Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 435,402 : : Positions : : 37,901 167,428 165,811 20,318 18,136 60,621 50,249 36,671 14,900 20,035 68,049 : : : : Changes from: December 8, 2009 : : 3,502 -9,018 -1,409 2,200 6,299 -890 7,493 2,279 828 -1,510 2,753 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.7 38.5 38.1 4.7 4.2 13.9 11.5 8.4 3.4 4.6 15.6 : : : : Number of Traders in Each Category Total Traders: 366 : : 52 77 18 11 23 63 61 51 60 56 77 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 144,083 : : Positions : : 33,006 77,470 33,524 0 1,769 26,564 12,375 11,095 10,635 6,808 9,676 : : : : Changes from: December 8, 2009 : : 1,975 -293 718 0 289 156 3,551 301 -82 -267 1,127 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.9 53.8 23.3 0.0 1.2 18.4 8.6 7.7 7.4 4.7 6.7 : : : : Number of Traders in Each Category Total Traders: 167 : : 39 61 16 0 7 25 15 17 22 13 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 46,754 : : Positions : : 18,082 22,339 1,423 171 458 7,673 2,525 2,538 1,240 240 6,436 : : : : Changes from: December 8, 2009 : : -551 -1,479 593 0 0 -153 929 0 184 -470 611 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.7 47.8 3.0 0.4 1.0 16.4 5.4 5.4 2.7 0.5 13.8 : : : : Number of Traders in Each Category Total Traders: 59 : : 20 20 5 . . . 5 4 6 . 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 1,212,495 : : Positions : : 213,775 589,746 323,186 5,556 27,071 224,321 28,633 80,633 47,768 39,240 175,791 : : : : Changes from: December 8, 2009 : : -1,719 12,799 -3,053 -519 3,818 3,591 -15,256 3,046 -1,221 2,554 -6,807 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.6 48.6 26.7 0.5 2.2 18.5 2.4 6.7 3.9 3.2 14.5 : : : : Number of Traders in Each Category Total Traders: 652 : : 185 274 24 . 24 89 28 55 92 88 141 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 13,059 : : Positions : : 4,992 8,452 3,122 1,470 0 1,146 870 0 571 0 922 : : : : Changes from: December 8, 2009 : : 548 59 -26 0 0 -4 464 0 -3 0 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.2 64.7 23.9 11.3 0.0 8.8 6.7 0.0 4.4 0.0 7.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 10 13 4 . 0 6 5 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 18,790 : : Positions : : 2,538 15,940 2,413 0 0 4,950 0 19 2,120 122 1,532 : : : : Changes from: December 8, 2009 : : -68 765 102 0 0 428 -115 19 64 19 582 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.5 84.8 12.8 0.0 0.0 26.3 0.0 0.1 11.3 0.7 8.2 : : : : Number of Traders in Each Category Total Traders: 85 : : 22 22 8 0 0 22 0 . 18 4 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 192,488 : : Positions : : 12,729 99,081 60,777 863 2,261 44,449 8,221 17,673 3,619 3,466 27,424 : : : : Changes from: December 8, 2009 : : -1,675 -2,293 431 12 -280 -1,373 1,634 -3,942 617 -239 -10,648 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.6 51.5 31.6 0.4 1.2 23.1 4.3 9.2 1.9 1.8 14.2 : : : : Number of Traders in Each Category Total Traders: 215 : : 33 48 18 . 8 59 21 35 27 21 43 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 317,114 : : Positions : : 39,632 137,323 90,774 7,753 2,082 86,924 53,761 19,006 14,471 5,283 36,541 : : : : Changes from: December 8, 2009 : : -2,490 4,822 1,255 7 -86 6,202 -4,906 -2,521 -2,325 2,100 2,485 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.5 43.3 28.6 2.4 0.7 27.4 17.0 6.0 4.6 1.7 11.5 : : : : Number of Traders in Each Category Total Traders: 382 : : 78 141 19 4 7 69 62 41 35 37 43 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 32,696 : : Positions : : 5,628 4,000 4,430 719 732 9,085 11,037 921 1,719 1,077 3,187 : : : : Changes from: December 8, 2009 : : 1,075 -240 -73 -28 568 -1,082 990 341 192 -949 430 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.2 12.2 13.5 2.2 2.2 27.8 33.8 2.8 5.3 3.3 9.7 : : : : Number of Traders in Each Category Total Traders: 133 : : 25 26 13 5 7 18 26 10 17 10 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 36,505 : : Positions : : 19,434 17,520 1,414 80 243 1,462 87 423 657 4,465 6,525 : : : : Changes from: December 8, 2009 : : 1,100 753 -15 0 8 361 -2 155 314 581 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 48.0 3.9 0.2 0.7 4.0 0.2 1.2 1.8 12.2 17.9 : : : : Number of Traders in Each Category Total Traders: 73 : : 35 26 . . . 4 . . 10 15 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 622,997 : : Positions : : 96,970 293,482 128,836 6,381 21,154 128,698 16,154 61,558 21,452 19,122 101,950 : : : : Changes from: December 8, 2009 : : 1,581 -206 -3,234 -3,476 5,458 4,367 3,024 4,410 847 -170 -151 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.6 47.1 20.7 1.0 3.4 20.7 2.6 9.9 3.4 3.1 16.4 : : : : Number of Traders in Each Category Total Traders: 489 : : 89 146 21 6 22 106 25 50 76 88 132 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 17,150 : : Positions : : 0 2,154 0 0 0 0 0 0 13,631 2,405 334 : : : : Changes from: December 8, 2009 : : 0 117 0 0 0 0 0 0 -2,003 -70 -151 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.0 12.6 0.0 0.0 0.0 0.0 0.0 0.0 79.5 14.0 1.9 : : : : Number of Traders in Each Category Total Traders: 26 : : 0 5 0 0 0 0 0 0 17 4 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 268,540 : : Positions : : 46,105 145,040 56,652 8,091 9,089 53,189 5,753 23,052 2,232 13,243 44,018 : : : : Changes from: December 8, 2009 : : 2,143 -5,532 -1,742 -124 -2,333 -4,570 1,733 -1,834 674 -2,186 5,981 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.2 54.0 21.1 3.0 3.4 19.8 2.1 8.6 0.8 4.9 16.4 : : : : Number of Traders in Each Category Total Traders: 233 : : 41 53 14 . 10 58 10 21 22 32 62 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 195,146 : : Positions : : 62,826 120,711 3,265 2,657 1,508 55,905 11,604 10,971 4,205 7,495 16,476 : : : : Changes from: December 8, 2009 : : 2,330 3,290 -505 2,244 183 3,592 1,547 2,482 543 -170 1,824 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.2 61.9 1.7 1.4 0.8 28.6 5.9 5.6 2.2 3.8 8.4 : : : : Number of Traders in Each Category Total Traders: 177 : : 47 46 5 4 5 55 12 11 20 18 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 246,645 : : Positions : : 26,868 171,574 74,239 8,509 4,092 66,154 4,937 15,560 7,577 4,626 30,577 : : : : Changes from: December 8, 2009 : : 3,410 6,497 -251 -40 -207 3,593 261 -107 -139 787 2,931 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.9 69.6 30.1 3.4 1.7 26.8 2.0 6.3 3.1 1.9 12.4 : : : : Number of Traders in Each Category Total Traders: 274 : : 35 51 24 8 14 112 7 21 35 27 38 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 51,136 : : Positions : : 10,772 33,203 5,210 1,838 1 14,083 1,013 1,914 3,830 530 10,742 : : : : Changes from: December 8, 2009 : : 1,136 2,491 7 92 1 1,859 -0 409 -40 -139 1,633 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.1 64.9 10.2 3.6 0.0 27.5 2.0 3.7 7.5 1.0 21.0 : : : : Number of Traders in Each Category Total Traders: 119 : : 20 19 7 . . 48 . 5 23 10 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 138,663 : : Positions : : 38,952 100,416 17,283 2,199 966 49,296 9,377 7,599 2,408 2,478 10,213 : : : : Changes from: December 8, 2009 : : 1,081 2,740 -314 40 138 2,083 350 -708 -11 569 -9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.1 72.4 12.5 1.6 0.7 35.6 6.8 5.5 1.7 1.8 7.4 : : : : Number of Traders in Each Category Total Traders: 165 : : 24 37 17 . 7 59 7 18 13 22 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 1,227,576 : : Positions : : 296,249 515,013 155,126 159,485 130,495 165,793 6,851 113,211 24,750 7,340 240,911 : : : : Changes from: December 8, 2009 : : -1,182 38,344 -1,996 7,737 3,715 27,519 -7,436 7,401 -1,676 510 18,252 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.1 42.0 12.6 13.0 10.6 13.5 0.6 9.2 2.0 0.6 19.6 : : : : Number of Traders in Each Category Total Traders: 255 : : 58 67 20 13 28 67 12 36 37 30 58 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 158,299 : : Positions : : 16,580 95,666 46,638 8,741 3,486 39,197 6,967 12,202 6,364 1,668 22,992 : : : : Changes from: December 8, 2009 : : 875 7,319 550 136 363 5,509 488 769 671 361 1,508 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.5 60.4 29.5 5.5 2.2 24.8 4.4 7.7 4.0 1.1 14.5 : : : : Number of Traders in Each Category Total Traders: 360 : : 76 97 25 7 10 105 15 27 49 47 59 : ----------------------------------------------------------------------------------------------------------------
Updated December 18, 2009