WHEAT - CHICAGO BOARD OF TRADE Code-001602 Disaggregated Commitments of Traders - Futures Only, October 4, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 5,000 BUSHELS) : : : Positions : All : 420,266: 51,613 147,010 177,221 13,976 18,382 52,971 86,128 37,699 21,554 31,914 27,846: 32,980 57,311 Old : 330,168: 38,782 125,950 156,370 12,134 8,041 45,787 86,465 16,351 24,783 25,254 14,085: 25,969 41,888 Other: 90,098: 12,831 21,060 23,382 4,373 7,810 20,328 12,807 8,204 4,383 14,272 6,149: 7,011 15,423 : : : : : Changes in Commitments from: September 27, 2011 : : 160: 2,538 3,287 -4,169 -145 948 -1,120 -5,886 -803 614 -1,180 2,633: -481 1,306 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.3 35.0 42.2 3.3 4.4 12.6 20.5 9.0 5.1 7.6 6.6: 7.8 13.6 Old : 100.0: 11.7 38.1 47.4 3.7 2.4 13.9 26.2 5.0 7.5 7.6 4.3: 7.9 12.7 Other: 100.0: 14.2 23.4 26.0 4.9 8.7 22.6 14.2 9.1 4.9 15.8 6.8: 7.8 17.1 : : : : : Number of Traders in Each Category : All : 408: 63 85 19 8 23 48 87 62 65 70 70: Old : 399: 54 82 19 8 12 47 86 46 68 70 47: Other: 216: 27 66 12 12 16 23 20 13 31 36 26: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.9 14.2 38.8 20.9 23.2 12.8 37.0 18.3 Old : 26.8 17.8 42.4 25.2 26.0 16.7 41.7 24.0 Other: 31.2 17.9 46.0 27.9 25.8 10.0 37.9 18.2 WHEAT - KANSAS CITY BOARD OF TRADE Code-001612 Disaggregated Commitments of Traders - Futures Only, October 4, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 5,000 BUSHELS) : : : Positions : All : 160,762: 29,395 80,662 22,391 1 2,517 40,807 14,910 21,718 12,541 3,673 7,606: 23,787 29,675 Old : 125,986: 23,775 66,020 22,015 0 673 35,794 15,285 12,343 10,300 6,548 2,154: 18,932 22,963 Other: 34,776: 5,620 14,642 2,042 1,667 178 13,764 8,376 624 7,578 2,462 115: 4,855 6,712 : : : : : Changes in Commitments from: September 27, 2011 : : 2,170: 2,821 -6,523 346 -38 162 -10,219 1,865 3,608 573 -526 2,428: 2,451 1,194 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.3 50.2 13.9 0.0 1.6 25.4 9.3 13.5 7.8 2.3 4.7: 14.8 18.5 Old : 100.0: 18.9 52.4 17.5 0.0 0.5 28.4 12.1 9.8 8.2 5.2 1.7: 15.0 18.2 Other: 100.0: 16.2 42.1 5.9 4.8 0.5 39.6 24.1 1.8 21.8 7.1 0.3: 14.0 19.3 : : : : : Number of Traders in Each Category : All : 177: 40 54 14 . 8 32 21 25 28 7 25: Old : 172: 39 53 15 0 . 29 22 17 25 10 9: Other: 111: 19 38 9 4 6 9 7 4 11 19 4: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 13.0 26.0 23.5 36.0 10.3 22.9 19.2 32.0 Old : 15.9 25.7 27.7 37.4 15.3 22.3 26.0 32.5 Other: 36.1 37.4 55.0 52.4 36.1 37.1 54.6 52.1 WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626 Disaggregated Commitments of Traders - Futures Only, October 4, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 5,000 BUSHELS) : : : Positions : All : 41,423: 13,579 25,985 492 0 203 7,753 1,018 1,034 3,448 284 2,564: 12,350 10,335 Old : 37,252: 11,811 23,839 526 0 0 7,172 1,018 1,034 3,324 87 2,459: 10,926 8,815 Other: 4,171: 1,768 2,146 169 203 0 581 0 0 186 259 43: 1,424 1,520 : : : : : Changes in Commitments from: September 27, 2011 : : -1,558: -83 140 12 0 37 -527 178 -304 144 -288 -935: 98 -386 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.8 62.7 1.2 0.0 0.5 18.7 2.5 2.5 8.3 0.7 6.2: 29.8 24.9 Old : 100.0: 31.7 64.0 1.4 0.0 0.0 19.3 2.7 2.8 8.9 0.2 6.6: 29.3 23.7 Other: 100.0: 42.4 51.5 4.1 4.9 0.0 13.9 0.0 0.0 4.5 6.2 1.0: 34.1 36.4 : : : : : Number of Traders in Each Category : All : 48: 17 15 . 0 . 5 . . 8 . 10: Old : 48: 17 15 . 0 0 5 . . 10 . 10: Other: 21: 7 9 . . 0 . 0 0 . . .: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 24.9 50.4 39.2 57.4 22.3 45.2 34.7 49.9 Old : 26.2 51.0 40.6 58.5 24.4 45.2 36.2 50.3 Other: 49.3 49.1 62.8 59.3 49.3 48.8 62.8 59.0 CORN - CHICAGO BOARD OF TRADE Code-002602 Disaggregated Commitments of Traders - Futures Only, October 4, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 5,000 BUSHELS) : : : Positions : All : 1,202,658: 282,528 622,060 236,054 72,600 63,732 239,415 45,795 60,978 140,129 62,079 39,601: 140,221 235,813 Old : 1,049,421: 225,689 559,641 221,055 56,692 46,976 223,478 44,585 40,320 133,604 60,595 31,418: 126,881 209,194 Other: 153,237: 56,839 62,419 28,961 29,870 2,794 34,367 19,640 2,228 12,298 7,257 2,410: 13,340 26,619 : : : : : Changes in Commitments from: September 27, 2011 : : 8,507: 35,319 -5,916 -9,405 403 5,813 -18,865 -719 -464 -11,026 7,950 4,998: 2,137 -3,558 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.5 51.7 19.6 6.0 5.3 19.9 3.8 5.1 11.7 5.2 3.3: 11.7 19.6 Old : 100.0: 21.5 53.3 21.1 5.4 4.5 21.3 4.2 3.8 12.7 5.8 3.0: 12.1 19.9 Other: 100.0: 37.1 40.7 18.9 19.5 1.8 22.4 12.8 1.5 8.0 4.7 1.6: 8.7 17.4 : : : : : Number of Traders in Each Category : All : 783: 189 317 16 12 20 88 47 59 113 116 107: Old : 778: 184 313 15 13 17 89 45 52 112 123 97: Other: 425: 52 236 13 9 8 15 17 5 54 46 13: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 15.8 12.8 24.8 18.0 13.0 10.4 19.8 14.7 Old : 14.7 12.5 24.6 17.7 13.7 11.3 20.5 15.4 Other: 37.0 25.9 48.5 35.3 27.1 19.0 38.6 26.4 OATS - CHICAGO BOARD OF TRADE Code-004603 Disaggregated Commitments of Traders - Futures Only, October 4, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 5,000 BUSHELS) : : : Positions : All : 15,420: 7,267 11,127 1,940 0 0 1,824 2,020 0 1,447 213 196: 2,746 1,864 Old : 15,371: 7,226 11,127 1,940 0 0 1,824 2,020 0 1,446 213 193: 2,742 1,818 Other: 49: 41 0 0 0 0 0 0 0 3 2 1: 4 46 : : : : : Changes in Commitments from: September 27, 2011 : : 664: 753 281 -55 0 0 -294 201 0 216 -25 -44: 88 251 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.1 72.2 12.6 0.0 0.0 11.8 13.1 0.0 9.4 1.4 1.3: 17.8 12.1 Old : 100.0: 47.0 72.4 12.6 0.0 0.0 11.9 13.1 0.0 9.4 1.4 1.3: 17.8 11.8 Other: 100.0: 83.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 6.1 4.1 2.0: 8.2 93.9 : : : : : Number of Traders in Each Category : All : 44: 11 5 4 0 0 7 9 0 9 . 5: Old : 44: 10 5 4 0 0 7 9 0 9 . 5: Other: 5: . 0 0 0 0 0 0 0 . . .: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.2 72.2 55.6 81.1 39.2 67.6 54.9 74.6 Old : 39.2 72.5 55.6 81.4 39.2 67.9 54.9 75.0 Other: 89.8 6.1 91.8 6.1 89.8 4.1 89.8 4.1 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 Disaggregated Commitments of Traders - Futures Only, October 4, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 200,000 POUNDS) : : : Positions : All : 17,388: 6,006 11,570 2,562 0 94 2,756 1,350 17 1,766 2,305 850: 3,337 1,202 Old : 17,358: 5,980 11,542 2,562 0 94 2,756 1,350 17 1,766 2,305 849: 3,334 1,201 Other: 30: 26 28 0 0 0 0 0 0 1 1 0: 3 1 : : : : : Changes in Commitments from: September 27, 2011 : : 393: 1,025 -313 -441 0 -47 -479 29 14 303 60 409: -391 241 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.5 66.5 14.7 0.0 0.5 15.9 7.8 0.1 10.2 13.3 4.9: 19.2 6.9 Old : 100.0: 34.5 66.5 14.8 0.0 0.5 15.9 7.8 0.1 10.2 13.3 4.9: 19.2 6.9 Other: 100.0: 86.7 93.3 0.0 0.0 0.0 0.0 0.0 0.0 3.3 3.3 0.0: 10.0 3.3 : : : : : Number of Traders in Each Category : All : 76: 14 13 9 0 . 13 8 . 14 10 14: Old : 76: 14 13 9 0 . 13 8 . 14 10 14: Other: 5: . . 0 0 0 0 0 0 . . 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 28.6 50.9 41.6 63.5 28.6 47.2 40.2 58.7 Old : 28.7 51.0 41.6 63.6 28.7 47.5 40.3 59.0 Other: 90.0 96.7 90.0 96.7 90.0 96.7 90.0 96.7 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 Disaggregated Commitments of Traders - Futures Only, October 4, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 40,000 POUNDS) : : : Positions : All : 260,230: 26,025 112,640 74,508 2,172 6,272 63,713 10,634 25,305 7,588 33,626 25,785: 31,034 43,796 Old : 258,884: 25,675 111,888 74,268 2,165 6,272 63,713 10,659 25,280 7,689 33,683 25,315: 30,672 43,622 Other: 1,346: 350 752 240 7 0 25 0 0 369 413 0: 362 174 : : : : : Changes in Commitments from: September 27, 2011 : : 13,819: 996 5,842 -2,809 168 1,208 2,094 -7,108 -3,059 875 2,424 10,397: 4,117 3,947 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.0 43.3 28.6 0.8 2.4 24.5 4.1 9.7 2.9 12.9 9.9: 11.9 16.8 Old : 100.0: 9.9 43.2 28.7 0.8 2.4 24.6 4.1 9.8 3.0 13.0 9.8: 11.8 16.9 Other: 100.0: 26.0 55.9 17.8 0.5 0.0 1.9 0.0 0.0 27.4 30.7 0.0: 26.9 12.9 : : : : : Number of Traders in Each Category : All : 292: 33 71 18 . 11 81 27 54 29 36 58: Old : 292: 33 71 18 . 11 81 27 54 29 40 58: Other: 28: . 9 . . 0 . 0 0 7 8 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 18.4 17.9 31.0 26.3 17.8 16.2 29.3 23.7 Old : 18.5 17.9 31.1 26.4 17.9 16.2 29.4 23.8 Other: 67.2 48.7 72.1 71.8 67.2 48.7 72.1 71.8 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Disaggregated Commitments of Traders - Futures Only, October 4, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 40,000 POUNDS) : : : Positions : All : 340,399: 40,468 164,348 103,312 3,501 4,917 99,142 18,061 30,225 8,662 38,099 26,570: 27,103 54,678 Old : 340,399: 40,468 164,348 103,312 3,501 4,917 99,142 18,061 30,225 8,662 38,099 26,570: 27,103 54,678 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 27, 2011 : : 12,772: -2,628 9,286 -301 -1,662 -1,410 12,514 -3,598 -990 -1,014 6,472 4,935: 1,666 -261 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.9 48.3 30.4 1.0 1.4 29.1 5.3 8.9 2.5 11.2 7.8: 8.0 16.1 Old : 100.0: 11.9 48.3 30.4 1.0 1.4 29.1 5.3 8.9 2.5 11.2 7.8: 8.0 16.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 419: 60 157 17 4 10 92 31 54 35 61 64: Old : 419: 60 157 17 4 10 92 31 54 35 61 64: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 20.8 13.7 33.3 21.1 20.8 13.2 32.3 20.4 Old : 20.8 13.7 33.3 21.1 20.8 13.2 32.3 20.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 Disaggregated Commitments of Traders - Futures Only, October 4, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 50,000 POUNDS) : : : Positions : All : 34,723: 3,886 7,204 4,163 92 1,000 11,780 2,462 2,465 1,867 2,983 2,802: 6,760 15,715 Old : 34,723: 3,886 7,204 4,163 92 1,000 11,780 2,462 2,465 1,867 2,983 2,802: 6,760 15,715 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 27, 2011 : : -1,970: -479 580 -353 92 238 207 -558 -479 40 -1,116 -235: -909 -492 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.2 20.7 12.0 0.3 2.9 33.9 7.1 7.1 5.4 8.6 8.1: 19.5 45.3 Old : 100.0: 11.2 20.7 12.0 0.3 2.9 33.9 7.1 7.1 5.4 8.6 8.1: 19.5 45.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 153: 22 41 11 . 8 32 13 18 14 21 27: Old : 153: 22 41 11 . 8 32 13 18 14 21 27: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 17.4 8.3 28.2 14.0 17.4 7.5 26.4 12.4 Old : 17.4 8.3 28.2 14.0 17.4 7.5 26.4 12.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 Disaggregated Commitments of Traders - Futures Only, October 4, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 200,000 POUNDS) : : : Positions : All : 30,567: 20,713 17,335 0 1,279 0 1,945 0 32 3,819 6,868 523: 3,535 4,530 Old : 30,567: 20,713 17,335 0 1,279 0 1,945 0 32 3,819 6,868 523: 3,535 4,530 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 27, 2011 : : -4,771: -1,689 -4,366 0 -110 -7 -1,096 0 32 -1,531 -518 -39: -441 237 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.8 56.7 0.0 4.2 0.0 6.4 0.0 0.1 12.5 22.5 1.7: 11.6 14.8 Old : 100.0: 67.8 56.7 0.0 4.2 0.0 6.4 0.0 0.1 12.5 22.5 1.7: 11.6 14.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 72: 28 29 0 . 0 7 0 . 8 11 10: Old : 72: 28 29 0 . 0 7 0 . 8 11 10: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.9 35.9 64.2 56.3 53.0 34.0 63.3 54.5 Old : 53.9 35.9 64.2 56.3 53.0 34.0 63.3 54.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 Disaggregated Commitments of Traders - Futures Only, October 4, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 5,000 BUSHELS) : : : Positions : All : 573,569: 149,900 300,453 101,513 23,794 28,245 96,256 27,205 35,890 66,052 24,532 49,716: 45,997 83,734 Old : 526,076: 135,195 281,204 102,410 21,802 17,813 86,793 29,917 29,798 67,051 25,110 44,020: 42,996 76,412 Other: 47,493: 14,705 19,249 7,615 10,504 1,920 15,470 3,295 85 4,443 4,864 254: 3,001 7,322 : : : : : Changes in Commitments from: September 27, 2011 : : -1,187: 8,434 -20,620 -11,593 2,271 4,469 -6,222 4,099 -4,107 1,493 758 9,956: -3,617 1,987 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.1 52.4 17.7 4.1 4.9 16.8 4.7 6.3 11.5 4.3 8.7: 8.0 14.6 Old : 100.0: 25.7 53.5 19.5 4.1 3.4 16.5 5.7 5.7 12.7 4.8 8.4: 8.2 14.5 Other: 100.0: 31.0 40.5 16.0 22.1 4.0 32.6 6.9 0.2 9.4 10.2 0.5: 6.3 15.4 : : : : : Number of Traders in Each Category : All : 525: 89 147 18 9 22 59 50 60 100 82 115: Old : 524: 89 147 17 10 18 57 55 55 106 89 105: Other: 237: 17 101 13 8 8 24 6 . 30 46 10: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 12.9 21.5 21.7 28.7 12.6 16.6 19.3 21.4 Old : 13.7 22.8 22.9 29.1 13.7 19.0 21.3 23.9 Other: 38.6 38.9 53.2 54.6 38.3 35.2 52.3 50.8 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 Disaggregated Commitments of Traders - Futures Only, October 4, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 1,000 Bushels) : : : Positions : All : 19,968: 9 4,198 0 0 0 0 410 0 16,352 2,661 186: 3,421 12,513 Old : 17,201: 9 3,458 0 0 0 0 410 0 14,079 2,595 180: 2,933 10,558 Other: 2,767: 0 740 0 0 0 0 0 0 2,273 66 6: 488 1,955 : : : : : Changes in Commitments from: September 27, 2011 : : -215: 1 177 0 0 0 0 0 0 -645 80 86: 343 -558 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 21.0 0.0 0.0 0.0 0.0 2.1 0.0 81.9 13.3 0.9: 17.1 62.7 Old : 100.0: 0.1 20.1 0.0 0.0 0.0 0.0 2.4 0.0 81.8 15.1 1.0: 17.1 61.4 Other: 100.0: 0.0 26.7 0.0 0.0 0.0 0.0 0.0 0.0 82.1 2.4 0.2: 17.6 70.7 : : : : : Number of Traders in Each Category : All : 38: . 11 0 0 0 0 . 0 16 9 5: Old : 38: . 11 0 0 0 0 . 0 16 9 4: Other: 20: 0 10 0 0 0 0 0 0 6 4 .: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.6 16.5 67.0 23.7 48.5 16.5 66.9 23.7 Old : 44.9 15.6 64.5 23.4 44.8 15.6 64.4 23.4 Other: 77.0 23.6 82.4 26.8 76.8 23.6 82.1 26.8 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 Disaggregated Commitments of Traders - Futures Only, October 4, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 60,000 POUNDS) : : : Positions : All : 287,854: 91,063 144,800 64,626 1,513 12,611 44,856 42,347 9,094 19,465 25,099 18,745: 27,394 33,645 Old : 276,277: 84,580 135,269 63,630 1,791 11,905 44,312 42,211 9,057 19,626 25,742 17,373: 25,794 32,929 Other: 11,577: 6,483 9,531 1,645 371 57 544 136 37 687 205 524: 1,600 716 : : : : : Changes in Commitments from: September 27, 2011 : : 6,826: 777 -7,062 -469 127 2,565 -1,649 10,181 -187 3,222 -1,870 2,367: 200 705 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.6 50.3 22.5 0.5 4.4 15.6 14.7 3.2 6.8 8.7 6.5: 9.5 11.7 Old : 100.0: 30.6 49.0 23.0 0.6 4.3 16.0 15.3 3.3 7.1 9.3 6.3: 9.3 11.9 Other: 100.0: 56.0 82.3 14.2 3.2 0.5 4.7 1.2 0.3 5.9 1.8 4.5: 13.8 6.2 : : : : : Number of Traders in Each Category : All : 246: 49 54 16 . 10 37 41 20 28 37 48: Old : 246: 48 54 16 . 10 37 41 20 29 42 46: Other: 44: 12 12 6 . . . . . 8 5 4: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.2 20.2 29.1 32.2 14.4 17.2 22.3 25.1 Old : 18.9 19.7 29.2 30.7 15.4 16.9 23.6 25.1 Other: 49.0 53.7 64.7 77.7 29.4 38.6 41.1 54.9 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 Disaggregated Commitments of Traders - Futures Only, October 4, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 100 TONS) : : : Positions : All : 184,653: 72,628 89,744 17,506 1,594 485 30,555 27,423 13,797 9,009 12,816 8,821: 31,852 29,973 Old : 174,457: 67,499 83,970 16,987 1,594 471 30,509 27,533 12,746 9,142 12,706 6,577: 30,526 28,860 Other: 10,196: 5,129 5,774 525 6 8 1,053 897 44 166 409 1,945: 1,326 1,113 : : : : : Changes in Commitments from: September 27, 2011 : : 7,075: 2,219 -3,846 -182 -3,587 -57 -3,973 5,418 4,628 1,039 343 2,268: 1,133 1,908 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.3 48.6 9.5 0.9 0.3 16.5 14.9 7.5 4.9 6.9 4.8: 17.2 16.2 Old : 100.0: 38.7 48.1 9.7 0.9 0.3 17.5 15.8 7.3 5.2 7.3 3.8: 17.5 16.5 Other: 100.0: 50.3 56.6 5.1 0.1 0.1 10.3 8.8 0.4 1.6 4.0 19.1: 13.0 10.9 : : : : : Number of Traders in Each Category : All : 196: 60 52 12 . 7 29 28 17 17 22 24: Old : 196: 60 52 12 . 6 29 28 16 20 25 24: Other: 45: 20 12 4 . . . . . 6 4 4: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 17.4 23.3 26.6 33.7 14.6 18.9 22.1 27.5 Old : 17.9 23.5 27.3 33.3 15.2 19.4 22.4 27.9 Other: 37.5 44.5 60.9 65.3 35.7 37.8 51.5 54.1 COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Disaggregated Commitments of Traders - Futures Only, October 4, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 50,000 POUNDS) : : : Positions : All : 151,858: 35,347 75,482 42,257 20,819 6,290 31,917 16,041 8,176 12,823 7,774 4,367: 10,681 12,909 Old : 147,616: 34,436 72,398 41,420 20,546 6,044 30,973 16,301 7,826 12,821 7,749 4,137: 9,959 12,615 Other: 4,242: 911 3,084 1,053 489 30 1,294 90 0 232 255 0: 722 294 : : : : : Changes in Commitments from: September 27, 2011 : : 4,197: 4,384 2,216 -1,197 -1,439 -382 1,910 1,507 241 -659 -81 437: -537 1,698 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.3 49.7 27.8 13.7 4.1 21.0 10.6 5.4 8.4 5.1 2.9: 7.0 8.5 Old : 100.0: 23.3 49.0 28.1 13.9 4.1 21.0 11.0 5.3 8.7 5.2 2.8: 6.7 8.5 Other: 100.0: 21.5 72.7 24.8 11.5 0.7 30.5 2.1 0.0 5.5 6.0 0.0: 17.0 6.9 : : : : : Number of Traders in Each Category : All : 228: 30 39 21 16 19 51 24 24 34 33 38: Old : 228: 30 39 21 16 17 51 24 22 34 33 36: Other: 64: 7 22 11 6 . 5 . 0 7 10 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.5 23.2 32.7 34.2 18.4 18.6 27.2 28.5 Old : 19.9 23.6 33.0 34.7 18.8 19.1 27.5 29.2 Other: 45.1 44.7 60.6 64.4 39.3 40.1 51.5 56.5 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Disaggregated Commitments of Traders - Futures Only, October 4, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 15,000 POUNDS) : : : Positions : All : 24,443: 6,993 19,915 3,563 410 6 8,522 1,471 0 2,280 810 570: 2,509 1,261 Old : 13,552: 2,756 10,646 1,647 162 0 6,399 1,471 0 1,174 315 67: 1,509 891 Other: 10,891: 4,237 9,269 1,922 254 0 2,123 0 0 1,155 544 454: 1,000 370 : : : : : Changes in Commitments from: September 27, 2011 : : 379: 887 193 -204 0 -3 -614 230 -15 630 111 -210: -92 73 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.6 81.5 14.6 1.7 0.0 34.9 6.0 0.0 9.3 3.3 2.3: 10.3 5.2 Old : 100.0: 20.3 78.6 12.2 1.2 0.0 47.2 10.9 0.0 8.7 2.3 0.5: 11.1 6.6 Other: 100.0: 38.9 85.1 17.6 2.3 0.0 19.5 0.0 0.0 10.6 5.0 4.2: 9.2 3.4 : : : : : Number of Traders in Each Category : All : 86: 16 18 9 . . 18 9 0 17 5 9: Old : 75: 10 13 8 . 0 15 9 0 13 6 .: Other: 53: 13 12 7 . 0 5 0 0 13 5 9: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.8 72.2 43.5 79.8 30.8 72.2 42.5 79.0 Old : 42.2 72.4 56.2 81.0 42.2 72.4 56.2 81.0 Other: 35.5 75.2 55.6 87.0 35.3 75.2 55.3 86.0 COCOA - ICE FUTURES U.S. Code-073732 Disaggregated Commitments of Traders - Futures Only, October 4, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 10 METRIC TONS) : : : Positions : All : 184,965: 90,570 91,332 18,214 11,647 2,770 32,484 40,644 19,186 8,680 3,231 5,378: 7,683 10,777 Old : 171,019: 82,851 77,670 18,069 11,524 2,770 31,782 42,044 17,786 8,504 6,520 2,003: 7,254 10,702 Other: 13,946: 7,719 13,662 145 123 0 2,102 0 0 3,468 3 83: 429 75 : : : : : Changes in Commitments from: September 27, 2011 : : 3,060: 1,800 -1,429 -901 660 236 194 -131 1,633 275 224 604: -781 1,263 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.0 49.4 9.8 6.3 1.5 17.6 22.0 10.4 4.7 1.7 2.9: 4.2 5.8 Old : 100.0: 48.4 45.4 10.6 6.7 1.6 18.6 24.6 10.4 5.0 3.8 1.2: 4.2 6.3 Other: 100.0: 55.3 98.0 1.0 0.9 0.0 15.1 0.0 0.0 24.9 0.0 0.6: 3.1 0.5 : : : : : Number of Traders in Each Category : All : 193: 39 37 15 9 10 29 53 21 23 14 15: Old : 193: 38 35 15 9 10 28 54 21 24 14 14: Other: 36: 17 13 4 . 0 4 0 0 4 . .: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 27.7 29.9 44.8 45.6 18.4 17.1 29.6 24.4 Old : 28.2 30.6 45.9 44.1 20.4 18.7 33.0 27.6 Other: 55.5 80.2 80.1 95.0 42.4 65.4 60.0 73.6 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Disaggregated Commitments of Traders - Futures Only, October 4, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 112,000 POUNDS) : : : Positions : All : 472,073: 91,598 234,353 130,749 80,175 17,246 104,906 17,899 26,140 30,077 23,303 15,484: 55,873 57,473 Old : 472,073: 91,598 234,353 130,749 80,175 17,246 104,906 17,899 26,140 30,077 23,303 15,484: 55,873 57,473 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 27, 2011 : : -11,664: 8,073 -10,396 -6,772 236 -2,997 -4,994 -1,339 -604 -260 1,673 1,931: -6,041 -168 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.4 49.6 27.7 17.0 3.7 22.2 3.8 5.5 6.4 4.9 3.3: 11.8 12.2 Old : 100.0: 19.4 49.6 27.7 17.0 3.7 22.2 3.8 5.5 6.4 4.9 3.3: 11.8 12.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 215: 48 58 19 12 22 41 11 23 32 31 40: Old : 215: 48 58 19 12 22 41 11 23 32 31 40: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.2 18.0 31.5 29.1 18.4 16.5 28.7 25.9 Old : 19.2 18.0 31.5 29.1 18.4 16.5 28.7 25.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COFFEE C - ICE FUTURES U.S. Code-083731 Disaggregated Commitments of Traders - Futures Only, October 4, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 37,500 POUNDS) : : : Positions : All : 117,030: 30,995 63,576 29,790 8,360 4,332 24,056 14,034 10,601 6,927 5,074 6,179: 4,150 4,874 Old : 114,081: 29,612 61,708 29,466 8,468 4,091 23,717 14,092 10,538 7,465 5,076 5,318: 3,874 4,790 Other: 2,949: 1,383 1,868 432 0 133 397 0 5 174 710 149: 276 84 : : : : : Changes in Commitments from: September 27, 2011 : : 1,791: 2,011 138 -1,255 -2,192 943 2,997 3,268 -464 -807 1,085 -790: -844 -197 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.5 54.3 25.5 7.1 3.7 20.6 12.0 9.1 5.9 4.3 5.3: 3.5 4.2 Old : 100.0: 26.0 54.1 25.8 7.4 3.6 20.8 12.4 9.2 6.5 4.4 4.7: 3.4 4.2 Other: 100.0: 46.9 63.3 14.6 0.0 4.5 13.5 0.0 0.2 5.9 24.1 5.1: 9.4 2.8 : : : : : Number of Traders in Each Category : All : 303: 84 83 22 12 16 56 40 39 32 35 45: Old : 303: 82 83 22 12 14 56 41 39 34 34 45: Other: 64: 21 16 12 0 . . 0 . 5 10 5: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 16.5 21.3 29.4 32.5 15.1 15.3 25.8 22.9 Old : 16.7 21.9 30.0 32.5 15.4 15.8 26.4 22.9 Other: 43.4 60.2 60.1 78.5 42.9 56.4 57.4 71.7
Updated October 7, 2011