WHEAT - CHICAGO BOARD OF TRADE Code-001602 Disaggregated Commitments of Traders - Futures Only, November 22, 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 : 403,472: 50,704 127,872 172,964 13,461 15,296 53,798 100,655 32,102 24,005 33,468 20,812: 33,791 59,806 Old : 285,484: 39,326 93,720 121,818 11,806 7,334 39,515 85,788 15,495 28,098 21,671 7,119: 26,779 42,551 Other: 117,988: 11,378 34,152 52,361 2,870 6,747 22,468 23,052 8,422 4,018 19,908 5,582: 7,012 17,255 : : : : : Changes in Commitments from: November 15, 2011 : : -10,621: -2,545 -11,178 -1,212 637 -418 -1,430 10,218 -369 2,073 -2,509 -1,829: -4,891 -5,173 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.6 31.7 42.9 3.3 3.8 13.3 24.9 8.0 5.9 8.3 5.2: 8.4 14.8 Old : 100.0: 13.8 32.8 42.7 4.1 2.6 13.8 30.1 5.4 9.8 7.6 2.5: 9.4 14.9 Other: 100.0: 9.6 28.9 44.4 2.4 5.7 19.0 19.5 7.1 3.4 16.9 4.7: 5.9 14.6 : : : : : Number of Traders in Each Category : All : 399: 66 90 20 6 21 43 91 55 60 67 80: Old : 382: 58 82 20 5 11 40 85 42 64 60 51: Other: 242: 27 71 14 9 16 22 31 15 24 54 29: :------------------------------------------------------------------------------------------------------------------------------------------------------- : 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 : 24.2 11.6 38.1 18.0 22.9 10.0 36.2 15.4 Old : 25.7 14.3 38.5 22.0 24.9 13.3 37.0 20.9 Other: 34.1 13.7 51.1 22.9 31.6 9.5 47.7 17.5 WHEAT - KANSAS CITY BOARD OF TRADE Code-001612 Disaggregated Commitments of Traders - Futures Only, November 22, 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 : 147,341: 35,963 69,452 22,178 0 4,124 31,459 21,621 14,948 12,625 4,403 4,793: 21,251 28,000 Old : 101,740: 23,759 46,324 18,296 420 2,118 27,644 20,630 4,361 7,772 4,187 2,007: 15,783 21,693 Other: 45,601: 12,204 23,128 5,507 1,205 381 12,948 10,124 1,454 6,966 2,329 673: 5,468 6,307 : : : : : Changes in Commitments from: November 15, 2011 : : -9,788: -1,623 -6,504 -693 0 -540 -2,003 1,434 -2,381 -105 178 -505: -1,938 -1,470 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.4 47.1 15.1 0.0 2.8 21.4 14.7 10.1 8.6 3.0 3.3: 14.4 19.0 Old : 100.0: 23.4 45.5 18.0 0.4 2.1 27.2 20.3 4.3 7.6 4.1 2.0: 15.5 21.3 Other: 100.0: 26.8 50.7 12.1 2.6 0.8 28.4 22.2 3.2 15.3 5.1 1.5: 12.0 13.8 : : : : : Number of Traders in Each Category : All : 165: 44 44 16 0 10 27 22 20 23 10 20: Old : 152: 36 43 15 . 4 24 22 10 19 11 12: Other: 115: 27 35 12 . 7 11 9 4 9 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 : 13.3 27.3 24.2 37.0 11.6 23.2 21.4 32.6 Old : 17.4 24.0 29.8 36.9 16.2 19.7 26.8 31.6 Other: 24.1 41.9 41.5 53.9 24.1 39.4 41.5 51.4 WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626 Disaggregated Commitments of Traders - Futures Only, November 22, 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 : 43,704: 11,441 27,851 693 48 372 13,337 750 226 2,884 318 2,563: 12,188 11,576 Old : 37,247: 8,833 24,494 946 0 100 12,048 750 188 2,549 117 2,313: 10,270 9,285 Other: 6,457: 2,608 3,357 19 320 0 1,327 38 0 423 289 162: 1,918 2,291 : : : : : Changes in Commitments from: November 15, 2011 : : -3,505: -1,875 -3,635 185 20 65 -734 0 -217 -42 0 311: -1,198 -49 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.2 63.7 1.6 0.1 0.9 30.5 1.7 0.5 6.6 0.7 5.9: 27.9 26.5 Old : 100.0: 23.7 65.8 2.5 0.0 0.3 32.3 2.0 0.5 6.8 0.3 6.2: 27.6 24.9 Other: 100.0: 40.4 52.0 0.3 5.0 0.0 20.6 0.6 0.0 6.6 4.5 2.5: 29.7 35.5 : : : : : Number of Traders in Each Category : All : 55: 21 16 . . . 10 . . 8 . 12: Old : 55: 21 16 4 0 . 11 . . 8 . 12: Other: 28: 8 11 . . 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 : 28.5 49.6 42.2 58.2 27.2 48.4 39.3 55.1 Old : 30.3 51.2 43.2 59.6 29.5 49.9 40.5 56.8 Other: 42.7 44.6 65.9 56.8 42.7 44.4 63.8 55.3 CORN - CHICAGO BOARD OF TRADE Code-002602 Disaggregated Commitments of Traders - Futures Only, November 22, 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 : 1,298,708: 319,361 662,748 259,175 49,050 76,897 247,967 74,062 89,528 113,642 59,767 56,726: 135,412 229,930 Old : 1,077,639: 244,648 572,621 215,901 32,362 59,783 234,933 67,817 50,603 110,457 58,074 42,643: 118,671 193,736 Other: 221,069: 74,713 90,127 51,586 25,000 8,802 44,272 37,483 7,687 12,921 11,429 4,347: 16,741 36,194 : : : : : Changes in Commitments from: November 15, 2011 : : -19,871: -221 -21,332 28,185 -7,916 -17,889 -22,904 10,302 -3,483 -690 520 361: -3,230 19,566 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.6 51.0 20.0 3.8 5.9 19.1 5.7 6.9 8.8 4.6 4.4: 10.4 17.7 Old : 100.0: 22.7 53.1 20.0 3.0 5.5 21.8 6.3 4.7 10.2 5.4 4.0: 11.0 18.0 Other: 100.0: 33.8 40.8 23.3 11.3 4.0 20.0 17.0 3.5 5.8 5.2 2.0: 7.6 16.4 : : : : : Number of Traders in Each Category : All : 742: 226 299 17 9 21 71 63 70 112 104 130: Old : 732: 220 295 17 8 21 79 55 55 119 104 112: Other: 457: 57 230 15 8 12 21 32 10 40 68 20: :------------------------------------------------------------------------------------------------------------------------------------------------------- : 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 : 15.7 12.0 24.5 18.6 11.9 9.0 18.9 13.4 Old : 14.9 12.0 23.7 18.0 13.0 9.7 20.6 14.6 Other: 33.6 24.1 48.7 32.2 24.7 14.9 36.4 21.1 OATS - CHICAGO BOARD OF TRADE Code-004603 Disaggregated Commitments of Traders - Futures Only, November 22, 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 : 16,778: 7,476 11,447 1,840 0 1 1,743 2,527 0 2,765 183 566: 2,387 2,054 Old : 16,576: 7,368 11,323 1,840 0 1 1,743 2,527 0 2,772 183 531: 2,321 2,011 Other: 202: 108 124 0 0 0 0 0 0 21 28 7: 66 43 : : : : : Changes in Commitments from: November 15, 2011 : : -1,089: -1,557 -1,363 18 0 1 -32 362 0 811 0 20: -350 -109 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.6 68.2 11.0 0.0 0.0 10.4 15.1 0.0 16.5 1.1 3.4: 14.2 12.2 Old : 100.0: 44.4 68.3 11.1 0.0 0.0 10.5 15.2 0.0 16.7 1.1 3.2: 14.0 12.1 Other: 100.0: 53.5 61.4 0.0 0.0 0.0 0.0 0.0 0.0 10.4 13.9 3.5: 32.7 21.3 : : : : : Number of Traders in Each Category : All : 45: 13 9 4 0 . 6 9 0 11 . 5: Old : 45: 13 7 4 0 . 6 9 0 11 . 4: Other: 12: 5 . 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 : 43.3 67.7 58.4 77.3 37.5 64.8 52.6 71.8 Old : 43.6 68.5 58.8 78.1 38.3 65.8 53.5 72.9 Other: 53.5 76.2 66.8 78.7 53.0 73.3 61.9 73.3 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 Disaggregated Commitments of Traders - Futures Only, November 22, 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 : 17,805: 6,343 9,058 2,270 194 50 1,400 2,228 52 2,221 2,071 1,863: 3,606 2,289 Old : 17,625: 6,268 8,894 2,270 194 50 1,393 2,228 52 2,224 2,071 1,858: 3,510 2,278 Other: 180: 75 164 0 0 0 7 0 0 0 3 2: 96 11 : : : : : Changes in Commitments from: November 15, 2011 : : 299: 171 -915 -50 27 -5 -133 378 0 225 48 195: -104 571 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.6 50.9 12.7 1.1 0.3 7.9 12.5 0.3 12.5 11.6 10.5: 20.3 12.9 Old : 100.0: 35.6 50.5 12.9 1.1 0.3 7.9 12.6 0.3 12.6 11.8 10.5: 19.9 12.9 Other: 100.0: 41.7 91.1 0.0 0.0 0.0 3.9 0.0 0.0 0.0 1.7 1.1: 53.3 6.1 : : : : : Number of Traders in Each Category : All : 84: 16 14 8 . . 6 11 . 18 13 17: Old : 84: 15 14 8 . . 6 11 . 18 13 17: Other: 11: . 7 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 37.4 38.7 48.3 26.6 31.9 37.4 42.9 Old : 26.9 37.1 39.1 48.1 26.9 32.0 37.8 43.0 Other: 46.7 86.1 46.7 92.8 45.6 86.1 45.6 92.8 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 Disaggregated Commitments of Traders - Futures Only, November 22, 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 : 253,609: 28,517 126,976 71,152 2,585 6,775 70,922 11,295 17,987 9,036 24,512 19,971: 29,249 43,508 Old : 250,732: 27,827 125,170 71,144 2,578 6,775 70,635 11,268 17,967 9,034 24,794 19,261: 28,089 42,919 Other: 2,877: 690 1,806 8 7 0 307 47 0 680 396 32: 1,160 589 : : : : : Changes in Commitments from: November 15, 2011 : : 3,979: 1,221 -314 552 252 -309 -892 -3,089 -680 -126 305 3,449: 764 4,365 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.2 50.1 28.1 1.0 2.7 28.0 4.5 7.1 3.6 9.7 7.9: 11.5 17.2 Old : 100.0: 11.1 49.9 28.4 1.0 2.7 28.2 4.5 7.2 3.6 9.9 7.7: 11.2 17.1 Other: 100.0: 24.0 62.8 0.3 0.2 0.0 10.7 1.6 0.0 23.6 13.8 1.1: 40.3 20.5 : : : : : Number of Traders in Each Category : All : 293: 36 71 18 . 9 75 29 53 32 40 54: Old : 293: 36 71 18 . 9 76 29 53 31 44 52: Other: 43: 5 16 . . 0 . . 0 10 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 : 17.5 19.3 30.2 27.4 17.3 17.1 28.8 24.3 Old : 17.7 19.3 30.5 27.5 17.5 17.2 29.1 24.2 Other: 35.0 47.9 49.5 62.6 35.0 47.9 49.5 62.6 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Disaggregated Commitments of Traders - Futures Only, November 22, 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 : 322,239: 34,213 157,084 98,175 4,145 6,044 99,488 24,506 28,113 12,499 29,329 14,964: 28,743 58,054 Old : 322,239: 34,213 157,084 98,175 4,145 6,044 99,488 24,506 28,113 12,499 29,329 14,964: 28,743 58,054 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2011 : : -7,321: 1,466 -4,389 181 270 894 -10,237 2,988 -952 764 -6,542 827: -264 -417 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.6 48.7 30.5 1.3 1.9 30.9 7.6 8.7 3.9 9.1 4.6: 8.9 18.0 Old : 100.0: 10.6 48.7 30.5 1.3 1.9 30.9 7.6 8.7 3.9 9.1 4.6: 8.9 18.0 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 : 394: 60 151 16 7 10 87 27 55 48 36 58: Old : 394: 60 151 16 7 10 87 27 55 48 36 58: 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 : 19.7 13.3 32.7 20.6 19.7 12.7 31.7 19.4 Old : 19.7 13.3 32.7 20.6 19.7 12.7 31.7 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 22, 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 : 32,505: 1,979 5,703 4,396 285 760 11,729 1,587 1,131 2,071 2,626 4,401: 6,038 16,012 Old : 32,505: 1,979 5,703 4,396 285 760 11,729 1,587 1,131 2,071 2,626 4,401: 6,038 16,012 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2011 : : -1,454: -1,362 -1,068 247 7 223 -709 77 297 406 -108 -39: -517 -843 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.1 17.5 13.5 0.9 2.3 36.1 4.9 3.5 6.4 8.1 13.5: 18.6 49.3 Old : 100.0: 6.1 17.5 13.5 0.9 2.3 36.1 4.9 3.5 6.4 8.1 13.5: 18.6 49.3 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: 21 40 12 . 7 34 11 13 18 20 22: Old : 153: 21 40 12 . 7 34 11 13 18 20 22: 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 : 16.2 9.2 27.0 15.1 16.2 7.0 24.2 11.4 Old : 16.2 9.2 27.0 15.1 16.2 7.0 24.2 11.4 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 22, 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 : 3,362: 2,609 2,503 0 0 0 0 0 0 145 207 3: 605 649 Old : 3,362: 2,609 2,503 0 0 0 0 0 0 145 207 3: 605 649 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2011 : : 195: 172 182 0 0 0 0 0 0 5 15 0: 18 -2 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.6 74.4 0.0 0.0 0.0 0.0 0.0 0.0 4.3 6.2 0.1: 18.0 19.3 Old : 100.0: 77.6 74.4 0.0 0.0 0.0 0.0 0.0 0.0 4.3 6.2 0.1: 18.0 19.3 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 : 23: 13 13 0 0 0 0 0 0 . . .: Old : 23: 13 13 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 : 56.5 56.5 73.4 69.1 53.2 54.7 66.8 64.5 Old : 56.5 56.5 73.4 69.1 53.2 54.7 66.8 64.5 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 22, 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 : 34,480: 20,996 17,245 0 1,792 0 2,536 63 1 5,504 8,402 1,054: 4,389 5,923 Old : 34,480: 20,996 17,245 0 1,792 0 2,536 63 1 5,504 8,402 1,054: 4,389 5,923 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2011 : : 2,091: 753 1,049 0 52 0 1,041 0 -29 798 1,045 -220: -252 194 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.9 50.0 0.0 5.2 0.0 7.4 0.2 0.0 16.0 24.4 3.1: 12.7 17.2 Old : 100.0: 60.9 50.0 0.0 5.2 0.0 7.4 0.2 0.0 16.0 24.4 3.1: 12.7 17.2 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 : 77: 27 30 0 . 0 6 . . 10 14 12: Old : 77: 27 30 0 . 0 6 . . 10 14 12: 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 : 47.0 31.1 60.1 52.1 45.3 30.7 58.3 51.0 Old : 47.0 31.1 60.1 52.1 45.3 30.7 58.3 51.0 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 22, 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 : 522,610: 145,747 237,373 133,604 13,800 18,187 70,563 74,905 40,447 43,936 28,194 27,335: 42,791 82,369 Old : 459,520: 128,010 211,044 129,643 9,168 8,689 62,056 82,954 26,020 44,064 27,925 22,700: 38,338 71,020 Other: 63,090: 17,737 26,329 8,182 8,853 5,277 22,230 5,674 704 4,104 4,501 403: 4,453 11,349 : : : : : Changes in Commitments from: November 15, 2011 : : -6,807: 4,936 -8,855 4,018 -131 -44 -5,172 9,674 210 1,431 -255 -3,815: -8,371 -3,591 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.9 45.4 25.6 2.6 3.5 13.5 14.3 7.7 8.4 5.4 5.2: 8.2 15.8 Old : 100.0: 27.9 45.9 28.2 2.0 1.9 13.5 18.1 5.7 9.6 6.1 4.9: 8.3 15.5 Other: 100.0: 28.1 41.7 13.0 14.0 8.4 35.2 9.0 1.1 6.5 7.1 0.6: 7.1 18.0 : : : : : Number of Traders in Each Category : All : 469: 86 125 17 6 14 46 70 53 74 77 83: Old : 464: 85 120 18 4 9 45 72 45 76 83 75: Other: 228: 19 88 13 8 7 21 9 5 33 38 11: :------------------------------------------------------------------------------------------------------------------------------------------------------- : 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 : 15.4 19.5 26.4 26.6 14.0 14.7 22.8 20.6 Old : 17.1 20.6 28.9 27.7 16.4 17.2 26.5 23.8 Other: 43.3 29.0 58.6 48.4 31.9 26.7 44.8 40.6 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 Disaggregated Commitments of Traders - Futures Only, November 22, 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 : 309,116: 99,175 154,898 81,723 833 7,299 39,061 56,265 11,901 17,425 18,909 24,890: 27,642 34,121 Old : 290,426: 90,382 141,553 79,427 0 7,091 38,520 56,198 11,278 17,498 20,559 20,836: 25,394 32,911 Other: 18,690: 8,793 13,345 2,369 906 135 1,164 690 0 2,092 515 1,889: 2,248 1,210 : : : : : Changes in Commitments from: November 15, 2011 : : 15,125: 11,731 2,788 7,613 -182 -223 -5,969 5,875 1,501 200 47 2,560: -2,288 2,759 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.1 50.1 26.4 0.3 2.4 12.6 18.2 3.9 5.6 6.1 8.1: 8.9 11.0 Old : 100.0: 31.1 48.7 27.3 0.0 2.4 13.3 19.4 3.9 6.0 7.1 7.2: 8.7 11.3 Other: 100.0: 47.0 71.4 12.7 4.8 0.7 6.2 3.7 0.0 11.2 2.8 10.1: 12.0 6.5 : : : : : Number of Traders in Each Category : All : 258: 51 52 18 . 12 35 46 33 28 39 54: Old : 256: 49 52 18 0 12 34 46 32 30 46 53: Other: 65: 17 14 8 4 . . . 0 14 11 8: :------------------------------------------------------------------------------------------------------------------------------------------------------- : 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 : 17.0 23.5 27.3 35.1 14.8 19.8 23.8 29.0 Old : 16.9 22.6 27.2 33.9 15.9 19.0 25.1 28.7 Other: 33.9 53.2 51.0 69.5 23.1 41.4 38.3 53.9 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 Disaggregated Commitments of Traders - Futures Only, November 22, 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 : 209,707: 97,710 85,670 16,908 1,033 2,640 25,683 49,273 10,878 8,194 11,705 14,234: 33,460 34,274 Old : 188,573: 88,527 75,042 15,808 492 2,536 25,547 49,273 9,192 8,273 11,991 8,248: 30,442 31,799 Other: 21,134: 9,183 10,628 1,192 633 12 1,798 1,662 24 1,029 822 4,878: 3,018 2,475 : : : : : Changes in Commitments from: November 15, 2011 : : 2,697: 6,388 320 933 -555 1,485 -3,679 -278 -716 -1,852 1,476 1,332: -1,194 -367 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.6 40.9 8.1 0.5 1.3 12.2 23.5 5.2 3.9 5.6 6.8: 16.0 16.3 Old : 100.0: 46.9 39.8 8.4 0.3 1.3 13.5 26.1 4.9 4.4 6.4 4.4: 16.1 16.9 Other: 100.0: 43.5 50.3 5.6 3.0 0.1 8.5 7.9 0.1 4.9 3.9 23.1: 14.3 11.7 : : : : : Number of Traders in Each Category : All : 202: 62 53 13 . 8 22 47 16 20 19 29: Old : 201: 61 53 12 . 7 23 47 13 21 24 26: Other: 70: 25 18 6 . . . 4 . 12 10 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 : 19.8 19.9 29.6 29.4 15.9 15.6 23.0 22.6 Old : 20.6 19.8 30.5 29.0 17.3 15.7 23.7 23.1 Other: 43.6 39.4 60.6 54.9 38.8 31.0 46.9 40.7 COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Disaggregated Commitments of Traders - Futures Only, November 22, 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 : 137,106: 28,264 70,804 44,056 8,729 5,883 31,133 19,236 6,450 9,450 8,493 2,791: 9,079 14,720 Old : 128,737: 25,672 63,844 41,473 8,697 5,699 30,015 19,469 6,098 9,326 8,491 2,197: 8,257 14,242 Other: 8,369: 2,592 6,960 2,633 82 134 1,470 119 0 627 505 91: 822 478 : : : : : Changes in Commitments from: November 15, 2011 : : -6,153: -642 -6,054 821 -3,510 -1,288 -612 7,530 -952 -121 -1,209 -264: -3,095 -406 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.6 51.6 32.1 6.4 4.3 22.7 14.0 4.7 6.9 6.2 2.0: 6.6 10.7 Old : 100.0: 19.9 49.6 32.2 6.8 4.4 23.3 15.1 4.7 7.2 6.6 1.7: 6.4 11.1 Other: 100.0: 31.0 83.2 31.5 1.0 1.6 17.6 1.4 0.0 7.5 6.0 1.1: 9.8 5.7 : : : : : Number of Traders in Each Category : All : 229: 23 41 19 12 18 46 35 24 29 39 24: Old : 229: 22 40 19 12 14 47 36 20 32 36 23: Other: 75: 8 26 13 5 4 6 . 0 6 15 .: :------------------------------------------------------------------------------------------------------------------------------------------------------- : 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 : 23.5 19.1 36.1 30.1 23.4 17.0 32.7 26.7 Old : 24.6 20.0 37.6 30.5 24.6 19.3 34.3 29.4 Other: 47.2 61.0 63.7 71.5 46.7 58.5 62.8 68.2 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Disaggregated Commitments of Traders - Futures Only, November 22, 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 : 27,935: 5,421 21,796 3,174 402 63 13,642 642 224 620 2,714 1,254: 3,537 840 Old : 27,929: 5,421 21,790 3,174 402 63 13,642 642 224 620 2,714 1,254: 3,531 840 Other: 6: 0 6 0 0 0 0 0 0 0 0 0: 6 0 : : : : : Changes in Commitments from: November 15, 2011 : : 1,581: -157 784 44 10 1 1,368 226 224 -14 474 -53: 168 -85 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.4 78.0 11.4 1.4 0.2 48.8 2.3 0.8 2.2 9.7 4.5: 12.7 3.0 Old : 100.0: 19.4 78.0 11.4 1.4 0.2 48.8 2.3 0.8 2.2 9.7 4.5: 12.6 3.0 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 : 100: 17 16 7 . . 41 . . 8 13 12: Old : 100: 17 16 7 . . 41 . . 8 13 12: 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 : 25.0 68.3 35.4 80.1 25.0 67.4 35.4 78.2 Old : 25.0 68.3 35.4 80.1 25.0 67.4 35.4 78.2 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 22, 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 : 155,002: 83,589 82,644 14,652 9,650 1,259 26,774 29,486 12,360 3,331 4,619 4,569: 8,468 10,415 Old : 135,525: 71,427 64,190 14,545 9,605 1,035 26,374 31,222 10,262 3,085 8,274 716: 8,081 10,221 Other: 19,477: 12,162 18,454 328 266 3 2,496 360 2 3,956 55 143: 387 194 : : : : : Changes in Commitments from: November 15, 2011 : : -160: 929 -2,970 -1,884 -401 159 302 1,224 534 -93 811 37: -144 446 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.9 53.3 9.5 6.2 0.8 17.3 19.0 8.0 2.1 3.0 2.9: 5.5 6.7 Old : 100.0: 52.7 47.4 10.7 7.1 0.8 19.5 23.0 7.6 2.3 6.1 0.5: 6.0 7.5 Other: 100.0: 62.4 94.7 1.7 1.4 0.0 12.8 1.8 0.0 20.3 0.3 0.7: 2.0 1.0 : : : : : Number of Traders in Each Category : All : 179: 35 36 16 5 9 28 50 22 20 16 13: Old : 179: 34 33 15 6 7 27 51 21 20 16 12: Other: 50: 21 16 5 . . 4 . . 7 . .: :------------------------------------------------------------------------------------------------------------------------------------------------------- : 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 : 29.4 26.7 46.3 41.6 26.7 20.1 36.2 29.1 Old : 30.8 25.8 48.6 40.1 30.3 22.4 43.0 33.7 Other: 50.8 76.5 70.8 89.9 41.7 75.3 58.4 81.8 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Disaggregated Commitments of Traders - Futures Only, November 22, 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 : 503,702: 133,559 219,982 126,276 86,710 19,351 98,769 40,362 29,982 23,949 24,299 14,407: 57,409 68,609 Old : 503,702: 133,559 219,982 126,276 86,710 19,351 98,769 40,362 29,982 23,949 24,299 14,407: 57,409 68,609 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2011 : : 15,698: 15,300 -13,217 2,687 1,196 3,342 -4,489 9,246 2,785 -3,196 681 481: -1,212 11,184 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.5 43.7 25.1 17.2 3.8 19.6 8.0 6.0 4.8 4.8 2.9: 11.4 13.6 Old : 100.0: 26.5 43.7 25.1 17.2 3.8 19.6 8.0 6.0 4.8 4.8 2.9: 11.4 13.6 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 : 212: 51 57 20 12 20 36 20 22 27 31 35: Old : 212: 51 57 20 12 20 36 20 22 27 31 35: 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 17.2 31.8 26.6 17.9 15.4 28.7 23.8 Old : 19.2 17.2 31.8 26.6 17.9 15.4 28.7 23.8 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 22, 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 : 97,495: 27,095 57,321 28,916 5,690 4,881 19,900 9,101 5,885 2,887 5,320 3,844: 4,087 5,453 Old : 89,985: 21,770 54,530 30,122 4,158 2,726 19,634 9,283 5,698 2,952 4,950 3,321: 3,762 5,319 Other: 7,510: 5,325 2,791 800 3,538 149 448 0 5 149 584 309: 325 134 : : : : : Changes in Commitments from: November 15, 2011 : : -6,919: -4,126 -1,822 159 200 -612 172 -2,109 -673 -497 -132 -133: -1,209 -1,638 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.8 58.8 29.7 5.8 5.0 20.4 9.3 6.0 3.0 5.5 3.9: 4.2 5.6 Old : 100.0: 24.2 60.6 33.5 4.6 3.0 21.8 10.3 6.3 3.3 5.5 3.7: 4.2 5.9 Other: 100.0: 70.9 37.2 10.7 47.1 2.0 6.0 0.0 0.1 2.0 7.8 4.1: 4.3 1.8 : : : : : Number of Traders in Each Category : All : 287: 78 79 20 11 16 47 39 34 27 36 39: Old : 286: 74 79 19 11 14 46 42 32 29 37 38: Other: 81: 31 23 14 . . 4 0 . 6 11 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 : 18.0 18.6 31.8 27.9 17.1 13.5 29.1 21.3 Old : 19.0 18.5 32.8 28.2 18.0 14.8 31.6 23.1 Other: 62.4 73.2 72.4 84.7 62.0 72.8 70.8 82.0
Updated November 28, 2011