Released from Commodity Futures Trading Commission on February 3,
2012.
Reporting positions as of January 31, 2012
Copyright © Consensus, Inc., February 3, 2012
| REPORTABLE POSITIONS | Total | ||||||||||||||
| NON-COMMERCIAL | Open | ||||||||||||||
| Commodity and Exchange | Contract Size | Long or Short Only | Long and Short (Spreading) | Reporting | Interest | ||||||||||
| Long | %1 | %2 | Short | %1 | %2 | Long | %1 | %2 | Short | %1 | %2 | ||||
| CHICAGO, KANSAS CITY, AND | |||||||||||||||
| MINNEAPOLIS EXCHANGES | |||||||||||||||
| Wheat (CBOT) | 5,000 Bu. | 92543 | 19.72 | 7.89 | 134404 | 28.65 | -7.41 | 80681 | 17.20 | -2.97 | 80681 | 17.20 | -2.97 | 379 | 469173 |
| Wheat (KCBT) | 5,000 Bu. | 35661 | 24.28 | -1.14 | 17889 | 12.18 | -22.55 | 21825 | 14.86 | -9.83 | 21825 | 14.86 | -9.83 | 154 | 146854 |
| Wheat (MGE) | 5,000 Bu. | 14511 | 35.45 | -3.37 | 2595 | 6.34 | -17.25 | 2502 | 6.11 | -9.90 | 2502 | 6.11 | -9.90 | 52 | 40938 |
| Corn (CBOT) | 5,000 Bu. | 344682 | 27.90 | 4.46 | 132518 | 10.73 | -11.95 | 186095 | 15.06 | 6.04 | 186095 | 15.06 | 6.04 | 685 | 1235541 |
| Oats (CBOT) | 5,000 Bu. | 2611 | 19.13 | -1.77 | 3014 | 22.08 | 5.64 | 54 | 0.40 | -1.82 | 54 | 0.40 | -1.82 | 42 | 13649 |
| Soybeans (CBOT) | 5,000 Bu. | 125659 | 25.10 | 3.75 | 70271 | 14.04 | 2.03 | 78960 | 15.77 | 2.67 | 78960 | 15.77 | 2.67 | 440 | 500592 |
| Soybeans (MACE) | 1,000 Bu. | 9294 | 71.59 | 1.03 | 1775 | 13.67 | 35.50 | 329 | 2.53 | -19.16 | 329 | 2.53 | -19.16 | 22 | 12983 |
| Soybean Oil (CBOT) | 60,000 Lbs. | 70939 | 21.74 | 3.77 | 85587 | 26.23 | 7.24 | 41717 | 12.79 | 9.86 | 41717 | 12.79 | 9.86 | 264 | 326264 |
| Soybean Meal (CBOT) | 100 Tons | 33374 | 16.49 | 4.25 | 41399 | 20.46 | -2.68 | 26757 | 13.22 | 10.35 | 26757 | 13.22 | 10.35 | 188 | 202350 |
| Rough Rice (CRCE) | 2,000 cwt. | 3197 | 21.40 | 7.03 | 6153 | 41.18 | 9.08 | 912 | 6.10 | 40.52 | 912 | 6.10 | 40.52 | 81 | 14940 |
| Lean Hogs (CME) | 40,000 Lb. | 78279 | 31.50 | -0.36 | 60052 | 24.16 | -1.34 | 40585 | 16.33 | 7.27 | 40585 | 16.33 | 7.27 | 276 | 248543 |
| Pork Bellies (CME) | 40,000 Lb. | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 |
| Live Cattle (CME) | 40,000 Lb. | 123790 | 36.49 | 7.16 | 68943 | 20.32 | 0.67 | 42383 | 12.49 | -8.52 | 42383 | 12.49 | -8.52 | 421 | 339209 |
| Feeder Cattle (CME) | 50,000 Lb. | 21110 | 47.22 | 2.82 | 6915 | 15.47 | -2.61 | 7754 | 17.34 | 14.96 | 7754 | 17.34 | 14.96 | 188 | 44705 |
| Lumber (CME) | 80,000 Bd. Ft. | 3781 | 37.51 | -4.50 | 4989 | 49.50 | 4.02 | 1608 | 15.95 | 33.00 | 1608 | 15.95 | 33.00 | 87 | 10079 |
| T-Bonds (CBOT) | $100,000 F. Val. | 75726 | 12.22 | 5.05 | 92907 | 14.99 | -18.26 | 5117 | 0.83 | 18.75 | 5117 | 0.83 | 18.75 | 157 | 619808 |
| T-Bonds (MACE) | $50,000 F. Val. | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 |
| 90-Day T-Bills (IMM) | $50,000 F. Val. | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 |
| 6.5-10 Yr. T-Notes (CBOT) | $100,000 F.V. | 217317 | 12.32 | -1.68 | 246900 | 14.00 | -6.80 | 26228 | 1.49 | 42.50 | 26228 | 1.49 | 42.50 | 261 | 1763911 |
| 5-Yr. T-Notes (CBOT) | $100,000 F. Val. | 456111 | 30.87 | 11.69 | 153226 | 10.37 | 1.03 | 10398 | 0.70 | -45.18 | 10398 | 0.70 | -45.18 | 200 | 1477558 |
| 2-Yr. T-Notes (CBOT) | $200,000 F. Val. | 325551 | 34.83 | 10.10 | 125394 | 13.42 | -8.60 | 8218 | 0.88 | 17.97 | 8218 | 0.88 | 17.97 | 225 | 934666 |
| Eurodollars (IMM) | $1,000,000 F. Val. | 771162 | 9.57 | 5.98 | 631273 | 7.84 | -7.18 | 2E+06 | 19.00 | 7.89 | 1530989 | 19.00 | 7.89 | 248 | 8056074 |
| 1-Mo. Libor Rate (IMM) | $3,000,000 F.V. | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 |
| Municipal Bonds (CBOT) | 1000 x Index | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 |
| 30-Day Fed Funds (CBOT) | $5,000,000 | 85735 | 15.62 | 5.71 | 67556 | 12.31 | 13.12 | 73028 | 13.31 | -1.04 | 73028 | 13.31 | -1.04 | 87 | 548721 |
| Canadian Dollar (IMM) | 100,000 C.D. | 30140 | 25.27 | 1.24 | 49549 | 41.54 | 1.78 | 1703 | 1.43 | 17.37 | 1703 | 1.43 | 17.37 | 77 | 119270 |
| Swiss Franc (IMM) | 125,000 S.F. | 6477 | 15.86 | 25.23 | 17699 | 43.34 | 0.07 | 591 | 1.45 | 264.81 | 591 | 1.45 | 264.81 | 42 | 40836 |
| Deutschemark (IMM) | 125,000 D.M. | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 |
| Pound Sterling (IMM) | 62,500 P.S. | 23698 | 12.42 | 47.17 | 49912 | 26.15 | 5.16 | 598 | 0.31 | 21.79 | 598 | 0.31 | 21.79 | 97 | 190849 |
| Euro FX (IMM) | 125,000 Euro | 31906 | 10.45 | 1.94 | 189452 | 62.05 | -6.51 | 2355 | 0.77 | 20.96 | 2355 | 0.77 | 20.96 | 181 | 305328 |
| Japanese Yen (IMM) | 12,500,000 J.Y. | 81054 | 46.86 | 22.45 | 24385 | 14.10 | 11.72 | 14 | 0.01 | -68.18 | 14 | 0.01 | -68.18 | 94 | 172967 |
| Australian Dollar (IMM) | 100,000 A.S. | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 |
| Mexican Peso (IMM) | 500,000 M.P. | 44190 | 29.35 | 21.03 | 22709 | 15.08 | -21.95 | 1 | 0.00 | 0.00 | 1 | 0.00 | 0.00 | 102 | 150567 |
| DJIA (CBOT) | 10 x Index | 34888 | 33.65 | 7.06 | 9037 | 8.72 | -0.86 | 258 | 0.25 | 31.63 | 258 | 0.25 | 31.63 | 90 | 103671 |
| S&P 400 (IMM) | 250 x Index | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 |
| S&P 500 (IMM) | 250 x Index | 10528 | 4.16 | -41.21 | 22020 | 8.69 | 14.38 | 1246 | 0.49 | 0.81 | 1246 | 0.49 | 0.81 | 104 | 253264 |
| E-Mini S&P 500 (IMM) | 50 x 500 Index | 379103 | 13.89 | 20.63 | 484499 | 17.75 | -5.19 | 56618 | 2.07 | 0.32 | 56618 | 2.07 | 0.32 | 501 | 2730177 |
| Mini Value Line Avg. (KCBT) | 100 x Index | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 |
| NASDAQ-100 (IMM) | 100 x Index | 789 | 5.09 | -79.02 | 979 | 6.32 | 14.37 | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 24 | 15494 |
| GSCI (IMM) | GSCI x $250 | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 |
| Natural Gas (KCBT) | 10,000 mmbtus | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 |
| Nikkei Stock Avg. (IMM) | Index x $5.00 | 3499 | 16.02 | -0.26 | 6472 | 29.64 | 1.70 | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 34 | 21835 |
| Russel 2000 Index (CME) | Index x $500 | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 |
| NEW YORK EXCHANGES | |||||||||||||||
| Frozen Conc. O.J. (NYCE) | 15,000 Lb. | 15136 | 57.85 | 1.00 | 2042 | 7.80 | 18.86 | 396 | 1.51 | -19.35 | 396 | 1.51 | -19.35 | 101 | 26164 |
| Cocoa (CSCE) | 10 Metric Tons | 28785 | 17.08 | -8.90 | 30958 | 18.36 | -18.12 | 19448 | 11.54 | -0.22 | 19448 | 11.54 | -0.22 | 160 | 168576 |
| Coffee "C" (CSCE) | 37,500 Lb. | 33055 | 26.58 | 7.86 | 24414 | 19.63 | 12.10 | 18336 | 14.74 | 17.64 | 18336 | 14.74 | 17.64 | 324 | 124356 |
| Sugar No. 11 (CSCE) | 112,000 Lb. | 143389 | 21.51 | 3.21 | 62166 | 9.32 | -2.98 | 76589 | 11.49 | 7.79 | 76589 | 11.49 | 7.79 | 227 | 666733 |
| Sugar No. 14 (CSCE) | 112,000 Lb. | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 |
| Cotton No. 2 (NYCE) | 50,000 Lb. | 48651 | 28.17 | -1.89 | 24657 | 14.28 | -2.81 | 18014 | 10.43 | -4.87 | 18014 | 10.43 | -4.87 | 240 | 172686 |
| Euro/Yen Xrate (NYCE) | 100,000 Euro | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 |
| Euro/Sfranc Xrate (NYCE) | 100,000 Euro | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 |
| Euro/Pound Xrate (NYCE) | 100,000 Euro | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 |
| Euro/S Krona Xrate (NYCE) | 100,000 Euro | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 |
| Copper No. 1 (COMEX) | 25,000 Lbs. | 37665 | 24.81 | 4.53 | 33482 | 22.06 | 6.27 | 23093 | 15.21 | 2.94 | 23093 | 15.21 | 2.94 | 188 | 151787 |
| Gold (CEI) | 100 Troy Oz. | 197478 | 46.45 | 13.83 | 26119 | 6.14 | -16.44 | 22607 | 5.32 | -23.41 | 22607 | 5.32 | -23.41 | 308 | 425133 |
| Silver (CEI) | 5,000 Troy Oz. | 28465 | 27.98 | 5.23 | 9374 | 9.21 | -14.27 | 19604 | 19.27 | -4.46 | 19604 | 19.27 | -4.46 | 154 | 101747 |
| Platinum (NYME) | 50 Troy Oz. | 30967 | 68.77 | 2.10 | 5991 | 13.30 | -27.36 | 240 | 0.53 | -2.44 | 240 | 0.53 | -2.44 | 151 | 45030 |
| Eurotop 100 (CMX) | Index x $100 | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 |
| Palladium (NYME) | 100 Troy Oz. | 11559 | 59.59 | 7.87 | 2864 | 14.76 | -5.94 | 392 | 2.02 | 60.66 | 392 | 2.02 | 60.66 | 134 | 19398 |
| US$ Index (New) (NYCE) | 1000 x Index | 42962 | 78.19 | -15.51 | 4207 | 7.66 | 7.21 | 1151 | 2.09 | 2.04 | 1151 | 2.09 | 2.04 | 96 | 54946 |
| CRB Futures Index (NYFE) | 500 x Index | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 |
| Heating Oil No. 2 (NYMEX) | 42,000 Gal. | 51697 | 18.81 | -1.22 | 29788 | 10.84 | -10.97 | 30755 | 11.19 | 2.66 | 30755 | 11.19 | 2.66 | 159 | 274900 |
| Natural Gas (NYME) | 10,000 mmbtus | 267414 | 22.22 | 8.33 | 394317 | 32.77 | 1.62 | 420114 | 34.91 | 4.02 | 420114 | 34.91 | 4.02 | 328 | 1203330 |
| Crude Oil L/S (NYMEX) | 1,000 Bbl. | 321176 | 22.94 | -0.37 | 150477 | 10.75 | 4.13 | 421012 | 30.07 | 9.94 | 421012 | 30.07 | 9.94 | 317 | 1399874 |
| Unleaded Gas (NYMEX) | 42,000 Gal. | 101720 | 31.26 | 8.12 | 17848 | 5.49 | 8.85 | 34242 | 10.52 | -10.46 | 34242 | 10.52 | -10.46 | 217 | 325384 |
| Propane Gas (NYMEX) | 42,000 Gal. | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 |
*–No trades in previous month or change in reporting tables.
%1–Percent of total open interest held.
%2–Percent change in commitment from previous reporting period.
R/N3–Ratio of total commitment (long and short) of reporting traders to non-reporting
traders.
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