Disaggregated Commitments of Traders-All 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 441,469 : : Positions : : 32,098 139,539 175,522 13,300 23,354 67,990 106,936 52,683 25,666 27,885 24,778 : : : : Changes from: March 6, 2012 : : 172 -11,649 -2,672 1,233 2,472 -2,058 10,329 2,754 2,787 1,021 -2,471 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.3 31.6 39.8 3.0 5.3 15.4 24.2 11.9 5.8 6.3 5.6 : : : : Number of Traders in Each Category Total Traders: 382 : : 54 79 17 7 19 54 84 68 59 61 72 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All 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 131,418 : : Positions : : 27,366 61,798 31,030 0 4,424 26,783 17,396 11,458 8,020 6,947 3,455 : : : : Changes from: March 6, 2012 : : -1,413 -4,001 1,471 0 520 912 4,364 -32 -1,164 660 114 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.8 47.0 23.6 0.0 3.4 20.4 13.2 8.7 6.1 5.3 2.6 : : : : Number of Traders in Each Category Total Traders: 152 : : 33 48 15 0 10 22 20 16 12 21 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All 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 36,444 : : Positions : : 10,881 24,528 3,831 117 799 8,652 590 538 3,748 1,210 1,096 : : : : Changes from: March 6, 2012 : : -1,128 -531 1,079 -1 108 -212 156 134 -94 419 -41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.9 67.3 10.5 0.3 2.2 23.7 1.6 1.5 10.3 3.3 3.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 17 19 4 . 5 7 . 5 6 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All 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 1,322,339 : : Positions : : 215,408 668,065 302,863 25,752 57,272 299,527 47,235 163,217 82,485 47,350 67,359 : : : : Changes from: March 6, 2012 : : -483 12,318 7,119 777 1,498 1,705 5,217 3,558 5,549 -2,498 5,775 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.3 50.5 22.9 1.9 4.3 22.7 3.6 12.3 6.2 3.6 5.1 : : : : Number of Traders in Each Category Total Traders: 700 : : 163 295 19 8 17 100 37 77 102 92 119 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All 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 11,401 : : Positions : : 4,772 6,392 2,244 0 0 1,208 2,622 0 744 132 142 : : : : Changes from: March 6, 2012 : : 327 -654 7 0 0 1 1,101 0 152 68 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.9 56.1 19.7 0.0 0.0 10.6 23.0 0.0 6.5 1.2 1.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 14 11 4 0 0 5 9 0 5 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All 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 14,801 : : Positions : : 4,878 5,233 2,359 354 0 1,850 4,286 0 2,120 2,043 722 : : : : Changes from: March 6, 2012 : : -25 -22 8 0 0 145 44 0 65 108 -34 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.0 35.4 15.9 2.4 0.0 12.5 29.0 0.0 14.3 13.8 4.9 : : : : Number of Traders in Each Category Total Traders: 82 : : 13 16 7 . 0 7 16 0 19 9 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All 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 256,308 : : Positions : : 33,229 104,223 70,271 1,742 11,349 56,058 31,465 23,083 10,250 22,452 22,141 : : : : Changes from: March 6, 2012 : : 3,205 -5,073 1,706 28 -834 -2,951 -2,411 -5,300 -7,684 2,218 818 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.0 40.7 27.4 0.7 4.4 21.9 12.3 9.0 4.0 8.8 8.6 : : : : Number of Traders in Each Category Total Traders: 291 : : 35 67 16 . 9 62 51 58 34 30 59 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All 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 351,454 : : Positions : : 44,795 151,604 94,226 4,557 6,582 104,427 27,556 37,977 19,325 40,246 16,969 : : : : Changes from: March 6, 2012 : : 4,940 -7,276 -1,414 188 -6,234 -6,907 227 3,167 -204 2,014 -5,400 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.7 43.1 26.8 1.3 1.9 29.7 7.8 10.8 5.5 11.5 4.8 : : : : Number of Traders in Each Category Total Traders: 407 : : 51 139 18 . 7 86 43 61 45 49 57 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All 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 53,578 : : Positions : : 3,362 10,012 6,042 887 1,390 20,122 1,116 2,795 2,704 6,529 6,814 : : : : Changes from: March 6, 2012 : : -301 -232 400 17 -82 -2,367 -153 -43 -97 -95 -381 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.3 18.7 11.3 1.7 2.6 37.6 2.1 5.2 5.0 12.2 12.7 : : : : Number of Traders in Each Category Total Traders: 185 : : 15 54 12 . 10 40 10 13 21 28 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All 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 5,652 : : Positions : : 4,445 4,788 0 0 0 0 0 0 393 104 68 : : : : Changes from: March 6, 2012 : : 243 210 0 0 0 0 0 0 3 4 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 84.7 0.0 0.0 0.0 0.0 0.0 0.0 7.0 1.8 1.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 10 0 0 0 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All 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 31,092 : : Positions : : 20,665 13,572 0 1,397 0 494 409 0 4,626 9,137 853 : : : : Changes from: March 6, 2012 : : 464 583 0 28 0 30 -23 0 -172 -541 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 43.7 0.0 4.5 0.0 1.6 1.3 0.0 14.9 29.4 2.7 : : : : Number of Traders in Each Category Total Traders: 71 : : 23 22 0 . 0 . . 0 9 18 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All 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 8,568 : : Positions : : 7,686 2,687 0 0 0 0 167 0 169 4,266 16 : : : : Changes from: March 6, 2012 : : 274 59 0 0 0 0 14 0 3 156 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 31.4 0.0 0.0 0.0 0.0 1.9 0.0 2.0 49.8 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 8 0 0 0 0 . 0 . 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All 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 603,318 : : Positions : : 87,645 347,247 130,974 13,020 23,637 174,051 15,992 49,161 42,420 27,723 40,398 : : : : Changes from: March 6, 2012 : : 11,393 24,405 154 1,893 -2,112 15,484 -2,562 1,492 -2,599 3,200 7,616 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.5 57.6 21.7 2.2 3.9 28.8 2.7 8.1 7.0 4.6 6.7 : : : : Number of Traders in Each Category Total Traders: 524 : : 98 164 17 7 16 107 21 59 95 81 103 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All 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 339,672 : : Positions : : 56,527 190,797 99,002 2,323 15,917 64,835 47,984 17,359 27,121 18,170 20,921 : : : : Changes from: March 6, 2012 : : -205 15,116 1,399 86 1,351 7,292 4,196 3,802 8,759 724 792 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.6 56.2 29.1 0.7 4.7 19.1 14.1 5.1 8.0 5.3 6.2 : : : : Number of Traders in Each Category Total Traders: 263 : : 43 54 16 . 11 55 31 32 47 29 45 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All 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 222,437 : : Positions : : 54,168 155,607 19,869 5,632 3,323 71,120 10,396 11,594 10,566 6,678 10,641 : : : : Changes from: March 6, 2012 : : 263 16,790 -1,264 -323 1,237 11,288 382 1,651 1,101 282 -1,263 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.4 70.0 8.9 2.5 1.5 32.0 4.7 5.2 4.8 3.0 4.8 : : : : Number of Traders in Each Category Total Traders: 207 : : 45 58 10 6 9 55 17 15 23 18 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All 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 182,548 : : Positions : : 30,363 82,808 55,521 9,830 6,921 32,528 40,304 12,712 21,756 9,669 4,306 : : : : Changes from: March 6, 2012 : : 847 -2,347 -131 266 12 3,264 5,261 672 -1,190 869 714 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.6 45.4 30.4 5.4 3.8 17.8 22.1 7.0 11.9 5.3 2.4 : : : : Number of Traders in Each Category Total Traders: 259 : : 26 42 22 9 18 37 63 36 40 37 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All 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 22,707 : : Positions : : 3,130 18,895 2,919 613 117 9,805 160 93 3,173 1,430 252 : : : : Changes from: March 6, 2012 : : -55 19 -20 -44 -1 150 39 5 5 -228 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.8 83.2 12.9 2.7 0.5 43.2 0.7 0.4 14.0 6.3 1.1 : : : : Number of Traders in Each Category Total Traders: 93 : : 15 15 7 . . 37 . . 8 14 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All 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 172,125 : : Positions : : 80,551 85,653 22,667 15,124 4,788 26,636 31,295 16,969 3,570 2,741 5,650 : : : : Changes from: March 6, 2012 : : -1,097 2,870 -21 361 -1,533 -790 -1,771 2,817 582 -608 1,162 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.8 49.8 13.2 8.8 2.8 15.5 18.2 9.9 2.1 1.6 3.3 : : : : Number of Traders in Each Category Total Traders: 172 : : 35 34 16 6 8 31 46 28 18 11 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All 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 706,083 : : Positions : : 165,931 403,307 177,145 66,721 36,539 137,895 27,522 64,903 27,539 32,883 15,105 : : : : Changes from: March 6, 2012 : : 10,967 -16,064 3,211 -2,974 510 -26,236 -1,862 2,832 -1,048 -1,830 -44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.5 57.1 25.1 9.4 5.2 19.5 3.9 9.2 3.9 4.7 2.1 : : : : Number of Traders in Each Category Total Traders: 216 : : 49 59 19 11 21 47 19 31 19 37 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All 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 147,387 : : Positions : : 43,408 63,183 27,569 5,746 7,355 25,107 34,069 16,173 12,241 4,410 7,342 : : : : Changes from: March 6, 2012 : : 4,999 3,213 -102 -338 127 -1,545 2,647 1,888 1,219 -387 1,350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.5 42.9 18.7 3.9 5.0 17.0 23.1 11.0 8.3 3.0 5.0 : : : : Number of Traders in Each Category Total Traders: 356 : : 94 87 19 11 19 50 66 42 56 34 49 : ----------------------------------------------------------------------------------------------------------------
Updated March 16, 2012