WHEAT - CHICAGO BOARD OF TRADE Code-001602 Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 5,000 BUSHELS) : : : Positions : All : 463,614: 41,882 133,233 170,612 17,804 25,328 58,681 85,778 51,108 14,195 26,664 65,984: 35,823 57,715 Old : 300,947: 27,850 94,779 105,465 15,644 10,637 49,129 71,476 24,012 18,944 11,731 39,127: 25,784 33,542 Other: 162,667: 14,032 38,454 65,572 2,584 14,267 24,602 29,353 12,047 3,283 22,965 18,825: 10,039 24,172 : : : : : Changes in Commitments from: December 27, 2011 : : 12,193: -1,163 453 -1,338 2,261 879 -2,214 -4,369 7,163 1,421 -1,015 6,340: 1,105 483 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.0 28.7 36.8 3.8 5.5 12.7 18.5 11.0 3.1 5.8 14.2: 7.7 12.4 Old : 100.0: 9.3 31.5 35.0 5.2 3.5 16.3 23.8 8.0 6.3 3.9 13.0: 8.6 11.1 Other: 100.0: 8.6 23.6 40.3 1.6 8.8 15.1 18.0 7.4 2.0 14.1 11.6: 6.2 14.9 : : : : : Number of Traders in Each Category : All : 391: 69 89 18 7 21 46 78 67 60 72 101: Old : 371: 57 82 17 8 16 49 72 48 64 63 80: Other: 250: 38 68 14 8 15 26 29 18 33 58 57: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 22.1 10.5 34.0 16.8 20.9 8.9 31.7 13.9 Old : 23.2 13.7 32.9 21.6 23.0 12.2 31.6 19.7 Other: 29.2 11.3 44.8 19.8 25.7 8.7 41.3 15.7 WHEAT - KANSAS CITY BOARD OF TRADE Code-001612 Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 5,000 BUSHELS) : : : Positions : All : 143,920: 31,385 72,748 24,759 0 3,397 28,058 14,074 21,197 11,604 2,871 5,177: 18,343 24,456 Old : 86,730: 13,029 44,422 18,610 0 1,162 30,030 16,252 3,609 5,208 2,399 2,380: 12,702 16,506 Other: 57,190: 18,356 28,326 6,190 41 2,194 13,606 13,400 2,010 7,687 1,763 1,506: 5,640 7,950 : : : : : Changes in Commitments from: December 27, 2011 : : 2,020: 289 4,550 455 0 503 1,259 -3,597 475 -423 248 -499: -40 339 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.8 50.5 17.2 0.0 2.4 19.5 9.8 14.7 8.1 2.0 3.6: 12.7 17.0 Old : 100.0: 15.0 51.2 21.5 0.0 1.3 34.6 18.7 4.2 6.0 2.8 2.7: 14.6 19.0 Other: 100.0: 32.1 49.5 10.8 0.1 3.8 23.8 23.4 3.5 13.4 3.1 2.6: 9.9 13.9 : : : : : Number of Traders in Each Category : All : 161: 44 49 15 0 9 31 17 23 21 8 16: Old : 145: 38 45 15 0 4 27 18 14 12 11 12: Other: 119: 28 41 13 . 7 13 10 4 19 8 13: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 12.1 28.9 21.8 38.3 11.7 26.3 20.6 33.9 Old : 18.5 27.4 32.3 40.6 18.5 27.0 32.0 39.7 Other: 20.8 39.9 36.3 53.5 19.8 35.5 34.4 48.9 WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626 Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 5,000 BUSHELS) : : : Positions : All : 40,986: 11,357 25,670 262 46 489 12,935 1,324 659 2,930 443 2,575: 9,780 9,781 Old : 32,808: 7,027 21,262 519 65 213 11,932 900 635 2,244 242 2,331: 7,907 7,161 Other: 8,178: 4,330 4,408 19 257 0 1,003 424 24 690 205 240: 1,872 2,620 : : : : : Changes in Commitments from: December 27, 2011 : : 159: -1,269 1,371 -7 -49 31 1,356 -176 211 -24 -267 -551: 412 -411 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.7 62.6 0.6 0.1 1.2 31.6 3.2 1.6 7.1 1.1 6.3: 23.9 23.9 Old : 100.0: 21.4 64.8 1.6 0.2 0.6 36.4 2.7 1.9 6.8 0.7 7.1: 24.1 21.8 Other: 100.0: 52.9 53.9 0.2 3.1 0.0 12.3 5.2 0.3 8.4 2.5 2.9: 22.9 32.0 : : : : : Number of Traders in Each Category : All : 49: 18 17 . . . 9 . 4 8 . 9: Old : 49: 18 17 . . . 9 . 4 8 . 9: Other: 31: 8 11 . . 0 . . . 5 . 4: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.5 45.1 46.0 55.3 30.1 41.9 41.5 49.5 Old : 36.5 48.0 48.4 58.5 35.6 44.8 45.2 52.4 Other: 39.9 45.3 61.5 58.8 39.9 45.3 59.9 58.3 CORN - CHICAGO BOARD OF TRADE Code-002602 Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 5,000 BUSHELS) : : : Positions : All : 1,615,568: 299,283 643,458 285,846 31,476 102,776 253,358 60,858 188,673 63,938 52,136 254,939: 166,754 281,252 Old : 1,299,690: 206,991 534,767 243,772 11,445 75,654 235,717 59,581 126,280 54,001 51,133 215,775: 141,501 225,055 Other: 315,877: 92,292 108,691 46,959 24,916 22,237 58,878 42,513 21,156 18,807 9,872 30,294: 25,254 56,198 : : : : : Changes in Commitments from: December 27, 2011 : : 56,650: -1,026 33,499 1,529 1,877 3,199 15,157 -28,691 19,907 3,700 1,330 16,010: -1,825 9,518 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.5 39.8 17.7 1.9 6.4 15.7 3.8 11.7 4.0 3.2 15.8: 10.3 17.4 Old : 100.0: 15.9 41.1 18.8 0.9 5.8 18.1 4.6 9.7 4.2 3.9 16.6: 10.9 17.3 Other: 100.0: 29.2 34.4 14.9 7.9 7.0 18.6 13.5 6.7 6.0 3.1 9.6: 8.0 17.8 : : : : : Number of Traders in Each Category : All : 722: 216 298 18 8 21 77 60 81 83 132 161: Old : 709: 209 293 19 7 20 77 56 68 81 132 148: Other: 474: 78 229 16 8 18 28 27 24 54 73 65: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 12.0 8.9 19.8 13.8 10.1 6.8 14.8 10.6 Old : 12.3 8.9 20.3 13.9 11.2 7.5 16.6 11.8 Other: 23.7 17.0 35.4 25.0 17.0 10.5 24.7 17.1 OATS - CHICAGO BOARD OF TRADE Code-004603 Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 5,000 BUSHELS) : : : Positions : All : 14,096: 7,196 8,759 1,862 0 0 1,741 2,352 0 426 123 790: 2,081 2,072 Old : 13,639: 6,922 8,478 1,862 0 0 1,741 2,352 0 503 123 655: 1,956 2,031 Other: 457: 274 282 0 0 0 0 0 0 0 78 58: 125 40 : : : : : Changes in Commitments from: December 27, 2011 : : 338: 228 -228 -63 0 0 -189 382 0 127 -3 62: 174 125 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.0 62.1 13.2 0.0 0.0 12.4 16.7 0.0 3.0 0.9 5.6: 14.8 14.7 Old : 100.0: 50.7 62.2 13.7 0.0 0.0 12.8 17.2 0.0 3.7 0.9 4.8: 14.3 14.9 Other: 100.0: 60.0 61.6 0.0 0.0 0.0 0.0 0.0 0.0 0.1 17.0 12.6: 27.4 8.8 : : : : : Number of Traders in Each Category : All : 39: 12 8 4 0 0 7 7 0 7 . 4: Old : 39: 12 7 4 0 0 7 7 0 7 . 4: Other: 15: 7 8 0 0 0 0 0 0 . . .: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.0 68.9 58.3 77.6 39.2 64.3 53.5 70.0 Old : 42.1 70.6 58.4 78.7 40.9 67.2 55.6 73.2 Other: 60.7 59.8 70.4 86.3 46.9 50.0 48.5 67.0 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 200,000 POUNDS) : : : Positions : All : 15,426: 6,170 6,216 2,233 345 0 1,508 3,316 94 1,297 2,040 1,327: 2,798 2,087 Old : 15,216: 6,090 6,029 2,233 345 0 1,503 3,316 94 1,300 2,040 1,321: 2,676 2,070 Other: 210: 80 187 0 0 0 5 0 0 0 3 3: 122 17 : : : : : Changes in Commitments from: December 27, 2011 : : -2,003: -644 -275 38 0 -41 28 -290 -311 81 -39 -675: -479 -372 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.0 40.3 14.5 2.2 0.0 9.8 21.5 0.6 8.4 13.2 8.6: 18.1 13.5 Old : 100.0: 40.0 39.6 14.7 2.3 0.0 9.9 21.8 0.6 8.5 13.4 8.7: 17.6 13.6 Other: 100.0: 38.1 89.0 0.0 0.0 0.0 2.4 0.0 0.0 0.0 1.4 1.4: 58.1 8.1 : : : : : Number of Traders in Each Category : All : 79: 14 14 7 . 0 6 12 . 18 11 14: Old : 79: 14 14 7 . 0 6 12 . 18 11 14: Other: 11: . 5 0 0 0 . 0 0 0 . .: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.8 31.2 47.0 46.8 31.8 25.0 47.0 40.0 Old : 32.3 30.7 47.7 46.6 32.3 24.4 47.7 40.1 Other: 41.4 85.7 41.9 91.9 40.5 85.7 40.5 90.5 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 40,000 POUNDS) : : : Positions : All : 277,185: 35,302 122,694 67,697 1,458 7,447 58,408 25,781 24,793 9,869 9,015 45,764: 27,905 40,232 Old : 270,550: 34,730 119,369 67,333 1,494 7,407 57,990 26,209 24,212 9,622 10,045 43,323: 25,933 38,491 Other: 6,635: 571 3,325 400 0 4 846 0 154 1,346 69 1,342: 1,972 1,741 : : : : : Changes in Commitments from: December 27, 2011 : : -3,908: -338 -4,530 -1,085 2 965 -1,133 2,153 2,578 -400 884 -3,346: -1,149 -2,616 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.7 44.3 24.4 0.5 2.7 21.1 9.3 8.9 3.6 3.3 16.5: 10.1 14.5 Old : 100.0: 12.8 44.1 24.9 0.6 2.7 21.4 9.7 8.9 3.6 3.7 16.0: 9.6 14.2 Other: 100.0: 8.6 50.1 6.0 0.0 0.1 12.7 0.0 2.3 20.3 1.0 20.2: 29.7 26.2 : : : : : Number of Traders in Each Category : All : 267: 46 68 17 . 8 52 46 56 38 27 52: Old : 267: 46 68 17 . 8 52 48 56 34 31 52: Other: 58: 13 21 5 0 . 6 0 . 16 . 13: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 17.5 18.9 29.1 27.2 17.1 16.1 27.1 23.0 Old : 17.8 19.1 29.7 27.5 17.4 16.2 27.5 23.2 Other: 27.1 32.6 40.0 46.1 23.2 30.2 32.1 41.0 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 40,000 POUNDS) : : : Positions : All : 399,273: 50,840 176,446 94,829 4,764 11,048 95,504 25,099 42,644 10,824 9,303 65,099: 28,485 64,870 Old : 399,273: 50,840 176,446 94,829 4,764 11,048 95,504 25,099 42,644 10,824 9,303 65,099: 28,485 64,870 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 27, 2011 : : 2,959: -3,168 -1,247 -2,902 -173 2,129 -25 -2,324 4,264 1,214 431 -403: 1,850 282 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.7 44.2 23.8 1.2 2.8 23.9 6.3 10.7 2.7 2.3 16.3: 7.1 16.2 Old : 100.0: 12.7 44.2 23.8 1.2 2.8 23.9 6.3 10.7 2.7 2.3 16.3: 7.1 16.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 390: 75 149 16 6 12 73 40 57 48 43 66: Old : 390: 75 149 16 6 12 73 40 57 48 43 66: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 17.3 15.0 29.3 21.9 16.5 11.4 27.3 16.4 Old : 17.3 15.0 29.3 21.9 16.5 11.4 27.3 16.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 50,000 POUNDS) : : : Positions : All : 39,571: 3,434 7,016 4,363 306 1,380 13,900 1,429 1,663 1,573 1,735 6,457: 6,801 19,584 Old : 39,571: 3,434 7,016 4,363 306 1,380 13,900 1,429 1,663 1,573 1,735 6,457: 6,801 19,584 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 27, 2011 : : 2,225: 77 594 18 4 450 1,442 -268 -32 -355 563 256: 370 659 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.7 17.7 11.0 0.8 3.5 35.1 3.6 4.2 4.0 4.4 16.3: 17.2 49.5 Old : 100.0: 8.7 17.7 11.0 0.8 3.5 35.1 3.6 4.2 4.0 4.4 16.3: 17.2 49.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 167: 32 46 11 . 7 35 10 14 17 23 31: Old : 167: 32 46 11 . 7 35 10 14 17 23 31: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 13.3 8.0 24.5 13.7 12.9 5.9 21.8 10.1 Old : 13.3 8.0 24.5 13.7 12.9 5.9 21.8 10.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 20,000 POUNDS) : : : Positions : All : 3,709: 2,866 2,913 0 0 0 0 0 0 50 100 62: 731 634 Old : 3,709: 2,866 2,913 0 0 0 0 0 0 50 100 62: 731 634 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 27, 2011 : : -459: -584 -424 0 0 0 0 0 0 -6 -59 2: 129 21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.3 78.5 0.0 0.0 0.0 0.0 0.0 0.0 1.4 2.7 1.7: 19.7 17.1 Old : 100.0: 77.3 78.5 0.0 0.0 0.0 0.0 0.0 0.0 1.4 2.7 1.7: 19.7 17.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 16 12 0 0 0 0 0 0 . . .: Old : 24: 16 12 0 0 0 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.6 62.4 71.1 77.1 52.6 61.3 70.0 74.8 Old : 52.6 62.4 71.1 77.1 52.6 61.3 70.0 74.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 200,000 POUNDS) : : : Positions : All : 48,574: 23,986 20,792 0 1,667 44 2,645 142 29 4,881 2,646 11,077: 5,913 12,177 Old : 48,574: 23,986 20,792 0 1,667 44 2,645 142 29 4,881 2,646 11,077: 5,913 12,177 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 27, 2011 : : -7,293: -3,582 -4,248 0 -157 44 -143 142 -177 -1,772 -1,248 -1,450: -212 -199 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.4 42.8 0.0 3.4 0.1 5.4 0.3 0.1 10.0 5.4 22.8: 12.2 25.1 Old : 100.0: 49.4 42.8 0.0 3.4 0.1 5.4 0.3 0.1 10.0 5.4 22.8: 12.2 25.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 75: 32 32 0 . . 5 . . 9 16 17: Old : 75: 32 32 0 . . 5 . . 9 16 17: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.2 28.5 53.3 41.7 36.2 26.5 46.3 33.7 Old : 38.2 28.5 53.3 41.7 36.2 26.5 46.3 33.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 5,000 BUSHELS) : : : Positions : All : 635,183: 110,054 252,649 130,618 9,266 34,439 79,038 46,018 72,212 31,189 14,843 128,701: 48,932 77,055 Old : 536,210: 88,101 213,651 124,229 6,984 21,206 65,941 53,652 51,857 28,434 14,560 114,675: 41,767 59,625 Other: 98,973: 21,953 38,998 10,899 6,792 8,724 27,534 6,803 5,918 4,828 2,356 11,952: 7,165 17,430 : : : : : Changes in Commitments from: December 27, 2011 : : -4,746: -14,783 -2,682 -25 33 -1,442 7,384 -1,953 -1,589 -395 -1,889 9,771: -3,665 -4,993 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.3 39.8 20.6 1.5 5.4 12.4 7.2 11.4 4.9 2.3 20.3: 7.7 12.1 Old : 100.0: 16.4 39.8 23.2 1.3 4.0 12.3 10.0 9.7 5.3 2.7 21.4: 7.8 11.1 Other: 100.0: 22.2 39.4 11.0 6.9 8.8 27.8 6.9 6.0 4.9 2.4 12.1: 7.2 17.6 : : : : : Number of Traders in Each Category : All : 459: 90 133 18 5 20 56 56 64 74 83 135: Old : 453: 88 130 17 5 18 51 57 55 78 82 128: Other: 249: 37 93 14 8 12 30 12 17 32 44 42: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 12.7 14.6 21.8 22.3 10.8 10.7 17.5 15.7 Old : 14.6 14.9 24.5 22.6 12.6 12.3 20.7 18.3 Other: 30.7 27.3 42.8 39.0 24.9 24.7 34.2 32.0 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 60,000 POUNDS) : : : Positions : All : 322,173: 78,958 163,439 80,073 2,070 8,386 47,288 36,556 27,435 12,756 17,906 37,287: 29,988 29,093 Old : 294,112: 66,261 144,967 77,468 1,856 7,356 47,752 37,113 25,248 13,321 19,292 31,927: 24,778 26,352 Other: 28,061: 12,697 18,472 3,273 881 363 1,550 1,457 173 1,883 1,061 2,912: 5,210 2,741 : : : : : Changes in Commitments from: December 27, 2011 : : -12,045: -9,040 2,823 -1,824 -1,216 -1,525 335 -12,500 3,340 -863 2,278 -2,259: -210 -2,988 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.5 50.7 24.9 0.6 2.6 14.7 11.3 8.5 4.0 5.6 11.6: 9.3 9.0 Old : 100.0: 22.5 49.3 26.3 0.6 2.5 16.2 12.6 8.6 4.5 6.6 10.9: 8.4 9.0 Other: 100.0: 45.2 65.8 11.7 3.1 1.3 5.5 5.2 0.6 6.7 3.8 10.4: 18.6 9.8 : : : : : Number of Traders in Each Category : All : 239: 48 59 16 . 13 41 33 32 25 35 44: Old : 237: 45 58 16 . 13 40 35 29 27 41 42: Other: 75: 21 22 11 . 5 . . . 16 7 15: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 15.1 21.7 25.1 33.5 11.4 17.4 18.5 25.9 Old : 16.4 21.2 26.3 32.0 12.5 17.7 19.9 25.9 Other: 34.8 42.2 48.5 62.5 27.2 38.3 38.0 51.8 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 100 TONS) : : : Positions : All : 215,724: 91,888 93,000 19,181 1,731 3,751 26,033 39,484 15,608 3,575 8,336 24,517: 31,172 29,298 Old : 186,798: 80,063 78,033 17,703 850 3,636 23,518 38,516 13,720 3,986 9,007 16,705: 27,468 26,333 Other: 28,926: 11,825 14,967 1,478 881 115 3,288 1,741 1,114 1,141 880 6,261: 3,703 2,966 : : : : : Changes in Commitments from: December 27, 2011 : : -140: -4,760 -1,697 1,899 599 423 -228 -2,009 1,475 -111 1,204 280: 882 -414 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.6 43.1 8.9 0.8 1.7 12.1 18.3 7.2 1.7 3.9 11.4: 14.4 13.6 Old : 100.0: 42.9 41.8 9.5 0.5 1.9 12.6 20.6 7.3 2.1 4.8 8.9: 14.7 14.1 Other: 100.0: 40.9 51.7 5.1 3.0 0.4 11.4 6.0 3.9 3.9 3.0 21.6: 12.8 10.3 : : : : : Number of Traders in Each Category : All : 188: 54 52 13 . 10 22 32 24 17 15 37: Old : 187: 54 52 13 . 10 22 32 22 16 24 35: Other: 78: 27 19 7 . . . 4 . 19 6 18: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 21.7 24.5 30.8 34.6 15.7 17.7 22.0 24.4 Old : 22.3 25.2 31.5 34.3 17.6 19.0 24.3 26.4 Other: 35.3 42.3 53.1 55.8 32.8 32.0 41.8 41.3 COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 50,000 POUNDS) : : : Positions : All : 208,092: 39,343 93,360 42,464 16,045 13,168 34,501 19,515 19,065 15,192 3,546 29,557: 14,801 13,835 Old : 195,753: 36,666 83,645 39,572 16,933 12,091 32,390 19,712 18,429 14,966 3,914 28,039: 13,599 12,989 Other: 12,339: 2,678 9,715 3,801 21 168 2,747 439 0 934 340 810: 1,202 846 : : : : : Changes in Commitments from: December 27, 2011 : : 1,585: -6,716 6,333 -1,079 2,908 1,024 1,912 -6,391 2,440 2,854 -1,105 -798: 1,948 -2,828 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.9 44.9 20.4 7.7 6.3 16.6 9.4 9.2 7.3 1.7 14.2: 7.1 6.6 Old : 100.0: 18.7 42.7 20.2 8.7 6.2 16.5 10.1 9.4 7.6 2.0 14.3: 6.9 6.6 Other: 100.0: 21.7 78.7 30.8 0.2 1.4 22.3 3.6 0.0 7.6 2.8 6.6: 9.7 6.9 : : : : : Number of Traders in Each Category : All : 244: 31 48 18 13 22 49 37 37 53 21 45: Old : 244: 29 46 18 13 21 50 38 32 54 21 44: Other: 88: 12 26 16 . 6 8 4 0 18 9 16: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 17.0 16.1 28.6 26.4 12.8 10.2 19.1 17.5 Old : 17.3 15.9 29.1 25.8 13.3 10.8 20.0 18.1 Other: 40.5 59.8 58.8 71.2 40.1 59.3 57.7 70.4 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 15,000 POUNDS) : : : Positions : All : 32,677: 9,844 25,552 2,977 572 67 12,294 974 1,007 364 242 2,977: 3,147 1,285 Old : 32,668: 9,841 25,543 2,977 572 67 12,294 974 1,007 364 242 2,977: 3,141 1,285 Other: 9: 3 9 0 0 0 0 0 0 0 0 0: 6 0 : : : : : Changes in Commitments from: December 27, 2011 : : 2,199: 701 1,690 -3 50 -86 926 -196 537 201 35 49: -125 121 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.1 78.2 9.1 1.8 0.2 37.6 3.0 3.1 1.1 0.7 9.1: 9.6 3.9 Old : 100.0: 30.1 78.2 9.1 1.8 0.2 37.6 3.0 3.1 1.1 0.7 9.1: 9.6 3.9 Other: 100.0: 33.3 100.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 66.7 0.0 : : : : : Number of Traders in Each Category : All : 95: 21 20 7 . . 34 . 4 10 12 14: Old : 95: 21 20 7 . . 34 . 4 10 12 14: Other: .: . . 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.9 65.8 35.2 76.4 21.8 56.4 30.7 65.1 Old : 23.9 65.8 35.2 76.4 21.8 56.4 30.7 65.1 Other: 33.3 100.0 33.3 100.0 33.3 100.0 33.3 100.0 COCOA - ICE FUTURES U.S. Code-073732 Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 10 METRIC TONS) : : : Positions : All : 199,525: 93,007 88,811 19,827 12,648 4,363 26,394 36,088 23,691 2,055 3,262 19,847: 10,342 10,816 Old : 174,846: 78,071 65,995 19,021 12,641 4,151 26,239 38,642 20,728 1,861 6,897 15,104: 9,672 10,688 Other: 24,679: 14,936 22,815 1,015 216 3 3,117 407 2 3,870 42 1,067: 670 128 : : : : : Changes in Commitments from: December 27, 2011 : : 7,109: 3,058 1,077 -197 2,540 154 -150 74 2,421 134 253 1,260: 430 -669 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.6 44.5 9.9 6.3 2.2 13.2 18.1 11.9 1.0 1.6 9.9: 5.2 5.4 Old : 100.0: 44.7 37.7 10.9 7.2 2.4 15.0 22.1 11.9 1.1 3.9 8.6: 5.5 6.1 Other: 100.0: 60.5 92.4 4.1 0.9 0.0 12.6 1.6 0.0 15.7 0.2 4.3: 2.7 0.5 : : : : : Number of Traders in Each Category : All : 178: 38 36 13 7 8 25 46 23 20 15 20: Old : 178: 38 34 13 7 7 22 49 22 20 16 18: Other: 55: 23 19 6 . . 5 . . 8 4 9: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.5 24.5 38.9 41.4 20.9 16.7 30.0 23.0 Old : 24.4 24.6 41.0 40.4 23.9 17.3 35.0 25.6 Other: 43.6 71.9 61.6 84.6 35.3 70.7 51.2 78.2 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 112,000 POUNDS) : : : Positions : All : 752,852: 185,798 299,993 134,418 79,977 60,729 110,614 52,068 55,780 20,405 8,658 117,098: 68,010 78,549 Old : 752,852: 185,798 299,993 134,418 79,977 60,729 110,614 52,068 55,780 20,405 8,658 117,098: 68,010 78,549 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 27, 2011 : : 23,098: -1,945 17,417 1,788 4,070 418 14,308 -446 3,868 1,619 -1,998 -233: 3,274 2 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.7 39.8 17.9 10.6 8.1 14.7 6.9 7.4 2.7 1.2 15.6: 9.0 10.4 Old : 100.0: 24.7 39.8 17.9 10.6 8.1 14.7 6.9 7.4 2.7 1.2 15.6: 9.0 10.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 234: 59 62 19 14 24 42 24 33 33 36 55: Old : 234: 59 62 19 14 24 42 24 33 33 36 55: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 12.3 13.1 22.3 20.9 11.2 10.3 18.5 16.2 Old : 12.3 13.1 22.3 20.9 11.2 10.3 18.5 16.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COFFEE C - ICE FUTURES U.S. Code-083731 Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 37,500 POUNDS) : : : Positions : All : 145,784: 37,827 57,496 25,264 7,041 9,487 22,071 15,862 12,619 1,191 3,866 30,875: 6,450 8,538 Old : 135,500: 31,837 53,824 25,349 4,306 7,878 21,667 15,975 12,433 1,214 3,724 28,994: 6,127 8,366 Other: 10,284: 5,990 3,672 813 3,634 711 572 54 18 280 446 1,576: 322 172 : : : : : Changes in Commitments from: December 27, 2011 : : 2,225: -166 1,339 -711 1,021 -185 1,495 -1,810 571 28 -117 798: 395 607 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.9 39.4 17.3 4.8 6.5 15.1 10.9 8.7 0.8 2.7 21.2: 4.4 5.9 Old : 100.0: 23.5 39.7 18.7 3.2 5.8 16.0 11.8 9.2 0.9 2.7 21.4: 4.5 6.2 Other: 100.0: 58.2 35.7 7.9 35.3 6.9 5.6 0.5 0.2 2.7 4.3 15.3: 3.1 1.7 : : : : : Number of Traders in Each Category : All : 315: 101 95 21 10 19 43 52 44 32 40 60: Old : 312: 99 94 22 8 19 41 54 43 31 41 60: Other: 102: 37 30 11 6 4 5 . . 15 9 13: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 12.8 13.5 23.6 21.6 10.9 7.4 19.1 13.1 Old : 13.1 13.3 24.5 21.5 11.4 7.7 20.2 13.9 Other: 50.7 55.9 63.9 72.4 48.2 55.2 55.6 66.2
Updated January 6, 2012