Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 547,226 : : Positions : : 59,471 146,191 184,930 18,098 34,013 65,566 114,431 71,135 18,642 27,757 72,076 : : : : Changes from: January 17, 2012 : : 6,116 10,136 1,127 2,913 -2,125 10,345 9,714 3,026 1,396 -691 5,671 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.9 26.7 33.8 3.3 6.2 12.0 20.9 13.0 3.4 5.1 13.2 : : : : Number of Traders in Each Category Total Traders: 403 : : 61 80 18 7 21 44 97 77 69 68 103 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 151,294 : : Positions : : 35,677 72,212 28,763 0 4,201 25,024 19,768 19,358 11,001 3,004 8,196 : : : : Changes from: January 17, 2012 : : 2,288 -672 1,057 0 620 -1,688 3,790 -663 485 -575 573 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.6 47.7 19.0 0.0 2.8 16.5 13.1 12.8 7.3 2.0 5.4 : : : : Number of Traders in Each Category Total Traders: 166 : : 44 51 15 0 9 23 24 21 27 8 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 43,073 : : Positions : : 13,955 25,850 605 0 766 10,941 2,244 994 3,592 899 2,588 : : : : Changes from: January 17, 2012 : : -207 -65 127 0 178 37 770 65 -133 434 140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.4 60.0 1.4 0.0 1.8 25.4 5.2 2.3 8.3 2.1 6.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 19 18 4 0 . 7 5 6 9 5 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 1,689,901 : : Positions : : 316,517 627,524 266,982 26,706 104,589 258,474 96,647 202,324 66,150 46,129 297,012 : : : : Changes from: January 17, 2012 : : 9,288 -5,295 -2,567 -2,333 5,322 5,985 20,468 1,981 -369 154 12,549 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.7 37.1 15.8 1.6 6.2 15.3 5.7 12.0 3.9 2.7 17.6 : : : : Number of Traders in Each Category Total Traders: 737 : : 234 295 18 8 23 75 66 92 91 139 178 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 15,088 : : Positions : : 7,810 8,839 2,068 0 0 1,778 2,725 0 136 127 1,017 : : : : Changes from: January 17, 2012 : : 154 148 8 0 0 163 183 0 -81 -3 95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 58.6 13.7 0.0 0.0 11.8 18.1 0.0 0.9 0.8 6.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 12 10 4 0 0 6 11 0 . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 14,912 : : Positions : : 6,041 5,859 2,271 345 0 1,481 3,469 58 1,260 2,184 1,070 : : : : Changes from: January 17, 2012 : : -204 -211 12 0 0 -72 220 0 103 -57 -19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.5 39.3 15.2 2.3 0.0 9.9 23.3 0.4 8.4 14.6 7.2 : : : : Number of Traders in Each Category Total Traders: 78 : : 15 16 7 . 0 6 12 . 15 12 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 296,676 : : Positions : : 33,627 122,649 67,553 1,478 10,981 61,452 33,438 24,215 13,793 10,073 54,428 : : : : Changes from: January 17, 2012 : : 165 4,113 436 229 1,432 -689 -300 1,906 3,826 1,735 2,349 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.3 41.3 22.8 0.5 3.7 20.7 11.3 8.2 4.6 3.4 18.3 : : : : Number of Traders in Each Category Total Traders: 288 : : 45 67 16 . 11 60 48 53 37 31 61 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 429,362 : : Positions : : 54,836 180,673 92,017 4,140 10,896 104,727 28,176 46,199 13,199 11,329 75,394 : : : : Changes from: January 17, 2012 : : -3,647 4,009 268 158 1,977 5,794 -3,760 1,662 1,722 2,198 3,511 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.8 42.1 21.4 1.0 2.5 24.4 6.6 10.8 3.1 2.6 17.6 : : : : Number of Traders in Each Category Total Traders: 429 : : 96 157 16 6 12 88 46 67 44 52 74 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 49,752 : : Positions : : 3,244 9,039 4,732 723 1,113 18,505 1,356 2,493 2,206 2,574 9,602 : : : : Changes from: January 17, 2012 : : -358 631 219 23 -14 1,842 -327 273 474 422 1,742 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.5 18.2 9.5 1.5 2.2 37.2 2.7 5.0 4.4 5.2 19.3 : : : : Number of Traders in Each Category Total Traders: 197 : : 29 51 11 4 11 50 7 15 25 28 36 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 5,069 : : Positions : : 3,974 4,286 0 0 0 0 0 0 321 110 99 : : : : Changes from: January 17, 2012 : : 488 784 0 0 0 0 0 0 276 3 16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 84.6 0.0 0.0 0.0 0.0 0.0 0.0 6.3 2.2 1.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 13 0 0 0 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 51,939 : : Positions : : 27,965 23,648 0 1,797 41 1,497 41 31 5,232 3,323 11,349 : : : : Changes from: January 17, 2012 : : 1,396 405 0 78 -3 -968 -136 -6 167 -250 311 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 45.5 0.0 3.5 0.1 2.9 0.1 0.1 10.1 6.4 21.9 : : : : Number of Traders in Each Category Total Traders: 77 : : 35 32 0 . . . . . 10 17 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF 20,000 POUNDS) : CFTC Code #063642 Open Interest is 7,775 : : Positions : : 7,022 1,999 0 0 0 0 0 0 0 4,864 4 : : : : Changes from: January 17, 2012 : : 672 171 0 0 0 0 0 0 0 238 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 25.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 62.6 0.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 9 0 0 0 0 0 0 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 684,919 : : Positions : : 109,079 258,684 133,277 9,586 36,633 87,218 41,834 86,986 29,174 12,896 154,668 : : : : Changes from: January 17, 2012 : : -9,413 -441 -513 2,240 1,119 9,547 -2,289 5,048 51 -1,063 7,896 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.9 37.8 19.5 1.4 5.3 12.7 6.1 12.7 4.3 1.9 22.6 : : : : Number of Traders in Each Category Total Traders: 468 : : 105 133 17 7 21 61 58 76 85 84 136 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 12,852 : : Positions : : 349 2,437 0 0 0 0 290 0 9,199 1,020 407 : : : : Changes from: January 17, 2012 : : -6 -4 0 0 0 0 0 0 240 -475 -16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.7 19.0 0.0 0.0 0.0 0.0 2.3 0.0 71.6 7.9 3.2 : : : : Number of Traders in Each Category Total Traders: 22 : : . 5 0 0 0 0 . 0 14 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 366,993 : : Positions : : 93,573 173,769 92,651 2,359 12,791 49,951 62,710 28,347 15,362 9,875 45,345 : : : : Changes from: January 17, 2012 : : 939 4,634 1,149 11 1,625 6,723 11,953 3,354 1,424 -4,208 6,035 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.5 47.3 25.2 0.6 3.5 13.6 17.1 7.7 4.2 2.7 12.4 : : : : Number of Traders in Each Category Total Traders: 268 : : 58 62 15 . 12 33 50 34 31 33 64 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 227,407 : : Positions : : 97,917 110,939 20,506 1,614 5,046 29,037 38,014 15,182 3,359 5,430 24,202 : : : : Changes from: January 17, 2012 : : 1,583 12,064 -460 -330 2,160 3,194 -1,753 2,205 -96 -3,396 603 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.1 48.8 9.0 0.7 2.2 12.8 16.7 6.7 1.5 2.4 10.6 : : : : Number of Traders in Each Category Total Traders: 197 : : 54 55 14 . 12 28 32 18 11 25 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 229,412 : : Positions : : 40,825 113,626 47,428 10,981 16,702 37,382 12,308 24,740 12,437 3,115 34,112 : : : : Changes from: January 17, 2012 : : 3,007 9,366 1,934 -141 -291 1,318 -3,022 3,676 197 -322 1,407 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.8 49.5 20.7 4.8 7.3 16.3 5.4 10.8 5.4 1.4 14.9 : : : : Number of Traders in Each Category Total Traders: 252 : : 30 49 18 11 21 56 32 46 42 38 53 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 38,154 : : Positions : : 10,524 26,838 2,870 652 159 12,649 338 2,431 588 414 5,260 : : : : Changes from: January 17, 2012 : : -272 747 9 43 -25 646 -718 310 221 8 957 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.6 70.3 7.5 1.7 0.4 33.2 0.9 6.4 1.5 1.1 13.8 : : : : Number of Traders in Each Category Total Traders: 100 : : 18 20 7 . . 38 . 5 17 8 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 194,290 : : Positions : : 93,565 89,701 16,885 12,678 7,105 27,589 36,472 18,409 2,309 2,169 16,923 : : : : Changes from: January 17, 2012 : : 127 1,821 -1,402 507 469 -1 -2,069 446 303 -129 -435 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.2 46.2 8.7 6.5 3.7 14.2 18.8 9.5 1.2 1.1 8.7 : : : : Number of Traders in Each Category Total Traders: 175 : : 38 34 15 7 10 27 44 26 21 13 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 819,562 : : Positions : : 186,502 356,361 148,148 82,599 70,614 122,503 28,983 67,653 20,385 9,458 121,288 : : : : Changes from: January 17, 2012 : : -10,047 32,405 975 4,592 5,049 12,587 -23,133 2,131 299 275 2,755 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.8 43.5 18.1 10.1 8.6 14.9 3.5 8.3 2.5 1.2 14.8 : : : : Number of Traders in Each Category Total Traders: 233 : : 57 61 18 15 25 43 21 35 38 31 56 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 163,122 : : Positions : : 44,256 68,363 25,928 6,499 9,932 25,729 17,961 14,622 2,020 3,855 33,435 : : : : Changes from: January 17, 2012 : : 5,414 3,252 214 -144 -991 -598 3,828 43 396 -1,401 1,138 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.1 41.9 15.9 4.0 6.1 15.8 11.0 9.0 1.2 2.4 20.5 : : : : Number of Traders in Each Category Total Traders: 325 : : 92 90 21 10 18 47 54 48 42 38 63 : ----------------------------------------------------------------------------------------------------------------
Updated January 27, 2012