Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 550,005 : : Positions : : 56,766 165,612 184,107 14,259 40,701 74,232 105,936 63,142 18,529 23,677 74,420 : : : : Changes from: January 24, 2012 : : -2,705 19,421 -823 -3,840 6,688 8,666 -8,495 -7,993 -114 -4,080 2,344 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.3 30.1 33.5 2.6 7.4 13.5 19.3 11.5 3.4 4.3 13.5 : : : : Number of Traders in Each Category Total Traders: 394 : : 67 87 18 7 21 51 84 74 71 56 99 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 152,133 : : Positions : : 36,375 78,512 29,638 0 5,330 27,021 14,102 17,483 8,878 3,249 7,684 : : : : Changes from: January 24, 2012 : : 698 6,300 876 0 1,129 1,997 -5,666 -1,875 -2,123 245 -511 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.9 51.6 19.5 0.0 3.5 17.8 9.3 11.5 5.8 2.1 5.1 : : : : Number of Traders in Each Category Total Traders: 158 : : 47 51 16 0 10 25 19 19 19 13 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 42,042 : : Positions : : 13,722 25,171 542 78 708 10,710 1,712 892 3,350 892 2,403 : : : : Changes from: January 24, 2012 : : -234 -679 -63 78 -58 -231 -532 -102 -241 -7 -185 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.6 59.9 1.3 0.2 1.7 25.5 4.1 2.1 8.0 2.1 5.7 : : : : Number of Traders in Each Category Total Traders: 52 : : 24 19 . . . 6 4 5 7 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 1,676,757 : : Positions : : 316,661 654,948 267,496 26,078 110,129 276,112 86,066 201,551 65,931 40,659 281,208 : : : : Changes from: January 24, 2012 : : 143 27,424 514 -628 5,540 17,638 -10,581 -773 -219 -5,471 -15,804 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.9 39.1 16.0 1.6 6.6 16.5 5.1 12.0 3.9 2.4 16.8 : : : : Number of Traders in Each Category Total Traders: 721 : : 236 300 18 8 23 75 60 85 95 120 169 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 15,028 : : Positions : : 7,548 8,596 2,143 0 0 1,702 2,887 0 161 128 1,072 : : : : Changes from: January 24, 2012 : : -262 -243 75 0 0 -76 162 0 25 1 54 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.2 57.2 14.3 0.0 0.0 11.3 19.2 0.0 1.1 0.9 7.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 12 10 4 0 0 5 12 0 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 15,641 : : Positions : : 6,510 5,598 2,285 338 0 1,408 3,930 110 1,269 2,250 1,397 : : : : Changes from: January 24, 2012 : : 469 -260 14 -7 0 -73 461 52 10 66 327 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.6 35.8 14.6 2.2 0.0 9.0 25.1 0.7 8.1 14.4 8.9 : : : : Number of Traders in Each Category Total Traders: 82 : : 16 15 7 . 0 5 15 . 14 15 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 296,067 : : Positions : : 30,925 119,686 69,711 1,538 10,740 58,070 33,267 27,070 16,192 9,540 54,570 : : : : Changes from: January 24, 2012 : : -2,702 -2,963 2,158 60 -241 -3,382 -171 2,855 2,399 -533 142 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.4 40.4 23.5 0.5 3.6 19.6 11.2 9.1 5.5 3.2 18.4 : : : : Number of Traders in Each Category Total Traders: 281 : : 43 64 17 . 10 51 52 51 36 36 62 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 433,009 : : Positions : : 54,563 187,100 93,536 4,278 11,442 110,856 25,206 44,816 12,416 12,423 74,050 : : : : Changes from: January 24, 2012 : : -273 6,427 1,520 138 547 6,129 -2,970 -1,384 -783 1,094 -1,343 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.6 43.2 21.6 1.0 2.6 25.6 5.8 10.3 2.9 2.9 17.1 : : : : Number of Traders in Each Category Total Traders: 440 : : 90 159 17 6 12 94 46 66 43 57 72 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 49,598 : : Positions : : 2,950 9,417 4,859 729 1,246 18,834 1,267 2,710 2,536 2,956 8,808 : : : : Changes from: January 24, 2012 : : -294 378 127 5 133 330 -89 217 330 382 -794 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.9 19.0 9.8 1.5 2.5 38.0 2.6 5.5 5.1 6.0 17.8 : : : : Number of Traders in Each Category Total Traders: 205 : : 27 58 11 4 12 48 9 16 26 27 37 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 5,729 : : Positions : : 4,286 4,850 0 0 0 0 0 0 478 148 95 : : : : Changes from: January 24, 2012 : : 312 564 0 0 0 0 0 0 157 37 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 84.7 0.0 0.0 0.0 0.0 0.0 0.0 8.3 2.6 1.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 12 0 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 53,933 : : Positions : : 29,192 24,411 0 1,821 41 1,584 118 87 5,347 3,920 11,686 : : : : Changes from: January 24, 2012 : : 1,227 763 0 24 -1 87 77 57 116 597 336 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 45.3 0.0 3.4 0.1 2.9 0.2 0.2 9.9 7.3 21.7 : : : : Number of Traders in Each Category Total Traders: 82 : : 36 32 0 . . . . . 11 20 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 7,988 : : Positions : : 7,255 2,098 0 0 0 0 0 0 0 4,891 3 : : : : Changes from: January 24, 2012 : : 233 99 0 0 0 0 0 0 0 27 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 26.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 61.2 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 0 0 0 0 0 0 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 684,586 : : Positions : : 125,366 267,233 133,131 9,346 38,124 88,831 48,213 81,140 29,717 13,783 140,944 : : : : Changes from: January 24, 2012 : : 16,287 8,549 -145 -240 1,491 1,612 6,378 -5,847 543 887 -13,724 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.3 39.0 19.4 1.4 5.6 13.0 7.0 11.9 4.3 2.0 20.6 : : : : Number of Traders in Each Category Total Traders: 470 : : 111 134 16 7 21 53 64 73 77 86 138 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 12,983 : : Positions : : 346 2,068 0 0 0 0 290 0 9,294 1,485 329 : : : : Changes from: January 24, 2012 : : -3 -369 0 0 0 0 0 0 95 465 -78 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.7 15.9 0.0 0.0 0.0 0.0 2.2 0.0 71.6 11.4 2.5 : : : : Number of Traders in Each Category Total Traders: 22 : : . 4 0 0 0 0 . 0 13 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 376,334 : : Positions : : 97,513 172,271 93,811 2,384 13,999 49,819 67,169 28,663 16,915 10,541 48,253 : : : : Changes from: January 24, 2012 : : 3,940 -1,498 1,161 25 1,209 -131 4,458 316 1,553 666 2,908 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.9 45.8 24.9 0.6 3.7 13.2 17.8 7.6 4.5 2.8 12.8 : : : : Number of Traders in Each Category Total Traders: 268 : : 56 58 15 . 13 35 51 32 29 39 64 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 228,493 : : Positions : : 95,548 108,459 19,835 1,555 6,441 30,238 35,953 17,226 2,839 6,017 26,213 : : : : Changes from: January 24, 2012 : : -2,369 -2,480 -671 -59 1,395 1,200 -2,061 2,044 -520 586 2,011 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.8 47.5 8.7 0.7 2.8 13.2 15.7 7.5 1.2 2.6 11.5 : : : : Number of Traders in Each Category Total Traders: 194 : : 58 56 14 . 13 30 27 20 13 21 37 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 236,798 : : Positions : : 50,543 116,610 47,373 11,330 19,373 33,200 16,512 21,035 14,295 1,694 35,773 : : : : Changes from: January 24, 2012 : : 9,718 2,984 -55 349 2,670 -4,181 4,204 -3,705 1,858 -1,421 1,661 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.3 49.2 20.0 4.8 8.2 14.0 7.0 8.9 6.0 0.7 15.1 : : : : Number of Traders in Each Category Total Traders: 262 : : 34 50 20 10 22 47 43 43 49 36 56 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 38,250 : : Positions : : 10,159 26,985 2,833 685 142 12,732 273 2,588 538 479 5,447 : : : : Changes from: January 24, 2012 : : -365 147 -37 32 -17 84 -65 158 -50 65 188 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.6 70.5 7.4 1.8 0.4 33.3 0.7 6.8 1.4 1.3 14.2 : : : : Number of Traders in Each Category Total Traders: 105 : : 18 21 7 . . 42 5 6 14 11 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 192,710 : : Positions : : 91,709 86,499 16,197 15,097 10,038 25,371 31,391 17,676 2,124 1,401 18,632 : : : : Changes from: January 24, 2012 : : -1,856 -3,202 -688 2,419 2,934 -2,217 -5,081 -733 -184 -769 1,709 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.6 44.9 8.4 7.8 5.2 13.2 16.3 9.2 1.1 0.7 9.7 : : : : Number of Traders in Each Category Total Traders: 164 : : 36 34 13 8 12 22 42 28 19 14 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 844,819 : : Positions : : 212,376 373,615 150,138 80,373 72,750 124,635 33,414 73,334 19,782 9,219 118,855 : : : : Changes from: January 24, 2012 : : 25,874 17,254 1,990 -2,226 2,136 2,132 4,431 5,680 -603 -240 -2,433 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.1 44.2 17.8 9.5 8.6 14.8 4.0 8.7 2.3 1.1 14.1 : : : : Number of Traders in Each Category Total Traders: 234 : : 56 63 19 14 27 39 26 36 37 31 57 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 173,674 : : Positions : : 47,555 68,738 25,510 6,518 10,377 25,905 20,575 17,116 2,637 4,461 36,392 : : : : Changes from: January 24, 2012 : : 3,299 375 -418 20 445 176 2,615 2,494 617 605 2,957 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.4 39.6 14.7 3.8 6.0 14.9 11.8 9.9 1.5 2.6 21.0 : : : : Number of Traders in Each Category Total Traders: 340 : : 91 93 20 11 18 45 60 46 40 47 67 : ----------------------------------------------------------------------------------------------------------------
Updated February 3, 2012