Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 544,753 : : Positions : : 58,429 167,137 182,194 15,002 37,890 68,310 99,179 64,312 17,203 24,071 75,218 : : : : Changes from: January 31, 2012 : : 1,663 1,525 -1,913 744 -2,811 -5,921 -6,758 1,170 -1,326 395 798 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.7 30.7 33.4 2.8 7.0 12.5 18.2 11.8 3.2 4.4 13.8 : : : : Number of Traders in Each Category Total Traders: 399 : : 69 92 17 8 21 52 80 75 67 66 102 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 152,800 : : Positions : : 35,594 81,360 29,663 0 5,928 28,706 10,260 18,355 8,388 4,009 7,689 : : : : Changes from: January 31, 2012 : : -781 2,848 25 0 598 1,685 -3,842 872 -490 760 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.3 53.2 19.4 0.0 3.9 18.8 6.7 12.0 5.5 2.6 5.0 : : : : Number of Traders in Each Category Total Traders: 162 : : 46 51 16 0 10 30 15 20 14 19 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 39,389 : : Positions : : 13,829 25,046 518 0 729 10,605 836 722 2,099 1,646 1,768 : : : : Changes from: January 31, 2012 : : 107 -125 -24 -78 21 -105 -876 -170 -1,251 754 -635 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.1 63.6 1.3 0.0 1.9 26.9 2.1 1.8 5.3 4.2 4.5 : : : : Number of Traders in Each Category Total Traders: 52 : : 25 20 4 0 . 6 4 4 5 6 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 1,737,986 : : Positions : : 329,351 676,689 265,781 25,691 112,380 294,984 84,900 225,537 67,135 43,906 281,209 : : : : Changes from: January 31, 2012 : : 12,690 21,741 -1,716 -387 2,251 18,872 -1,166 23,986 1,204 3,247 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.0 38.9 15.3 1.5 6.5 17.0 4.9 13.0 3.9 2.5 16.2 : : : : Number of Traders in Each Category Total Traders: 716 : : 232 294 19 7 23 80 58 91 90 121 167 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 14,022 : : Positions : : 6,435 9,171 2,214 0 0 2,163 1,718 0 173 99 981 : : : : Changes from: January 31, 2012 : : -1,113 575 71 0 0 461 -1,169 0 13 -29 -91 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.9 65.4 15.8 0.0 0.0 15.4 12.3 0.0 1.2 0.7 7.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 12 10 4 0 0 6 10 0 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 16,105 : : Positions : : 6,370 5,168 2,265 338 0 1,408 4,196 360 1,345 2,229 1,521 : : : : Changes from: January 31, 2012 : : -141 -431 -20 0 0 0 266 250 75 -21 124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.6 32.1 14.1 2.1 0.0 8.7 26.1 2.2 8.4 13.8 9.4 : : : : Number of Traders in Each Category Total Traders: 83 : : 18 16 7 . 0 5 16 . 16 12 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 305,623 : : Positions : : 31,325 126,836 69,433 1,739 9,558 59,670 27,360 29,794 19,933 12,210 56,498 : : : : Changes from: January 31, 2012 : : 400 7,150 -278 201 -1,183 1,600 -5,907 2,724 3,741 2,670 1,928 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.2 41.5 22.7 0.6 3.1 19.5 9.0 9.7 6.5 4.0 18.5 : : : : Number of Traders in Each Category Total Traders: 284 : : 45 65 17 . 11 58 46 59 35 41 62 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 412,521 : : Positions : : 54,838 187,887 94,536 4,200 10,412 108,679 22,491 41,349 13,178 11,234 58,094 : : : : Changes from: January 31, 2012 : : 275 788 1,000 -78 -1,030 -2,177 -2,715 -3,467 762 -1,189 -15,956 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.3 45.5 22.9 1.0 2.5 26.3 5.5 10.0 3.2 2.7 14.1 : : : : Number of Traders in Each Category Total Traders: 444 : : 83 157 16 6 10 104 44 67 48 49 76 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 52,912 : : Positions : : 3,246 10,029 4,789 747 1,344 19,314 1,185 3,798 2,750 2,740 9,375 : : : : Changes from: January 31, 2012 : : 296 612 -70 18 98 480 -82 1,088 214 -216 566 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.1 19.0 9.1 1.4 2.5 36.5 2.2 7.2 5.2 5.2 17.7 : : : : Number of Traders in Each Category Total Traders: 209 : : 27 64 11 4 12 48 9 16 24 30 36 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 5,684 : : Positions : : 4,340 4,855 0 0 0 0 0 0 427 102 100 : : : : Changes from: January 31, 2012 : : 55 5 0 0 0 0 0 0 -51 -46 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 85.4 0.0 0.0 0.0 0.0 0.0 0.0 7.5 1.8 1.8 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 12 0 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 53,285 : : Positions : : 28,368 23,555 0 1,624 38 1,614 15 88 4,495 3,350 12,598 : : : : Changes from: January 31, 2012 : : -824 -857 0 -197 -3 30 -103 1 -853 -570 913 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 44.2 0.0 3.0 0.1 3.0 0.0 0.2 8.4 6.3 23.6 : : : : Number of Traders in Each Category Total Traders: 77 : : 36 31 0 . . . . . 11 15 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 7,201 : : Positions : : 6,565 2,008 0 0 0 0 0 0 0 4,131 10 : : : : Changes from: January 31, 2012 : : -690 -90 0 0 0 0 0 0 0 -760 7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 27.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 57.4 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 0 0 0 0 0 0 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 710,111 : : Positions : : 122,318 290,439 132,241 11,362 38,542 103,312 40,456 81,186 32,013 14,123 147,573 : : : : Changes from: January 31, 2012 : : -3,048 23,206 -891 2,016 419 14,482 -7,757 47 2,296 340 6,628 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.2 40.9 18.6 1.6 5.4 14.5 5.7 11.4 4.5 2.0 20.8 : : : : Number of Traders in Each Category Total Traders: 484 : : 109 136 17 6 21 83 43 71 83 90 143 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 13,398 : : Positions : : 320 1,611 0 0 0 0 420 0 9,195 1,210 176 : : : : Changes from: January 31, 2012 : : -26 -457 0 0 0 0 130 0 -99 -275 -153 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.4 12.0 0.0 0.0 0.0 0.0 3.1 0.0 68.6 9.0 1.3 : : : : Number of Traders in Each Category Total Traders: 20 : : . 4 0 0 0 0 . 0 11 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 369,025 : : Positions : : 87,440 180,315 91,037 2,074 14,505 53,246 55,751 27,893 15,551 10,626 47,599 : : : : Changes from: January 31, 2012 : : -10,074 8,044 -2,774 -311 506 3,427 -11,417 -770 -1,364 85 -655 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.7 48.9 24.7 0.6 3.9 14.4 15.1 7.6 4.2 2.9 12.9 : : : : Number of Traders in Each Category Total Traders: 262 : : 54 58 16 . 13 37 45 37 31 34 65 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 215,651 : : Positions : : 77,916 101,752 19,254 1,662 6,433 33,403 30,842 17,563 3,316 6,164 25,519 : : : : Changes from: January 31, 2012 : : -17,632 -6,707 -581 107 -8 3,165 -5,111 337 477 147 -694 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.1 47.2 8.9 0.8 3.0 15.5 14.3 8.1 1.5 2.9 11.8 : : : : Number of Traders in Each Category Total Traders: 193 : : 53 54 13 . 11 34 24 18 14 21 42 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 251,116 : : Positions : : 54,238 121,394 49,555 13,101 21,310 33,030 17,580 24,152 13,052 1,944 36,316 : : : : Changes from: January 31, 2012 : : 3,695 4,784 2,182 1,771 1,937 -170 1,068 3,117 -1,243 250 543 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.6 48.3 19.7 5.2 8.5 13.2 7.0 9.6 5.2 0.8 14.5 : : : : Number of Traders in Each Category Total Traders: 257 : : 34 50 20 10 22 50 37 44 41 40 56 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 36,558 : : Positions : : 9,012 25,496 2,679 658 212 12,266 438 2,286 1,017 471 5,377 : : : : Changes from: January 31, 2012 : : -1,148 -1,489 -154 -27 71 -466 165 -302 479 -8 -70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.6 69.7 7.3 1.8 0.6 33.6 1.2 6.3 2.8 1.3 14.7 : : : : Number of Traders in Each Category Total Traders: 101 : : 18 20 7 . . 38 6 6 9 16 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 179,502 : : Positions : : 89,536 81,317 16,813 15,525 9,988 24,273 33,590 15,126 1,951 1,817 11,268 : : : : Changes from: January 31, 2012 : : -2,173 -5,181 616 428 -51 -1,099 2,199 -2,550 -173 416 -7,364 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 45.3 9.4 8.6 5.6 13.5 18.7 8.4 1.1 1.0 6.3 : : : : Number of Traders in Each Category Total Traders: 161 : : 36 34 13 8 13 22 42 23 14 15 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 865,776 : : Positions : : 229,903 390,895 151,419 79,871 77,950 116,039 34,388 75,640 22,642 9,368 116,433 : : : : Changes from: January 31, 2012 : : 17,527 17,280 1,282 -502 5,200 -8,596 974 2,306 2,860 149 -2,422 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.6 45.1 17.5 9.2 9.0 13.4 4.0 8.7 2.6 1.1 13.4 : : : : Number of Traders in Each Category Total Traders: 231 : : 58 64 19 14 28 35 24 35 30 39 57 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 188,834 : : Positions : : 50,622 75,307 26,521 6,804 11,013 29,990 22,771 19,262 2,937 4,272 40,167 : : : : Changes from: January 31, 2012 : : 3,067 6,569 1,011 286 636 4,085 2,195 2,145 300 -189 3,775 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.8 39.9 14.0 3.6 5.8 15.9 12.1 10.2 1.6 2.3 21.3 : : : : Number of Traders in Each Category Total Traders: 353 : : 95 95 21 12 23 49 61 48 41 52 68 : ----------------------------------------------------------------------------------------------------------------
Updated February 10, 2012