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
| NONREPORTABLE POSITIONS | Total | ||||||||
| Total Non-Reportable Positions | Open | ||||||||
| Commodity | Contract | Open Interest--Small Traders | Reporting | Interest | |||||
| and Exchange | Size | Long | %1 | %2 | Short | %1 | %2 | ||
| CHICAGO, KANSAS CITY, AND | |||||||||
| MINNEAPOLIS EXCHANGES | |||||||||
| Wheat (CBOT) | 5,000 Bu. | 34619 | 7.38 | -8.34 | 57432 | 12.24 | -3.05 | 379 | 469173 |
| Wheat (KCBT) | 5,000 Bu. | 19294 | 13.14 | 3.48 | 25264 | 17.20 | 5.03 | 154 | 146854 |
| Wheat (MGE) | 5,000 Bu. | 9511 | 23.23 | 0.66 | 10002 | 24.43 | 4.56 | 52 | 40938 |
| Corn (CBOT) | 5,000 Bu. | 126607 | 10.25 | -11.12 | 238659 | 19.32 | -3.70 | 685 | 1235541 |
| Oats (CBOT) | 5,000 Bu. | 2353 | 17.24 | 7.79 | 2240 | 16.41 | 0.90 | 42 | 13649 |
| Soybeans (CBOT) | 5,000 Bu. | 42376 | 8.47 | 1.19 | 78768 | 15.73 | 4.41 | 440 | 500592 |
| Soybeans (MACE) | 1,000 Bu. | 3014 | 23.21 | 4.04 | 8811 | 67.87 | 1.30 | 22 | 12983 |
| Soybean Oil (CBOT) | 60,000 Lbs. | 26648 | 8.17 | -2.09 | 32355 | 9.92 | 7.36 | 264 | 326264 |
| Soybean Meal (CBOT) | 100 Tons | 28451 | 14.06 | -5.70 | 25222 | 12.46 | -1.01 | 188 | 202350 |
| Rough Rice (CRCE) | 2,000 cwt. | 2675 | 17.90 | -0.04 | 1964 | 13.15 | 3.70 | 81 | 14940 |
| Lean Hogs (CME) | 40,000 Lb. | 26847 | 10.80 | -6.05 | 34290 | 13.80 | 0.65 | 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. | 28674 | 8.45 | -2.91 | 62940 | 18.55 | 1.71 | 421 | 339209 |
| Feeder Cattle (CME) | 50,000 Lb. | 7141 | 15.97 | -1.96 | 19791 | 44.27 | 0.14 | 188 | 44705 |
| Lumber (CME) | 80,000 Bd. Ft. | 1963 | 19.48 | 5.65 | 1519 | 15.07 | -12.50 | 87 | 10079 |
| T-Bonds (CBOT) | $100,000 F. Val. | 142350 | 22.97 | 4.35 | 141686 | 22.86 | 7.32 | 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. | 279019 | 15.82 | 8.71 | 333403 | 18.90 | -5.07 | 261 | 1763911 |
| 5-Yr. T-Notes (CBOT) | $100,000 F. Val. | 235052 | 15.91 | 6.51 | 215766 | 14.60 | -3.49 | 200 | 1477558 |
| 2-Yr. T-Notes (CBOT) | $200,000 F. Val. | 123739 | 13.24 | 1.15 | 97488 | 10.43 | -3.39 | 225 | 934666 |
| Eurodollars (IMM) | $1,000,000 F. Val. | 867165 | 10.76 | -3.01 | 902708 | 11.21 | -4.17 | 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 | 37826 | 6.89 | -8.60 | 38031 | 6.93 | -2.77 | 87 | 548721 |
| Canadian Dollar (IMM) | 100,000 C.D. | 32522 | 27.27 | 4.81 | 19758 | 16.57 | 3.99 | 77 | 119270 |
| Swiss Franc (IMM) | 125,000 S.F. | 10660 | 26.10 | 15.43 | 14373 | 35.20 | -11.23 | 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. | 15061 | 7.89 | 2.70 | 29127 | 15.26 | -7.14 | 97 | 190849 |
| Euro FX (IMM) | 125,000 Euro | 31940 | 10.46 | -5.14 | 58319 | 19.10 | -2.70 | 181 | 305328 |
| Japanese Yen (IMM) | 12,500,000 J.Y. | 26740 | 15.46 | 27.04 | 30348 | 17.55 | 2.00 | 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. | 4852 | 3.22 | 22.87 | 4245 | 2.82 | -13.51 | 102 | 150567 |
| DJIA (CBOT) | 10 x Index | 14173 | 13.67 | -5.66 | 9253 | 8.93 | -10.18 | 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 | 78104 | 30.84 | 14.31 | 37929 | 14.98 | -27.74 | 104 | 253264 |
| E-Mini S&P 500 (IMM) | 50 x 500 Index | 248653 | 9.11 | -16.44 | 297377 | 10.89 | 19.88 | 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 | 3101 | 20.01 | 15.58 | 714 | 4.61 | -82.43 | 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 | 5822 | 26.66 | 5.07 | 10379 | 47.53 | -2.16 | 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. | 3673 | 14.04 | 4.38 | 1372 | 5.24 | -23.14 | 101 | 26164 |
| Cocoa (CSCE) | 10 Metric Tons | 10701 | 6.35 | -0.71 | 11644 | 6.91 | 13.08 | 160 | 168576 |
| Coffee "C" (CSCE) | 37,500 Lb. | 7495 | 6.03 | 16.17 | 9004 | 7.24 | 15.51 | 324 | 124356 |
| Sugar No. 11 (CSCE) | 112,000 Lb. | 66982 | 10.05 | -12.18 | 75457 | 11.32 | 1.75 | 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. | 14737 | 8.53 | -1.62 | 13638 | 7.90 | 5.26 | 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. | 13830 | 9.11 | 3.78 | 16788 | 11.06 | -6.85 | 188 | 151787 |
| Gold (CEI) | 100 Troy Oz. | 57493 | 13.52 | -4.16 | 18990 | 4.47 | -15.38 | 308 | 425133 |
| Silver (CEI) | 5,000 Troy Oz. | 19985 | 19.64 | -0.92 | 10347 | 10.17 | -8.17 | 154 | 101747 |
| Platinum (NYME) | 50 Troy Oz. | 6776 | 15.05 | 9.17 | 2280 | 5.06 | -12.61 | 151 | 45030 |
| Eurotop 100 (CMX) | Index x $100 | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 |
| Palladium (NYME) | 100 Troy Oz. | 1859 | 9.58 | 5.57 | 996 | 5.13 | -17.07 | 134 | 19398 |
| US$ Index (New) (NYCE) | 1000 x Index | 7531 | 13.71 | -2.94 | 1854 | 3.37 | 11.75 | 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. | 43664 | 15.88 | -7.25 | 21531 | 7.83 | -13.08 | 159 | 274900 |
| Natural Gas (NYME) | 10,000 mmbtus | 68468 | 5.69 | -6.71 | 45981 | 3.82 | -8.78 | 328 | 1203330 |
| Crude Oil L/S (NYMEX) | 1,000 Bbl. | 85877 | 6.13 | -1.16 | 55116 | 3.94 | -7.31 | 317 | 1399874 |
| Unleaded Gas (NYMEX) | 42,000 Gal. | 24859 | 7.64 | -4.97 | 12383 | 3.81 | -12.34 | 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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