Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 513,529 : : Positions : : 44,423 164,636 180,833 11,754 30,191 73,357 100,001 61,018 20,301 25,151 63,633 : : : : Changes from: February 28, 2012 : : -8,691 8,277 -482 -143 -367 829 -20,521 3,735 879 2,362 4,535 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.7 32.1 35.2 2.3 5.9 14.3 19.5 11.9 4.0 4.9 12.4 : : : : Number of Traders in Each Category Total Traders: 394 : : 63 88 17 7 21 53 83 76 62 63 88 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 131,748 : : Positions : : 29,723 67,531 29,534 0 4,090 25,871 13,032 11,490 9,252 5,248 6,000 : : : : Changes from: February 28, 2012 : : -2,409 -608 -52 0 203 -879 -3,661 40 482 150 -577 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.6 51.3 22.4 0.0 3.1 19.6 9.9 8.7 7.0 4.0 4.6 : : : : Number of Traders in Each Category Total Traders: 156 : : 37 55 15 0 9 23 18 16 18 16 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 37,245 : : Positions : : 12,290 25,211 2,752 60 777 8,864 434 404 3,666 821 1,458 : : : : Changes from: February 28, 2012 : : -670 394 156 34 49 796 -130 -649 -143 -356 -129 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.0 67.7 7.4 0.2 2.1 23.8 1.2 1.1 9.8 2.2 3.9 : : : : Number of Traders in Each Category Total Traders: 55 : : 21 22 4 . 4 7 . 5 5 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 1,684,032 : : Positions : : 287,336 705,864 295,608 23,196 98,094 300,674 54,537 233,921 67,310 40,364 245,706 : : : : Changes from: February 28, 2012 : : -7,661 22,170 3,447 -584 3,057 6,265 -24,184 27,768 347 1,904 9,017 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.1 41.9 17.6 1.4 5.8 17.9 3.2 13.9 4.0 2.4 14.6 : : : : Number of Traders in Each Category Total Traders: 714 : : 210 304 19 7 22 105 41 88 98 108 149 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 11,604 : : Positions : : 4,975 7,237 2,237 0 0 1,207 1,521 0 306 67 520 : : : : Changes from: February 28, 2012 : : -212 -822 13 0 0 -234 45 0 -11 3 83 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.9 62.4 19.3 0.0 0.0 10.4 13.1 0.0 2.6 0.6 4.5 : : : : Number of Traders in Each Category Total Traders: 35 : : 13 10 4 0 0 5 6 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 15,095 : : Positions : : 5,168 5,340 2,351 354 0 1,705 4,242 0 1,855 1,935 1,033 : : : : Changes from: February 28, 2012 : : -195 -37 55 0 0 -10 981 -887 413 -696 -240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.2 35.4 15.6 2.3 0.0 11.3 28.1 0.0 12.3 12.8 6.8 : : : : Number of Traders in Each Category Total Traders: 82 : : 15 17 7 . 0 5 17 0 17 10 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 314,636 : : Positions : : 34,438 126,795 70,782 1,871 12,247 58,002 32,816 37,434 17,481 5,215 51,147 : : : : Changes from: February 28, 2012 : : 4,079 -1,644 1,941 140 1,405 -1,840 3,328 1,951 -3,454 -1,868 -915 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.9 40.3 22.5 0.6 3.9 18.4 10.4 11.9 5.6 1.7 16.3 : : : : Number of Traders in Each Category Total Traders: 306 : : 53 73 18 . 12 63 53 62 38 33 68 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 457,889 : : Positions : : 53,986 193,944 96,516 4,700 13,704 112,267 22,006 52,014 19,138 14,008 78,514 : : : : Changes from: February 28, 2012 : : 1,735 -2,058 237 454 1,904 -8,567 -1,121 2,364 3,522 -1,541 3,627 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.8 42.4 21.1 1.0 3.0 24.5 4.8 11.4 4.2 3.1 17.1 : : : : Number of Traders in Each Category Total Traders: 458 : : 84 160 18 5 12 104 42 73 62 51 74 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 61,978 : : Positions : : 4,126 11,569 5,501 870 1,623 22,729 1,438 2,900 2,888 3,007 12,577 : : : : Changes from: February 28, 2012 : : 89 -285 727 27 156 -288 331 -1,386 372 -480 -266 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.7 18.7 8.9 1.4 2.6 36.7 2.3 4.7 4.7 4.9 20.3 : : : : Number of Traders in Each Category Total Traders: 220 : : 35 67 12 . 12 46 11 19 33 26 42 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 6,242 : : Positions : : 4,939 5,303 0 0 0 0 0 0 441 100 121 : : : : Changes from: February 28, 2012 : : -214 -342 0 0 0 0 0 0 -90 -7 -11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 85.0 0.0 0.0 0.0 0.0 0.0 0.0 7.1 1.6 1.9 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 11 0 0 0 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 55,075 : : Positions : : 28,806 22,307 0 1,382 27 522 435 17 5,578 3,888 13,849 : : : : Changes from: February 28, 2012 : : -3,735 -2,879 0 -365 -0 -550 -14 -75 -171 -358 -251 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 40.5 0.0 2.5 0.0 0.9 0.8 0.0 10.1 7.1 25.1 : : : : Number of Traders in Each Category Total Traders: 81 : : 33 31 0 . . . 4 . 13 17 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 9,112 : : Positions : : 7,875 3,074 0 0 0 0 156 0 227 4,129 85 : : : : Changes from: February 28, 2012 : : -350 -29 0 0 0 0 94 -1 166 -302 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 33.7 0.0 0.0 0.0 0.0 1.7 0.0 2.5 45.3 0.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 10 0 0 0 0 . 0 . 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 789,533 : : Positions : : 108,816 363,441 133,583 12,975 43,108 171,396 15,030 86,829 33,645 18,531 153,941 : : : : Changes from: February 28, 2012 : : 1,869 35,513 391 -440 3,681 29,615 -9,074 2,670 1,090 4,101 10,789 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.8 46.0 16.9 1.6 5.5 21.7 1.9 11.0 4.3 2.3 19.5 : : : : Number of Traders in Each Category Total Traders: 534 : : 112 162 16 8 20 110 28 75 89 98 139 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 16,066 : : Positions : : 151 2,473 0 0 0 0 0 0 12,629 210 605 : : : : Changes from: February 28, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.9 15.4 0.0 0.0 0.0 0.0 0.0 0.0 78.6 1.3 3.8 : : : : Number of Traders in Each Category Total Traders: 21 : : . 6 0 0 0 0 0 0 14 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 356,431 : : Positions : : 71,221 190,822 96,251 2,245 16,706 61,423 40,350 22,405 12,821 17,359 39,725 : : : : Changes from: February 28, 2012 : : 14,256 -1,671 2,495 -117 5,811 -7,731 8,472 -3,216 687 1,249 -4,272 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.0 53.5 27.0 0.6 4.7 17.2 11.3 6.3 3.6 4.9 11.1 : : : : Number of Traders in Each Category Total Traders: 259 : : 52 61 17 . 13 51 31 30 27 48 49 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 234,454 : : Positions : : 59,805 143,770 20,650 6,123 3,187 62,360 10,816 16,351 6,085 5,118 25,290 : : : : Changes from: February 28, 2012 : : 3,552 27,683 1,025 2,330 675 15,322 -7,614 2,600 774 1,909 -2,198 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.5 61.3 8.8 2.6 1.4 26.6 4.6 7.0 2.6 2.2 10.8 : : : : Number of Traders in Each Category Total Traders: 200 : : 48 64 10 5 9 43 18 15 20 22 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 230,653 : : Positions : : 45,194 103,647 56,723 10,603 13,474 28,237 34,145 19,169 21,102 4,102 29,331 : : : : Changes from: February 28, 2012 : : 1,862 5,590 1,412 447 849 1,295 -1,091 2,139 1,041 664 3,720 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.6 44.9 24.6 4.6 5.8 12.2 14.8 8.3 9.1 1.8 12.7 : : : : Number of Traders in Each Category Total Traders: 270 : : 36 46 22 8 21 36 64 40 52 35 47 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 28,649 : : Positions : : 5,397 21,597 2,940 578 258 9,010 440 743 3,251 266 3,515 : : : : Changes from: February 28, 2012 : : 592 1,372 122 21 91 715 3 89 202 74 426 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.8 75.4 10.3 2.0 0.9 31.4 1.5 2.6 11.3 0.9 12.3 : : : : Number of Traders in Each Category Total Traders: 97 : : 18 18 8 . 4 35 4 4 14 12 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 180,068 : : Positions : : 83,419 83,900 22,516 14,855 8,017 27,123 32,889 16,551 2,213 2,887 10,074 : : : : Changes from: February 28, 2012 : : 3,239 629 780 1,050 2,239 609 1,918 1,633 227 613 -303 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.3 46.6 12.5 8.2 4.5 15.1 18.3 9.2 1.2 1.6 5.6 : : : : Number of Traders in Each Category Total Traders: 168 : : 35 33 15 7 10 28 43 28 16 17 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 857,237 : : Positions : : 176,549 454,256 171,599 73,737 60,689 165,077 34,679 75,886 27,993 9,381 87,827 : : : : Changes from: February 28, 2012 : : -9,108 -17,468 3,173 -1,035 3,351 -9,699 3,480 6,419 1,354 -1,688 -184 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.6 53.0 20.0 8.6 7.1 19.3 4.0 8.9 3.3 1.1 10.2 : : : : Number of Traders in Each Category Total Traders: 231 : : 54 63 18 13 26 51 21 38 39 21 42 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 192,783 : : Positions : : 54,320 69,099 27,226 5,972 10,800 27,588 32,029 21,157 3,801 4,845 39,005 : : : : Changes from: February 28, 2012 : : 3,965 1,280 -81 313 255 -868 1,151 2,784 688 505 4,617 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.2 35.8 14.1 3.1 5.6 14.3 16.6 11.0 2.0 2.5 20.2 : : : : Number of Traders in Each Category Total Traders: 376 : : 98 96 19 12 18 51 73 47 53 51 70 : ----------------------------------------------------------------------------------------------------------------
Updated March 9, 2012