Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 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 421,702 : : Positions : : 34,686 180,479 167,988 16,440 11,569 63,503 40,512 34,347 12,597 25,565 63,929 : : : : Changes from: November 24, 2009 : : -5,146 6,732 5,904 -1,202 -2,450 -1,561 -1,552 2,073 4,204 938 -849 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.2 42.8 39.8 3.9 2.7 15.1 9.6 8.1 3.0 6.1 15.2 : : : : Number of Traders in Each Category Total Traders: 370 : : 48 80 19 8 22 69 52 46 53 71 84 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 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 138,709 : : Positions : : 29,662 78,935 32,920 0 1,200 26,569 7,548 10,935 11,604 7,082 8,684 : : : : Changes from: November 24, 2009 : : -1,171 1,925 1,185 0 -555 1,775 -493 360 160 593 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.4 56.9 23.7 0.0 0.9 19.2 5.4 7.9 8.4 5.1 6.3 : : : : Number of Traders in Each Category Total Traders: 162 : : 37 65 17 0 7 22 11 15 19 13 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 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 46,317 : : Positions : : 19,479 24,485 830 171 458 7,851 793 2,538 1,183 1,120 5,649 : : : : Changes from: November 24, 2009 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.1 52.9 1.8 0.4 1.0 17.0 1.7 5.5 2.6 2.4 12.2 : : : : Number of Traders in Each Category Total Traders: 60 : : 23 25 . . . 4 . 4 . 6 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 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 1,220,867 : : Positions : : 199,223 596,023 329,968 4,441 20,647 233,327 20,405 69,668 49,258 39,196 190,694 : : : : Changes from: November 24, 2009 : : -17,771 21,043 5,878 -913 -1,383 26,187 -2,777 1,174 650 -786 -2,988 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.3 48.8 27.0 0.4 1.7 19.1 1.7 5.7 4.0 3.2 15.6 : : : : Number of Traders in Each Category Total Traders: 690 : : 165 270 24 . 23 102 23 61 92 86 175 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 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 12,641 : : Positions : : 3,394 8,868 3,121 1,526 0 1,352 0 0 988 1 1,187 : : : : Changes from: November 24, 2009 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.8 70.2 24.7 12.1 0.0 10.7 0.0 0.0 7.8 0.0 9.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 9 11 4 . 0 7 0 0 . . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 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 17,633 : : Positions : : 2,605 14,852 2,173 0 0 4,999 249 0 1,692 20 1,232 : : : : Changes from: November 24, 2009 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.8 84.2 12.3 0.0 0.0 28.3 1.4 0.0 9.6 0.1 7.0 : : : : Number of Traders in Each Category Total Traders: 78 : : 21 20 6 0 0 20 . 0 16 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 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 207,459 : : Positions : : 14,443 99,262 60,542 809 3,400 46,091 9,072 19,898 1,889 3,943 34,702 : : : : Changes from: November 24, 2009 : : 61 8,826 623 102 -768 1,966 -185 2,339 -1,805 -9,421 2,091 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.0 47.8 29.2 0.4 1.6 22.2 4.4 9.6 0.9 1.9 16.7 : : : : Number of Traders in Each Category Total Traders: 234 : : 34 52 17 . 9 64 25 35 21 36 51 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 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 333,127 : : Positions : : 46,925 137,725 91,858 8,510 2,975 81,603 55,924 22,846 15,164 2,902 43,603 : : : : Changes from: November 24, 2009 : : 2,093 -210 -272 1,681 -56 -1,654 1,301 646 2,151 252 -782 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.1 41.3 27.6 2.6 0.9 24.5 16.8 6.9 4.6 0.9 13.1 : : : : Number of Traders in Each Category Total Traders: 396 : : 87 141 18 4 11 75 72 45 44 27 48 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 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 29,727 : : Positions : : 3,769 3,489 3,568 458 1,016 10,816 10,780 402 1,607 1,540 2,234 : : : : Changes from: November 24, 2009 : : 633 -64 556 239 -443 -726 203 22 1,029 507 803 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.7 11.7 12.0 1.5 3.4 36.4 36.3 1.4 5.4 5.2 7.5 : : : : Number of Traders in Each Category Total Traders: 122 : : 19 22 14 . 5 21 26 9 14 9 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 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 38,098 : : Positions : : 19,195 17,857 1,551 164 487 1,405 107 277 238 4,252 7,410 : : : : Changes from: November 24, 2009 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 46.9 4.1 0.4 1.3 3.7 0.3 0.7 0.6 11.2 19.4 : : : : Number of Traders in Each Category Total Traders: 74 : : 34 25 . . . 4 . . 10 17 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 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 608,589 : : Positions : : 92,214 299,244 133,613 10,008 14,983 120,126 7,835 58,645 20,106 18,010 103,998 : : : : Changes from: November 24, 2009 : : 5,153 13,406 2,116 -101 1,390 36 -564 768 1,689 -958 6,896 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.2 49.2 22.0 1.6 2.5 19.7 1.3 9.6 3.3 3.0 17.1 : : : : Number of Traders in Each Category Total Traders: 478 : : 87 150 23 4 22 106 19 41 73 82 122 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 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 19,389 : : Positions : : 0 2,216 0 0 0 0 0 0 15,754 1,985 484 : : : : Changes from: November 24, 2009 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.0 11.4 0.0 0.0 0.0 0.0 0.0 0.0 81.3 10.2 2.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 0 5 0 0 0 0 0 0 17 5 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 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 294,010 : : Positions : : 40,492 156,556 64,972 5,436 17,019 58,694 4,828 30,501 2,590 15,315 41,961 : : : : Changes from: November 24, 2009 : : -2,563 3,842 4,497 613 3,371 0 -805 3,040 811 141 -5,023 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.8 53.2 22.1 1.8 5.8 20.0 1.6 10.4 0.9 5.2 14.3 : : : : Number of Traders in Each Category Total Traders: 232 : : 44 51 13 4 10 67 9 21 15 36 54 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 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 183,463 : : Positions : : 58,854 120,706 4,094 672 1,568 52,694 7,115 8,403 4,627 7,566 15,431 : : : : Changes from: November 24, 2009 : : -6,957 -3,558 -261 459 102 3,648 914 144 53 496 -1,519 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.1 65.8 2.2 0.4 0.9 28.7 3.9 4.6 2.5 4.1 8.4 : : : : Number of Traders in Each Category Total Traders: 169 : : 43 45 7 . 5 52 12 10 19 17 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 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 232,131 : : Positions : : 21,916 163,907 75,969 7,817 3,861 61,947 4,684 15,224 6,912 3,665 26,456 : : : : Changes from: November 24, 2009 : : 1,145 -3,726 640 1,792 401 -938 306 1,382 -1,265 563 685 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.4 70.6 32.7 3.4 1.7 26.7 2.0 6.6 3.0 1.6 11.4 : : : : Number of Traders in Each Category Total Traders: 249 : : 30 48 24 7 14 104 4 18 34 19 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 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 43,291 : : Positions : : 9,185 29,015 5,175 1,746 0 10,820 896 1,335 4,007 922 7,912 : : : : Changes from: November 24, 2009 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.2 67.0 12.0 4.0 0.0 25.0 2.1 3.1 9.3 2.1 18.3 : : : : Number of Traders in Each Category Total Traders: 117 : : 19 19 6 . 0 46 . 5 22 13 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 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 134,173 : : Positions : : 36,788 96,028 18,051 2,174 713 45,787 9,388 8,549 2,378 1,950 9,593 : : : : Changes from: November 24, 2009 : : -451 3,074 383 -173 -75 831 -1,427 437 852 321 -199 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.4 71.6 13.5 1.6 0.5 34.1 7.0 6.4 1.8 1.5 7.1 : : : : Number of Traders in Each Category Total Traders: 163 : : 22 34 19 . 7 57 8 17 11 20 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 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 1,157,622 : : Positions : : 300,916 484,172 155,013 149,673 127,133 133,705 10,584 105,699 25,571 6,629 228,987 : : : : Changes from: November 24, 2009 : : 3,894 16,488 -827 1,233 501 3,983 -5,953 -321 1,805 481 -3,600 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.0 41.8 13.4 12.9 11.0 11.5 0.9 9.1 2.2 0.6 19.8 : : : : Number of Traders in Each Category Total Traders: 240 : : 55 64 20 13 27 59 12 35 30 33 56 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 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 137,520 : : Positions : : 15,184 83,223 45,416 8,411 3,079 29,168 5,757 10,513 5,631 1,414 18,908 : : : : Changes from: November 24, 2009 : : -1,630 1,166 925 3,258 -29 3,996 1,262 1,875 1,397 -211 658 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.0 60.5 33.0 6.1 2.2 21.2 4.2 7.6 4.1 1.0 13.7 : : : : Number of Traders in Each Category Total Traders: 339 : : 76 95 24 6 10 88 18 29 49 42 57 : ----------------------------------------------------------------------------------------------------------------
Updated December 4, 2009