : : : Changes from: March 20, 2012 : : 131 125 0 0 0 0 0 0 53 13 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 84.3 0.0 0.0 0.0 0.0 0.0 0.0 7.6 2.1 1.3 : : : : 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 27, 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 32,426 : : Positions : : 21,297 15,272 0 1,298 0 736 0 0 5,394 9,173 1,005 : : : : Changes from: March 20, 2012 : : 170 1,126 0 -144 0 104 -176 0 482 122 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 47.1 0.0 4.0 0.0 2.3 0.0 0.0 16.6 28.3 3.1 : : : : Number of Traders in Each Category Total Traders: 73 : : 24 22 0 . 0 . 0 0 10 19 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 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 9,490 : : Positions : : 8,479 2,779 0 0 0 0 239 0 183 4,870 47 : : : : Changes from: March 20, 2012 : : 578 5 0 0 0 0 12 0 -9 397 9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 29.3 0.0 0.0 0.0 0.0 2.5 0.0 1.9 51.3 0.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 9 0 0 0 0 . 0 . 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 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 684,581 : : Positions : : 110,607 409,985 132,897 15,259 24,222 199,944 9,122 61,285 50,673 29,068 45,430 : : : : Changes from: March 20, 2012 : : 18,730 31,745 -191 1,532 1,136 6,559 -4,370 7,993 2,728 1,241 6,687 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.2 59.9 19.4 2.2 3.5 29.2 1.3 9.0 7.4 4.2 6.6 : : : : Number of Traders in Each Category Total Traders: 557 : : 125 171 17 7 16 118 17 65 101 84 124 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 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 17,878 : : Positions : : 84 3,168 0 0 0 0 0 0 13,964 415 362 : : : : Changes from: March 20, 2012 : : -21 142 0 0 0 0 0 0 218 -9 -58 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.5 17.7 0.0 0.0 0.0 0.0 0.0 0.0 78.1 2.3 2.0 : : : : Number of Traders in Each Category Total Traders: 22 : : . 7 0 0 0 0 0 0 13 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 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 365,795 : : Positions : : 68,000 213,572 98,180 1,994 17,446 67,969 46,186 19,611 31,761 17,358 23,962 : : : : Changes from: March 20, 2012 : : 7,990 14,168 2,715 -309 543 -884 3,275 1,191 4,505 -2,151 2,921 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.6 58.4 26.8 0.5 4.8 18.6 12.6 5.4 8.7 4.7 6.6 : : : : Number of Traders in Each Category Total Traders: 272 : : 47 56 16 . 10 60 29 33 47 34 47 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 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 241,213 : : Positions : : 53,849 173,214 23,818 4,512 3,300 82,217 7,831 14,149 11,340 7,802 10,922 : : : : Changes from: March 20, 2012 : : -1,705 3,599 1,995 402 -1,060 3,792 171 -723 345 744 -138 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.3 71.8 9.9 1.9 1.4 34.1 3.2 5.9 4.7 3.2 4.5 : : : : Number of Traders in Each Category Total Traders: 217 : : 47 56 11 5 9 56 14 18 29 18 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 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 189,215 : : Positions : : 26,540 86,279 55,061 9,511 8,731 32,231 36,128 16,323 24,048 10,770 6,149 : : : : Changes from: March 20, 2012 : : -4,049 3,845 -520 -170 -50 874 -4,548 1,008 857 206 1,605 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.0 45.6 29.1 5.0 4.6 17.0 19.1 8.6 12.7 5.7 3.2 : : : : Number of Traders in Each Category Total Traders: 261 : : 28 43 20 9 16 43 55 41 43 35 37 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 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 20,768 : : Positions : : 3,376 16,858 2,918 492 117 7,611 527 69 3,201 1,209 328 : : : : Changes from: March 20, 2012 : : 180 -1,833 -3 -121 0 -1,881 435 -38 -13 -157 148 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.3 81.2 14.1 2.4 0.6 36.6 2.5 0.3 15.4 5.8 1.6 : : : : Number of Traders in Each Category Total Traders: 85 : : 15 12 7 . . 30 4 . 11 10 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 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 171,898 : : Positions : : 78,382 81,617 20,847 15,097 5,515 26,262 31,068 18,522 4,849 3,217 6,142 : : : : Changes from: March 20, 2012 : : -2,981 -184 -455 553 819 469 -854 1,557 1,290 93 1,308 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.6 47.5 12.1 8.8 3.2 15.3 18.1 10.8 2.8 1.9 3.6 : : : : Number of Traders in Each Category Total Traders: 177 : : 34 33 18 5 9 27 47 28 21 14 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 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 746,727 : : Positions : : 167,697 436,826 172,995 73,194 38,648 172,705 29,986 56,899 27,123 34,533 15,813 : : : : Changes from: March 20, 2012 : : 4,385 12,868 -822 2,023 -1,516 10,744 1,803 -5,472 -1,778 -2,502 561 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.5 58.5 23.2 9.8 5.2 23.1 4.0 7.6 3.6 4.6 2.1 : : : : Number of Traders in Each Category Total Traders: 225 : : 48 59 20 10 21 55 19 35 18 36 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 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 154,900 : : Positions : : 47,232 68,728 29,138 5,326 7,132 26,174 36,855 16,576 13,867 4,136 7,273 : : : : Changes from: March 20, 2012 : : 1,009 2,111 275 -123 -16 417 -608 -996 -394 124 -363 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.5 44.4 18.8 3.4 4.6 16.9 23.8 10.7 9.0 2.7 4.7 : : : : Number of Traders in Each Category Total Traders: 366 : : 90 96 19 11 15 46 65 45 59 34 54 : ----------------------------------------------------------------------------------------------------------------
Updated March 30, 2012