Disaggregated Commitments of Traders- Options and 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 440,022 : : Positions : : 42,572 151,185 166,350 23,853 20,798 56,465 65,556 38,835 15,332 18,752 69,702 : : : : Changes from: December 15, 2009 : : 4,670 -16,243 539 3,535 2,662 -4,157 15,307 2,164 432 -1,283 1,653 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.7 34.4 37.8 5.4 4.7 12.8 14.9 8.8 3.5 4.3 15.8 : : : : Number of Traders in Each Category Total Traders: 365 : : 54 74 18 11 23 56 70 51 53 63 78 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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 146,967 : : Positions : : 34,978 75,340 33,652 0 1,851 26,372 16,851 11,913 10,359 5,081 11,403 : : : : Changes from: December 15, 2009 : : 1,972 -2,130 128 0 82 -192 4,476 819 -276 -1,727 1,727 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.8 51.3 22.9 0.0 1.3 17.9 11.5 8.1 7.0 3.5 7.8 : : : : Number of Traders in Each Category Total Traders: 173 : : 43 59 16 0 7 23 16 18 26 10 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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 46,291 : : Positions : : 17,688 21,077 1,529 171 533 7,673 3,190 2,478 1,164 318 6,113 : : : : Changes from: December 15, 2009 : : -395 -1,261 106 0 75 0 665 -60 -76 78 -323 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.2 45.5 3.3 0.4 1.2 16.6 6.9 5.4 2.5 0.7 13.2 : : : : Number of Traders in Each Category Total Traders: 59 : : 19 19 5 . . . 6 4 4 6 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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 1,220,477 : : Positions : : 221,641 597,183 325,487 5,609 28,594 222,614 32,999 80,661 46,517 34,735 174,714 : : : : Changes from: December 15, 2009 : : 7,866 7,437 2,300 54 1,523 -1,707 4,367 28 -1,251 -4,505 -1,077 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.2 48.9 26.7 0.5 2.3 18.2 2.7 6.6 3.8 2.8 14.3 : : : : Number of Traders in Each Category Total Traders: 645 : : 192 275 24 . 23 81 29 55 85 95 140 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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 13,028 : : Positions : : 4,969 8,170 3,128 1,470 0 1,189 1,071 0 696 70 956 : : : : Changes from: December 15, 2009 : : -24 -282 6 0 0 43 201 0 125 70 34 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.1 62.7 24.0 11.3 0.0 9.1 8.2 0.0 5.3 0.5 7.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 9 14 4 . 0 6 5 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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 17,311 : : Positions : : 3,379 14,526 2,282 0 0 3,756 123 0 2,263 184 1,222 : : : : Changes from: December 15, 2009 : : 841 -1,414 -131 0 0 -1,195 123 -19 143 62 -310 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.5 83.9 13.2 0.0 0.0 21.7 0.7 0.0 13.1 1.1 7.1 : : : : Number of Traders in Each Category Total Traders: 81 : : 21 21 7 0 0 17 . 0 18 6 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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 193,159 : : Positions : : 14,361 100,302 60,950 994 2,522 43,831 9,631 16,349 4,807 3,315 28,051 : : : : Changes from: December 15, 2009 : : 1,632 1,221 173 131 261 -618 1,410 -1,325 1,188 -151 627 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.4 51.9 31.6 0.5 1.3 22.7 5.0 8.5 2.5 1.7 14.5 : : : : Number of Traders in Each Category Total Traders: 221 : : 34 49 18 . 7 54 26 28 30 23 44 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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 316,597 : : Positions : : 39,644 142,210 91,024 7,624 2,473 87,451 44,528 19,701 12,259 6,162 37,954 : : : : Changes from: December 15, 2009 : : 12 4,887 251 -128 391 527 -9,233 695 -2,212 878 1,413 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.5 44.9 28.8 2.4 0.8 27.6 14.1 6.2 3.9 1.9 12.0 : : : : Number of Traders in Each Category Total Traders: 385 : : 76 145 18 . 8 75 52 41 36 41 45 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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 32,354 : : Positions : : 6,144 4,663 4,690 603 638 8,217 9,737 869 1,572 1,265 3,679 : : : : Changes from: December 15, 2009 : : 516 663 260 -116 -94 -868 -1,300 -51 -148 188 493 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.0 14.4 14.5 1.9 2.0 25.4 30.1 2.7 4.9 3.9 11.4 : : : : Number of Traders in Each Category Total Traders: 130 : : 29 29 14 . 6 21 20 12 17 9 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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 38,675 : : Positions : : 20,648 18,706 1,419 80 209 1,883 237 418 1,020 4,066 7,022 : : : : Changes from: December 15, 2009 : : 1,214 1,186 5 0 -34 421 150 -4 362 -398 497 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 48.4 3.7 0.2 0.5 4.9 0.6 1.1 2.6 10.5 18.2 : : : : Number of Traders in Each Category Total Traders: 74 : : 36 29 . . . 4 . . 13 11 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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 606,444 : : Positions : : 110,703 260,828 128,128 6,863 22,253 94,720 26,334 62,415 20,577 17,330 112,592 : : : : Changes from: December 15, 2009 : : 13,733 -32,654 -708 482 1,099 -33,978 10,180 857 -875 -1,792 10,642 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.3 43.0 21.1 1.1 3.7 15.6 4.3 10.3 3.4 2.9 18.6 : : : : Number of Traders in Each Category Total Traders: 460 : : 97 139 21 6 22 81 31 47 81 71 131 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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- Options and 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 259,981 : : Positions : : 58,051 135,355 56,741 7,155 8,520 39,341 9,776 20,384 1,569 11,307 45,939 : : : : Changes from: December 15, 2009 : : 11,946 -9,685 89 -936 -569 -13,848 4,023 -2,667 -664 -1,936 1,921 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.3 52.1 21.8 2.8 3.3 15.1 3.8 7.8 0.6 4.3 17.7 : : : : Number of Traders in Each Category Total Traders: 223 : : 43 51 14 . 9 43 17 22 18 36 63 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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 187,818 : : Positions : : 68,004 110,021 3,699 2,298 1,778 46,665 11,685 10,040 3,411 9,382 17,062 : : : : Changes from: December 15, 2009 : : 5,179 -10,691 433 -358 270 -9,240 81 -931 -794 1,887 586 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.2 58.6 2.0 1.2 0.9 24.8 6.2 5.3 1.8 5.0 9.1 : : : : Number of Traders in Each Category Total Traders: 164 : : 45 44 7 4 6 43 9 9 19 23 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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 247,428 : : Positions : : 30,815 173,037 75,729 8,156 3,848 63,695 4,979 16,770 7,298 4,483 28,572 : : : : Changes from: December 15, 2009 : : 3,947 1,463 1,490 -353 -243 -2,459 42 1,210 -279 -143 -2,005 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.5 69.9 30.6 3.3 1.6 25.7 2.0 6.8 2.9 1.8 11.5 : : : : Number of Traders in Each Category Total Traders: 254 : : 35 46 24 6 15 104 8 22 32 27 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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 45,259 : : Positions : : 9,328 32,300 5,189 1,807 1 14,614 1,071 1,386 3,551 316 6,955 : : : : Changes from: December 15, 2009 : : -1,445 -903 -21 -31 0 531 59 -528 -279 -214 -3,787 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.6 71.4 11.5 4.0 0.0 32.3 2.4 3.1 7.8 0.7 15.4 : : : : Number of Traders in Each Category Total Traders: 107 : : 18 19 7 . . 46 . 4 18 6 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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 139,535 : : Positions : : 39,493 98,767 17,261 2,407 975 46,498 9,298 11,117 2,999 1,659 10,496 : : : : Changes from: December 15, 2009 : : 541 -1,649 -21 208 8 -2,798 -78 3,519 591 -819 283 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.3 70.8 12.4 1.7 0.7 33.3 6.7 8.0 2.1 1.2 7.5 : : : : Number of Traders in Each Category Total Traders: 169 : : 26 39 18 . 8 58 9 19 17 18 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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 1,270,677 : : Positions : : 303,136 530,406 155,196 163,972 133,611 179,091 3,857 120,800 24,773 12,661 252,384 : : : : Changes from: December 15, 2009 : : 6,888 15,393 69 4,487 3,115 13,298 -2,995 7,589 23 5,321 11,474 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.9 41.7 12.2 12.9 10.5 14.1 0.3 9.5 1.9 1.0 19.9 : : : : Number of Traders in Each Category Total Traders: 258 : : 57 65 18 14 28 75 10 35 38 29 56 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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 159,072 : : Positions : : 17,665 95,826 47,162 8,561 4,027 37,946 7,183 13,716 6,054 1,747 20,771 : : : : Changes from: December 15, 2009 : : 1,085 160 524 -180 541 -1,250 216 1,514 -311 78 -2,222 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.1 60.2 29.6 5.4 2.5 23.9 4.5 8.6 3.8 1.1 13.1 : : : : Number of Traders in Each Category Total Traders: 359 : : 79 99 24 5 11 95 18 27 50 51 65 : ----------------------------------------------------------------------------------------------------------------
Updated December 28, 2009