Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 437,771 : : Positions : : 38,088 151,548 168,901 22,982 20,835 57,904 66,587 39,179 14,996 20,103 66,503 : : : : Changes from: December 22, 2009 : : -4,484 363 2,552 -871 37 1,439 1,031 343 -336 1,351 -3,199 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.7 34.6 38.6 5.2 4.8 13.2 15.2 8.9 3.4 4.6 15.2 : : : : Number of Traders in Each Category Total Traders: 362 : : 52 73 19 9 22 59 69 49 56 56 75 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 149,658 : : Positions : : 35,061 76,964 33,863 0 1,961 26,873 16,930 12,821 10,118 3,890 10,558 : : : : Changes from: December 22, 2009 : : 83 1,624 211 0 110 501 79 907 -241 -1,191 -845 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.4 51.4 22.6 0.0 1.3 18.0 11.3 8.6 6.8 2.6 7.1 : : : : Number of Traders in Each Category Total Traders: 172 : : 43 61 15 0 6 22 17 16 24 12 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 46,982 : : Positions : : 17,968 20,980 1,232 171 533 7,673 3,199 2,473 1,205 295 6,302 : : : : Changes from: December 22, 2009 : : 280 -98 -297 0 0 0 9 -5 41 -23 189 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.2 44.7 2.6 0.4 1.1 16.3 6.8 5.3 2.6 0.6 13.4 : : : : Number of Traders in Each Category Total Traders: 58 : : 20 18 4 . . . 7 4 5 5 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 1,247,226 : : Positions : : 217,883 619,618 328,133 5,716 29,386 234,239 28,812 79,951 49,146 31,817 180,726 : : : : Changes from: December 22, 2009 : : -3,757 22,435 2,647 107 792 11,626 -4,187 -710 2,628 -2,918 6,012 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.5 49.7 26.3 0.5 2.4 18.8 2.3 6.4 3.9 2.6 14.5 : : : : Number of Traders in Each Category Total Traders: 646 : : 193 274 24 . 22 92 23 52 84 90 138 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 12,904 : : Positions : : 4,450 8,206 3,120 1,470 0 1,257 1,023 0 794 70 832 : : : : Changes from: December 22, 2009 : : -518 35 -8 0 0 68 -48 0 98 0 -124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.5 63.6 24.2 11.4 0.0 9.7 7.9 0.0 6.2 0.5 6.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 9 14 4 . 0 7 6 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 16,821 : : Positions : : 3,347 13,791 2,381 0 0 3,748 117 0 2,213 730 1,055 : : : : Changes from: December 22, 2009 : : -31 -735 99 0 0 -7 -6 0 -50 546 -166 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.9 82.0 14.2 0.0 0.0 22.3 0.7 0.0 13.2 4.3 6.3 : : : : Number of Traders in Each Category Total Traders: 77 : : 22 19 8 0 0 16 . 0 16 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 199,052 : : Positions : : 14,722 101,693 61,349 854 2,728 44,848 10,608 18,427 5,383 3,022 28,234 : : : : Changes from: December 22, 2009 : : 361 1,391 399 -140 206 1,017 977 2,078 576 -294 184 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.4 51.1 30.8 0.4 1.4 22.5 5.3 9.3 2.7 1.5 14.2 : : : : Number of Traders in Each Category Total Traders: 212 : : 35 47 18 . 6 52 25 34 28 18 41 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 323,347 : : Positions : : 37,983 145,085 91,543 8,132 2,064 91,554 42,273 20,217 13,907 7,324 39,986 : : : : Changes from: December 22, 2009 : : -1,661 2,875 519 508 -409 4,103 -2,255 517 1,648 1,163 2,032 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.7 44.9 28.3 2.5 0.6 28.3 13.1 6.3 4.3 2.3 12.4 : : : : Number of Traders in Each Category Total Traders: 386 : : 72 140 18 4 8 75 52 41 39 44 49 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 32,245 : : Positions : : 6,290 5,226 4,722 536 505 8,270 8,883 905 1,508 1,181 3,754 : : : : Changes from: December 22, 2009 : : 147 563 32 -68 -133 53 -854 36 -64 -84 74 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.5 16.2 14.6 1.7 1.6 25.6 27.5 2.8 4.7 3.7 11.6 : : : : Number of Traders in Each Category Total Traders: 129 : : 29 31 14 . 4 20 19 12 13 12 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 40,328 : : Positions : : 22,163 19,561 1,415 80 224 1,880 387 432 1,196 4,268 6,972 : : : : Changes from: December 22, 2009 : : 1,515 855 -4 0 16 -4 150 13 177 202 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 48.5 3.5 0.2 0.6 4.7 1.0 1.1 3.0 10.6 17.3 : : : : Number of Traders in Each Category Total Traders: 75 : : 35 29 . . . 4 . . 10 15 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 526,575 : : Positions : : 78,600 232,619 129,672 7,330 18,687 92,554 22,948 54,275 20,092 17,011 82,044 : : : : Changes from: December 22, 2009 : : -32,103 -28,209 1,544 467 -3,566 -2,166 -3,386 -8,140 -485 -320 -30,548 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.9 44.2 24.6 1.4 3.5 17.6 4.4 10.3 3.8 3.2 15.6 : : : : Number of Traders in Each Category Total Traders: 434 : : 89 135 21 5 21 80 28 49 64 69 109 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 241,324 : : Positions : : 45,074 128,236 56,296 6,467 6,951 40,071 10,115 18,268 3,012 10,350 41,683 : : : : Changes from: December 22, 2009 : : -12,978 -7,119 -445 -688 -1,569 730 339 -2,116 1,443 -957 -4,255 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.7 53.1 23.3 2.7 2.9 16.6 4.2 7.6 1.2 4.3 17.3 : : : : Number of Traders in Each Category Total Traders: 226 : : 37 48 14 . 8 46 16 22 22 34 68 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 177,304 : : Positions : : 65,554 110,061 3,644 2,330 2,183 46,370 10,784 9,798 3,874 9,208 14,338 : : : : Changes from: December 22, 2009 : : -2,451 40 -55 31 405 -295 -901 -242 463 -175 -2,724 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.0 62.1 2.1 1.3 1.2 26.2 6.1 5.5 2.2 5.2 8.1 : : : : Number of Traders in Each Category Total Traders: 160 : : 42 42 6 . 4 47 8 9 18 20 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 251,292 : : Positions : : 32,648 177,047 74,941 8,266 3,750 66,299 5,007 16,991 7,426 4,160 28,622 : : : : Changes from: December 22, 2009 : : 1,833 4,009 -788 110 -98 2,604 28 221 129 -323 49 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.0 70.5 29.8 3.3 1.5 26.4 2.0 6.8 3.0 1.7 11.4 : : : : Number of Traders in Each Category Total Traders: 259 : : 35 46 24 6 15 109 9 23 31 26 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 47,203 : : Positions : : 10,325 33,390 5,196 1,886 1 14,930 900 1,444 3,558 463 7,659 : : : : Changes from: December 22, 2009 : : 997 1,090 7 79 0 316 -172 58 7 147 704 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.9 70.7 11.0 4.0 0.0 31.6 1.9 3.1 7.5 1.0 16.2 : : : : Number of Traders in Each Category Total Traders: 112 : : 19 20 7 . . 47 . 4 18 9 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 138,563 : : Positions : : 40,126 98,508 17,099 2,414 959 45,817 9,122 11,187 3,046 1,461 10,139 : : : : Changes from: December 22, 2009 : : 634 -259 -162 6 -16 -681 -176 69 47 -199 -357 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.0 71.1 12.3 1.7 0.7 33.1 6.6 8.1 2.2 1.1 7.3 : : : : Number of Traders in Each Category Total Traders: 171 : : 28 39 18 . 8 59 11 19 13 20 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 1,269,415 : : Positions : : 307,347 527,279 156,663 164,304 134,582 174,643 7,286 115,861 24,759 13,200 254,682 : : : : Changes from: December 22, 2009 : : 4,211 -3,127 1,467 332 971 -4,448 3,429 -4,938 -14 539 2,297 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.2 41.5 12.3 12.9 10.6 13.8 0.6 9.1 2.0 1.0 20.1 : : : : Number of Traders in Each Category Total Traders: 253 : : 58 67 19 14 29 71 9 35 30 35 57 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 150,969 : : Positions : : 18,240 90,516 47,712 8,181 4,313 29,848 6,218 13,846 6,302 1,334 19,031 : : : : Changes from: December 22, 2009 : : 576 -5,310 550 -380 286 -8,098 -965 130 249 -413 -1,740 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.1 60.0 31.6 5.4 2.9 19.8 4.1 9.2 4.2 0.9 12.6 : : : : Number of Traders in Each Category Total Traders: 350 : : 81 96 25 5 12 86 22 29 54 44 64 : ----------------------------------------------------------------------------------------------------------------
Updated January 7, 2010