Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 484,495 : : Positions : : 46,111 132,947 172,368 15,286 31,098 57,875 93,544 55,905 15,347 29,815 67,108 : : : : Changes from: January 3, 2012 : : 4,229 -286 1,756 -2,518 5,770 -806 7,766 4,797 1,151 3,152 1,124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.5 27.4 35.6 3.2 6.4 11.9 19.3 11.5 3.2 6.2 13.9 : : : : Number of Traders in Each Category Total Traders: 398 : : 70 89 19 6 22 44 87 67 67 68 103 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 147,096 : : Positions : : 33,565 75,601 26,112 0 3,193 26,577 13,252 21,672 11,416 2,987 6,049 : : : : Changes from: January 3, 2012 : : 2,180 2,853 1,352 0 -204 -1,481 -822 475 -188 117 871 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.8 51.4 17.8 0.0 2.2 18.1 9.0 14.7 7.8 2.0 4.1 : : : : Number of Traders in Each Category Total Traders: 163 : : 48 51 15 0 9 29 18 24 21 9 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 40,779 : : Positions : : 13,467 25,222 376 0 559 10,950 1,332 789 3,779 404 2,108 : : : : Changes from: January 3, 2012 : : 2,110 -448 114 -46 70 -1,985 8 130 849 -39 -466 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.0 61.9 0.9 0.0 1.4 26.9 3.3 1.9 9.3 1.0 5.2 : : : : Number of Traders in Each Category Total Traders: 52 : : 21 20 . 0 . 7 . 4 8 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 1,675,585 : : Positions : : 306,286 678,712 282,759 31,747 100,141 277,247 53,495 196,946 64,501 49,163 268,590 : : : : Changes from: January 3, 2012 : : 7,003 35,254 -3,087 271 -2,635 23,889 -7,363 8,273 563 -2,973 13,651 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.3 40.5 16.9 1.9 6.0 16.5 3.2 11.8 3.8 2.9 16.0 : : : : Number of Traders in Each Category Total Traders: 733 : : 216 304 18 6 21 87 55 82 99 122 165 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 14,275 : : Positions : : 7,356 8,599 1,898 0 0 1,529 2,486 0 287 128 849 : : : : Changes from: January 3, 2012 : : 160 -160 36 0 0 -212 134 0 -139 5 59 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 60.2 13.3 0.0 0.0 10.7 17.4 0.0 2.0 0.9 6.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 12 10 4 0 0 6 8 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ROUGH RICE - CHICAGO BOARD OF TRADE (CONTRACTS OF 200,000 POUNDS) : CFTC Code #039601 Open Interest is 14,823 : : Positions : : 6,134 6,006 2,254 345 0 1,418 3,272 58 1,123 2,145 1,125 : : : : Changes from: January 3, 2012 : : -35 -210 21 0 0 -90 -44 -36 -174 104 -202 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.4 40.5 15.2 2.3 0.0 9.6 22.1 0.4 7.6 14.5 7.6 : : : : Number of Traders in Each Category Total Traders: 73 : : 13 14 7 . 0 5 11 . 14 12 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 284,089 : : Positions : : 35,412 119,721 67,897 1,437 5,784 59,364 30,750 27,090 9,544 8,515 48,569 : : : : Changes from: January 3, 2012 : : 110 -2,973 200 -21 -1,663 956 4,969 2,297 -325 -500 2,805 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.5 42.1 23.9 0.5 2.0 20.9 10.8 9.5 3.4 3.0 17.1 : : : : Number of Traders in Each Category Total Traders: 285 : : 46 69 17 . 9 55 51 66 43 28 59 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 413,426 : : Positions : : 55,528 175,926 93,517 4,073 8,678 97,943 31,383 45,661 11,263 10,267 68,122 : : : : Changes from: January 3, 2012 : : 4,688 -520 -1,312 -691 -2,370 2,438 6,283 3,016 439 964 3,024 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.4 42.6 22.6 1.0 2.1 23.7 7.6 11.0 2.7 2.5 16.5 : : : : Number of Traders in Each Category Total Traders: 404 : : 88 150 16 6 11 78 45 68 41 47 69 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 42,666 : : Positions : : 3,744 7,747 4,569 695 1,117 14,785 1,669 1,953 1,633 2,211 7,280 : : : : Changes from: January 3, 2012 : : 310 731 206 389 -263 885 240 290 61 475 823 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.8 18.2 10.7 1.6 2.6 34.7 3.9 4.6 3.8 5.2 17.1 : : : : Number of Traders in Each Category Total Traders: 173 : : 30 48 10 4 9 37 9 16 18 28 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 3,824 : : Positions : : 3,088 3,101 0 0 0 0 0 0 49 103 64 : : : : Changes from: January 3, 2012 : : 222 189 0 0 0 0 0 0 -1 3 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 81.1 0.0 0.0 0.0 0.0 0.0 0.0 1.3 2.7 1.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 12 0 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 50,547 : : Positions : : 25,165 22,580 0 1,694 45 2,543 223 35 5,017 2,916 11,255 : : : : Changes from: January 3, 2012 : : 1,179 1,787 0 26 1 -102 81 6 136 269 178 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.8 44.7 0.0 3.4 0.1 5.0 0.4 0.1 9.9 5.8 22.3 : : : : Number of Traders in Each Category Total Traders: 78 : : 32 32 0 . . 5 . . 11 16 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 659,748 : : Positions : : 112,073 265,871 134,044 9,205 33,912 83,927 39,310 74,720 28,517 13,723 144,557 : : : : Changes from: January 3, 2012 : : 2,019 13,222 3,426 -61 -527 4,890 -6,708 2,508 -2,672 -1,119 15,857 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.0 40.3 20.3 1.4 5.1 12.7 6.0 11.3 4.3 2.1 21.9 : : : : Number of Traders in Each Category Total Traders: 446 : : 97 136 18 5 21 60 48 63 80 75 127 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MINI SOYBEANS - CHICAGO BOARD OF TRADE (Contracts of 1,000 Bushels) : CFTC Code #005603 Open Interest is 11,792 : : Positions : : 356 2,384 0 0 0 324 180 0 7,965 0 265 : : : : Changes from: January 3, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.0 20.2 0.0 0.0 0.0 2.7 1.5 0.0 67.5 0.0 2.2 : : : : Number of Traders in Each Category Total Traders: 20 : : . 5 0 0 0 . . 0 13 0 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 331,673 : : Positions : : 77,157 171,176 83,679 2,250 9,038 51,830 37,233 26,006 14,597 14,901 38,917 : : : : Changes from: January 3, 2012 : : -1,802 7,737 3,606 180 652 4,541 677 -1,429 1,840 -3,005 1,631 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.3 51.6 25.2 0.7 2.7 15.6 11.2 7.8 4.4 4.5 11.7 : : : : Number of Traders in Each Category Total Traders: 239 : : 51 57 15 . 13 43 33 32 25 38 47 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 207,279 : : Positions : : 85,989 97,141 19,845 1,498 4,186 27,099 34,671 14,626 3,094 6,836 23,642 : : : : Changes from: January 3, 2012 : : -5,899 4,141 664 -233 435 1,065 -4,813 -982 -481 -1,500 -875 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.5 46.9 9.6 0.7 2.0 13.1 16.7 7.1 1.5 3.3 11.4 : : : : Number of Traders in Each Category Total Traders: 186 : : 53 52 15 . 12 28 31 20 12 18 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 205,729 : : Positions : : 34,990 96,577 43,066 11,757 13,842 35,816 14,238 19,873 11,517 3,228 31,285 : : : : Changes from: January 3, 2012 : : -4,354 3,217 602 -4,289 674 1,314 -5,278 808 -3,675 -317 1,728 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.0 46.9 20.9 5.7 6.7 17.4 6.9 9.7 5.6 1.6 15.2 : : : : Number of Traders in Each Category Total Traders: 242 : : 29 47 17 13 22 47 37 39 41 33 48 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 40,537 : : Positions : : 12,294 29,542 2,939 660 60 13,886 1,424 1,965 808 438 4,702 : : : : Changes from: January 3, 2012 : : 2,450 3,989 -38 88 -7 1,592 450 957 443 195 1,725 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.3 72.9 7.3 1.6 0.1 34.3 3.5 4.8 2.0 1.1 11.6 : : : : Number of Traders in Each Category Total Traders: 109 : : 20 23 7 . . 37 5 4 17 13 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 196,235 : : Positions : : 93,027 87,613 18,799 13,308 5,944 27,744 40,303 19,753 2,473 2,873 16,663 : : : : Changes from: January 3, 2012 : : 20 -1,198 -1,028 660 1,580 1,350 4,216 -3,939 419 -389 -3,184 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.4 44.6 9.6 6.8 3.0 14.1 20.5 10.1 1.3 1.5 8.5 : : : : Number of Traders in Each Category Total Traders: 186 : : 37 35 14 8 9 29 49 26 19 18 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 771,798 : : Positions : : 198,291 306,101 139,909 77,099 61,125 104,828 54,425 61,456 19,317 8,175 120,240 : : : : Changes from: January 3, 2012 : : 12,493 6,108 5,492 -2,878 396 -5,786 2,357 5,677 -1,088 -483 3,142 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.7 39.7 18.1 10.0 7.9 13.6 7.1 8.0 2.5 1.1 15.6 : : : : Number of Traders in Each Category Total Traders: 229 : : 59 62 19 14 25 37 27 35 37 29 55 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 156,954 : : Positions : : 40,621 60,691 25,441 6,879 10,928 25,336 18,678 14,066 1,193 4,462 33,215 : : : : Changes from: January 3, 2012 : : 2,794 3,195 177 -162 1,441 3,265 2,817 1,447 2 596 2,340 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.9 38.7 16.2 4.4 7.0 16.1 11.9 9.0 0.8 2.8 21.2 : : : : Number of Traders in Each Category Total Traders: 331 : : 104 98 21 10 19 45 56 43 37 38 65 : ----------------------------------------------------------------------------------------------------------------
Updated January 13, 2012