Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 429,748 : : Positions : : 36,196 164,743 163,554 17,033 22,562 85,874 71,872 54,005 24,741 38,111 14,644 : : : : Changes from: May 22, 2012 : : 5,176 7,402 -3,752 -247 -1,594 2,926 -7,199 3,680 -1,546 1,815 4,990 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.4 38.3 38.1 4.0 5.3 20.0 16.7 12.6 5.8 8.9 3.4 : : : : Number of Traders in Each Category Total Traders: 363 : : 53 86 15 10 18 53 61 53 45 77 63 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 138,459 : : Positions : : 31,509 67,911 34,220 1,928 5,008 27,745 13,866 11,317 8,485 8,085 3,079 : : : : Changes from: May 22, 2012 : : -2,691 2,038 649 -53 536 -285 -3,629 433 581 -97 -174 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.8 49.0 24.7 1.4 3.6 20.0 10.0 8.2 6.1 5.8 2.2 : : : : Number of Traders in Each Category Total Traders: 154 : : 38 47 16 . 11 22 23 24 12 21 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 38,430 : : Positions : : 16,829 21,845 4,029 0 350 6,430 3,024 817 2,974 2,016 474 : : : : Changes from: May 22, 2012 : : 339 408 -478 0 -184 -345 -204 -1 -27 343 59 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.8 56.8 10.5 0.0 0.9 16.7 7.9 2.1 7.7 5.2 1.2 : : : : Number of Traders in Each Category Total Traders: 54 : : 23 21 4 0 . . 6 . 6 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 1,173,286 : : Positions : : 251,828 539,942 317,059 23,018 45,605 176,146 105,300 114,899 85,647 49,842 60,155 : : : : Changes from: May 22, 2012 : : 10,106 -29,826 2,731 1,627 2,117 -23,785 20,234 -11,669 -1,871 -5,850 -639 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.5 46.0 27.0 2.0 3.9 15.0 9.0 9.8 7.3 4.2 5.1 : : : : Number of Traders in Each Category Total Traders: 705 : : 183 276 18 10 20 61 73 71 91 102 120 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 10,745 : : Positions : : 3,956 7,589 1,762 0 0 1,201 1,159 64 1,354 34 86 : : : : Changes from: May 22, 2012 : : 428 -2,020 -83 0 0 -1,934 738 0 306 -136 -242 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.8 70.6 16.4 0.0 0.0 11.2 10.8 0.6 12.6 0.3 0.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 11 10 4 0 0 6 6 . 8 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 14,266 : : Positions : : 4,414 5,453 1,987 220 0 1,762 3,350 5 2,180 2,325 1,157 : : : : Changes from: May 22, 2012 : : 349 -1,050 6 127 0 -226 1,061 0 475 -12 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.9 38.2 13.9 1.5 0.0 12.4 23.5 0.0 15.3 16.3 8.1 : : : : Number of Traders in Each Category Total Traders: 75 : : 16 13 7 . 0 6 11 . 18 9 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 270,961 : : Positions : : 34,757 80,170 72,208 5,506 10,253 47,465 45,785 35,948 19,698 33,660 21,702 : : : : Changes from: May 22, 2012 : : 2,029 2,386 2,019 3,994 -1,196 1,860 -3,028 1,980 -127 2,387 -618 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.8 29.6 26.6 2.0 3.8 17.5 16.9 13.3 7.3 12.4 8.0 : : : : Number of Traders in Each Category Total Traders: 298 : : 45 67 14 4 11 49 60 57 30 49 57 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 329,817 : : Positions : : 48,741 145,103 88,801 6,040 6,364 90,546 43,493 29,700 24,492 29,877 15,672 : : : : Changes from: May 22, 2012 : : 1,927 3,372 -600 545 -1,358 -1,302 -5,048 -800 -1,278 1,424 943 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.8 44.0 26.9 1.8 1.9 27.5 13.2 9.0 7.4 9.1 4.8 : : : : Number of Traders in Each Category Total Traders: 386 : : 59 136 16 6 11 65 51 56 49 41 62 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 38,874 : : Positions : : 6,804 7,710 4,369 543 789 12,523 1,429 1,045 2,135 7,628 4,038 : : : : Changes from: May 22, 2012 : : -517 -318 83 9 -30 -852 81 -124 -1,329 -1,772 439 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.5 19.8 11.2 1.4 2.0 32.2 3.7 2.7 5.5 19.6 10.4 : : : : Number of Traders in Each Category Total Traders: 180 : : 22 48 9 . 5 39 10 13 22 28 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 5,112 : : Positions : : 4,359 4,370 0 0 0 0 0 0 147 157 50 : : : : Changes from: May 22, 2012 : : -1 23 0 0 0 0 0 0 -2 7 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 85.5 0.0 0.0 0.0 0.0 0.0 0.0 2.9 3.1 1.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 11 0 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 27,605 : : Positions : : 16,846 13,784 0 823 46 1,375 0 0 4,593 7,404 1,043 : : : : Changes from: May 22, 2012 : : 184 670 0 84 0 488 -147 0 -11 14 95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 49.9 0.0 3.0 0.2 5.0 0.0 0.0 16.6 26.8 3.8 : : : : Number of Traders in Each Category Total Traders: 68 : : 28 21 0 . . . 0 0 8 16 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 10,574 : : Positions : : 9,805 5,217 0 0 0 0 205 0 147 4,836 67 : : : : Changes from: May 22, 2012 : : 487 150 0 0 0 0 0 -1 -276 104 -27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 49.3 0.0 0.0 0.0 0.0 1.9 0.0 1.4 45.7 0.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 12 0 0 0 0 . 0 . 12 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 773,983 : : Positions : : 140,000 455,779 117,487 9,230 37,092 215,629 16,126 71,603 76,533 39,726 53,128 : : : : Changes from: May 22, 2012 : : 4,253 -4,427 -1,218 -187 -1,636 -3,876 4,442 -263 409 668 810 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.1 58.9 15.2 1.2 4.8 27.9 2.1 9.3 9.9 5.1 6.9 : : : : Number of Traders in Each Category Total Traders: 585 : : 133 182 16 7 17 115 22 68 107 99 140 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 396,753 : : Positions : : 117,815 176,721 79,214 1,848 21,762 41,689 68,710 27,679 36,637 22,610 39,931 : : : : Changes from: May 22, 2012 : : 3,265 -14,335 -4,000 14 1,792 -3,706 3,762 360 -3,649 766 4,960 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.7 44.5 20.0 0.5 5.5 10.5 17.3 7.0 9.2 5.7 10.1 : : : : Number of Traders in Each Category Total Traders: 300 : : 54 55 17 . 14 30 52 30 47 35 82 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 249,886 : : Positions : : 67,253 191,242 20,956 2,109 1,687 82,641 2,510 7,363 15,599 9,904 12,942 : : : : Changes from: May 22, 2012 : : 740 -1,588 152 -237 234 -4,858 72 -1,447 1,890 2,781 2,954 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.9 76.5 8.4 0.8 0.7 33.1 1.0 2.9 6.2 4.0 5.2 : : : : Number of Traders in Each Category Total Traders: 221 : : 59 60 12 . 8 65 . 15 34 21 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 191,976 : : Positions : : 32,564 77,121 62,527 8,328 6,762 31,335 41,124 10,417 25,897 23,823 7,572 : : : : Changes from: May 22, 2012 : : 226 -257 -778 -180 -365 658 -2,739 962 1,446 5,084 -699 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.0 40.2 32.6 4.3 3.5 16.3 21.4 5.4 13.5 12.4 3.9 : : : : Number of Traders in Each Category Total Traders: 298 : : 32 46 23 7 15 38 71 34 59 41 36 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 24,531 : : Positions : : 8,175 14,449 2,955 99 212 4,070 5,391 81 6,135 1,033 615 : : : : Changes from: May 22, 2012 : : 1,229 930 -70 0 0 -395 30 1 202 -21 112 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.3 58.9 12.0 0.4 0.9 16.6 22.0 0.3 25.0 4.2 2.5 : : : : Number of Traders in Each Category Total Traders: 95 : : 20 11 6 . . 11 24 . 21 9 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 189,385 : : Positions : : 93,897 90,178 22,491 15,722 6,535 22,526 34,610 21,556 7,834 3,785 5,499 : : : : Changes from: May 22, 2012 : : 5,024 858 -1,309 1,369 1,730 -1,506 -918 -341 589 99 -373 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.6 47.6 11.9 8.3 3.5 11.9 18.3 11.4 4.1 2.0 2.9 : : : : Number of Traders in Each Category Total Traders: 189 : : 36 30 19 4 9 26 58 30 24 16 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 753,540 : : Positions : : 220,384 363,578 173,274 75,046 24,066 147,109 96,996 50,338 50,649 31,352 21,637 : : : : Changes from: May 22, 2012 : : 7,813 4,141 -711 -57 -384 4,591 8,263 4,111 1,434 -2,624 3,181 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.2 48.2 23.0 10.0 3.2 19.5 12.9 6.7 6.7 4.2 2.9 : : : : Number of Traders in Each Category Total Traders: 244 : : 53 57 20 11 18 33 37 31 37 38 44 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 150,688 : : Positions : : 46,291 61,419 29,063 7,213 8,041 22,240 35,487 15,106 15,475 7,263 7,504 : : : : Changes from: May 22, 2012 : : 1,785 -2,988 -309 389 -665 -507 785 1,089 -1,354 917 623 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.7 40.8 19.3 4.8 5.3 14.8 23.5 10.0 10.3 4.8 5.0 : : : : Number of Traders in Each Category Total Traders: 362 : : 98 86 19 13 21 39 76 39 44 44 58 : ----------------------------------------------------------------------------------------------------------------
Updated June 5, 2012