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
| Total | |||||||||
| TOTAL REPORTABLE POSITIONS | Open | ||||||||
| Commodity | Contract | Open Interest--Large Traders | Reporting | Interest | |||||
| and Exchange | Size | Long | %1 | %2 | Short | %1 | %2 | ||
| CHICAGO, KANSAS CITY, AND | |||||||||
| MINNEAPOLIS EXCHANGES | |||||||||
| Wheat (CBOT) | 5,000 Bu. | 434554 | 92.62 | 1.75 | 411741 | 87.76 | 1.51 | 379 | 469173 |
| Wheat (KCBT) | 5,000 Bu. | 127560 | 86.86 | 0.21 | 121590 | 82.80 | -0.24 | 154 | 146854 |
| Wheat (MGE) | 5,000 Bu. | 31427 | 76.77 | -3.34 | 30936 | 75.57 | -4.51 | 52 | 40938 |
| Corn (CBOT) | 5,000 Bu. | 1108934 | 89.75 | 3.44 | 996882 | 80.68 | 3.13 | 685 | 1235541 |
| Oats (CBOT) | 5,000 Bu. | 11296 | 82.76 | -2.03 | 11409 | 83.59 | -0.73 | 42 | 13649 |
| Soybeans (CBOT) | 5,000 Bu. | 458216 | 91.53 | 4.99 | 421824 | 84.27 | 4.71 | 440 | 500592 |
| Soybeans (MACE) | 1,000 Bu. | 9969 | 76.79 | 0.14 | 4172 | 32.13 | 0.43 | 22 | 12983 |
| Soybean Oil (CBOT) | 60,000 Lbs. | 299616 | 91.83 | 3.99 | 293909 | 90.08 | 3.06 | 264 | 326264 |
| Soybean Meal (CBOT) | 100 Tons | 173899 | 85.94 | 1.22 | 177128 | 87.54 | 0.36 | 188 | 202350 |
| Rough Rice (CRCE) | 2,000 cwt. | 12265 | 82.10 | 6.57 | 12976 | 86.85 | 5.57 | 81 | 14940 |
| Lean Hogs (CME) | 40,000 Lb. | 221696 | 89.20 | 0.15 | 214253 | 86.20 | -0.75 | 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. | 310535 | 91.55 | 1.45 | 276269 | 81.45 | 0.92 | 421 | 339209 |
| Feeder Cattle (CME) | 50,000 Lb. | 37564 | 84.03 | 4.29 | 24914 | 55.73 | 5.83 | 188 | 44705 |
| Lumber (CME) | 80,000 Bd. Ft. | 8116 | 80.52 | 4.25 | 8560 | 84.93 | 8.26 | 87 | 10079 |
| T-Bonds (CBOT) | $100,000 F. Val. | 477458 | 77.03 | -2.22 | 478122 | 77.14 | -2.95 | 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. | 1484892 | 84.18 | 2.28 | 1430508 | 81.10 | 5.40 | 261 | 1763911 |
| 5-Yr. T-Notes (CBOT) | $100,000 F. Val. | 1242506 | 84.09 | 1.36 | 1261792 | 85.40 | 3.18 | 200 | 1477558 |
| 2-Yr. T-Notes (CBOT) | $200,000 F. Val. | 810927 | 86.76 | 12.17 | 837178 | 89.57 | 12.47 | 225 | 934666 |
| Eurodollars (IMM) | $1,000,000 F. Val. | 7188909 | 89.24 | 3.14 | 7153366 | 88.79 | 3.34 | 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 | 510895 | 93.11 | 4.51 | 510690 | 93.07 | 3.99 | 87 | 548721 |
| Canadian Dollar (IMM) | 100,000 C.D. | 86748 | 72.73 | 0.71 | 99512 | 83.43 | 1.37 | 77 | 119270 |
| Swiss Franc (IMM) | 125,000 S.F. | 30176 | 73.90 | 0.32 | 26463 | 64.80 | 14.44 | 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. | 175788 | 92.11 | 0.24 | 161722 | 84.74 | 1.92 | 97 | 190849 |
| Euro FX (IMM) | 125,000 Euro | 273388 | 89.54 | -2.94 | 247009 | 80.90 | -3.29 | 181 | 305328 |
| Japanese Yen (IMM) | 12,500,000 J.Y. | 146227 | 84.54 | 11.61 | 142619 | 82.45 | 16.61 | 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. | 145715 | 96.78 | 5.16 | 146322 | 97.18 | 6.33 | 102 | 150567 |
| DJIA (CBOT) | 10 x Index | 89498 | 86.33 | 1.23 | 94418 | 91.07 | 1.38 | 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 | 175160 | 69.16 | -7.79 | 215335 | 85.02 | 4.64 | 104 | 253264 |
| E-Mini S&P 500 (IMM) | 50 x 500 Index | 2481524 | 90.89 | 4.00 | 2432800 | 89.11 | -0.11 | 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 | 12393 | 79.99 | -7.05 | 14780 | 95.39 | 23.66 | 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 | 16013 | 73.34 | -7.79 | 11456 | 52.47 | -6.85 | 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. | 22491 | 85.96 | -1.95 | 24792 | 94.76 | 0.48 | 101 | 26164 |
| Cocoa (CSCE) | 10 Metric Tons | 157875 | 93.65 | -1.78 | 156932 | 93.09 | -2.66 | 160 | 168576 |
| Coffee "C" (CSCE) | 37,500 Lb. | 116861 | 93.97 | 6.43 | 115352 | 92.76 | 6.36 | 324 | 124356 |
| Sugar No. 11 (CSCE) | 112,000 Lb. | 599751 | 89.95 | 7.00 | 591276 | 88.68 | 5.10 | 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. | 157949 | 91.47 | 5.28 | 159048 | 92.10 | 4.60 | 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. | 137957 | 90.89 | 6.59 | 134999 | 88.94 | 8.23 | 188 | 151787 |
| Gold (CEI) | 100 Troy Oz. | 367640 | 86.48 | 0.16 | 406143 | 95.53 | 0.38 | 308 | 425133 |
| Silver (CEI) | 5,000 Troy Oz. | 81762 | 80.36 | -1.32 | 91400 | 89.83 | -0.39 | 154 | 101747 |
| Platinum (NYME) | 50 Troy Oz. | 38254 | 84.95 | 0.94 | 42750 | 94.94 | 3.02 | 151 | 45030 |
| Eurotop 100 (CMX) | Index x $100 | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 |
| Palladium (NYME) | 100 Troy Oz. | 17539 | 90.42 | 7.35 | 18402 | 94.87 | 8.90 | 134 | 19398 |
| US$ Index (New) (NYCE) | 1000 x Index | 47415 | 86.29 | -15.91 | 53092 | 96.63 | -15.04 | 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. | 231236 | 84.12 | -0.09 | 253369 | 92.17 | -0.15 | 159 | 274900 |
| Natural Gas (NYME) | 10,000 mmbtus | 1134862 | 94.31 | 5.16 | 1157349 | 96.18 | 5.01 | 328 | 1203330 |
| Crude Oil L/S (NYMEX) | 1,000 Bbl. | 1313997 | 93.87 | 4.71 | 1344758 | 96.06 | 4.87 | 317 | 1399874 |
| Unleaded Gas (NYMEX) | 42,000 Gal. | 300525 | 92.36 | -3.68 | 313001 | 96.19 | -3.41 | 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.
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