Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WHEAT - CHICAGO BOARD OF TRADE (CONTRACTS OF 5,000 BUSHELS) : CFTC Code #001602 Open Interest is 463,614 : : Positions : : 41,882 133,233 170,612 17,804 25,328 58,681 85,778 51,108 14,195 26,664 65,984 : : : : Changes from: December 27, 2011 : : -1,163 453 -1,338 2,261 879 -2,214 -4,369 7,163 1,421 -1,015 6,340 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.0 28.7 36.8 3.8 5.5 12.7 18.5 11.0 3.1 5.8 14.2 : : : : Number of Traders in Each Category Total Traders: 391 : : 69 89 18 7 21 46 78 67 60 72 101 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WHEAT - KANSAS CITY BOARD OF TRADE (CONTRACTS OF 5,000 BUSHELS) : CFTC Code #001612 Open Interest is 143,920 : : Positions : : 31,385 72,748 24,759 0 3,397 28,058 14,074 21,197 11,604 2,871 5,177 : : : : Changes from: December 27, 2011 : : 289 4,550 455 0 503 1,259 -3,597 475 -423 248 -499 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.8 50.5 17.2 0.0 2.4 19.5 9.8 14.7 8.1 2.0 3.6 : : : : Number of Traders in Each Category Total Traders: 161 : : 44 49 15 0 9 31 17 23 21 8 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WHEAT - MINNEAPOLIS GRAIN EXCHANGE (CONTRACTS OF 5,000 BUSHELS) : CFTC Code #001626 Open Interest is 40,986 : : Positions : : 11,357 25,670 262 46 489 12,935 1,324 659 2,930 443 2,575 : : : : Changes from: December 27, 2011 : : -1,269 1,371 -7 -49 31 1,356 -176 211 -24 -267 -551 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.7 62.6 0.6 0.1 1.2 31.6 3.2 1.6 7.1 1.1 6.3 : : : : Number of Traders in Each Category Total Traders: 49 : : 18 17 . . . 9 . 4 8 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CORN - CHICAGO BOARD OF TRADE (CONTRACTS OF 5,000 BUSHELS) : CFTC Code #002602 Open Interest is 1,615,568 : : Positions : : 299,283 643,458 285,846 31,476 102,776 253,358 60,858 188,673 63,938 52,136 254,939 : : : : Changes from: December 27, 2011 : : -1,026 33,499 1,529 1,877 3,199 15,157 -28,691 19,907 3,700 1,330 16,010 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.5 39.8 17.7 1.9 6.4 15.7 3.8 11.7 4.0 3.2 15.8 : : : : Number of Traders in Each Category Total Traders: 722 : : 216 298 18 8 21 77 60 81 83 132 161 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- OATS - CHICAGO BOARD OF TRADE (CONTRACTS OF 5,000 BUSHELS) : CFTC Code #004603 Open Interest is 14,096 : : Positions : : 7,196 8,759 1,862 0 0 1,741 2,352 0 426 123 790 : : : : Changes from: December 27, 2011 : : 228 -228 -63 0 0 -189 382 0 127 -3 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 62.1 13.2 0.0 0.0 12.4 16.7 0.0 3.0 0.9 5.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 12 8 4 0 0 7 7 0 7 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ROUGH RICE - CHICAGO BOARD OF TRADE (CONTRACTS OF 200,000 POUNDS) : CFTC Code #039601 Open Interest is 15,426 : : Positions : : 6,170 6,216 2,233 345 0 1,508 3,316 94 1,297 2,040 1,327 : : : : Changes from: December 27, 2011 : : -644 -275 38 0 -41 28 -290 -311 81 -39 -675 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.0 40.3 14.5 2.2 0.0 9.8 21.5 0.6 8.4 13.2 8.6 : : : : Number of Traders in Each Category Total Traders: 79 : : 14 14 7 . 0 6 12 . 18 11 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- LEAN HOGS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF 40,000 POUNDS) : CFTC Code #054642 Open Interest is 277,185 : : Positions : : 35,302 122,694 67,697 1,458 7,447 58,408 25,781 24,793 9,869 9,015 45,764 : : : : Changes from: December 27, 2011 : : -338 -4,530 -1,085 2 965 -1,133 2,153 2,578 -400 884 -3,346 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.7 44.3 24.4 0.5 2.7 21.1 9.3 8.9 3.6 3.3 16.5 : : : : Number of Traders in Each Category Total Traders: 267 : : 46 68 17 . 8 52 46 56 38 27 52 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF 40,000 POUNDS) : CFTC Code #057642 Open Interest is 399,273 : : Positions : : 50,840 176,446 94,829 4,764 11,048 95,504 25,099 42,644 10,824 9,303 65,099 : : : : Changes from: December 27, 2011 : : -3,168 -1,247 -2,902 -173 2,129 -25 -2,324 4,264 1,214 431 -403 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.7 44.2 23.8 1.2 2.8 23.9 6.3 10.7 2.7 2.3 16.3 : : : : Number of Traders in Each Category Total Traders: 390 : : 75 149 16 6 12 73 40 57 48 43 66 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF 50,000 POUNDS) : CFTC Code #061641 Open Interest is 39,571 : : Positions : : 3,434 7,016 4,363 306 1,380 13,900 1,429 1,663 1,573 1,735 6,457 : : : : Changes from: December 27, 2011 : : 77 594 18 4 450 1,442 -268 -32 -355 563 256 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.7 17.7 11.0 0.8 3.5 35.1 3.6 4.2 4.0 4.4 16.3 : : : : Number of Traders in Each Category Total Traders: 167 : : 32 46 11 . 7 35 10 14 17 23 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF 20,000 POUNDS) : CFTC Code #050642 Open Interest is 3,709 : : Positions : : 2,866 2,913 0 0 0 0 0 0 50 100 62 : : : : Changes from: December 27, 2011 : : -584 -424 0 0 0 0 0 0 -6 -59 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 78.5 0.0 0.0 0.0 0.0 0.0 0.0 1.4 2.7 1.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 12 0 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MILK, Class III - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF 200,000 POUNDS) : CFTC Code #052641 Open Interest is 48,574 : : Positions : : 23,986 20,792 0 1,667 44 2,645 142 29 4,881 2,646 11,077 : : : : Changes from: December 27, 2011 : : -3,582 -4,248 0 -157 44 -143 142 -177 -1,772 -1,248 -1,450 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.4 42.8 0.0 3.4 0.1 5.4 0.3 0.1 10.0 5.4 22.8 : : : : Number of Traders in Each Category Total Traders: 75 : : 32 32 0 . . 5 . . 9 16 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOYBEANS - CHICAGO BOARD OF TRADE (CONTRACTS OF 5,000 BUSHELS) : CFTC Code #005602 Open Interest is 635,183 : : Positions : : 110,054 252,649 130,618 9,266 34,439 79,038 46,018 72,212 31,189 14,843 128,701 : : : : Changes from: December 27, 2011 : : -14,783 -2,682 -25 33 -1,442 7,384 -1,953 -1,589 -395 -1,889 9,771 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.3 39.8 20.6 1.5 5.4 12.4 7.2 11.4 4.9 2.3 20.3 : : : : Number of Traders in Each Category Total Traders: 459 : : 90 133 18 5 20 56 56 64 74 83 135 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOYBEAN OIL - CHICAGO BOARD OF TRADE (CONTRACTS OF 60,000 POUNDS) : CFTC Code #007601 Open Interest is 322,173 : : Positions : : 78,958 163,439 80,073 2,070 8,386 47,288 36,556 27,435 12,756 17,906 37,287 : : : : Changes from: December 27, 2011 : : -9,040 2,823 -1,824 -1,216 -1,525 335 -12,500 3,340 -863 2,278 -2,259 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.5 50.7 24.9 0.6 2.6 14.7 11.3 8.5 4.0 5.6 11.6 : : : : Number of Traders in Each Category Total Traders: 239 : : 48 59 16 . 13 41 33 32 25 35 44 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOYBEAN MEAL - CHICAGO BOARD OF TRADE (CONTRACTS OF 100 TONS) : CFTC Code #026603 Open Interest is 215,724 : : Positions : : 91,888 93,000 19,181 1,731 3,751 26,033 39,484 15,608 3,575 8,336 24,517 : : : : Changes from: December 27, 2011 : : -4,760 -1,697 1,899 599 423 -228 -2,009 1,475 -111 1,204 280 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.6 43.1 8.9 0.8 1.7 12.1 18.3 7.2 1.7 3.9 11.4 : : : : Number of Traders in Each Category Total Traders: 188 : : 54 52 13 . 10 22 32 24 17 15 37 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COTTON NO. 2 - ICE FUTURES U.S. (CONTRACTS OF 50,000 POUNDS) : CFTC Code #033661 Open Interest is 208,092 : : Positions : : 39,343 93,360 42,464 16,045 13,168 34,501 19,515 19,065 15,192 3,546 29,557 : : : : Changes from: December 27, 2011 : : -6,716 6,333 -1,079 2,908 1,024 1,912 -6,391 2,440 2,854 -1,105 -798 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.9 44.9 20.4 7.7 6.3 16.6 9.4 9.2 7.3 1.7 14.2 : : : : Number of Traders in Each Category Total Traders: 244 : : 31 48 18 13 22 49 37 37 53 21 45 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. (CONTRACTS OF 15,000 POUNDS) : CFTC Code #040701 Open Interest is 32,677 : : Positions : : 9,844 25,552 2,977 572 67 12,294 974 1,007 364 242 2,977 : : : : Changes from: December 27, 2011 : : 701 1,690 -3 50 -86 926 -196 537 201 35 49 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.1 78.2 9.1 1.8 0.2 37.6 3.0 3.1 1.1 0.7 9.1 : : : : Number of Traders in Each Category Total Traders: 95 : : 21 20 7 . . 34 . 4 10 12 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COCOA - ICE FUTURES U.S. (CONTRACTS OF 10 METRIC TONS) : CFTC Code #073732 Open Interest is 199,525 : : Positions : : 93,007 88,811 19,827 12,648 4,363 26,394 36,088 23,691 2,055 3,262 19,847 : : : : Changes from: December 27, 2011 : : 3,058 1,077 -197 2,540 154 -150 74 2,421 134 253 1,260 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.6 44.5 9.9 6.3 2.2 13.2 18.1 11.9 1.0 1.6 9.9 : : : : Number of Traders in Each Category Total Traders: 178 : : 38 36 13 7 8 25 46 23 20 15 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SUGAR NO. 11 - ICE FUTURES U.S. (CONTRACTS OF 112,000 POUNDS) : CFTC Code #080732 Open Interest is 752,852 : : Positions : : 185,798 299,993 134,418 79,977 60,729 110,614 52,068 55,780 20,405 8,658 117,098 : : : : Changes from: December 27, 2011 : : -1,945 17,417 1,788 4,070 418 14,308 -446 3,868 1,619 -1,998 -233 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.7 39.8 17.9 10.6 8.1 14.7 6.9 7.4 2.7 1.2 15.6 : : : : Number of Traders in Each Category Total Traders: 234 : : 59 62 19 14 24 42 24 33 33 36 55 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COFFEE C - ICE FUTURES U.S. (CONTRACTS OF 37,500 POUNDS) : CFTC Code #083731 Open Interest is 145,784 : : Positions : : 37,827 57,496 25,264 7,041 9,487 22,071 15,862 12,619 1,191 3,866 30,875 : : : : Changes from: December 27, 2011 : : -166 1,339 -711 1,021 -185 1,495 -1,810 571 28 -117 798 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.9 39.4 17.3 4.8 6.5 15.1 10.9 8.7 0.8 2.7 21.2 : : : : Number of Traders in Each Category Total Traders: 315 : : 101 95 21 10 19 43 52 44 32 40 60 : ----------------------------------------------------------------------------------------------------------------
Updated January 6, 2012