WHEAT - CHICAGO BOARD OF TRADE Code-001602 Disaggregated Commitments of Traders - Futures Only, November 15, 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 : 414,093: 53,249 139,050 174,176 12,824 15,714 55,228 90,437 32,471 21,932 35,977 22,641: 38,682 64,979 Old : 293,799: 41,734 103,200 125,662 11,653 6,714 41,282 79,887 14,556 25,679 23,821 8,486: 29,686 45,482 Other: 120,294: 11,515 35,850 49,481 2,138 8,033 24,072 20,676 7,789 3,739 19,642 6,669: 8,996 19,497 : : : : : Changes in Commitments from: November 8, 2011 : : -12,301: -1,192 -12,238 -846 921 -78 -831 8,209 -7,033 972 -1,453 -1,702: -1,591 1,073 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.9 33.6 42.1 3.1 3.8 13.3 21.8 7.8 5.3 8.7 5.5: 9.3 15.7 Old : 100.0: 14.2 35.1 42.8 4.0 2.3 14.1 27.2 5.0 8.7 8.1 2.9: 10.1 15.5 Other: 100.0: 9.6 29.8 41.1 1.8 6.7 20.0 17.2 6.5 3.1 16.3 5.5: 7.5 16.2 : : : : : Number of Traders in Each Category : All : 390: 67 86 20 6 22 42 84 56 54 76 81: Old : 376: 58 80 20 6 12 40 81 45 59 68 49: Other: 237: 27 70 14 9 16 24 25 14 23 56 32: :------------------------------------------------------------------------------------------------------------------------------------------------------- : 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 12.4 37.9 18.8 22.3 10.8 35.6 16.5 Old : 26.6 15.4 39.2 23.3 25.0 14.7 37.4 22.0 Other: 33.4 13.7 48.3 23.9 30.2 10.3 44.8 18.5 WHEAT - KANSAS CITY BOARD OF TRADE Code-001612 Disaggregated Commitments of Traders - Futures Only, November 15, 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 : 157,129: 37,586 75,956 22,871 0 4,664 33,462 20,187 17,329 12,730 4,225 5,298: 23,189 29,470 Old : 113,289: 27,266 53,997 18,698 379 2,552 29,683 19,623 6,948 7,645 4,193 2,790: 17,707 22,807 Other: 43,840: 10,320 21,959 5,855 1,303 430 13,401 10,186 759 7,427 2,374 166: 5,482 6,663 : : : : : Changes in Commitments from: November 8, 2011 : : 1,977: 4,578 772 682 -251 1,851 664 3,493 -1,377 -703 108 -1,208: -2,510 -1,411 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.9 48.3 14.6 0.0 3.0 21.3 12.8 11.0 8.1 2.7 3.4: 14.8 18.8 Old : 100.0: 24.1 47.7 16.5 0.3 2.3 26.2 17.3 6.1 6.7 3.7 2.5: 15.6 20.1 Other: 100.0: 23.5 50.1 13.4 3.0 1.0 30.6 23.2 1.7 16.9 5.4 0.4: 12.5 15.2 : : : : : Number of Traders in Each Category : All : 169: 44 47 15 0 8 28 20 26 25 10 23: Old : 156: 37 47 14 . . 27 20 15 19 12 12: Other: 119: 27 35 12 . 6 11 10 5 12 16 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 : 12.8 28.4 23.0 37.6 11.2 22.7 20.2 31.5 Old : 16.4 25.6 28.6 37.7 15.3 19.9 25.2 30.4 Other: 26.8 41.3 44.6 53.4 26.8 40.4 44.4 52.5 WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626 Disaggregated Commitments of Traders - Futures Only, November 15, 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 : 47,209: 13,316 31,486 508 28 307 14,071 750 443 2,926 318 2,252: 13,386 11,625 Old : 40,931: 10,705 28,024 715 0 81 12,815 750 239 2,617 117 2,138: 11,621 9,582 Other: 6,278: 2,611 3,462 19 254 0 1,460 204 0 423 315 0: 1,765 2,043 : : : : : Changes in Commitments from: November 8, 2011 : : -647: -767 -67 -53 0 -18 1,603 0 -442 164 10 16: -1,150 -146 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.2 66.7 1.1 0.1 0.7 29.8 1.6 0.9 6.2 0.7 4.8: 28.4 24.6 Old : 100.0: 26.2 68.5 1.7 0.0 0.2 31.3 1.8 0.6 6.4 0.3 5.2: 28.4 23.4 Other: 100.0: 41.6 55.1 0.3 4.0 0.0 23.3 3.2 0.0 6.7 5.0 0.0: 28.1 32.5 : : : : : Number of Traders in Each Category : All : 55: 20 17 . . . 12 . 4 9 . 11: Old : 55: 18 16 . 0 . 14 . . 10 . 11: Other: 28: 9 11 . . 0 . . 0 . 4 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 : 27.3 50.2 41.4 59.9 25.8 44.9 37.2 52.3 Old : 29.3 50.9 43.2 61.0 27.5 45.2 37.6 53.3 Other: 45.6 45.6 68.9 59.3 45.6 42.6 64.0 54.2 CORN - CHICAGO BOARD OF TRADE Code-002602 Disaggregated Commitments of Traders - Futures Only, November 15, 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 : 1,318,579: 319,582 684,080 230,990 56,966 94,786 270,871 63,760 93,011 114,332 59,247 56,365: 138,642 210,364 Old : 1,107,067: 249,410 603,105 196,033 42,920 75,243 255,443 52,779 53,298 110,385 58,507 45,067: 122,188 176,148 Other: 211,512: 70,172 80,975 46,413 25,502 8,087 47,877 43,430 7,264 11,877 8,670 3,368: 16,454 34,216 : : : : : Changes in Commitments from: November 8, 2011 : : 51,006: 15,956 13,677 4,095 -4,851 20,146 2,476 8,850 5,685 -2,826 1,178 11,926: -6,452 -5,605 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.2 51.9 17.5 4.3 7.2 20.5 4.8 7.1 8.7 4.5 4.3: 10.5 16.0 Old : 100.0: 22.5 54.5 17.7 3.9 6.8 23.1 4.8 4.8 10.0 5.3 4.1: 11.0 15.9 Other: 100.0: 33.2 38.3 21.9 12.1 3.8 22.6 20.5 3.4 5.6 4.1 1.6: 7.8 16.2 : : : : : Number of Traders in Each Category : All : 758: 201 309 17 11 24 83 54 72 107 109 132: Old : 750: 195 302 16 11 23 93 41 56 115 110 121: Other: 457: 53 240 15 9 10 20 33 12 42 63 17: :------------------------------------------------------------------------------------------------------------------------------------------------------- : 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 : 16.9 12.3 25.2 18.8 13.7 10.4 20.6 15.3 Old : 16.5 12.8 24.9 19.0 14.8 11.9 22.3 16.8 Other: 35.2 21.5 49.3 31.4 25.6 15.6 37.7 22.9 OATS - CHICAGO BOARD OF TRADE Code-004603 Disaggregated Commitments of Traders - Futures Only, November 15, 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 : 17,867: 9,033 12,810 1,822 0 0 1,775 2,165 0 1,954 183 546: 2,737 2,163 Old : 17,714: 8,910 12,690 1,822 0 0 1,775 2,165 0 1,952 183 543: 2,712 2,133 Other: 153: 123 120 0 0 0 0 0 0 2 0 3: 25 30 : : : : : Changes in Commitments from: November 8, 2011 : : 408: 790 483 -12 0 -4 -174 3 0 203 0 -175: -220 101 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.6 71.7 10.2 0.0 0.0 9.9 12.1 0.0 10.9 1.0 3.1: 15.3 12.1 Old : 100.0: 50.3 71.6 10.3 0.0 0.0 10.0 12.2 0.0 11.0 1.0 3.1: 15.3 12.0 Other: 100.0: 80.4 78.4 0.0 0.0 0.0 0.0 0.0 0.0 1.3 0.0 2.0: 16.3 19.6 : : : : : Number of Traders in Each Category : All : 42: 12 10 4 0 0 6 7 0 9 . 4: Old : 42: 12 8 4 0 0 6 7 0 9 . 4: Other: 11: 5 4 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 : 40.3 68.8 55.3 80.7 36.1 61.7 50.6 68.7 Old : 40.5 69.4 55.6 81.3 36.6 62.5 51.2 69.5 Other: 77.1 78.4 83.7 80.4 73.9 75.2 78.4 75.2 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 Disaggregated Commitments of Traders - Futures Only, November 15, 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 : 17,506: 6,172 9,973 2,320 167 55 1,533 1,850 52 1,996 2,023 1,668: 3,710 1,718 Old : 17,337: 6,097 9,818 2,320 167 55 1,533 1,850 52 1,999 2,023 1,663: 3,618 1,709 Other: 169: 75 155 0 0 0 0 0 0 0 3 2: 92 9 : : : : : Changes in Commitments from: November 8, 2011 : : 1,019: 187 -994 -28 80 6 -337 291 0 353 301 -133: 971 1,468 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.3 57.0 13.3 1.0 0.3 8.8 10.6 0.3 11.4 11.6 9.5: 21.2 9.8 Old : 100.0: 35.2 56.6 13.4 1.0 0.3 8.8 10.7 0.3 11.5 11.7 9.6: 20.9 9.9 Other: 100.0: 44.4 91.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 1.8 1.2: 54.4 5.3 : : : : : Number of Traders in Each Category : All : 85: 15 15 8 . . 7 11 . 18 14 16: Old : 85: 14 15 8 . . 7 11 . 18 14 16: Other: 9: . 6 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 : 26.6 42.5 38.7 53.6 26.6 36.8 37.0 47.9 Old : 26.8 42.2 39.1 53.4 26.8 36.9 37.4 48.1 Other: 45.6 88.8 45.6 94.7 44.4 88.8 44.4 93.5 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 Disaggregated Commitments of Traders - Futures Only, November 15, 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 : 249,630: 27,296 127,290 70,600 2,333 7,084 71,814 14,384 18,667 9,162 24,207 16,522: 28,485 39,143 Old : 247,602: 26,757 126,136 70,600 2,326 7,084 71,577 14,362 18,647 9,164 24,176 16,145: 27,628 38,726 Other: 2,028: 539 1,154 0 7 0 257 42 0 375 408 0: 857 417 : : : : : Changes in Commitments from: November 8, 2011 : : -2,600: 2,802 -4,740 107 -233 2,712 -4,214 4,029 -3,250 778 1,331 -1,501: -34 -948 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.9 51.0 28.3 0.9 2.8 28.8 5.8 7.5 3.7 9.7 6.6: 11.4 15.7 Old : 100.0: 10.8 50.9 28.5 0.9 2.9 28.9 5.8 7.5 3.7 9.8 6.5: 11.2 15.6 Other: 100.0: 26.6 56.9 0.0 0.3 0.0 12.7 2.1 0.0 18.5 20.1 0.0: 42.3 20.6 : : : : : Number of Traders in Each Category : All : 293: 35 73 17 . 10 74 27 56 35 35 52: Old : 293: 35 73 17 . 10 75 27 56 36 37 51: Other: 35: . 12 0 . 0 . . 0 8 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 : 16.8 20.3 29.5 28.6 16.4 17.9 28.4 25.2 Old : 17.0 20.3 29.8 28.8 16.6 18.0 28.6 25.3 Other: 44.7 46.8 56.2 63.6 44.7 46.8 56.2 63.6 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Disaggregated Commitments of Traders - Futures Only, November 15, 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 : 329,560: 32,747 161,473 97,994 3,875 5,150 109,725 21,518 29,065 11,735 35,871 14,137: 29,007 58,471 Old : 329,560: 32,747 161,473 97,994 3,875 5,150 109,725 21,518 29,065 11,735 35,871 14,137: 29,007 58,471 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2011 : : 4,750: 3,037 -1,420 -976 210 415 -4,437 1,198 2,951 1,903 2,874 -1,519: 3,376 41 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.9 49.0 29.7 1.2 1.6 33.3 6.5 8.8 3.6 10.9 4.3: 8.8 17.7 Old : 100.0: 9.9 49.0 29.7 1.2 1.6 33.3 6.5 8.8 3.6 10.9 4.3: 8.8 17.7 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 : 407: 60 150 16 6 10 95 30 56 40 48 62: Old : 407: 60 150 16 6 10 95 30 56 40 48 62: 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 : 19.3 12.9 31.5 20.3 19.3 12.5 30.9 19.4 Old : 19.3 12.9 31.5 20.3 19.3 12.5 30.9 19.4 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, November 15, 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 : 33,959: 3,341 6,771 4,149 278 537 12,438 1,510 834 1,665 2,734 4,440: 6,555 16,855 Old : 33,959: 3,341 6,771 4,149 278 537 12,438 1,510 834 1,665 2,734 4,440: 6,555 16,855 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2011 : : 223: -362 7 52 57 -319 538 -19 -151 -98 138 389: 174 121 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.8 19.9 12.2 0.8 1.6 36.6 4.4 2.5 4.9 8.1 13.1: 19.3 49.6 Old : 100.0: 9.8 19.9 12.2 0.8 1.6 36.6 4.4 2.5 4.9 8.1 13.1: 19.3 49.6 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 : 163: 26 43 12 . 7 40 11 15 16 21 29: Old : 163: 26 43 12 . 7 40 11 15 16 21 29: 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 : 15.9 8.4 25.8 13.9 15.6 6.1 23.4 10.5 Old : 15.9 8.4 25.8 13.9 15.6 6.1 23.4 10.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 Disaggregated Commitments of Traders - Futures Only, November 15, 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 20,000 POUNDS) : : : Positions : All : 3,167: 2,437 2,321 0 0 0 0 0 0 140 192 3: 587 651 Old : 3,167: 2,437 2,321 0 0 0 0 0 0 140 192 3: 587 651 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2011 : : 172: -42 150 0 0 0 0 0 0 29 1 2: 183 19 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.9 73.3 0.0 0.0 0.0 0.0 0.0 0.0 4.4 6.1 0.1: 18.5 20.6 Old : 100.0: 76.9 73.3 0.0 0.0 0.0 0.0 0.0 0.0 4.4 6.1 0.1: 18.5 20.6 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 : 21: 13 12 0 0 0 0 0 0 . . .: Old : 21: 13 12 0 0 0 0 0 0 . . .: 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 : 55.3 54.6 72.7 69.0 51.2 52.1 65.0 62.9 Old : 55.3 54.6 72.7 69.0 51.2 52.1 65.0 62.9 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, November 15, 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 : 32,389: 20,243 16,196 0 1,740 0 1,495 63 30 4,706 7,357 1,274: 4,641 5,729 Old : 32,389: 20,243 16,196 0 1,740 0 1,495 63 30 4,706 7,357 1,274: 4,641 5,729 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2011 : : 2,294: 602 854 0 35 0 11 -138 20 371 -67 96: 1,194 1,494 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.5 50.0 0.0 5.4 0.0 4.6 0.2 0.1 14.5 22.7 3.9: 14.3 17.7 Old : 100.0: 62.5 50.0 0.0 5.4 0.0 4.6 0.2 0.1 14.5 22.7 3.9: 14.3 17.7 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 : 76: 27 28 0 . 0 6 . . 10 14 15: Old : 76: 27 28 0 . 0 6 . . 10 14 15: 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 : 48.9 31.5 62.1 52.8 47.1 31.1 60.3 51.3 Old : 48.9 31.5 62.1 52.8 47.1 31.1 60.3 51.3 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, November 15, 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 : 529,417: 140,811 246,228 129,586 13,931 18,231 75,735 65,231 40,237 42,505 28,449 31,150: 51,162 85,960 Old : 466,435: 123,330 219,144 126,297 9,217 8,776 64,285 72,155 27,542 43,429 28,717 25,795: 46,981 75,089 Other: 62,982: 17,481 27,084 7,487 8,912 5,257 23,300 4,926 845 4,038 4,694 393: 4,181 10,871 : : : : : Changes in Commitments from: November 8, 2011 : : 13,594: 10,704 -14,199 -1,679 92 -330 -2,712 14,395 -602 1,966 5,690 2,195: 4,052 6,353 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.6 46.5 24.5 2.6 3.4 14.3 12.3 7.6 8.0 5.4 5.9: 9.7 16.2 Old : 100.0: 26.4 47.0 27.1 2.0 1.9 13.8 15.5 5.9 9.3 6.2 5.5: 10.1 16.1 Other: 100.0: 27.8 43.0 11.9 14.2 8.3 37.0 7.8 1.3 6.4 7.5 0.6: 6.6 17.3 : : : : : Number of Traders in Each Category : All : 487: 91 147 17 6 16 50 59 55 70 83 90: Old : 483: 89 144 18 4 11 46 65 45 73 86 82: Other: 239: 20 100 12 8 6 22 9 6 32 39 12: :------------------------------------------------------------------------------------------------------------------------------------------------------- : 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 : 14.9 18.7 25.1 26.0 13.8 14.3 22.2 20.0 Old : 16.5 19.7 27.3 26.9 16.0 16.8 25.6 23.5 Other: 43.5 30.3 59.1 49.2 31.2 27.1 44.9 40.9 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 Disaggregated Commitments of Traders - Futures Only, November 15, 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 : 293,991: 87,444 152,110 74,110 1,015 7,522 45,030 50,390 10,400 17,225 18,862 22,330: 29,930 31,362 Old : 276,175: 78,859 139,087 71,848 215 7,288 44,167 50,190 9,921 16,974 20,175 19,097: 28,021 30,202 Other: 17,816: 8,585 13,023 2,361 899 135 1,342 679 0 2,016 452 1,468: 1,909 1,160 : : : : : Changes in Commitments from: November 8, 2011 : : -6,056: -4,469 308 631 -90 -1,056 447 -2,477 1,539 11 1,200 -2,585: -574 -2,895 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.7 51.7 25.2 0.3 2.6 15.3 17.1 3.5 5.9 6.4 7.6: 10.2 10.7 Old : 100.0: 28.6 50.4 26.0 0.1 2.6 16.0 18.2 3.6 6.1 7.3 6.9: 10.1 10.9 Other: 100.0: 48.2 73.1 13.3 5.0 0.8 7.5 3.8 0.0 11.3 2.5 8.2: 10.7 6.5 : : : : : Number of Traders in Each Category : All : 255: 52 50 16 . 13 43 39 30 32 37 53: Old : 253: 50 50 16 . 13 41 40 30 33 44 52: Other: 65: 18 14 8 4 . . . 0 13 11 6: :------------------------------------------------------------------------------------------------------------------------------------------------------- : 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 : 15.0 23.7 25.1 35.9 12.1 19.1 20.6 28.9 Old : 14.7 22.7 24.7 34.3 12.7 18.3 21.5 28.4 Other: 35.4 57.1 52.9 72.6 24.2 45.8 40.1 57.8 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 Disaggregated Commitments of Traders - Futures Only, November 15, 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 : 207,010: 91,322 85,350 15,975 1,588 1,155 29,362 49,551 11,594 10,046 10,229 12,902: 34,654 34,641 Old : 187,968: 83,074 75,251 14,909 1,358 1,061 28,924 49,551 10,186 10,198 10,443 7,579: 32,037 32,539 Other: 19,042: 8,248 10,099 1,148 312 12 1,798 1,360 48 941 879 4,230: 2,617 2,102 : : : : : Changes in Commitments from: November 8, 2011 : : 10,145: 8,686 2,245 175 0 -1,322 1,268 9,310 178 1,441 93 1,758: -2,039 -2,117 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.1 41.2 7.7 0.8 0.6 14.2 23.9 5.6 4.9 4.9 6.2: 16.7 16.7 Old : 100.0: 44.2 40.0 7.9 0.7 0.6 15.4 26.4 5.4 5.4 5.6 4.0: 17.0 17.3 Other: 100.0: 43.3 53.0 6.0 1.6 0.1 9.4 7.1 0.3 4.9 4.6 22.2: 13.7 11.0 : : : : : Number of Traders in Each Category : All : 202: 60 50 13 . 9 23 44 18 23 18 28: Old : 201: 60 50 12 . 8 24 44 15 23 23 26: Other: 65: 23 17 6 . . . 4 . 13 7 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 : 17.5 20.5 28.0 30.3 13.6 15.6 21.8 23.0 Old : 18.7 20.2 29.5 30.0 15.3 15.5 22.6 23.5 Other: 43.5 38.8 61.4 56.1 38.5 29.0 47.0 39.9 COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Disaggregated Commitments of Traders - Futures Only, November 15, 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 : 143,259: 28,906 76,858 43,235 12,239 7,171 31,745 11,706 7,402 9,571 9,702 3,055: 12,174 15,126 Old : 135,541: 26,491 70,357 40,923 12,152 7,053 30,666 11,933 7,150 9,471 9,666 2,525: 11,262 14,705 Other: 7,718: 2,415 6,501 2,397 172 33 1,331 25 0 532 468 98: 912 421 : : : : : Changes in Commitments from: November 8, 2011 : : -22,330: -11,965 -3,573 2,491 -5,355 -3,356 -2,229 -4,031 -1,525 -3,497 -275 -2,591: 342 -1,624 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.2 53.6 30.2 8.5 5.0 22.2 8.2 5.2 6.7 6.8 2.1: 8.5 10.6 Old : 100.0: 19.5 51.9 30.2 9.0 5.2 22.6 8.8 5.3 7.0 7.1 1.9: 8.3 10.8 Other: 100.0: 31.3 84.2 31.1 2.2 0.4 17.2 0.3 0.0 6.9 6.1 1.3: 11.8 5.5 : : : : : Number of Traders in Each Category : All : 218: 26 41 19 11 20 47 27 24 29 34 26: Old : 218: 25 39 18 12 18 47 28 21 30 34 24: Other: 69: 8 25 11 5 . 5 . 0 8 12 .: :------------------------------------------------------------------------------------------------------------------------------------------------------- : 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 : 21.0 21.9 33.6 33.4 20.9 15.8 30.0 25.7 Old : 21.8 22.6 34.7 34.0 21.7 17.8 31.3 28.0 Other: 48.8 59.8 65.3 71.9 48.3 56.6 64.6 68.0 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Disaggregated Commitments of Traders - Futures Only, November 15, 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 : 26,354: 5,578 21,012 3,130 392 62 12,274 416 0 634 2,240 1,307: 3,369 925 Old : 26,348: 5,578 21,006 3,130 392 62 12,274 416 0 634 2,240 1,307: 3,363 925 Other: 6: 0 6 0 0 0 0 0 0 0 0 0: 6 0 : : : : : Changes in Commitments from: November 8, 2011 : : -279: -24 -517 -16 0 62 -644 116 0 70 71 281: -8 -292 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.2 79.7 11.9 1.5 0.2 46.6 1.6 0.0 2.4 8.5 5.0: 12.8 3.5 Old : 100.0: 21.2 79.7 11.9 1.5 0.2 46.6 1.6 0.0 2.4 8.5 5.0: 12.8 3.5 Other: 100.0: 0.0 100.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 100.0 0.0 : : : : : Number of Traders in Each Category : All : 93: 15 13 7 . . 36 . 0 8 13 11: Old : 93: 15 13 7 . . 36 . 0 8 13 11: Other: .: 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 : 27.0 70.0 38.0 82.0 27.0 69.2 38.0 80.1 Old : 27.0 70.0 38.0 82.0 27.0 69.2 38.0 80.1 Other: 0.0 100.0 0.0 100.0 0.0 100.0 0.0 100.0 COCOA - ICE FUTURES U.S. Code-073732 Disaggregated Commitments of Traders - Futures Only, November 15, 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 : 155,162: 82,660 85,614 16,536 10,051 1,100 26,472 28,262 11,826 3,424 3,808 4,532: 8,612 9,969 Old : 136,273: 70,857 67,687 16,472 10,044 838 26,072 30,095 9,727 3,185 7,283 990: 8,132 9,609 Other: 18,889: 11,803 17,927 323 266 3 2,497 264 2 3,781 67 0: 480 360 : : : : : Changes in Commitments from: November 8, 2011 : : -28,451: -8,795 -10,626 -1,585 -731 -2,275 -2,143 -1,420 -9,846 -742 -500 -1,730: -1,335 -1,323 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.3 55.2 10.7 6.5 0.7 17.1 18.2 7.6 2.2 2.5 2.9: 5.6 6.4 Old : 100.0: 52.0 49.7 12.1 7.4 0.6 19.1 22.1 7.1 2.3 5.3 0.7: 6.0 7.1 Other: 100.0: 62.5 94.9 1.7 1.4 0.0 13.2 1.4 0.0 20.0 0.4 0.0: 2.5 1.9 : : : : : Number of Traders in Each Category : All : 176: 33 34 16 6 8 31 45 20 20 14 11: Old : 176: 33 32 16 6 6 30 46 19 20 14 10: Other: 47: 21 16 5 . . 4 . . 5 . 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 : 28.7 27.6 45.3 42.7 26.4 21.1 37.6 30.5 Old : 29.9 26.9 47.3 41.2 29.1 23.5 43.2 34.4 Other: 52.2 76.2 72.2 90.8 42.8 76.1 59.3 82.3 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Disaggregated Commitments of Traders - Futures Only, November 15, 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 : 488,004: 118,259 233,199 123,589 85,514 16,009 103,258 31,116 27,197 27,145 23,618 13,926: 58,621 57,425 Old : 488,004: 118,259 233,199 123,589 85,514 16,009 103,258 31,116 27,197 27,145 23,618 13,926: 58,621 57,425 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2011 : : -4,319: 11,579 -18,345 -1,222 -1,423 -1,629 -11,788 14,047 2,097 1,367 -152 -698: -4,025 1,784 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.2 47.8 25.3 17.5 3.3 21.2 6.4 5.6 5.6 4.8 2.9: 12.0 11.8 Old : 100.0: 24.2 47.8 25.3 17.5 3.3 21.2 6.4 5.6 5.6 4.8 2.9: 12.0 11.8 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 : 210: 51 55 19 12 22 39 16 24 30 28 36: Old : 210: 51 55 19 12 22 39 16 24 30 28 36: 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 : 18.5 18.5 31.3 29.0 17.6 16.5 28.7 25.8 Old : 18.5 18.5 31.3 29.0 17.6 16.5 28.7 25.8 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, November 15, 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 : 104,414: 31,221 59,143 28,757 5,490 5,493 19,728 11,210 6,558 3,384 5,452 3,977: 5,296 7,091 Old : 97,007: 26,090 56,466 29,956 3,933 3,364 19,460 11,429 6,334 3,466 5,082 3,518: 4,819 6,881 Other: 7,407: 5,131 2,677 783 3,539 147 487 0 5 99 551 278: 477 210 : : : : : Changes in Commitments from: November 8, 2011 : : -10,482: -3,085 -1,501 243 -2,774 -586 719 -732 -2,243 -1,331 1,347 -1,706: -2,493 -2,287 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.9 56.6 27.5 5.3 5.3 18.9 10.7 6.3 3.2 5.2 3.8: 5.1 6.8 Old : 100.0: 26.9 58.2 30.9 4.1 3.5 20.1 11.8 6.5 3.6 5.2 3.6: 5.0 7.1 Other: 100.0: 69.3 36.1 10.6 47.8 2.0 6.6 0.0 0.1 1.3 7.4 3.8: 6.4 2.8 : : : : : Number of Traders in Each Category : All : 281: 78 80 22 10 16 50 37 33 25 35 40: Old : 280: 75 80 21 10 15 49 39 32 27 35 40: Other: 70: 27 22 14 . . 4 0 . . 9 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 : 17.3 20.1 31.9 29.0 16.0 12.3 27.5 19.7 Old : 17.8 20.2 31.6 29.7 16.8 13.6 29.6 21.6 Other: 63.1 73.4 73.0 84.9 62.3 72.9 71.6 82.0
Updated November 18, 2011