Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 549,844 : : Positions : : 64,285 153,996 179,422 13,190 37,760 68,620 125,886 60,468 22,336 24,650 75,523 : : : : Changes from: February 14, 2012 : : 8,890 986 -3,912 -1,419 1,968 488 13,314 3,176 4,765 905 4,643 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.7 28.0 32.6 2.4 6.9 12.5 22.9 11.0 4.1 4.5 13.7 : : : : Number of Traders in Each Category Total Traders: 405 : : 71 86 19 6 21 53 87 76 62 71 101 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 147,006 : : Positions : : 36,547 73,915 30,593 0 4,172 27,050 15,704 15,268 7,835 4,771 7,929 : : : : Changes from: February 14, 2012 : : -158 -2,835 926 0 -30 -508 2,921 -844 -480 570 -103 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.9 50.3 20.8 0.0 2.8 18.4 10.7 10.4 5.3 3.2 5.4 : : : : Number of Traders in Each Category Total Traders: 160 : : 49 51 16 0 10 24 19 19 14 20 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 39,842 : : Positions : : 11,947 25,786 2,611 0 932 9,361 279 1,503 2,981 1,250 2,297 : : : : Changes from: February 14, 2012 : : -888 1,129 1,744 0 72 -964 -231 398 892 -375 -357 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.0 64.7 6.6 0.0 2.3 23.5 0.7 3.8 7.5 3.1 5.8 : : : : Number of Traders in Each Category Total Traders: 56 : : 21 23 5 0 4 7 . 6 6 7 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 1,770,174 : : Positions : : 339,908 673,185 273,969 24,530 123,878 276,138 93,189 229,053 65,717 40,319 300,165 : : : : Changes from: February 14, 2012 : : -9,812 -10,562 10,389 -454 1,346 -17,661 5,442 6,829 -551 -3,315 -4,155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.2 38.0 15.5 1.4 7.0 15.6 5.3 12.9 3.7 2.3 17.0 : : : : Number of Traders in Each Category Total Traders: 727 : : 232 292 18 8 23 82 64 96 111 106 174 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 12,882 : : Positions : : 5,708 8,763 2,220 0 0 1,821 1,279 0 139 78 1,084 : : : : Changes from: February 14, 2012 : : -334 -294 9 0 0 -439 -6 0 -23 -19 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.3 68.0 17.2 0.0 0.0 14.1 9.9 0.0 1.1 0.6 8.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 11 10 4 0 0 5 6 0 4 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 16,106 : : Positions : : 6,330 5,856 2,263 338 7 1,669 3,278 402 1,116 2,525 1,602 : : : : Changes from: February 14, 2012 : : 140 324 14 0 5 -69 -301 0 -147 245 298 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.3 36.4 14.1 2.1 0.0 10.4 20.4 2.5 6.9 15.7 9.9 : : : : Number of Traders in Each Category Total Traders: 81 : : 18 18 7 . . 5 15 . 12 14 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 302,769 : : Positions : : 29,686 129,141 70,471 1,644 9,597 59,712 26,480 34,140 19,695 8,598 48,985 : : : : Changes from: February 14, 2012 : : -1,055 -320 1,138 39 753 784 -1,021 1,660 -368 251 -7,069 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.8 42.7 23.3 0.5 3.2 19.7 8.7 11.3 6.5 2.8 16.2 : : : : Number of Traders in Each Category Total Traders: 303 : : 48 71 17 . 9 62 45 61 37 39 68 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 444,928 : : Positions : : 52,479 197,245 96,578 4,309 11,682 119,422 21,916 49,275 14,862 12,981 69,015 : : : : Changes from: February 14, 2012 : : -4,389 4,565 1,443 301 1,032 8,630 -785 4,197 544 618 6,962 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.8 44.3 21.7 1.0 2.6 26.8 4.9 11.1 3.3 2.9 15.5 : : : : Number of Traders in Each Category Total Traders: 468 : : 85 165 17 5 11 114 41 72 58 49 78 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 60,778 : : Positions : : 3,722 11,238 4,766 821 1,472 22,183 1,134 4,935 2,451 3,364 12,180 : : : : Changes from: February 14, 2012 : : 119 694 -153 37 249 1,978 61 696 -176 220 1,747 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.1 18.5 7.8 1.4 2.4 36.5 1.9 8.1 4.0 5.5 20.0 : : : : Number of Traders in Each Category Total Traders: 221 : : 30 67 11 4 14 49 10 21 33 27 43 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 6,239 : : Positions : : 4,795 5,207 0 0 0 0 0 0 427 85 114 : : : : Changes from: February 14, 2012 : : 284 276 0 0 0 0 0 0 -2 -1 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 83.4 0.0 0.0 0.0 0.0 0.0 0.0 6.8 1.4 1.8 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 11 0 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 57,553 : : Positions : : 30,926 24,681 0 1,704 29 1,791 107 84 4,653 4,095 13,572 : : : : Changes from: February 14, 2012 : : 1,003 798 0 47 -3 162 96 -4 157 -249 581 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 42.9 0.0 3.0 0.1 3.1 0.2 0.1 8.1 7.1 23.6 : : : : Number of Traders in Each Category Total Traders: 80 : : 37 33 0 . . . . . 10 16 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 8,544 : : Positions : : 7,661 2,805 0 0 0 0 0 0 66 4,228 52 : : : : Changes from: February 14, 2012 : : 312 330 0 0 0 0 0 0 66 -96 41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 32.8 0.0 0.0 0.0 0.0 0.0 0.0 0.8 49.5 0.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 11 0 0 0 0 0 0 . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 763,912 : : Positions : : 120,989 316,013 129,546 12,487 45,869 125,310 28,339 92,166 32,580 14,106 161,873 : : : : Changes from: February 14, 2012 : : -3,997 8,556 -3,104 -408 1,897 12,260 -3,670 -4,291 -816 -154 5,814 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.8 41.4 17.0 1.6 6.0 16.4 3.7 12.1 4.3 1.8 21.2 : : : : Number of Traders in Each Category Total Traders: 495 : : 114 147 18 6 20 100 35 72 89 78 135 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 376,981 : : Positions : : 78,855 200,581 93,056 2,340 13,692 64,095 36,466 29,813 11,483 13,658 49,743 : : : : Changes from: February 14, 2012 : : -1,846 12,671 -811 -16 2,044 7,046 -6,488 -486 -1,744 -342 -668 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.9 53.2 24.7 0.6 3.6 17.0 9.7 7.9 3.0 3.6 13.2 : : : : Number of Traders in Each Category Total Traders: 262 : : 48 56 17 . 12 50 35 36 23 45 59 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 211,257 : : Positions : : 70,142 108,509 17,599 3,070 4,270 37,402 22,575 14,345 4,848 5,573 27,789 : : : : Changes from: February 14, 2012 : : -1,574 8,380 -3,958 448 438 4,205 -7,104 -2,583 1,882 -178 2,509 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.2 51.4 8.3 1.5 2.0 17.7 10.7 6.8 2.3 2.6 13.2 : : : : Number of Traders in Each Category Total Traders: 193 : : 57 55 13 . 11 35 22 19 23 16 40 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 213,857 : : Positions : : 43,521 107,048 55,710 8,741 12,051 26,755 27,912 17,606 19,643 2,252 23,224 : : : : Changes from: February 14, 2012 : : -8,085 -3,169 53 -5,648 -3,742 -590 778 -1,574 90 -87 -1,219 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.4 50.1 26.1 4.1 5.6 12.5 13.1 8.2 9.2 1.1 10.9 : : : : Number of Traders in Each Category Total Traders: 256 : : 33 48 21 9 18 34 59 39 44 35 38 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 27,316 : : Positions : : 4,564 19,684 2,739 622 172 8,913 424 627 2,359 155 2,509 : : : : Changes from: February 14, 2012 : : -3,343 -3,919 0 12 -5 -1,336 87 -1,468 732 -103 -2,840 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.7 72.1 10.0 2.3 0.6 32.6 1.6 2.3 8.6 0.6 9.2 : : : : Number of Traders in Each Category Total Traders: 89 : : 15 16 7 . . 34 5 5 12 9 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 173,970 : : Positions : : 82,779 80,643 21,059 13,787 6,757 25,525 33,133 15,586 1,656 2,809 10,885 : : : : Changes from: February 14, 2012 : : -4,135 5,214 3,001 -1,987 -1,950 682 -3,963 2,105 -767 -3 628 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.6 46.4 12.1 7.9 3.9 14.7 19.0 9.0 1.0 1.6 6.3 : : : : Number of Traders in Each Category Total Traders: 164 : : 34 30 14 8 9 25 43 24 14 20 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 818,229 : : Positions : : 192,028 415,881 167,856 71,084 55,741 135,002 36,125 72,683 24,511 10,901 81,394 : : : : Changes from: February 14, 2012 : : -36,789 16,656 12,321 -10,347 -20,515 13,916 -167 -1,439 505 2,915 -38,480 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.5 50.8 20.5 8.7 6.8 16.5 4.4 8.9 3.0 1.3 9.9 : : : : Number of Traders in Each Category Total Traders: 228 : : 55 63 19 13 28 47 20 33 30 31 45 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 169,846 : : Positions : : 49,709 66,459 27,053 6,234 9,782 26,521 28,905 16,854 2,780 4,061 29,556 : : : : Changes from: February 14, 2012 : : -653 -2,056 -101 -304 504 318 3,803 1,002 81 -1,129 1,616 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.3 39.1 15.9 3.7 5.8 15.6 17.0 9.9 1.6 2.4 17.4 : : : : Number of Traders in Each Category Total Traders: 358 : : 90 92 19 12 19 51 72 43 40 53 62 : ----------------------------------------------------------------------------------------------------------------
Updated February 24, 2012