Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 412,616 : : Positions : : 33,610 170,312 148,703 12,079 26,348 100,839 68,361 40,744 21,852 34,215 10,467 : : : : Changes from: June 19, 2012 : : -9,605 22,352 -8,730 -33 -1,080 11,007 -33,674 -702 -5,491 2,194 -7,248 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.1 41.3 36.0 2.9 6.4 24.4 16.6 9.9 5.3 8.3 2.5 : : : : Number of Traders in Each Category Total Traders: 352 : : 48 88 19 6 23 57 49 48 49 70 55 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 146,047 : : Positions : : 31,870 86,397 34,539 1,951 4,880 36,559 9,274 7,648 9,301 7,495 3,868 : : : : Changes from: June 19, 2012 : : -3,536 11,005 -222 11 449 2,512 -7,100 -2,440 1,212 -1,694 -714 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.8 59.2 23.6 1.3 3.3 25.0 6.4 5.2 6.4 5.1 2.6 : : : : Number of Traders in Each Category Total Traders: 161 : : 42 56 15 . 11 27 20 22 14 13 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 31,620 : : Positions : : 14,859 20,051 3,837 0 103 3,102 1,429 0 3,097 490 40 : : : : Changes from: June 19, 2012 : : -1,648 508 -153 -36 -121 717 -1,308 0 -115 -423 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.0 63.4 12.1 0.0 0.3 9.8 4.5 0.0 9.8 1.5 0.1 : : : : Number of Traders in Each Category Total Traders: 46 : : 26 21 . 0 . 5 4 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 1,057,772 : : Positions : : 206,830 523,543 291,106 24,673 30,539 191,115 86,900 86,981 79,081 55,815 37,237 : : : : Changes from: June 19, 2012 : : -3,311 21,449 -15,603 3,573 -419 5,719 -35,225 -26,804 -10,466 8,361 -13,015 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.6 49.5 27.5 2.3 2.9 18.1 8.2 8.2 7.5 5.3 3.5 : : : : Number of Traders in Each Category Total Traders: 659 : : 198 270 18 11 22 74 55 71 85 90 110 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 9,462 : : Positions : : 3,578 6,488 1,788 0 0 1,303 1,361 0 911 32 15 : : : : Changes from: June 19, 2012 : : -1,415 -274 -28 0 0 208 -1,107 -64 -584 -166 -103 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.8 68.6 18.9 0.0 0.0 13.8 14.4 0.0 9.6 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 9 11 4 0 0 5 8 0 8 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 14,908 : : Positions : : 6,324 5,591 1,713 290 8 1,618 3,794 74 1,488 2,134 1,045 : : : : Changes from: June 19, 2012 : : 22 462 -14 -57 0 24 -608 0 -641 -28 -634 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.4 37.5 11.5 1.9 0.1 10.9 25.4 0.5 10.0 14.3 7.0 : : : : Number of Traders in Each Category Total Traders: 77 : : 20 13 6 . . 6 11 . 15 10 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 252,332 : : Positions : : 20,807 99,751 73,817 1,611 8,403 46,333 23,329 28,714 22,969 27,465 22,114 : : : : Changes from: June 19, 2012 : : 1,171 1,304 902 -273 -142 -2,333 -1,665 3,028 -241 -1,430 -1,830 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.2 39.5 29.3 0.6 3.3 18.4 9.2 11.4 9.1 10.9 8.8 : : : : Number of Traders in Each Category Total Traders: 302 : : 52 71 17 . 11 67 42 54 40 36 57 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 315,289 : : Positions : : 42,837 133,327 89,759 5,018 8,424 82,638 48,083 28,849 20,235 29,571 14,324 : : : : Changes from: June 19, 2012 : : 726 -3,446 -2,418 -215 996 -2,465 4,370 5,440 1,512 -534 643 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.6 42.3 28.5 1.6 2.7 26.2 15.3 9.2 6.4 9.4 4.5 : : : : Number of Traders in Each Category Total Traders: 385 : : 56 128 18 4 10 59 60 55 46 44 67 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 36,040 : : Positions : : 7,090 6,184 4,050 477 700 8,420 3,228 1,610 1,923 4,902 3,789 : : : : Changes from: June 19, 2012 : : 540 -1,348 -82 -88 125 -2,039 1,766 335 213 -1,081 -477 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.7 17.2 11.2 1.3 1.9 23.4 9.0 4.5 5.3 13.6 10.5 : : : : Number of Traders in Each Category Total Traders: 164 : : 32 50 10 . 6 21 19 12 14 23 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 4,887 : : Positions : : 4,196 4,331 42 0 14 0 0 0 35 133 45 : : : : Changes from: June 19, 2012 : : 78 48 -20 0 14 0 0 0 0 12 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 88.6 0.9 0.0 0.3 0.0 0.0 0.0 0.7 2.7 0.9 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 11 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 25,872 : : Positions : : 15,685 14,386 0 777 76 988 76 15 3,970 5,376 1,016 : : : : Changes from: June 19, 2012 : : 803 848 0 5 4 -120 76 15 -236 -372 186 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 55.6 0.0 3.0 0.3 3.8 0.3 0.1 15.3 20.8 3.9 : : : : Number of Traders in Each Category Total Traders: 71 : : 26 23 0 . . 4 . . 10 14 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 9,303 : : Positions : : 8,351 4,983 0 0 0 0 74 0 130 4,022 55 : : : : Changes from: June 19, 2012 : : 17 143 0 0 0 0 -8 -1 0 -43 17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 53.6 0.0 0.0 0.0 0.0 0.8 0.0 1.4 43.2 0.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 12 0 0 0 0 . 0 . 10 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 767,737 : : Positions : : 134,339 461,890 114,194 13,612 27,282 221,486 6,467 86,026 65,445 42,982 41,082 : : : : Changes from: June 19, 2012 : : -7,118 -328 -543 2,365 -1,993 15,656 -2,210 -3,764 -11,721 2,304 -11,100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.5 60.2 14.9 1.8 3.6 28.8 0.8 11.2 8.5 5.6 5.4 : : : : Number of Traders in Each Category Total Traders: 581 : : 150 185 18 8 16 135 13 65 95 85 120 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 350,334 : : Positions : : 101,997 148,836 78,716 1,607 14,547 41,880 63,464 22,175 25,016 32,953 32,625 : : : : Changes from: June 19, 2012 : : -10,300 -15,420 4,216 -606 -4,675 -5,906 -12,361 236 -11,195 5,308 -134 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.1 42.5 22.5 0.5 4.2 12.0 18.1 6.3 7.1 9.4 9.3 : : : : Number of Traders in Each Category Total Traders: 271 : : 53 56 15 . 16 29 48 26 45 31 61 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 272,448 : : Positions : : 66,806 192,644 15,645 1,789 2,250 87,828 2,359 19,166 13,317 6,549 18,517 : : : : Changes from: June 19, 2012 : : 3,815 6,922 447 -2,316 -756 4,364 -73 2,889 -3,797 -314 3,351 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.5 70.7 5.7 0.7 0.8 32.2 0.9 7.0 4.9 2.4 6.8 : : : : Number of Traders in Each Category Total Traders: 237 : : 56 69 12 . 9 63 5 23 30 20 46 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 166,771 : : Positions : : 16,755 65,070 64,420 8,821 1,458 34,585 33,113 7,049 24,953 34,242 2,646 : : : : Changes from: June 19, 2012 : : -11,030 -11,931 448 10 -757 -103 -6 199 -903 906 -790 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.0 39.0 38.6 5.3 0.9 20.7 19.9 4.2 15.0 20.5 1.6 : : : : Number of Traders in Each Category Total Traders: 269 : : 29 43 20 8 5 36 56 24 49 41 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 22,579 : : Positions : : 6,510 12,370 2,948 410 189 4,188 5,846 27 5,839 855 298 : : : : Changes from: June 19, 2012 : : -3,387 -2,843 52 -1 -5 243 95 7 102 -241 -47 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.8 54.8 13.1 1.8 0.8 18.5 25.9 0.1 25.9 3.8 1.3 : : : : Number of Traders in Each Category Total Traders: 91 : : 21 7 6 . . 14 21 . 22 . 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 171,773 : : Positions : : 83,484 84,104 20,412 13,528 5,224 24,887 32,952 15,594 6,583 3,195 5,943 : : : : Changes from: June 19, 2012 : : 1,963 -2,157 -864 -428 1,128 -233 2,736 1,528 -385 -357 482 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.6 49.0 11.9 7.9 3.0 14.5 19.2 9.1 3.8 1.9 3.5 : : : : Number of Traders in Each Category Total Traders: 171 : : 34 32 17 . 6 28 46 26 22 14 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 700,186 : : Positions : : 193,085 371,122 179,110 67,518 15,685 136,802 79,159 63,759 39,267 21,530 11,080 : : : : Changes from: June 19, 2012 : : -31,612 -22,296 1,017 -1,962 -5,996 4,034 -8,505 3,123 -4,198 427 -4,977 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.6 53.0 25.6 9.6 2.2 19.5 11.3 9.1 5.6 3.1 1.6 : : : : Number of Traders in Each Category Total Traders: 208 : : 50 52 18 13 22 35 26 27 22 31 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 139,446 : : Positions : : 42,622 58,479 31,120 5,534 6,707 22,002 36,446 9,390 12,668 7,059 7,587 : : : : Changes from: June 19, 2012 : : -2,786 85 822 -1,362 63 -755 211 -572 1,240 -407 -1,131 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.6 41.9 22.3 4.0 4.8 15.8 26.1 6.7 9.1 5.1 5.4 : : : : Number of Traders in Each Category Total Traders: 357 : : 98 94 22 10 15 43 67 34 46 42 42 : ----------------------------------------------------------------------------------------------------------------
Updated June 29, 2012