Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2009 : 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 359,029 : : Positions : : 31,248 125,840 164,739 24,252 16,201 55,469 64,508 32,237 13,484 29,241 19,614 : : : : Changes from: December 15, 2009 : : 3,827 -16,907 770 3,649 2,307 -4,497 15,720 1,223 864 -1,669 1,989 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.7 35.1 45.9 6.8 4.5 15.4 18.0 9.0 3.8 8.1 5.5 : : : : Number of Traders in Each Category Total Traders: 353 : : 43 70 18 11 20 55 71 44 38 65 51 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2009 : 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 142,846 : : Positions : : 33,793 74,746 33,594 0 1,851 26,365 16,739 11,663 11,051 5,277 8,669 : : : : Changes from: December 15, 2009 : : 1,899 -2,187 134 0 82 -195 4,416 863 -350 -1,697 1,782 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.7 52.3 23.5 0.0 1.3 18.5 11.7 8.2 7.7 3.7 6.1 : : : : Number of Traders in Each Category Total Traders: 172 : : 37 59 16 0 7 22 17 18 26 9 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2009 : 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 45,779 : : Positions : : 17,520 20,971 1,529 171 533 7,673 3,190 2,478 1,139 329 6,025 : : : : Changes from: December 15, 2009 : : -409 -1,213 106 0 75 0 665 -60 -78 81 -328 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.3 45.8 3.3 0.4 1.2 16.8 7.0 5.4 2.5 0.7 13.2 : : : : Number of Traders in Each Category Total Traders: 59 : : 17 19 5 . . . 6 4 . 7 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2009 : 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 963,483 : : Positions : : 163,599 559,399 321,234 5,734 15,716 219,240 33,087 39,113 65,010 36,321 43,944 : : : : Changes from: December 15, 2009 : : 6,249 11,268 2,637 125 863 -1,861 4,055 -528 881 -6,916 1,420 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.0 58.1 33.3 0.6 1.6 22.8 3.4 4.1 6.7 3.8 4.6 : : : : Number of Traders in Each Category Total Traders: 620 : : 144 251 24 . 22 79 27 45 80 89 95 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2009 : 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 11,985 : : Positions : : 4,157 7,974 3,128 1,470 0 1,189 1,071 0 1,300 70 211 : : : : Changes from: December 15, 2009 : : -66 -303 6 0 0 43 201 0 161 70 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.7 66.5 26.1 12.3 0.0 9.9 8.9 0.0 10.8 0.6 1.8 : : : : Number of Traders in Each Category Total Traders: 35 : : 8 10 4 . 0 6 5 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2009 : 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 16,345 : : Positions : : 2,999 14,357 2,273 0 0 3,733 123 0 2,497 114 609 : : : : Changes from: December 15, 2009 : : 666 -1,108 -108 0 0 -1,160 123 -19 444 -59 -398 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.3 87.8 13.9 0.0 0.0 22.8 0.8 0.0 15.3 0.7 3.7 : : : : Number of Traders in Each Category Total Traders: 77 : : 15 21 6 0 0 17 . 0 19 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2009 : 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 170,491 : : Positions : : 12,105 90,149 60,909 713 2,476 42,751 13,804 10,328 6,706 10,488 14,429 : : : : Changes from: December 15, 2009 : : 315 818 160 158 249 -377 941 -1,289 1,389 -380 197 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.1 52.9 35.7 0.4 1.5 25.1 8.1 6.1 3.9 6.2 8.5 : : : : Number of Traders in Each Category Total Traders: 217 : : 23 46 18 . 7 52 26 27 19 33 38 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2009 : 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 259,625 : : Positions : : 27,432 115,036 87,014 6,826 2,216 81,187 44,775 17,104 9,858 13,751 11,775 : : : : Changes from: December 15, 2009 : : -78 4,466 15 -219 390 851 -9,251 600 -1,594 2,356 140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.6 44.3 33.5 2.6 0.9 31.3 17.2 6.6 3.8 5.3 4.5 : : : : Number of Traders in Each Category Total Traders: 364 : : 50 132 18 . 8 68 53 37 35 36 36 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2009 : 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 30,267 : : Positions : : 5,838 4,236 4,690 526 638 8,168 9,737 857 1,536 2,012 2,403 : : : : Changes from: December 15, 2009 : : 556 597 252 -129 -86 -897 -1,300 -43 -155 311 397 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.3 14.0 15.5 1.7 2.1 27.0 32.2 2.8 5.1 6.6 7.9 : : : : Number of Traders in Each Category Total Traders: 128 : : 20 28 14 . 6 20 20 11 11 15 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2009 : 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 25,868 : : Positions : : 16,540 14,678 1,054 80 73 1,691 237 63 964 4,927 661 : : : : Changes from: December 15, 2009 : : 467 786 52 0 -41 430 150 4 374 -568 33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 56.7 4.1 0.3 0.3 6.5 0.9 0.2 3.7 19.0 2.6 : : : : Number of Traders in Each Category Total Traders: 70 : : 28 22 . . . 4 . . 9 14 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2009 : 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 457,655 : : Positions : : 72,626 243,043 127,752 7,007 14,383 96,147 17,207 38,000 30,275 18,096 29,980 : : : : Changes from: December 15, 2009 : : -418 -31,993 1,261 1,011 -538 -32,271 2,518 1,952 4,493 -1,948 2,927 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.9 53.1 27.9 1.5 3.1 21.0 3.8 8.3 6.6 4.0 6.6 : : : : Number of Traders in Each Category Total Traders: 434 : : 80 135 21 6 21 77 25 36 73 60 94 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2009 : 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 (THOUSAND BUSHELS) : CFTC Code #005603 Open Interest is 14,388 : : Positions : : 0 1,300 0 0 0 0 0 0 11,579 1,525 341 : : : : Changes from: December 15, 2009 : : 0 -854 0 0 0 0 0 0 -2,052 -880 7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.0 9.0 0.0 0.0 0.0 0.0 0.0 0.0 80.5 10.6 2.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 0 4 0 0 0 0 0 0 15 . 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2009 : 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 218,115 : : Positions : : 37,175 118,033 56,718 7,155 8,190 39,818 8,222 14,055 4,304 12,357 29,953 : : : : Changes from: December 15, 2009 : : 7,133 -9,950 277 -936 -637 -15,401 751 0 1,526 -1,897 -233 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.0 54.1 26.0 3.3 3.8 18.3 3.8 6.4 2.0 5.7 13.7 : : : : Number of Traders in Each Category Total Traders: 218 : : 41 44 14 . 9 44 16 19 17 34 59 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2009 : 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 167,371 : : Positions : : 63,236 99,975 3,630 2,617 1,348 46,515 13,442 6,114 2,871 11,228 9,238 : : : : Changes from: December 15, 2009 : : 4,873 -9,678 359 -114 63 -9,279 -26 -812 -520 358 1,368 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.8 59.7 2.2 1.6 0.8 27.8 8.0 3.7 1.7 6.7 5.5 : : : : Number of Traders in Each Category Total Traders: 156 : : 41 41 6 5 5 44 8 7 14 22 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2009 : 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 184,215 : : Positions : : 11,967 136,295 76,000 7,803 2,997 59,120 8,156 5,597 5,698 13,152 3,662 : : : : Changes from: December 15, 2009 : : 2,012 1,409 1,828 -241 -574 -1,908 -107 891 -94 -922 -1,665 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.5 74.0 41.3 4.2 1.6 32.1 4.4 3.0 3.1 7.1 2.0 : : : : Number of Traders in Each Category Total Traders: 244 : : 22 43 25 5 13 99 10 15 23 31 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2009 : 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 34,557 : : Positions : : 4,417 29,409 5,189 1,807 1 15,135 1,016 42 4,849 197 897 : : : : Changes from: December 15, 2009 : : -645 2,667 -21 -31 0 384 -214 -5 1,014 -1,436 -1,347 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.8 85.1 15.0 5.2 0.0 43.8 2.9 0.1 14.0 0.6 2.6 : : : : Number of Traders in Each Category Total Traders: 103 : : 14 18 7 . . 46 . . 19 . 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2009 : 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 129,980 : : Positions : : 37,067 97,994 17,312 2,356 583 46,535 9,002 9,912 4,416 1,880 4,034 : : : : Changes from: December 15, 2009 : : 486 -1,704 -81 255 63 -2,590 -240 3,354 453 -758 26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.5 75.4 13.3 1.8 0.4 35.8 6.9 7.6 3.4 1.4 3.1 : : : : Number of Traders in Each Category Total Traders: 165 : : 26 37 19 . 7 57 10 16 20 11 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2009 : 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 836,284 : : Positions : : 210,328 442,159 148,539 155,111 71,020 166,582 26,319 56,205 63,347 12,807 33,001 : : : : Changes from: December 15, 2009 : : 3,264 6,444 -399 3,990 -382 10,851 -1,773 4,394 -1,436 5,589 1,182 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.2 52.9 17.8 18.5 8.5 19.9 3.1 6.7 7.6 1.5 3.9 : : : : Number of Traders in Each Category Total Traders: 248 : : 50 60 18 13 22 69 14 26 46 16 43 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2009 : 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 130,027 : : Positions : : 12,258 89,924 46,227 8,564 3,129 37,267 6,887 10,232 8,113 2,503 3,617 : : : : Changes from: December 15, 2009 : : 873 259 247 59 479 -585 150 1,466 289 365 -1,729 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.4 69.2 35.6 6.6 2.4 28.7 5.3 7.9 6.2 1.9 2.8 : : : : Number of Traders in Each Category Total Traders: 322 : : 59 93 24 5 9 87 16 19 50 28 31 : ----------------------------------------------------------------------------------------------------------------
Updated December 28, 2009