Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 513,096 : : Positions : : 53,113 156,359 181,315 11,897 30,558 72,527 120,523 57,283 19,422 22,789 59,098 : : : : Changes from: February 21, 2012 : : -11,172 2,362 1,894 -1,293 -7,202 3,907 -5,364 -3,186 -2,914 -1,861 -16,425 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.4 30.5 35.3 2.3 6.0 14.1 23.5 11.2 3.8 4.4 11.5 : : : : Number of Traders in Each Category Total Traders: 390 : : 70 87 17 7 21 55 82 77 59 60 85 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 135,919 : : Positions : : 32,132 68,139 29,585 0 3,887 26,750 16,693 11,450 8,770 5,098 6,578 : : : : Changes from: February 21, 2012 : : -4,415 -5,777 -1,008 0 -285 -300 989 -3,818 935 327 -1,351 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.6 50.1 21.8 0.0 2.9 19.7 12.3 8.4 6.5 3.8 4.8 : : : : Number of Traders in Each Category Total Traders: 154 : : 41 52 15 0 9 22 18 15 13 21 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 37,896 : : Positions : : 12,960 24,817 2,596 26 728 8,068 564 1,053 3,809 1,177 1,587 : : : : Changes from: February 21, 2012 : : 1,012 -970 -15 26 -204 -1,293 285 -450 828 -73 -710 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.2 65.5 6.9 0.1 1.9 21.3 1.5 2.8 10.1 3.1 4.2 : : : : Number of Traders in Each Category Total Traders: 55 : : 23 22 4 . 4 5 . 5 5 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 1,647,928 : : Positions : : 294,997 683,694 292,161 23,780 95,038 294,408 78,720 206,153 66,964 38,459 236,689 : : : : Changes from: February 21, 2012 : : -44,911 10,509 18,192 -750 -28,840 18,270 -14,469 -22,900 1,247 -1,859 -63,476 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.9 41.5 17.7 1.4 5.8 17.9 4.8 12.5 4.1 2.3 14.4 : : : : Number of Traders in Each Category Total Traders: 705 : : 216 293 19 7 23 94 46 82 93 100 159 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 11,735 : : Positions : : 5,187 8,059 2,224 0 0 1,441 1,476 0 317 64 437 : : : : Changes from: February 21, 2012 : : -521 -704 4 0 0 -380 197 0 178 -14 -647 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.2 68.7 19.0 0.0 0.0 12.3 12.6 0.0 2.7 0.5 3.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 11 10 4 0 0 5 7 0 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ROUGH RICE - CHICAGO BOARD OF TRADE (CONTRACTS OF 200,000 POUNDS) : CFTC Code #039601 Open Interest is 15,970 : : Positions : : 5,363 5,377 2,296 354 0 1,715 3,261 887 1,442 2,631 1,273 : : : : Changes from: February 21, 2012 : : -968 -478 33 16 -7 46 -17 485 326 106 -329 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.6 33.7 14.4 2.2 0.0 10.7 20.4 5.6 9.0 16.5 8.0 : : : : Number of Traders in Each Category Total Traders: 83 : : 16 17 7 . 0 5 15 6 18 10 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 311,391 : : Positions : : 30,359 128,439 68,841 1,732 10,842 59,842 29,488 35,484 20,935 7,083 52,061 : : : : Changes from: February 21, 2012 : : 673 -701 -1,630 88 1,245 131 3,008 1,344 1,239 -1,515 3,076 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.7 41.2 22.1 0.6 3.5 19.2 9.5 11.4 6.7 2.3 16.7 : : : : Number of Traders in Each Category Total Traders: 312 : : 47 71 17 . 9 62 55 63 36 44 73 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 453,893 : : Positions : : 52,251 196,002 96,279 4,247 11,800 120,834 23,127 49,650 15,616 15,549 74,887 : : : : Changes from: February 21, 2012 : : -228 -1,243 -299 -62 118 1,411 1,211 375 754 2,567 5,872 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.5 43.2 21.2 0.9 2.6 26.6 5.1 10.9 3.4 3.4 16.5 : : : : Number of Traders in Each Category Total Traders: 469 : : 81 164 18 5 10 108 47 71 55 53 73 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 62,378 : : Positions : : 4,037 11,854 4,774 843 1,467 23,017 1,107 4,286 2,515 3,487 12,843 : : : : Changes from: February 21, 2012 : : 314 616 8 22 -5 835 -27 -649 64 123 663 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.5 19.0 7.7 1.4 2.4 36.9 1.8 6.9 4.0 5.6 20.6 : : : : Number of Traders in Each Category Total Traders: 227 : : 31 67 11 4 13 52 9 22 29 32 43 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 6,638 : : Positions : : 5,153 5,645 0 0 0 0 0 0 531 107 132 : : : : Changes from: February 21, 2012 : : 358 439 0 0 0 0 0 0 104 22 18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 85.0 0.0 0.0 0.0 0.0 0.0 0.0 8.0 1.6 2.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 11 0 0 0 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 59,797 : : Positions : : 32,541 25,186 0 1,747 27 1,072 449 92 5,750 4,246 14,101 : : : : Changes from: February 21, 2012 : : 1,615 505 0 43 -2 -719 342 8 1,097 151 529 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 42.1 0.0 2.9 0.0 1.8 0.8 0.2 9.6 7.1 23.6 : : : : Number of Traders in Each Category Total Traders: 84 : : 37 33 0 . . . 4 . 15 14 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 9,286 : : Positions : : 8,224 3,103 0 0 0 0 62 1 61 4,431 84 : : : : Changes from: February 21, 2012 : : 563 298 0 0 0 0 62 1 -5 203 32 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 33.4 0.0 0.0 0.0 0.0 0.7 0.0 0.7 47.7 0.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 11 0 0 0 0 . . . 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 737,025 : : Positions : : 106,948 327,928 133,193 13,415 39,428 141,781 24,103 84,159 32,555 14,430 143,152 : : : : Changes from: February 21, 2012 : : -14,041 11,915 3,647 928 -6,442 16,471 -4,236 -8,007 -24 325 -18,721 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.5 44.5 18.1 1.8 5.3 19.2 3.3 11.4 4.4 2.0 19.4 : : : : Number of Traders in Each Category Total Traders: 529 : : 103 155 18 6 21 104 35 74 82 88 149 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 350,352 : : Positions : : 56,965 192,493 93,755 2,362 10,894 69,155 31,878 25,621 12,135 16,109 43,997 : : : : Changes from: February 21, 2012 : : -21,889 -8,088 700 21 -2,797 5,059 -4,587 -4,192 652 2,451 -5,747 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.3 54.9 26.8 0.7 3.1 19.7 9.1 7.3 3.5 4.6 12.6 : : : : Number of Traders in Each Category Total Traders: 270 : : 50 61 17 . 13 55 26 34 30 37 63 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 211,482 : : Positions : : 56,253 116,087 19,624 3,793 2,512 47,038 18,429 13,751 5,311 3,209 27,487 : : : : Changes from: February 21, 2012 : : -13,889 7,578 2,026 723 -1,758 9,636 -4,145 -593 463 -2,364 -302 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.6 54.9 9.3 1.8 1.2 22.2 8.7 6.5 2.5 1.5 13.0 : : : : Number of Traders in Each Category Total Traders: 197 : : 49 63 12 . 8 39 20 16 18 16 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 217,935 : : Positions : : 43,332 98,057 55,311 10,156 12,626 26,942 35,236 17,030 20,061 3,438 25,612 : : : : Changes from: February 21, 2012 : : -190 -8,991 -399 1,416 574 186 7,324 -576 418 1,186 2,388 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.9 45.0 25.4 4.7 5.8 12.4 16.2 7.8 9.2 1.6 11.8 : : : : Number of Traders in Each Category Total Traders: 260 : : 33 45 21 9 19 33 64 38 52 28 41 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 26,652 : : Positions : : 4,805 20,225 2,818 558 167 8,294 437 654 3,049 192 3,089 : : : : Changes from: February 21, 2012 : : 241 542 79 -64 -5 -619 13 27 690 37 580 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.0 75.9 10.6 2.1 0.6 31.1 1.6 2.5 11.4 0.7 11.6 : : : : Number of Traders in Each Category Total Traders: 90 : : 16 18 7 . . 34 5 4 14 7 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 171,622 : : Positions : : 80,180 83,272 21,737 13,804 5,777 26,514 30,971 14,918 1,986 2,274 10,377 : : : : Changes from: February 21, 2012 : : -2,599 2,629 677 17 -980 988 -2,163 -668 330 -535 -508 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.7 48.5 12.7 8.0 3.4 15.4 18.0 8.7 1.2 1.3 6.0 : : : : Number of Traders in Each Category Total Traders: 162 : : 32 32 14 6 9 28 40 24 18 15 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 862,411 : : Positions : : 185,657 471,724 168,426 74,772 57,338 174,776 31,199 69,468 26,639 11,069 88,011 : : : : Changes from: February 21, 2012 : : -6,371 55,844 571 3,687 1,597 39,774 -4,926 -3,216 2,128 168 6,617 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.5 54.7 19.5 8.7 6.6 20.3 3.6 8.1 3.1 1.3 10.2 : : : : Number of Traders in Each Category Total Traders: 235 : : 55 64 18 13 26 54 20 31 32 31 45 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 181,316 : : Positions : : 50,354 67,819 27,306 5,659 10,545 28,456 30,878 18,373 3,113 4,340 34,388 : : : : Changes from: February 21, 2012 : : 645 1,360 253 -576 763 1,935 1,973 1,520 333 279 4,832 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.8 37.4 15.1 3.1 5.8 15.7 17.0 10.1 1.7 2.4 19.0 : : : : Number of Traders in Each Category Total Traders: 364 : : 93 97 21 10 20 50 68 43 46 54 65 : ----------------------------------------------------------------------------------------------------------------
Updated March 2, 2012