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 Non-Commercial
Reportable Positions Commercial
Total Reportable Positions
Total Non-Reportable Positions
| REPORTABLE POSITIONS | Total | ||||||||
| COMMERCIAL | Open | ||||||||
| Commodity | Contract | Reporting | Interest | ||||||
| and Exchange | Size | Long | %1 | %2 | Short | %1 | %2 | ||
| CHICAGO, KANSAS CITY, AND | |||||||||
| MINNEAPOLIS EXCHANGES | |||||||||
| Wheat (CBOT) | 5,000 Bu. | 261330 | 55.70 | 1.22 | 196656 | 41.92 | 10.91 | 379 | 469173 |
| Wheat (KCBT) | 5,000 Bu. | 70074 | 47.72 | 4.56 | 81876 | 55.75 | 9.78 | 154 | 146854 |
| Wheat (MGE) | 5,000 Bu. | 14414 | 35.21 | -2.07 | 25839 | 63.12 | -2.43 | 52 | 40938 |
| Corn (CBOT) | 5,000 Bu. | 578157 | 46.79 | 2.05 | 678269 | 54.90 | 5.87 | 685 | 1235541 |
| Oats (CBOT) | 5,000 Bu. | 8631 | 63.24 | -2.11 | 8341 | 61.11 | -2.84 | 42 | 13649 |
| Soybeans (CBOT) | 5,000 Bu. | 253597 | 50.66 | 6.37 | 272593 | 54.45 | 6.03 | 440 | 500592 |
| Soybeans (MACE) | 1,000 Bu. | 346 | 2.67 | -0.86 | 2068 | 15.93 | -15.14 | 22 | 12983 |
| Soybean Oil (CBOT) | 60,000 Lbs. | 186960 | 57.30 | 2.85 | 166605 | 51.06 | -0.48 | 264 | 326264 |
| Soybean Meal (CBOT) | 100 Tons | 113768 | 56.22 | -1.53 | 108972 | 53.85 | -0.66 | 188 | 202350 |
| Rough Rice (CRCE) | 2,000 cwt. | 8156 | 54.59 | 3.59 | 5911 | 39.56 | -1.50 | 81 | 14940 |
| Lean Hogs (CME) | 40,000 Lb. | 102832 | 41.37 | -2.04 | 113616 | 45.71 | -3.03 | 276 | 248543 |
| Pork Bellies (CME) | 40,000 Lb. | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 |
| Live Cattle (CME) | 40,000 Lb. | 144362 | 42.56 | 0.09 | 164943 | 48.63 | 3.79 | 421 | 339209 |
| Feeder Cattle (CME) | 50,000 Lb. | 8700 | 19.46 | -0.50 | 10245 | 22.92 | 5.66 | 188 | 44705 |
| Lumber (CME) | 80,000 Bd. Ft. | 2727 | 27.06 | 4.20 | 1963 | 19.48 | 3.21 | 87 | 10079 |
| T-Bonds (CBOT) | $100,000 F. Val. | 396615 | 63.99 | -3.71 | 380098 | 61.33 | 1.44 | 157 | 619808 |
| T-Bonds (MACE) | $50,000 F. Val. | 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 |
| 6.5-10 Yr. T-Notes (CBOT) | $100,000 F.V. | 1241347 | 70.37 | 2.39 | 1157380 | 65.61 | 7.78 | 261 | 1763911 |
| 5-Yr. T-Notes (CBOT) | $100,000 F. Val. | 775997 | 52.52 | -2.81 | 1098168 | 74.32 | 4.36 | 200 | 1477558 |
| 2-Yr. T-Notes (CBOT) | $200,000 F. Val. | 477158 | 51.05 | 13.53 | 703566 | 75.27 | 17.22 | 225 | 934666 |
| Eurodollars (IMM) | $1,000,000 F. Val. | 4886758 | 60.66 | 1.31 | 4991104 | 61.95 | 3.49 | 248 | 8056074 |
| 1-Mo. Libor Rate (IMM) | $3,000,000 F.V. | 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 |
| 30-Day Fed Funds (CBOT) | $5,000,000 | 352132 | 64.17 | 5.45 | 370106 | 67.45 | 3.50 | 87 | 548721 |
| Canadian Dollar (IMM) | 100,000 C.D. | 54905 | 46.03 | -0.01 | 48260 | 40.46 | 0.47 | 77 | 119270 |
| Swiss Franc (IMM) | 125,000 S.F. | 23108 | 56.59 | -6.62 | 8173 | 20.01 | 54.94 | 42 | 40836 |
| Deutschemark (IMM) | 125,000 D.M. | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 |
| Pound Sterling (IMM) | 62,500 P.S. | 151492 | 79.38 | -4.59 | 111212 | 58.27 | 0.45 | 97 | 190849 |
| Euro FX (IMM) | 125,000 Euro | 239127 | 78.32 | -3.75 | 55202 | 18.08 | 8.62 | 181 | 305328 |
| Japanese Yen (IMM) | 12,500,000 J.Y. | 65159 | 37.67 | 0.59 | 118220 | 68.35 | 17.70 | 94 | 172967 |
| Australian Dollar (IMM) | 100,000 A.S. | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 |
| Mexican Peso (IMM) | 500,000 M.P. | 101524 | 67.43 | -0.52 | 123612 | 82.10 | 13.92 | 102 | 150567 |
| DJIA (CBOT) | 10 x Index | 54352 | 52.43 | -2.29 | 85123 | 82.11 | 1.56 | 90 | 103671 |
| S&P 400 (IMM) | 250 x Index | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 |
| S&P 500 (IMM) | 250 x Index | 163386 | 64.51 | -4.35 | 192069 | 75.84 | 3.65 | 104 | 253264 |
| E-Mini S&P 500 (IMM) | 50 x 500 Index | 2045803 | 74.93 | 1.51 | 1891683 | 69.29 | 1.27 | 501 | 2730177 |
| Mini Value Line Avg. (KCBT) | 100 x Index | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 |
| NASDAQ-100 (IMM) | 100 x Index | 11604 | 74.89 | 21.22 | 13801 | 89.07 | 24.38 | 24 | 15494 |
| GSCI (IMM) | GSCI x $250 | 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 |
| Nikkei Stock Avg. (IMM) | Index x $5.00 | 12514 | 57.31 | -9.70 | 4984 | 22.83 | -16.02 | 34 | 21835 |
| Russel 2000 Index (CME) | Index x $500 | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 |
| NEW YORK EXCHANGES | |||||||||
| Frozen Conc. O.J. (NYCE) | 15,000 Lb. | 6959 | 26.60 | -6.74 | 22354 | 85.44 | -0.49 | 101 | 26164 |
| Cocoa (CSCE) | 10 Metric Tons | 109642 | 65.04 | -0.01 | 106526 | 63.19 | 2.51 | 160 | 168576 |
| Coffee "C" (CSCE) | 37,500 Lb. | 65470 | 52.65 | 2.99 | 72602 | 58.38 | 2.12 | 324 | 124356 |
| Sugar No. 11 (CSCE) | 112,000 Lb. | 379773 | 56.96 | 8.35 | 452521 | 67.87 | 5.86 | 227 | 666733 |
| Sugar No. 14 (CSCE) | 112,000 Lb. | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 |
| Cotton No. 2 (NYCE) | 50,000 Lb. | 91284 | 52.86 | 12.00 | 116377 | 67.39 | 8.01 | 240 | 172686 |
| Euro/Yen Xrate (NYCE) | 100,000 Euro | 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 |
| Euro/Pound Xrate (NYCE) | 100,000 Euro | 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 |
| Copper No. 1 (COMEX) | 25,000 Lbs. | 77199 | 50.86 | 8.79 | 78424 | 51.67 | 10.79 | 188 | 151787 |
| Gold (CEI) | 100 Troy Oz. | 147555 | 34.71 | -10.05 | 357417 | 84.07 | 3.96 | 308 | 425133 |
| Silver (CEI) | 5,000 Troy Oz. | 33693 | 33.11 | -4.51 | 62422 | 61.35 | 3.51 | 154 | 101747 |
| Platinum (NYME) | 50 Troy Oz. | 7047 | 15.65 | -3.74 | 36519 | 81.10 | 10.65 | 151 | 45030 |
| Eurotop 100 (CMX) | Index x $100 | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 |
| Palladium (NYME) | 100 Troy Oz. | 5588 | 28.81 | 3.90 | 15146 | 78.08 | 11.29 | 134 | 19398 |
| US$ Index (New) (NYCE) | 1000 x Index | 3302 | 6.01 | -25.19 | 47734 | 86.87 | -16.89 | 96 | 54946 |
| CRB Futures Index (NYFE) | 500 x Index | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 |
| Heating Oil No. 2 (NYMEX) | 42,000 Gal. | 148784 | 54.12 | -0.25 | 192826 | 70.14 | 1.31 | 159 | 274900 |
| Natural Gas (NYME) | 10,000 mmbtus | 447334 | 37.17 | 4.41 | 342918 | 28.50 | 10.54 | 328 | 1203330 |
| Crude Oil L/S (NYMEX) | 1,000 Bbl. | 571809 | 40.85 | 4.03 | 773269 | 55.24 | 2.43 | 317 | 1399874 |
| Unleaded Gas (NYMEX) | 42,000 Gal. | 164563 | 50.58 | -8.42 | 260911 | 80.19 | -3.16 | 217 | 325384 |
| Propane Gas (NYMEX) | 42,000 Gal. | 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.
Copyright 2010, by Consensus Inc. All American and Pan American rights Reserved.
Hosted by:
CONSENSUS, Inc.
P.O. Box 520526
Independence, MO 64052-0526
816-373-3700
Fax: 816-373-3701
editor@consensus-inc.com