WHEAT - CHICAGO BOARD OF TRADE Code-001602 Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 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 : 545,301: 49,578 164,919 179,796 10,977 40,154 74,343 105,735 71,911 18,549 24,607 71,911: 39,059 55,087 Old : 202,599: 19,877 42,891 75,290 21,254 3,468 38,036 77,897 10,476 17,412 7,312 19,940: 18,100 19,361 Other: 342,702: 29,701 122,027 118,288 3,506 22,904 59,174 50,704 38,568 8,727 24,886 44,381: 20,959 35,726 : : : : : Changes in Commitments from: March 20, 2012 : : 3,295: -3,023 904 1,833 -1,015 2,100 1,341 -810 2,661 415 -1,126 1,291: -3,325 -712 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.1 30.2 33.0 2.0 7.4 13.6 19.4 13.2 3.4 4.5 13.2: 7.2 10.1 Old : 100.0: 9.8 21.2 37.2 10.5 1.7 18.8 38.4 5.2 8.6 3.6 9.8: 8.9 9.6 Other: 100.0: 8.7 35.6 34.5 1.0 6.7 17.3 14.8 11.3 2.5 7.3 13.0: 6.1 10.4 : : : : : Number of Traders in Each Category : All : 404: 63 89 17 7 21 54 86 72 58 69 102: Old : 337: 43 64 17 7 13 56 62 25 66 46 59: Other: 327: 50 86 17 7 15 42 50 37 35 74 84: :------------------------------------------------------------------------------------------------------------------------------------------------------- : 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 : 21.2 12.8 33.1 20.2 19.2 11.2 29.6 16.6 Old : 28.9 19.2 38.9 31.1 28.5 18.5 38.2 30.4 Other: 24.4 14.8 35.1 22.8 23.1 13.1 32.7 19.3 WHEAT - KANSAS CITY BOARD OF TRADE Code-001612 Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 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 : 139,496: 31,675 66,948 31,368 0 4,577 27,114 16,210 12,642 8,675 6,014 6,132: 17,312 26,973 Old : 41,671: 4,982 11,881 12,672 574 154 13,602 13,567 686 1,175 3,372 464: 7,937 10,973 Other: 97,825: 26,693 55,067 19,270 0 3,849 20,152 9,283 5,316 8,494 3,635 4,675: 9,375 16,000 : : : : : Changes in Commitments from: March 20, 2012 : : 1,820: 1,805 1,697 3,986 0 1,649 378 156 -216 -223 -44 -178: -5,380 -1,245 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.7 48.0 22.5 0.0 3.3 19.4 11.6 9.1 6.2 4.3 4.4: 12.4 19.3 Old : 100.0: 12.0 28.5 30.4 1.4 0.4 32.6 32.6 1.6 2.8 8.1 1.1: 19.0 26.3 Other: 100.0: 27.3 56.3 19.7 0.0 3.9 20.6 9.5 5.4 8.7 3.7 4.8: 9.6 16.4 : : : : : Number of Traders in Each Category : All : 158: 43 50 15 0 10 24 19 22 15 20 20: Old : 132: 21 38 14 . . 17 20 8 10 18 11: Other: 134: 39 48 15 0 9 18 12 4 15 15 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 : 17.4 30.8 27.9 40.0 12.0 24.9 21.0 31.8 Old : 26.1 21.5 39.0 32.9 26.1 21.4 39.0 32.7 Other: 19.6 41.1 31.8 49.4 14.0 31.8 24.7 37.3 WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626 Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 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 : 39,050: 12,111 25,405 4,355 47 1,009 9,193 858 746 3,424 687 1,339: 6,873 8,959 Old : 22,501: 3,877 16,149 1,124 101 92 9,462 0 19 3,251 385 292: 4,385 5,464 Other: 16,549: 8,234 9,256 3,657 372 492 80 1,207 378 448 577 772: 2,487 3,495 : : : : : Changes in Commitments from: March 20, 2012 : : 855: 590 427 78 7 68 561 -178 102 -68 -320 12: -487 738 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.0 65.1 11.2 0.1 2.6 23.5 2.2 1.9 8.8 1.8 3.4: 17.6 22.9 Old : 100.0: 17.2 71.8 5.0 0.4 0.4 42.1 0.0 0.1 14.4 1.7 1.3: 19.5 24.3 Other: 100.0: 49.8 55.9 22.1 2.2 3.0 0.5 7.3 2.3 2.7 3.5 4.7: 15.0 21.1 : : : : : Number of Traders in Each Category : All : 52: 21 16 5 . 5 8 . 4 5 5 6: Old : 50: 16 16 4 . . 11 0 . 5 5 .: Other: 39: 16 13 4 . 4 . . . . 4 5: :------------------------------------------------------------------------------------------------------------------------------------------------------- : 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 : 32.9 43.6 48.6 55.4 31.1 36.3 40.5 45.4 Old : 43.9 49.7 54.0 62.5 42.5 48.6 52.2 59.4 Other: 45.4 49.0 62.6 61.2 43.6 44.3 60.8 55.9 CORN - CHICAGO BOARD OF TRADE Code-002602 Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 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 : 1,744,273: 295,959 707,778 308,000 19,792 105,878 291,887 67,330 234,669 70,518 40,004 273,765: 163,597 295,057 Old : 1,196,778: 164,742 492,207 253,918 5,231 63,201 230,081 85,625 137,162 47,469 43,171 189,289: 110,917 180,892 Other: 547,494: 131,217 215,570 64,674 25,153 32,085 125,944 45,843 33,369 43,114 16,898 64,412: 52,680 114,165 : : : : : Changes in Commitments from: March 20, 2012 : : -36,897: 3,676 -37,103 1,560 -2,436 2,928 -18,479 18,655 -12,807 263 1,506 -10,049: -3,989 2,408 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.0 40.6 17.7 1.1 6.1 16.7 3.9 13.5 4.0 2.3 15.7: 9.4 16.9 Old : 100.0: 13.8 41.1 21.2 0.4 5.3 19.2 7.2 11.5 4.0 3.6 15.8: 9.3 15.1 Other: 100.0: 24.0 39.4 11.8 4.6 5.9 23.0 8.4 6.1 7.9 3.1 11.8: 9.6 20.9 : : : : : Number of Traders in Each Category : All : 722: 214 317 21 6 22 96 43 87 105 101 159: Old : 692: 188 306 22 4 18 83 51 71 85 110 135: Other: 570: 124 275 16 10 20 43 33 33 86 74 96: :------------------------------------------------------------------------------------------------------------------------------------------------------- : 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 : 10.6 10.4 18.5 15.6 9.3 6.0 15.0 9.7 Old : 12.6 9.6 21.2 14.7 11.6 6.6 18.3 10.7 Other: 17.5 17.3 27.1 23.3 13.5 11.9 20.6 17.3 CORN CSO - CHICAGO BOARD OF TRADE Code-00260C Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 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 : 8,833: 875 3,104 137 496 0 2,540 1,451 1,517 1,369 0 1,789: 605 476 Old : 8,548: 875 3,104 137 496 0 2,703 1,451 1,350 1,175 0 1,724: 583 422 Other: 285: 0 0 0 0 0 0 163 4 241 47 18: 22 53 : : : : : Changes in Commitments from: March 20, 2012 : : -623: 17 -93 -14 -42 0 -396 -19 -4 288 0 -502: -11 36 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.9 35.1 1.6 5.6 0.0 28.8 16.4 17.2 15.5 0.0 20.3: 6.8 5.4 Old : 100.0: 10.2 36.3 1.6 5.8 0.0 31.6 17.0 15.8 13.7 0.0 20.2: 6.8 4.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 57.2 1.3 84.6 16.5 6.2: 7.8 18.7 : : : : : Number of Traders in Each Category : All : 20: 5 7 . . 0 5 . 5 4 0 4: Old : 20: 5 7 . . 0 5 . 5 4 0 4: Other: 4: 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 : 51.5 50.0 78.2 74.3 26.0 35.8 41.5 46.1 Old : 53.0 49.7 78.1 74.2 29.2 37.0 44.1 47.7 Other: 92.2 81.3 92.2 81.3 84.6 73.7 84.6 73.7 OATS - CHICAGO BOARD OF TRADE Code-004603 Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 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 : 11,622: 4,223 8,422 1,988 0 60 1,961 647 0 454 167 706: 2,230 1,620 Old : 6,649: 920 4,739 1,707 0 0 1,896 313 0 420 312 251: 1,455 1,034 Other: 4,973: 3,303 3,683 341 60 0 65 334 0 184 4 305: 775 586 : : : : : Changes in Commitments from: March 20, 2012 : : 234: -534 302 -205 0 60 624 -137 0 76 53 132: 80 -177 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.3 72.5 17.1 0.0 0.5 16.9 5.6 0.0 3.9 1.4 6.1: 19.2 13.9 Old : 100.0: 13.8 71.3 25.7 0.0 0.0 28.5 4.7 0.0 6.3 4.7 3.8: 21.9 15.5 Other: 100.0: 66.4 74.1 6.9 1.2 0.0 1.3 6.7 0.0 3.7 0.1 6.1: 15.6 11.8 : : : : : Number of Traders in Each Category : All : 38: 11 11 4 0 . 7 5 0 4 5 5: Old : 37: 6 10 4 0 0 7 4 0 4 5 4: Other: 24: 11 11 . . 0 . . 0 4 . 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 : 27.4 63.1 47.6 72.6 24.5 52.9 37.6 58.0 Old : 34.8 61.2 54.0 71.4 34.8 60.6 54.0 68.8 Other: 48.2 71.3 70.5 80.8 42.3 63.4 58.0 67.1 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 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 : 16,350: 5,092 6,751 2,292 343 0 2,130 3,683 0 1,967 1,960 1,504: 3,366 2,109 Old : 14,640: 4,219 5,869 2,238 343 0 2,094 3,683 0 2,464 1,957 904: 2,721 1,884 Other: 1,711: 873 882 54 0 0 36 0 0 11 511 92: 645 225 : : : : : Changes in Commitments from: March 20, 2012 : : 1,268: 118 1,307 -39 0 0 332 -481 0 -123 -173 537: 442 78 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.1 41.3 14.0 2.1 0.0 13.0 22.5 0.0 12.0 12.0 9.2: 20.6 12.9 Old : 100.0: 28.8 40.1 15.3 2.3 0.0 14.3 25.2 0.0 16.8 13.4 6.2: 18.6 12.9 Other: 100.0: 51.0 51.6 3.2 0.0 0.0 2.1 0.0 0.0 0.6 29.8 5.4: 37.7 13.2 : : : : : Number of Traders in Each Category : All : 84: 16 19 7 . 0 8 13 0 16 11 15: Old : 84: 15 17 7 . 0 8 13 0 18 10 13: Other: 29: 7 11 . 0 0 . 0 0 . 7 5: :------------------------------------------------------------------------------------------------------------------------------------------------------- : 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 : 25.9 24.9 40.2 39.4 25.3 21.0 38.0 35.1 Old : 26.7 24.5 42.5 40.8 26.2 23.8 41.0 39.3 Other: 46.7 56.0 56.5 71.9 45.5 56.0 53.7 71.7 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 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 : 318,020: 42,229 111,014 73,451 1,635 11,825 50,235 37,548 34,273 13,359 17,539 59,525: 33,123 44,661 Old : 271,744: 35,850 85,437 67,384 1,563 11,353 43,819 39,908 29,787 12,989 22,151 45,258: 25,304 36,287 Other: 46,275: 6,379 25,577 6,067 73 472 8,900 124 2,001 5,902 920 8,735: 7,819 8,374 : : : : : Changes in Commitments from: March 20, 2012 : : 7,139: 2,119 -3,095 803 21 -837 3 5,599 -422 4,454 5,788 137: 882 -52 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.3 34.9 23.1 0.5 3.7 15.8 11.8 10.8 4.2 5.5 18.7: 10.4 14.0 Old : 100.0: 13.2 31.4 24.8 0.6 4.2 16.1 14.7 11.0 4.8 8.2 16.7: 9.3 13.4 Other: 100.0: 13.8 55.3 13.1 0.2 1.0 19.2 0.3 4.3 12.8 2.0 18.9: 16.9 18.1 : : : : : Number of Traders in Each Category : All : 307: 51 63 16 . 11 56 67 61 40 41 72: Old : 305: 45 63 16 . 11 49 75 58 35 50 69: Other: 124: 36 51 8 . . 16 . 6 26 7 27: :------------------------------------------------------------------------------------------------------------------------------------------------------- : 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 : 18.1 14.7 28.7 23.0 16.6 12.5 25.7 17.7 Old : 19.3 15.0 30.6 23.2 18.6 12.5 28.2 17.8 Other: 23.9 23.4 37.2 35.8 21.9 20.3 30.4 27.9 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 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 : 454,276: 64,106 181,331 93,528 5,844 8,541 107,798 29,962 52,994 13,530 17,619 82,499: 31,279 75,485 Old : 454,276: 64,106 181,331 93,528 5,844 8,541 107,798 29,962 52,994 13,530 17,619 82,499: 31,279 75,485 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 20, 2012 : : 7,780: 1,668 -1,506 420 808 150 6,740 4,532 -1,172 -4,425 2,932 3,601: 798 -1,566 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.1 39.9 20.6 1.3 1.9 23.7 6.6 11.7 3.0 3.9 18.2: 6.9 16.6 Old : 100.0: 14.1 39.9 20.6 1.3 1.9 23.7 6.6 11.7 3.0 3.9 18.2: 6.9 16.6 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 : 433: 88 145 16 5 11 86 53 76 54 56 84: Old : 433: 88 145 16 5 11 86 53 76 54 56 84: 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 : 18.0 14.2 28.7 21.2 17.2 10.6 27.1 15.4 Old : 18.0 14.2 28.7 21.2 17.2 10.6 27.1 15.4 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, March 27, 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 : 56,590: 3,915 10,432 4,950 884 1,234 18,587 1,460 2,542 1,952 2,238 12,547: 10,864 25,252 Old : 56,590: 3,915 10,432 4,950 884 1,234 18,587 1,460 2,542 1,952 2,238 12,547: 10,864 25,252 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 20, 2012 : : -1,730: -237 -341 -619 1 -191 744 240 -479 -1,214 -320 780: -514 -1,419 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.9 18.4 8.7 1.6 2.2 32.8 2.6 4.5 3.4 4.0 22.2: 19.2 44.6 Old : 100.0: 6.9 18.4 8.7 1.6 2.2 32.8 2.6 4.5 3.4 4.0 22.2: 19.2 44.6 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 : 206: 42 65 12 . 10 38 11 15 27 30 35: Old : 206: 42 65 12 . 10 38 11 15 27 30 35: 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 : 16.1 9.8 24.9 16.1 14.2 6.3 21.8 10.1 Old : 16.1 9.8 24.9 16.1 14.2 6.3 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, March 27, 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 : 6,930: 5,550 5,812 0 0 0 0 0 0 496 130 156: 728 832 Old : 6,930: 5,550 5,812 0 0 0 0 0 0 496 130 156: 728 832 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 20, 2012 : : 172: 129 120 0 0 0 0 0 0 52 10 6: -14 36 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.1 83.9 0.0 0.0 0.0 0.0 0.0 0.0 7.2 1.9 2.3: 10.5 12.0 Old : 100.0: 80.1 83.9 0.0 0.0 0.0 0.0 0.0 0.0 7.2 1.9 2.3: 10.5 12.0 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 : 23: 14 11 0 0 0 0 0 0 . . .: Old : 23: 14 11 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 : 66.8 69.2 79.0 82.4 66.8 68.6 78.3 78.1 Old : 66.8 69.2 79.0 82.4 66.8 68.6 78.3 78.1 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, March 27, 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 : 56,293: 30,066 24,377 0 1,315 29 825 2 19 6,461 4,108 13,314: 5,579 13,129 Old : 56,293: 30,066 24,377 0 1,315 29 825 2 19 6,461 4,108 13,314: 5,579 13,129 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 20, 2012 : : 1,192: 532 1,535 0 -141 -1 128 -181 -10 788 -40 179: -424 -148 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.4 43.3 0.0 2.3 0.1 1.5 0.0 0.0 11.5 7.3 23.7: 9.9 23.3 Old : 100.0: 53.4 43.3 0.0 2.3 0.1 1.5 0.0 0.0 11.5 7.3 23.7: 9.9 23.3 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 : 79: 34 32 0 . . . . . 16 14 20: Old : 79: 34 32 0 . . . . . 16 14 20: 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 : 39.2 26.8 53.3 39.1 37.7 25.4 47.2 34.0 Old : 39.2 26.8 53.3 39.1 37.7 25.4 47.2 34.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 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 : 10,294: 8,899 3,203 0 0 0 0 241 0 241 4,971 97: 1,057 1,782 Old : 9,637: 8,308 3,000 0 0 0 0 233 0 214 4,823 92: 1,023 1,489 Other: 657: 591 203 0 0 0 0 8 0 29 150 4: 34 292 : : : : : Changes in Commitments from: March 20, 2012 : : 572: 610 6 0 0 0 0 12 0 -10 484 8: -35 63 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.4 31.1 0.0 0.0 0.0 0.0 2.3 0.0 2.3 48.3 0.9: 10.3 17.3 Old : 100.0: 86.2 31.1 0.0 0.0 0.0 0.0 2.4 0.0 2.2 50.0 1.0: 10.6 15.5 Other: 100.0: 89.9 30.9 0.0 0.0 0.0 0.0 1.2 0.0 4.4 22.8 0.6: 5.1 44.5 : : : : : Number of Traders in Each Category : All : 30: 14 11 0 0 0 0 . 0 . 7 4: Old : 30: 14 11 0 0 0 0 . 0 . 7 4: Other: 18: 9 . 0 0 0 0 . 0 . 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 : 78.0 58.2 84.6 72.4 78.0 58.1 83.8 71.0 Old : 77.7 59.9 84.1 73.8 77.7 59.8 83.4 72.2 Other: 86.3 52.2 93.2 55.3 86.3 52.2 93.1 54.1 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 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 : 939,213: 152,373 456,707 134,361 16,973 44,035 216,903 6,901 104,038 34,810 21,185 187,055: 65,638 102,319 Old : 586,796: 69,436 284,704 89,805 14,643 23,701 157,821 19,636 53,388 32,672 18,491 121,171: 38,802 51,063 Other: 352,417: 82,937 172,003 52,894 10,668 11,996 74,754 2,937 34,978 14,920 15,477 53,102: 26,836 51,257 : : : : : Changes in Commitments from: March 20, 2012 : : 34,937: 15,909 27,531 -406 726 1,426 3,496 -5,293 10,794 2,354 -1,058 264: 1,101 547 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.2 48.6 14.3 1.8 4.7 23.1 0.7 11.1 3.7 2.3 19.9: 7.0 10.9 Old : 100.0: 11.8 48.5 15.3 2.5 4.0 26.9 3.3 9.1 5.6 3.2 20.6: 6.6 8.7 Other: 100.0: 23.5 48.8 15.0 3.0 3.4 21.2 0.8 9.9 4.2 4.4 15.1: 7.6 14.5 : : : : : Number of Traders in Each Category : All : 585: 142 177 17 8 21 124 23 82 99 106 164: Old : 552: 101 169 15 9 20 110 32 62 90 108 125: Other: 429: 109 157 17 6 14 54 15 40 71 78 106: :------------------------------------------------------------------------------------------------------------------------------------------------------- : 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 : 9.5 16.7 17.4 25.3 7.4 12.2 12.5 19.1 Old : 11.5 16.1 19.6 26.4 9.4 14.6 16.3 22.6 Other: 14.2 23.6 24.3 31.4 11.6 17.2 19.5 22.3 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 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 1,000 Bushels) : : : Positions : All : 17,878: 84 3,168 0 0 0 0 0 0 13,964 415 362: 3,468 13,933 Old : 6,378: 84 1,059 0 0 0 0 0 0 3,809 449 129: 2,356 4,741 Other: 11,500: 0 2,109 0 0 0 0 0 0 10,372 183 16: 1,112 9,192 : : : : : Changes in Commitments from: March 20, 2012 : : 548: -21 142 0 0 0 0 0 0 218 -9 -58: 409 473 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 17.7 0.0 0.0 0.0 0.0 0.0 0.0 78.1 2.3 2.0: 19.4 77.9 Old : 100.0: 1.3 16.6 0.0 0.0 0.0 0.0 0.0 0.0 59.7 7.0 2.0: 36.9 74.3 Other: 100.0: 0.0 18.3 0.0 0.0 0.0 0.0 0.0 0.0 90.2 1.6 0.1: 9.7 79.9 : : : : : Number of Traders in Each Category : All : 22: . 7 0 0 0 0 0 0 13 . 7: Old : 21: . 6 0 0 0 0 0 0 11 4 4: Other: 18: 0 7 0 0 0 0 0 0 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 : 54.4 13.2 72.1 19.1 54.3 13.2 71.6 18.6 Old : 45.7 15.2 57.3 23.0 45.7 15.2 56.3 23.0 Other: 64.3 14.0 88.4 19.2 64.3 14.0 88.3 19.2 SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606 Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 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 : 7,800: 2,392 2,142 150 219 268 125 1,020 957 771 134 2,829: 307 232 Old : 7,788: 2,392 2,142 150 219 268 125 1,021 954 771 140 2,822: 305 222 Other: 11: 0 0 0 0 0 1 0 1 6 0 1: 2 9 : : : : : Changes in Commitments from: March 20, 2012 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.7 27.5 1.9 2.8 3.4 1.6 13.1 12.3 9.9 1.7 36.3: 3.9 3.0 Old : 100.0: 30.7 27.5 1.9 2.8 3.4 1.6 13.1 12.3 9.9 1.8 36.2: 3.9 2.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 8.3 0.0 12.5 53.1 0.0 6.8: 19.3 80.7 : : : : : Number of Traders in Each Category : All : 20: 4 7 . . . . . 4 5 . 4: Old : 20: 4 7 . . . . . 4 5 . 4: Other: .: 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 : 62.4 63.1 83.1 82.6 13.6 16.2 20.1 22.8 Old : 62.4 63.2 83.1 82.7 13.6 16.2 20.1 22.9 Other: 80.7 19.3 80.7 19.3 61.4 0.0 61.4 0.0 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 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 : 414,479: 87,189 229,973 96,710 2,002 19,647 71,815 42,796 29,708 23,163 17,555 46,388: 39,860 26,411 Old : 320,236: 66,282 168,468 74,623 6,509 12,913 66,625 44,174 18,045 21,828 20,714 29,080: 30,839 20,332 Other: 94,244: 20,907 61,505 26,852 258 1,968 14,174 7,606 2,679 7,764 3,271 10,878: 9,021 6,079 : : : : : Changes in Commitments from: March 20, 2012 : : 18,134: 7,476 14,550 2,673 -309 432 -1,400 1,678 2,125 4,228 -1,987 1,867: 734 -222 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.0 55.5 23.3 0.5 4.7 17.3 10.3 7.2 5.6 4.2 11.2: 9.6 6.4 Old : 100.0: 20.7 52.6 23.3 2.0 4.0 20.8 13.8 5.6 6.8 6.5 9.1: 9.6 6.3 Other: 100.0: 22.2 65.3 28.5 0.3 2.1 15.0 8.1 2.8 8.2 3.5 11.5: 9.6 6.4 : : : : : Number of Traders in Each Category : All : 281: 53 62 16 . 11 61 31 37 35 49 53: Old : 277: 52 62 16 . 11 62 32 30 35 54 40: Other: 131: 24 35 15 . 6 14 6 4 31 18 33: :------------------------------------------------------------------------------------------------------------------------------------------------------- : 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 : 14.0 25.7 23.4 37.7 10.2 22.2 17.0 30.2 Old : 15.9 25.6 24.8 35.4 12.5 24.2 19.6 32.5 Other: 21.9 39.6 37.4 58.4 18.9 38.9 32.5 53.0 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 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 : 271,787: 59,339 178,416 23,440 5,025 4,469 85,068 8,657 21,044 8,101 6,079 26,365: 43,962 21,733 Old : 209,534: 38,089 139,069 22,145 5,416 2,253 76,351 8,230 13,967 5,667 7,517 16,048: 35,015 17,034 Other: 62,253: 21,251 39,346 2,771 1,085 739 11,320 3,029 4,475 4,719 847 8,032: 8,947 4,699 : : : : : Changes in Commitments from: March 20, 2012 : : 4,494: -2,328 3,570 1,697 499 -1,170 4,153 1 -259 1,162 1,062 -520: 1,758 1,310 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.8 65.6 8.6 1.8 1.6 31.3 3.2 7.7 3.0 2.2 9.7: 16.2 8.0 Old : 100.0: 18.2 66.4 10.6 2.6 1.1 36.4 3.9 6.7 2.7 3.6 7.7: 16.7 8.1 Other: 100.0: 34.1 63.2 4.5 1.7 1.2 18.2 4.9 7.2 7.6 1.4 12.9: 14.4 7.5 : : : : : Number of Traders in Each Category : All : 221: 50 63 12 4 10 55 16 20 27 21 36: Old : 213: 48 61 10 6 7 52 16 16 24 28 31: Other: 120: 27 36 11 . . 14 . 4 21 18 28: :------------------------------------------------------------------------------------------------------------------------------------------------------- : 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 : 12.4 33.6 21.4 47.6 9.2 27.3 16.3 35.2 Old : 11.6 34.0 20.6 47.5 11.0 29.7 19.3 38.8 Other: 28.8 45.3 43.0 61.3 25.0 37.8 33.6 49.4 COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 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 : 254,040: 44,192 112,852 56,263 9,474 17,797 34,703 35,651 22,595 22,208 4,090 35,215: 21,067 16,366 Old : 188,531: 36,435 69,782 35,269 11,089 12,240 33,289 37,206 13,393 17,742 5,090 26,204: 13,959 13,528 Other: 65,509: 7,757 43,069 24,809 2,199 1,743 9,439 6,471 1,177 6,384 918 7,093: 7,107 2,839 : : : : : Changes in Commitments from: March 20, 2012 : : 2,783: -4,942 7,819 -810 -248 892 5,067 -4,904 -734 797 -338 1,611: 903 -1,314 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.4 44.4 22.1 3.7 7.0 13.7 14.0 8.9 8.7 1.6 13.9: 8.3 6.4 Old : 100.0: 19.3 37.0 18.7 5.9 6.5 17.7 19.7 7.1 9.4 2.7 13.9: 7.4 7.2 Other: 100.0: 11.8 65.7 37.9 3.4 2.7 14.4 9.9 1.8 9.7 1.4 10.8: 10.8 4.3 : : : : : Number of Traders in Each Category : All : 275: 40 48 23 6 19 45 57 46 57 27 51: Old : 271: 37 44 19 10 16 45 60 38 49 33 42: Other: 164: 16 40 19 8 12 19 16 6 41 17 26: :------------------------------------------------------------------------------------------------------------------------------------------------------- : 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 : 15.7 22.2 26.5 32.0 12.7 15.1 20.1 21.9 Old : 17.6 22.0 27.7 30.6 13.1 15.8 20.4 22.2 Other: 21.7 34.7 36.0 50.4 21.3 33.2 35.2 47.9 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 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 : 25,418: 5,008 19,086 2,927 409 214 7,323 532 425 3,077 300 3,131: 3,312 1,320 Old : 25,110: 4,790 18,920 2,927 409 214 7,313 532 425 3,127 299 3,019: 3,295 1,292 Other: 308: 218 166 0 0 0 10 0 0 6 57 57: 17 28 : : : : : Changes in Commitments from: March 20, 2012 : : -2,058: -255 -1,989 6 -144 2 -1,639 335 -261 -52 -52 157: -14 -105 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.7 75.1 11.5 1.6 0.8 28.8 2.1 1.7 12.1 1.2 12.3: 13.0 5.2 Old : 100.0: 19.1 75.3 11.7 1.6 0.9 29.1 2.1 1.7 12.5 1.2 12.0: 13.1 5.1 Other: 100.0: 70.8 53.9 0.0 0.0 0.0 3.2 0.0 0.0 2.0 18.6 18.4: 5.5 9.1 : : : : : Number of Traders in Each Category : All : 90: 18 16 8 . . 30 5 4 14 10 17: Old : 90: 18 16 8 . . 30 5 4 14 10 17: Other: 12: 7 . 0 0 0 . 0 0 . . 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 : 23.3 67.8 34.4 77.5 23.2 62.1 33.8 68.2 Old : 23.5 68.0 34.4 77.3 23.3 62.4 33.8 68.5 Other: 63.6 86.6 83.7 90.9 58.1 66.3 69.8 66.3 COCOA - ICE FUTURES U.S. Code-073732 Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 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 : 186,209: 80,622 83,103 20,603 14,970 7,212 27,075 30,564 22,012 2,515 2,778 14,354: 11,815 11,215 Old : 132,035: 50,946 42,043 14,514 14,437 6,948 25,209 31,255 13,754 2,676 5,589 7,785: 10,203 10,224 Other: 54,174: 29,675 41,060 6,309 753 44 6,462 3,905 3,662 3,402 752 3,006: 1,613 991 : : : : : Changes in Commitments from: March 20, 2012 : : 4,931: -2,515 99 -429 478 708 1,079 -781 1,692 505 126 2,481: 1,411 127 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.3 44.6 11.1 8.0 3.9 14.5 16.4 11.8 1.4 1.5 7.7: 6.3 6.0 Old : 100.0: 38.6 31.8 11.0 10.9 5.3 19.1 23.7 10.4 2.0 4.2 5.9: 7.7 7.7 Other: 100.0: 54.8 75.8 11.6 1.4 0.1 11.9 7.2 6.8 6.3 1.4 5.5: 3.0 1.8 : : : : : Number of Traders in Each Category : All : 180: 34 34 18 5 10 29 46 30 20 19 27: Old : 176: 31 30 14 9 10 26 48 27 21 17 25: Other: 78: 25 27 12 . . 10 . 5 7 10 10: :------------------------------------------------------------------------------------------------------------------------------------------------------- : 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 : 23.6 25.4 36.4 39.8 22.5 19.7 31.1 28.7 Old : 23.1 24.5 36.4 37.2 22.4 20.5 31.7 29.6 Other: 37.0 43.6 52.0 64.7 36.7 38.1 50.9 56.6 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 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 : 894,283: 190,949 475,072 171,427 76,142 65,363 172,954 37,801 71,307 28,140 6,562 93,516: 100,627 68,519 Old : 894,283: 190,949 475,072 171,427 76,142 65,363 172,954 37,801 71,307 28,140 6,562 93,516: 100,627 68,519 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 20, 2012 : : 7,676: 6,032 11,236 -1,222 -2,439 59 11,179 6,694 -7,275 -1,721 -130 -1,337: 1,962 869 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.4 53.1 19.2 8.5 7.3 19.3 4.2 8.0 3.1 0.7 10.5: 11.3 7.7 Old : 100.0: 21.4 53.1 19.2 8.5 7.3 19.3 4.2 8.0 3.1 0.7 10.5: 11.3 7.7 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 : 229: 53 62 18 12 26 54 21 39 30 26 43: Old : 229: 53 62 18 12 26 54 21 39 30 26 43: 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 : 12.2 15.8 22.5 26.5 11.2 13.3 19.3 21.1 Old : 12.2 15.8 22.5 26.5 11.2 13.3 19.3 21.1 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, March 27, 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 : 224,024: 66,385 79,248 28,180 5,640 12,429 27,160 37,124 26,291 4,452 3,042 50,617: 8,510 9,633 Old : 187,962: 49,633 64,239 27,327 4,263 8,428 28,491 38,141 22,328 5,326 3,126 38,650: 7,779 8,787 Other: 36,062: 16,752 15,009 2,858 3,382 1,997 1,413 1,727 1,220 705 1,495 10,387: 731 846 : : : : : Changes in Commitments from: March 20, 2012 : : 3,603: 1,461 3,407 221 -25 632 563 -634 -709 45 -424 1,979: -589 -625 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.6 35.4 12.6 2.5 5.5 12.1 16.6 11.7 2.0 1.4 22.6: 3.8 4.3 Old : 100.0: 26.4 34.2 14.5 2.3 4.5 15.2 20.3 11.9 2.8 1.7 20.6: 4.1 4.7 Other: 100.0: 46.5 41.6 7.9 9.4 5.5 3.9 4.8 3.4 2.0 4.1 28.8: 2.0 2.3 : : : : : Number of Traders in Each Category : All : 391: 104 102 19 11 18 50 69 57 68 42 79: Old : 386: 100 99 20 10 15 49 70 55 68 42 74: Other: 177: 63 57 16 5 7 6 8 6 20 32 36: :------------------------------------------------------------------------------------------------------------------------------------------------------- : 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 : 12.4 14.4 22.6 24.4 8.2 6.9 14.5 11.6 Old : 12.0 14.4 22.6 24.0 8.4 8.5 15.6 14.0 Other: 27.2 22.0 43.2 38.3 24.5 16.0 31.9 25.2
Updated March 30, 2012