Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 13, 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 525,871 : : Positions : : 46,789 154,172 178,224 12,767 34,319 70,844 110,658 65,101 21,251 24,955 67,032 : : : : Changes from: March 6, 2012 : : 2,366 -10,463 -2,609 1,013 4,128 -2,513 10,656 4,083 950 -196 3,399 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.9 29.3 33.9 2.4 6.5 13.5 21.0 12.4 4.0 4.7 12.7 : : : : Number of Traders in Each Category Total Traders: 398 : : 64 85 17 7 21 55 87 74 68 62 91 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 13, 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 135,938 : : Positions : : 28,510 63,671 31,040 0 4,594 26,783 17,396 11,458 8,054 5,922 6,300 : : : : Changes from: March 6, 2012 : : -1,214 -3,860 1,507 0 504 912 4,364 -32 -1,198 674 299 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.0 46.8 22.8 0.0 3.4 19.7 12.8 8.4 5.9 4.4 4.6 : : : : Number of Traders in Each Category Total Traders: 155 : : 37 52 15 0 10 22 20 16 16 18 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 13, 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 37,234 : : Positions : : 11,163 24,679 3,831 54 889 8,652 590 538 3,560 1,237 1,411 : : : : Changes from: March 6, 2012 : : -1,127 -532 1,079 -7 112 -212 156 134 -106 417 -47 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.0 66.3 10.3 0.1 2.4 23.2 1.6 1.4 9.6 3.3 3.8 : : : : Number of Traders in Each Category Total Traders: 54 : : 19 20 4 . 5 7 . 5 5 7 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 13, 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 1,764,358 : : Positions : : 300,813 727,899 303,393 23,519 102,295 306,641 61,314 242,020 68,954 40,059 275,519 : : : : Changes from: March 6, 2012 : : 13,477 22,035 7,785 323 4,201 5,967 6,778 8,098 1,644 -305 29,813 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.0 41.3 17.2 1.3 5.8 17.4 3.5 13.7 3.9 2.3 15.6 : : : : Number of Traders in Each Category Total Traders: 729 : : 213 312 20 7 23 103 42 89 99 112 162 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 13, 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 12,181 : : Positions : : 5,278 6,632 2,244 0 0 1,208 2,622 0 488 120 542 : : : : Changes from: March 6, 2012 : : 303 -604 7 0 0 1 1,101 0 182 53 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.3 54.4 18.4 0.0 0.0 9.9 21.5 0.0 4.0 1.0 4.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 14 11 4 0 0 5 9 0 7 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 13, 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 15,201 : : Positions : : 5,130 5,309 2,359 354 0 1,850 4,286 0 1,916 2,054 1,017 : : : : Changes from: March 6, 2012 : : -38 -31 8 0 0 145 44 0 62 119 -16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.7 34.9 15.5 2.3 0.0 12.2 28.2 0.0 12.6 13.5 6.7 : : : : Number of Traders in Each Category Total Traders: 82 : : 14 16 7 . 0 7 16 0 18 10 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 13, 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 303,710 : : Positions : : 38,405 121,369 72,393 1,870 11,416 55,380 30,409 31,992 9,526 8,824 52,246 : : : : Changes from: March 6, 2012 : : 3,967 -5,426 1,611 -2 -831 -2,622 -2,406 -5,443 -7,955 3,609 1,099 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.6 40.0 23.8 0.6 3.8 18.2 10.0 10.5 3.1 2.9 17.2 : : : : Number of Traders in Each Category Total Traders: 295 : : 50 68 16 . 9 64 50 62 38 32 67 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 13, 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 444,024 : : Positions : : 58,062 187,405 95,194 4,962 7,393 107,710 22,472 54,203 17,175 14,902 74,090 : : : : Changes from: March 6, 2012 : : 4,077 -6,539 -1,322 261 -6,311 -4,557 466 2,189 -1,962 894 -4,424 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.1 42.2 21.4 1.1 1.7 24.3 5.1 12.2 3.9 3.4 16.7 : : : : Number of Traders in Each Category Total Traders: 436 : : 81 150 18 . 9 92 45 75 49 55 75 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 13, 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 60,570 : : Positions : : 3,802 11,326 5,892 887 1,553 20,351 1,275 2,867 2,745 2,877 12,343 : : : : Changes from: March 6, 2012 : : -324 -244 392 17 -70 -2,378 -163 -33 -142 -130 -234 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.3 18.7 9.7 1.5 2.6 33.6 2.1 4.7 4.5 4.7 20.4 : : : : Number of Traders in Each Category Total Traders: 209 : : 36 67 12 . 11 41 11 14 28 29 36 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 13, 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 6,517 : : Positions : : 5,177 5,503 0 0 0 0 0 0 442 104 136 : : : : Changes from: March 6, 2012 : : 238 200 0 0 0 0 0 0 2 4 14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 84.4 0.0 0.0 0.0 0.0 0.0 0.0 6.8 1.6 2.1 : : : : 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 13, 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 54,078 : : Positions : : 28,881 22,321 0 1,405 30 545 416 25 5,461 3,921 13,053 : : : : Changes from: March 6, 2012 : : 75 14 0 23 3 23 -19 8 -117 33 -797 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 41.3 0.0 2.6 0.1 1.0 0.8 0.0 10.1 7.3 24.1 : : : : Number of Traders in Each Category Total Traders: 78 : : 32 30 0 . . . 4 . 15 13 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 13, 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 9,355 : : Positions : : 8,084 3,118 0 0 0 0 170 0 228 4,266 84 : : : : Changes from: March 6, 2012 : : 210 44 0 0 0 0 14 0 2 137 -0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 33.3 0.0 0.0 0.0 0.0 1.8 0.0 2.4 45.6 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 13, 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 846,793 : : Positions : : 122,829 393,602 133,605 15,462 42,300 189,452 13,361 89,965 31,567 19,405 176,294 : : : : Changes from: March 6, 2012 : : 14,013 30,161 22 2,487 -808 18,056 -1,668 3,136 -2,078 873 22,353 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.5 46.5 15.8 1.8 5.0 22.4 1.6 10.6 3.7 2.3 20.8 : : : : Number of Traders in Each Category Total Traders: 554 : : 122 170 16 9 21 119 20 69 88 109 154 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 13, 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 387,146 : : Positions : : 72,646 206,358 97,484 2,331 18,233 69,527 44,837 27,091 20,287 18,308 42,972 : : : : Changes from: March 6, 2012 : : 1,425 15,536 1,234 86 1,527 8,104 4,486 4,686 7,466 949 3,247 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.8 53.3 25.2 0.6 4.7 18.0 11.6 7.0 5.2 4.7 11.1 : : : : Number of Traders in Each Category Total Traders: 271 : : 49 60 16 . 12 56 32 34 39 41 53 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 13, 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 252,030 : : Positions : : 60,147 160,825 19,358 5,964 4,661 73,659 11,441 18,275 7,392 5,110 25,004 : : : : Changes from: March 6, 2012 : : 342 17,054 -1,291 -159 1,474 11,299 625 1,924 1,307 -9 -286 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.9 63.8 7.7 2.4 1.8 29.2 4.5 7.3 2.9 2.0 9.9 : : : : Number of Traders in Each Category Total Traders: 213 : : 49 65 10 6 11 56 17 17 21 21 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 13, 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 242,706 : : Positions : : 47,869 103,448 56,981 10,365 14,708 30,351 39,979 20,953 20,599 4,355 31,980 : : : : Changes from: March 6, 2012 : : 2,675 -199 258 -238 1,234 2,114 5,834 1,784 -503 253 2,649 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.7 42.6 23.5 4.3 6.1 12.5 16.5 8.6 8.5 1.8 13.2 : : : : Number of Traders in Each Category Total Traders: 273 : : 35 47 22 9 22 36 66 42 55 30 48 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 13, 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 28,493 : : Positions : : 5,573 21,525 2,919 576 207 9,235 477 673 3,114 301 3,408 : : : : Changes from: March 6, 2012 : : 176 -72 -21 -2 -51 225 37 -70 -137 35 -107 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.6 75.5 10.2 2.0 0.7 32.4 1.7 2.4 10.9 1.1 12.0 : : : : Number of Traders in Each Category Total Traders: 97 : : 19 18 7 . . 35 5 4 11 14 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 13, 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 183,825 : : Positions : : 82,241 86,981 22,398 15,120 6,587 27,197 31,147 19,299 2,311 2,274 12,047 : : : : Changes from: March 6, 2012 : : -1,179 3,081 -119 266 -1,430 74 -1,742 2,748 98 -613 1,973 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.7 47.3 12.2 8.2 3.6 14.8 16.9 10.5 1.3 1.2 6.6 : : : : Number of Traders in Each Category Total Traders: 175 : : 35 35 15 7 10 31 46 29 21 11 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 13, 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 844,244 : : Positions : : 188,187 437,787 175,482 69,988 61,938 136,850 32,542 79,621 27,560 8,713 87,899 : : : : Changes from: March 6, 2012 : : 11,638 -16,469 3,883 -3,748 1,249 -28,227 -2,137 3,735 -433 -668 72 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.3 51.9 20.8 8.3 7.3 16.2 3.9 9.4 3.3 1.0 10.4 : : : : Number of Traders in Each Category Total Traders: 223 : : 54 62 18 12 26 45 22 36 36 24 43 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 13, 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 206,471 : : Positions : : 60,202 72,212 27,174 5,878 10,880 26,078 34,462 24,525 3,923 4,258 44,498 : : : : Changes from: March 6, 2012 : : 5,883 3,112 -51 -94 80 -1,511 2,433 3,368 122 -587 5,493 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.2 35.0 13.2 2.8 5.3 12.6 16.7 11.9 1.9 2.1 21.6 : : : : Number of Traders in Each Category Total Traders: 377 : : 104 96 18 12 19 52 69 51 58 46 75 : ----------------------------------------------------------------------------------------------------------------
Updated March 16, 2012