Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 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 545,301 : : Positions : : 49,578 164,919 179,796 10,977 40,154 74,343 105,735 71,911 18,549 24,607 71,911 : : : : Changes from: March 20, 2012 : : -3,023 904 1,833 -1,015 2,100 1,341 -810 2,661 415 -1,126 1,291 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.1 30.2 33.0 2.0 7.4 13.6 19.4 13.2 3.4 4.5 13.2 : : : : Number of Traders in Each Category Total Traders: 404 : : 63 89 17 7 21 54 86 72 58 69 102 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 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 139,496 : : Positions : : 31,675 66,948 31,368 0 4,577 27,114 16,210 12,642 8,675 6,014 6,132 : : : : Changes from: March 20, 2012 : : 1,805 1,697 3,986 0 1,649 378 156 -216 -223 -44 -178 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.7 48.0 22.5 0.0 3.3 19.4 11.6 9.1 6.2 4.3 4.4 : : : : Number of Traders in Each Category Total Traders: 158 : : 43 50 15 0 10 24 19 22 15 20 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 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 39,050 : : Positions : : 12,111 25,405 4,355 47 1,009 9,193 858 746 3,424 687 1,339 : : : : Changes from: March 20, 2012 : : 590 427 78 7 68 561 -178 102 -68 -320 12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.0 65.1 11.2 0.1 2.6 23.5 2.2 1.9 8.8 1.8 3.4 : : : : Number of Traders in Each Category Total Traders: 52 : : 21 16 5 . 5 8 . 4 5 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 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 1,744,273 : : Positions : : 295,959 707,778 308,000 19,792 105,878 291,887 67,330 234,669 70,518 40,004 273,765 : : : : Changes from: March 20, 2012 : : 3,676 -37,103 1,560 -2,436 2,928 -18,479 18,655 -12,807 263 1,506 -10,049 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.0 40.6 17.7 1.1 6.1 16.7 3.9 13.5 4.0 2.3 15.7 : : : : Number of Traders in Each Category Total Traders: 722 : : 214 317 21 6 22 96 43 87 105 101 159 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 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 CSO - CHICAGO BOARD OF TRADE (CONTRACTS OF 5,000 BUSHELS) : CFTC Code #00260C Open Interest is 8,833 : : Positions : : 875 3,104 137 496 0 2,540 1,451 1,517 1,369 0 1,789 : : : : Changes from: March 20, 2012 : : 17 -93 -14 -42 0 -396 -19 -4 288 0 -502 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.9 35.1 1.6 5.6 0.0 28.8 16.4 17.2 15.5 0.0 20.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 5 7 . . 0 5 . 5 4 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 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 11,622 : : Positions : : 4,223 8,422 1,988 0 60 1,961 647 0 454 167 706 : : : : Changes from: March 20, 2012 : : -534 302 -205 0 60 624 -137 0 76 53 132 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.3 72.5 17.1 0.0 0.5 16.9 5.6 0.0 3.9 1.4 6.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 11 11 4 0 . 7 5 0 4 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 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 16,350 : : Positions : : 5,092 6,751 2,292 343 0 2,130 3,683 0 1,967 1,960 1,504 : : : : Changes from: March 20, 2012 : : 118 1,307 -39 0 0 332 -481 0 -123 -173 537 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.1 41.3 14.0 2.1 0.0 13.0 22.5 0.0 12.0 12.0 9.2 : : : : Number of Traders in Each Category Total Traders: 84 : : 16 19 7 . 0 8 13 0 16 11 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 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 318,020 : : Positions : : 42,229 111,014 73,451 1,635 11,825 50,235 37,548 34,273 13,359 17,539 59,525 : : : : Changes from: March 20, 2012 : : 2,119 -3,095 803 21 -837 3 5,599 -422 4,454 5,788 137 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.3 34.9 23.1 0.5 3.7 15.8 11.8 10.8 4.2 5.5 18.7 : : : : Number of Traders in Each Category Total Traders: 307 : : 51 63 16 . 11 56 67 61 40 41 72 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 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 454,276 : : Positions : : 64,106 181,331 93,528 5,844 8,541 107,798 29,962 52,994 13,530 17,619 82,499 : : : : Changes from: March 20, 2012 : : 1,668 -1,506 420 808 150 6,740 4,532 -1,172 -4,425 2,932 3,601 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.1 39.9 20.6 1.3 1.9 23.7 6.6 11.7 3.0 3.9 18.2 : : : : Number of Traders in Each Category Total Traders: 433 : : 88 145 16 5 11 86 53 76 54 56 84 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 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 56,590 : : Positions : : 3,915 10,432 4,950 884 1,234 18,587 1,460 2,542 1,952 2,238 12,547 : : : : Changes from: March 20, 2012 : : -237 -341 -619 1 -191 744 240 -479 -1,214 -320 780 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.9 18.4 8.7 1.6 2.2 32.8 2.6 4.5 3.4 4.0 22.2 : : : : Number of Traders in Each Category Total Traders: 206 : : 42 65 12 . 10 38 11 15 27 30 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 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 6,930 : : Positions : : 5,550 5,812 0 0 0 0 0 0 496 130 156 : : : : Changes from: March 20, 2012 : : 129 120 0 0 0 0 0 0 52 10 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 83.9 0.0 0.0 0.0 0.0 0.0 0.0 7.2 1.9 2.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 11 0 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 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 56,293 : : Positions : : 30,066 24,377 0 1,315 29 825 2 19 6,461 4,108 13,314 : : : : Changes from: March 20, 2012 : : 532 1,535 0 -141 -1 128 -181 -10 788 -40 179 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 43.3 0.0 2.3 0.1 1.5 0.0 0.0 11.5 7.3 23.7 : : : : Number of Traders in Each Category Total Traders: 79 : : 34 32 0 . . . . . 16 14 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 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 10,294 : : Positions : : 8,899 3,203 0 0 0 0 241 0 241 4,971 97 : : : : Changes from: March 20, 2012 : : 610 6 0 0 0 0 12 0 -10 484 8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 31.1 0.0 0.0 0.0 0.0 2.3 0.0 2.3 48.3 0.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 11 0 0 0 0 . 0 . 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 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 939,213 : : Positions : : 152,373 456,707 134,361 16,973 44,035 216,903 6,901 104,038 34,810 21,185 187,055 : : : : Changes from: March 20, 2012 : : 15,909 27,531 -406 726 1,426 3,496 -5,293 10,794 2,354 -1,058 264 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.2 48.6 14.3 1.8 4.7 23.1 0.7 11.1 3.7 2.3 19.9 : : : : Number of Traders in Each Category Total Traders: 585 : : 142 177 17 8 21 124 23 82 99 106 164 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 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 17,878 : : Positions : : 84 3,168 0 0 0 0 0 0 13,964 415 362 : : : : Changes from: March 20, 2012 : : -21 142 0 0 0 0 0 0 218 -9 -58 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.5 17.7 0.0 0.0 0.0 0.0 0.0 0.0 78.1 2.3 2.0 : : : : Number of Traders in Each Category Total Traders: 22 : : . 7 0 0 0 0 0 0 13 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 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 CSO - CHICAGO BOARD OF TRADE (CONTRACTS OF 5,000 BUSHELS) : CFTC Code #005606 Open Interest is 7,800 : : Positions : : 2,392 2,142 150 219 268 125 1,020 957 771 134 2,829 : : : : Changes from: March 20, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.7 27.5 1.9 2.8 3.4 1.6 13.1 12.3 9.9 1.7 36.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 4 7 . . . . . 4 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 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 414,479 : : Positions : : 87,189 229,973 96,710 2,002 19,647 71,815 42,796 29,708 23,163 17,555 46,388 : : : : Changes from: March 20, 2012 : : 7,476 14,550 2,673 -309 432 -1,400 1,678 2,125 4,228 -1,987 1,867 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.0 55.5 23.3 0.5 4.7 17.3 10.3 7.2 5.6 4.2 11.2 : : : : Number of Traders in Each Category Total Traders: 281 : : 53 62 16 . 11 61 31 37 35 49 53 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 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 271,787 : : Positions : : 59,339 178,416 23,440 5,025 4,469 85,068 8,657 21,044 8,101 6,079 26,365 : : : : Changes from: March 20, 2012 : : -2,328 3,570 1,697 499 -1,170 4,153 1 -259 1,162 1,062 -520 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.8 65.6 8.6 1.8 1.6 31.3 3.2 7.7 3.0 2.2 9.7 : : : : Number of Traders in Each Category Total Traders: 221 : : 50 63 12 4 10 55 16 20 27 21 36 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 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 254,040 : : Positions : : 44,192 112,852 56,263 9,474 17,797 34,703 35,651 22,595 22,208 4,090 35,215 : : : : Changes from: March 20, 2012 : : -4,942 7,819 -810 -248 892 5,067 -4,904 -734 797 -338 1,611 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.4 44.4 22.1 3.7 7.0 13.7 14.0 8.9 8.7 1.6 13.9 : : : : Number of Traders in Each Category Total Traders: 275 : : 40 48 23 6 19 45 57 46 57 27 51 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 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 25,418 : : Positions : : 5,008 19,086 2,927 409 214 7,323 532 425 3,077 300 3,131 : : : : Changes from: March 20, 2012 : : -255 -1,989 6 -144 2 -1,639 335 -261 -52 -52 157 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.7 75.1 11.5 1.6 0.8 28.8 2.1 1.7 12.1 1.2 12.3 : : : : Number of Traders in Each Category Total Traders: 90 : : 18 16 8 . . 30 5 4 14 10 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 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 186,209 : : Positions : : 80,622 83,103 20,603 14,970 7,212 27,075 30,564 22,012 2,515 2,778 14,354 : : : : Changes from: March 20, 2012 : : -2,515 99 -429 478 708 1,079 -781 1,692 505 126 2,481 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.3 44.6 11.1 8.0 3.9 14.5 16.4 11.8 1.4 1.5 7.7 : : : : Number of Traders in Each Category Total Traders: 180 : : 34 34 18 5 10 29 46 30 20 19 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 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 894,283 : : Positions : : 190,949 475,072 171,427 76,142 65,363 172,954 37,801 71,307 28,140 6,562 93,516 : : : : Changes from: March 20, 2012 : : 6,032 11,236 -1,222 -2,439 59 11,179 6,694 -7,275 -1,721 -130 -1,337 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.4 53.1 19.2 8.5 7.3 19.3 4.2 8.0 3.1 0.7 10.5 : : : : Number of Traders in Each Category Total Traders: 229 : : 53 62 18 12 26 54 21 39 30 26 43 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 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 224,024 : : Positions : : 66,385 79,248 28,180 5,640 12,429 27,160 37,124 26,291 4,452 3,042 50,617 : : : : Changes from: March 20, 2012 : : 1,461 3,407 221 -25 632 563 -634 -709 45 -424 1,979 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.6 35.4 12.6 2.5 5.5 12.1 16.6 11.7 2.0 1.4 22.6 : : : : Number of Traders in Each Category Total Traders: 391 : : 104 102 19 11 18 50 69 57 68 42 79 : ----------------------------------------------------------------------------------------------------------------
Updated March 30, 2012