WHEAT - CHICAGO BOARD OF TRADE Code-001602 Disaggregated Commitments of Traders - Futures Only, November 29, 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 : 369,175: 44,672 120,440 166,418 14,235 10,286 53,564 94,356 26,622 19,473 30,792 16,096: 32,044 56,348 Old : 249,343: 31,314 87,280 116,677 12,793 1,805 41,110 80,303 8,476 22,186 16,058 4,024: 23,751 38,604 Other: 119,832: 13,358 33,160 51,160 2,861 7,062 21,555 23,154 9,045 3,298 20,745 6,061: 8,293 17,744 : : : : : Changes in Commitments from: November 22, 2011 : : -34,297: -6,032 -7,432 -6,546 774 -5,010 -234 -6,299 -5,480 -4,532 -2,676 -4,716: -1,747 -3,458 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.1 32.6 45.1 3.9 2.8 14.5 25.6 7.2 5.3 8.3 4.4: 8.7 15.3 Old : 100.0: 12.6 35.0 46.8 5.1 0.7 16.5 32.2 3.4 8.9 6.4 1.6: 9.5 15.5 Other: 100.0: 11.1 27.7 42.7 2.4 5.9 18.0 19.3 7.5 2.8 17.3 5.1: 6.9 14.8 : : : : : Number of Traders in Each Category : All : 372: 57 84 19 6 19 45 85 50 49 65 52: Old : 353: 47 76 18 6 7 41 81 34 57 53 25: Other: 233: 29 71 15 7 15 24 29 18 20 52 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 : 25.7 12.3 40.0 19.2 25.0 10.6 39.2 16.5 Old : 28.9 15.7 42.6 24.5 28.9 14.6 42.6 23.3 Other: 33.9 14.2 49.7 23.2 31.6 9.2 47.0 17.1 WHEAT - KANSAS CITY BOARD OF TRADE Code-001612 Disaggregated Commitments of Traders - Futures Only, November 29, 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 : 134,769: 30,564 64,654 23,344 0 1,830 30,872 21,404 14,654 11,777 4,011 4,635: 17,093 23,581 Old : 87,597: 18,203 40,378 17,981 63 1,118 27,025 20,280 3,452 6,166 3,733 2,009: 11,643 16,564 Other: 47,172: 12,361 24,276 5,654 228 421 13,773 11,050 1,276 7,741 2,408 496: 5,450 7,017 : : : : : Changes in Commitments from: November 22, 2011 : : -12,572: -5,399 -4,798 1,166 0 -2,294 -587 -217 -294 -848 -392 -158: -4,158 -4,419 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.7 48.0 17.3 0.0 1.4 22.9 15.9 10.9 8.7 3.0 3.4: 12.7 17.5 Old : 100.0: 20.8 46.1 20.5 0.1 1.3 30.9 23.2 3.9 7.0 4.3 2.3: 13.3 18.9 Other: 100.0: 26.2 51.5 12.0 0.5 0.9 29.2 23.4 2.7 16.4 5.1 1.1: 11.6 14.9 : : : : : Number of Traders in Each Category : All : 162: 43 44 16 0 9 27 19 19 18 11 17: Old : 147: 33 41 15 . . 27 19 11 17 8 5: Other: 116: 26 34 13 . 5 12 10 5 11 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 : 13.4 27.1 24.5 37.5 12.5 26.2 23.2 36.6 Old : 18.7 23.0 31.6 37.2 18.0 23.0 29.9 37.1 Other: 23.8 42.3 40.7 55.0 23.3 39.8 40.1 52.5 WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626 Disaggregated Commitments of Traders - Futures Only, November 29, 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 : 41,728: 12,221 25,451 412 48 343 11,499 1,033 553 2,927 323 1,794: 11,979 12,183 Old : 34,884: 9,466 22,161 636 0 100 10,591 1,181 204 2,218 122 1,561: 10,108 9,555 Other: 6,844: 2,755 3,290 19 291 0 1,257 201 0 723 215 219: 1,871 2,628 : : : : : Changes in Commitments from: November 22, 2011 : : -1,976: 780 -2,400 -281 0 -29 -1,838 283 327 43 5 -769: -209 607 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.3 61.0 1.0 0.1 0.8 27.6 2.5 1.3 7.0 0.8 4.3: 28.7 29.2 Old : 100.0: 27.1 63.5 1.8 0.0 0.3 30.4 3.4 0.6 6.4 0.3 4.5: 29.0 27.4 Other: 100.0: 40.3 48.1 0.3 4.3 0.0 18.4 2.9 0.0 10.6 3.1 3.2: 27.3 38.4 : : : : : Number of Traders in Each Category : All : 46: 19 16 . . . 6 . 4 6 . 7: Old : 46: 18 16 . 0 . 7 . . 6 . 6: Other: 29: 9 10 . . 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 : 30.2 48.6 44.5 57.0 30.1 46.9 42.8 53.1 Old : 32.5 50.9 46.8 59.4 32.0 48.6 44.5 54.8 Other: 40.1 42.9 61.8 55.6 40.1 42.7 61.8 54.0 CORN - CHICAGO BOARD OF TRADE Code-002602 Disaggregated Commitments of Traders - Futures Only, November 29, 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 : 1,156,942: 276,193 617,169 291,313 29,184 44,624 219,041 73,365 82,104 72,668 54,036 42,390: 128,609 214,070 Old : 927,764: 195,766 523,086 251,250 14,498 25,433 206,458 66,316 42,651 66,822 51,672 27,017: 112,367 177,091 Other: 229,178: 80,427 94,083 50,100 24,723 9,154 44,611 39,077 7,425 15,633 12,151 5,586: 16,242 36,979 : : : : : Changes in Commitments from: November 22, 2011 : : -141,766: -43,168 -45,579 32,138 -19,866 -32,273 -28,926 -697 -7,424 -40,974 -5,731 -14,336: -6,803 -15,860 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.9 53.3 25.2 2.5 3.9 18.9 6.3 7.1 6.3 4.7 3.7: 11.1 18.5 Old : 100.0: 21.1 56.4 27.1 1.6 2.7 22.3 7.1 4.6 7.2 5.6 2.9: 12.1 19.1 Other: 100.0: 35.1 41.1 21.9 10.8 4.0 19.5 17.1 3.2 6.8 5.3 2.4: 7.1 16.1 : : : : : Number of Traders in Each Category : All : 690: 185 292 18 7 19 70 53 73 82 102 102: Old : 680: 180 284 19 6 12 80 46 56 90 99 79: Other: 457: 58 228 16 7 13 23 32 9 43 67 19: :------------------------------------------------------------------------------------------------------------------------------------------------------- : 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 12.8 27.0 18.6 14.5 9.8 22.6 15.0 Old : 17.3 12.4 27.3 18.4 16.2 11.2 26.1 17.0 Other: 32.4 25.1 47.4 32.9 23.9 14.3 35.7 20.9 OATS - CHICAGO BOARD OF TRADE Code-004603 Disaggregated Commitments of Traders - Futures Only, November 29, 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 : 14,054: 7,028 9,269 1,888 0 0 2,097 2,403 0 927 192 95: 2,019 2,095 Old : 13,796: 6,916 9,069 1,888 0 0 2,097 2,403 0 890 197 79: 1,926 2,048 Other: 258: 112 200 0 0 0 0 0 0 42 0 11: 93 47 : : : : : Changes in Commitments from: November 22, 2011 : : -2,724: -448 -2,178 48 0 -1 354 -124 0 -1,838 9 -471: -368 41 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.0 66.0 13.4 0.0 0.0 14.9 17.1 0.0 6.6 1.4 0.7: 14.4 14.9 Old : 100.0: 50.1 65.7 13.7 0.0 0.0 15.2 17.4 0.0 6.5 1.4 0.6: 14.0 14.8 Other: 100.0: 43.4 77.5 0.0 0.0 0.0 0.0 0.0 0.0 16.3 0.0 4.3: 36.0 18.2 : : : : : Number of Traders in Each Category : All : 40: 11 7 4 0 0 7 8 0 6 . .: Old : 40: 11 5 4 0 0 7 8 0 6 . .: Other: 11: 5 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 : 38.3 70.5 56.6 78.5 37.9 64.7 55.2 72.5 Old : 38.8 71.4 57.1 79.5 38.8 65.9 56.3 73.9 Other: 48.1 76.0 64.0 81.8 43.8 68.6 50.8 68.6 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 Disaggregated Commitments of Traders - Futures Only, November 29, 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 : 18,229: 6,382 8,474 2,243 194 38 1,376 2,872 52 2,189 2,170 2,283: 3,666 2,146 Old : 18,043: 6,304 8,308 2,243 194 38 1,366 2,872 52 2,191 2,170 2,278: 3,571 2,131 Other: 186: 78 166 0 0 0 10 0 0 0 2 3: 95 15 : : : : : Changes in Commitments from: November 22, 2011 : : 424: 39 -584 -27 0 -12 -24 644 0 -32 99 420: 60 -143 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.0 46.5 12.3 1.1 0.2 7.5 15.8 0.3 12.0 11.9 12.5: 20.1 11.8 Old : 100.0: 34.9 46.0 12.4 1.1 0.2 7.6 15.9 0.3 12.1 12.0 12.6: 19.8 11.8 Other: 100.0: 41.9 89.2 0.0 0.0 0.0 5.4 0.0 0.0 0.0 1.1 1.6: 51.1 8.1 : : : : : Number of Traders in Each Category : All : 85: 15 13 7 . . 6 14 . 17 14 16: Old : 85: 14 13 7 . . 6 14 . 17 14 16: Other: 11: . 6 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 : 26.2 33.4 38.7 44.9 26.2 28.3 37.3 39.1 Old : 26.5 33.1 39.1 44.6 26.5 28.4 37.7 39.2 Other: 48.4 83.9 48.9 91.9 47.3 83.9 47.3 90.3 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 Disaggregated Commitments of Traders - Futures Only, November 29, 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 : 264,231: 29,100 132,211 70,132 2,615 6,324 76,503 9,992 18,310 9,149 29,173 22,732: 31,981 42,874 Old : 260,882: 28,266 130,000 70,124 2,608 6,324 76,138 9,965 18,310 9,149 29,427 21,974: 30,597 42,274 Other: 3,349: 834 2,211 8 7 0 365 27 0 706 452 52: 1,384 600 : : : : : Changes in Commitments from: November 22, 2011 : : 10,622: 583 5,235 -1,020 30 -451 5,581 -1,303 323 113 4,661 2,761: 2,732 -634 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.0 50.0 26.5 1.0 2.4 29.0 3.8 6.9 3.5 11.0 8.6: 12.1 16.2 Old : 100.0: 10.8 49.8 26.9 1.0 2.4 29.2 3.8 7.0 3.5 11.3 8.4: 11.7 16.2 Other: 100.0: 24.9 66.0 0.2 0.2 0.0 10.9 0.8 0.0 21.1 13.5 1.6: 41.3 17.9 : : : : : Number of Traders in Each Category : All : 312: 38 75 18 . 10 82 26 58 30 45 55: Old : 312: 38 75 18 . 10 82 26 58 30 48 53: Other: 47: 7 17 . . 0 . . 0 10 8 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 : 16.6 19.0 28.8 27.0 16.5 17.1 27.6 24.1 Old : 16.8 19.0 29.2 27.0 16.7 17.1 27.9 24.0 Other: 32.3 46.8 45.8 64.8 32.3 46.8 45.8 64.8 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Disaggregated Commitments of Traders - Futures Only, November 29, 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 : 316,924: 34,799 157,925 97,759 4,434 5,285 98,805 25,291 22,682 13,433 29,277 17,057: 27,104 54,973 Old : 316,924: 34,799 157,925 97,759 4,434 5,285 98,805 25,291 22,682 13,433 29,277 17,057: 27,104 54,973 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2011 : : -5,315: 586 841 -416 289 -759 -683 785 -5,431 934 -52 2,093: -1,639 -3,081 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.0 49.8 30.8 1.4 1.7 31.2 8.0 7.2 4.2 9.2 5.4: 8.6 17.3 Old : 100.0: 11.0 49.8 30.8 1.4 1.7 31.2 8.0 7.2 4.2 9.2 5.4: 8.6 17.3 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 : 398: 67 151 16 7 7 85 31 53 50 41 63: Old : 398: 67 151 16 7 7 85 31 53 50 41 63: 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 : 19.5 13.4 32.5 20.7 19.5 12.7 31.6 19.6 Old : 19.5 13.4 32.5 20.7 19.5 12.7 31.6 19.6 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 29, 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 : 31,760: 1,822 5,172 4,443 267 818 11,390 1,965 1,397 2,368 2,721 3,671: 5,851 15,749 Old : 31,760: 1,822 5,172 4,443 267 818 11,390 1,965 1,397 2,368 2,721 3,671: 5,851 15,749 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2011 : : -745: -157 -531 47 -18 58 -339 378 266 297 95 -730: -187 -263 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.7 16.3 14.0 0.8 2.6 35.9 6.2 4.4 7.5 8.6 11.6: 18.4 49.6 Old : 100.0: 5.7 16.3 14.0 0.8 2.6 35.9 6.2 4.4 7.5 8.6 11.6: 18.4 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 : 152: 19 34 12 . 6 33 14 14 17 19 22: Old : 152: 19 34 12 . 6 33 14 14 17 19 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 : 16.3 9.0 27.2 15.1 16.0 7.2 25.6 11.8 Old : 16.3 9.0 27.2 15.1 16.0 7.2 25.6 11.8 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 29, 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 : 3,472: 2,714 2,584 0 0 0 0 0 0 145 218 3: 610 667 Old : 3,472: 2,714 2,584 0 0 0 0 0 0 145 218 3: 610 667 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2011 : : 110: 105 81 0 0 0 0 0 0 0 11 0: 5 18 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.2 74.4 0.0 0.0 0.0 0.0 0.0 0.0 4.2 6.3 0.1: 17.6 19.2 Old : 100.0: 78.2 74.4 0.0 0.0 0.0 0.0 0.0 0.0 4.2 6.3 0.1: 17.6 19.2 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 : 23: 14 12 0 0 0 0 0 0 . . .: Old : 23: 14 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 : 55.2 57.6 72.8 70.8 52.1 56.7 66.5 66.5 Old : 55.2 57.6 72.8 70.8 52.1 56.7 66.5 66.5 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 29, 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 : 35,669: 21,414 17,857 0 1,839 0 2,611 63 17 5,792 8,132 1,293: 4,542 6,468 Old : 35,669: 21,414 17,857 0 1,839 0 2,611 63 17 5,792 8,132 1,293: 4,542 6,468 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2011 : : 1,189: 418 612 0 47 0 75 0 16 288 -270 239: 153 545 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.0 50.1 0.0 5.2 0.0 7.3 0.2 0.0 16.2 22.8 3.6: 12.7 18.1 Old : 100.0: 60.0 50.1 0.0 5.2 0.0 7.3 0.2 0.0 16.2 22.8 3.6: 12.7 18.1 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 : 77: 27 29 0 . 0 6 . . 10 14 13: Old : 77: 27 29 0 . 0 6 . . 10 14 13: 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 : 46.9 31.1 59.6 51.3 45.1 30.6 57.9 49.8 Old : 46.9 31.1 59.6 51.3 45.1 30.6 57.9 49.8 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 29, 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 : 522,741: 140,522 235,038 132,788 13,858 19,061 67,574 70,070 45,979 42,336 28,777 25,058: 49,423 84,900 Old : 459,359: 122,170 209,075 129,210 9,189 9,358 60,697 79,150 30,428 42,494 29,181 20,194: 44,808 72,784 Other: 63,382: 18,352 25,963 7,961 9,052 5,320 21,712 5,755 716 4,219 3,973 487: 4,615 12,116 : : : : : Changes in Commitments from: November 22, 2011 : : 131: -5,225 -2,335 -816 58 874 -2,989 -4,835 5,532 -1,600 583 -2,277: 6,632 2,531 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.9 45.0 25.4 2.7 3.6 12.9 13.4 8.8 8.1 5.5 4.8: 9.5 16.2 Old : 100.0: 26.6 45.5 28.1 2.0 2.0 13.2 17.2 6.6 9.3 6.4 4.4: 9.8 15.8 Other: 100.0: 29.0 41.0 12.6 14.3 8.4 34.3 9.1 1.1 6.7 6.3 0.8: 7.3 19.1 : : : : : Number of Traders in Each Category : All : 457: 84 124 17 5 17 47 70 59 74 63 88: Old : 450: 84 119 18 . 12 45 73 49 75 71 83: Other: 222: 21 87 13 8 7 21 10 5 33 32 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 : 15.2 18.8 26.5 25.8 13.9 14.8 22.0 21.1 Old : 16.9 19.7 28.9 26.8 16.1 17.3 26.2 23.8 Other: 42.9 29.5 58.7 47.7 31.7 25.6 44.5 39.4 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 Disaggregated Commitments of Traders - Futures Only, November 29, 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 : 320,391: 102,690 154,506 83,115 1,554 5,115 42,890 61,103 12,667 17,332 20,520 27,356: 29,226 37,570 Old : 300,325: 93,336 140,504 80,843 412 4,899 42,168 61,186 12,039 17,568 22,019 23,023: 26,449 36,243 Other: 20,066: 9,354 14,002 2,343 1,213 145 1,345 540 5 1,968 705 2,129: 2,777 1,327 : : : : : Changes in Commitments from: November 22, 2011 : : 11,275: 3,515 -392 1,392 721 -2,184 3,829 4,838 766 -93 1,611 2,466: 1,584 3,449 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.1 48.2 25.9 0.5 1.6 13.4 19.1 4.0 5.4 6.4 8.5: 9.1 11.7 Old : 100.0: 31.1 46.8 26.9 0.1 1.6 14.0 20.4 4.0 5.8 7.3 7.7: 8.8 12.1 Other: 100.0: 46.6 69.8 11.7 6.0 0.7 6.7 2.7 0.0 9.8 3.5 10.6: 13.8 6.6 : : : : : Number of Traders in Each Category : All : 264: 51 53 17 . 13 34 47 28 32 37 55: Old : 262: 49 53 17 . 12 33 47 27 34 43 54: Other: 71: 20 15 8 5 . . . . 14 13 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 : 15.9 21.9 26.4 32.4 13.9 18.3 23.5 26.7 Old : 16.1 20.9 26.6 31.2 15.1 17.8 24.9 26.4 Other: 33.0 49.6 49.2 68.6 23.0 39.3 37.3 53.1 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 Disaggregated Commitments of Traders - Futures Only, November 29, 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 : 209,361: 95,949 84,183 17,876 913 2,487 25,510 46,005 10,988 6,422 12,394 16,234: 33,895 36,157 Old : 186,163: 85,707 72,741 16,719 147 2,443 25,263 46,005 9,413 6,382 12,468 9,571: 30,665 33,375 Other: 23,198: 10,242 11,442 1,189 798 12 1,798 1,551 24 1,063 949 5,640: 3,230 2,782 : : : : : Changes in Commitments from: November 22, 2011 : : -346: -1,761 -1,487 968 -120 -153 -173 -3,268 110 -1,772 689 2,000: 435 1,883 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.8 40.2 8.5 0.4 1.2 12.2 22.0 5.2 3.1 5.9 7.8: 16.2 17.3 Old : 100.0: 46.0 39.1 9.0 0.1 1.3 13.6 24.7 5.1 3.4 6.7 5.1: 16.5 17.9 Other: 100.0: 44.2 49.3 5.1 3.4 0.1 7.8 6.7 0.1 4.6 4.1 24.3: 13.9 12.0 : : : : : Number of Traders in Each Category : All : 202: 55 50 12 . 6 27 41 18 17 20 32: Old : 201: 54 50 11 . 6 27 41 16 20 24 29: Other: 70: 27 15 6 . . . 4 . 12 11 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 : 23.0 20.6 32.3 29.9 18.7 17.5 26.2 24.4 Old : 23.7 20.8 32.7 29.6 20.5 18.1 27.6 25.6 Other: 43.7 40.0 60.4 54.1 38.8 30.8 46.5 40.7 COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Disaggregated Commitments of Traders - Futures Only, November 29, 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 : 138,214: 29,489 66,083 44,057 10,224 4,259 32,958 20,933 6,095 9,784 8,995 2,261: 9,311 19,364 Old : 129,346: 26,745 58,634 41,268 10,195 4,073 31,865 21,134 5,723 9,574 9,087 1,712: 8,386 18,788 Other: 8,868: 2,744 7,449 2,839 79 136 1,465 171 0 742 440 17: 925 576 : : : : : Changes in Commitments from: November 22, 2011 : : 1,108: 1,225 -4,721 1 1,495 -1,624 1,825 1,697 -355 334 502 -530: 232 4,644 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.3 47.8 31.9 7.4 3.1 23.8 15.1 4.4 7.1 6.5 1.6: 6.7 14.0 Old : 100.0: 20.7 45.3 31.9 7.9 3.1 24.6 16.3 4.4 7.4 7.0 1.3: 6.5 14.5 Other: 100.0: 30.9 84.0 32.0 0.9 1.5 16.5 1.9 0.0 8.4 5.0 0.2: 10.4 6.5 : : : : : Number of Traders in Each Category : All : 221: 24 39 19 12 18 43 36 24 26 38 20: Old : 221: 23 37 19 12 14 43 37 20 28 36 19: Other: 70: 8 24 13 4 4 7 . 0 9 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 : 23.4 16.0 36.2 26.7 23.3 12.8 32.5 21.8 Old : 24.5 16.3 37.8 26.6 24.5 15.0 34.2 24.3 Other: 45.1 61.8 63.0 73.1 44.6 58.1 61.7 68.7 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Disaggregated Commitments of Traders - Futures Only, November 29, 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 : 28,255: 5,243 21,909 3,113 402 121 14,104 642 224 633 2,736 1,201: 3,616 1,020 Old : 28,249: 5,243 21,903 3,113 402 121 14,104 642 224 633 2,736 1,201: 3,610 1,020 Other: 6: 0 6 0 0 0 0 0 0 0 0 0: 6 0 : : : : : Changes in Commitments from: November 22, 2011 : : 320: -178 113 -61 0 58 462 0 0 13 22 -53: 79 180 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.6 77.5 11.0 1.4 0.4 49.9 2.3 0.8 2.2 9.7 4.3: 12.8 3.6 Old : 100.0: 18.6 77.5 11.0 1.4 0.4 49.9 2.3 0.8 2.2 9.7 4.3: 12.8 3.6 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 : 101: 16 15 7 . . 42 . . 8 13 13: Old : 101: 16 15 7 . . 42 . . 8 13 13: 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 : 24.9 68.0 34.9 79.7 24.9 67.3 34.9 78.4 Old : 24.9 68.0 34.9 79.7 24.9 67.3 34.9 78.4 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 29, 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 : 158,826: 85,795 84,266 15,986 9,882 864 27,227 32,523 12,313 3,342 4,016 4,978: 8,321 9,984 Old : 138,867: 73,342 65,350 15,720 9,759 718 26,788 34,146 10,281 3,059 7,733 1,123: 7,836 9,757 Other: 19,959: 12,453 18,916 409 266 3 2,469 407 2 4,004 4 134: 485 227 : : : : : Changes in Commitments from: November 22, 2011 : : 3,824: 2,206 1,622 1,334 232 -395 453 3,037 -47 11 -603 409: -147 -431 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.0 53.1 10.1 6.2 0.5 17.1 20.5 7.8 2.1 2.5 3.1: 5.2 6.3 Old : 100.0: 52.8 47.1 11.3 7.0 0.5 19.3 24.6 7.4 2.2 5.6 0.8: 5.6 7.0 Other: 100.0: 62.4 94.8 2.0 1.3 0.0 12.4 2.0 0.0 20.1 0.0 0.7: 2.4 1.1 : : : : : Number of Traders in Each Category : All : 190: 34 35 16 6 7 32 51 22 19 18 14: Old : 190: 33 32 16 6 5 31 53 21 19 19 12: Other: 52: 21 17 5 . . 4 . . 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 : 28.9 26.6 46.0 41.8 26.3 19.5 35.6 28.1 Old : 30.2 25.5 48.0 40.3 29.3 21.8 41.7 32.6 Other: 50.7 76.1 70.4 89.2 41.7 74.9 58.3 81.4 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Disaggregated Commitments of Traders - Futures Only, November 29, 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 : 504,829: 137,398 228,053 127,156 72,721 20,302 96,960 42,135 29,670 22,553 26,027 14,706: 56,084 71,215 Old : 504,829: 137,398 228,053 127,156 72,721 20,302 96,960 42,135 29,670 22,553 26,027 14,706: 56,084 71,215 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2011 : : 1,127: 3,839 8,071 880 -13,989 951 -1,809 1,773 -312 -1,396 1,728 299: -1,325 2,606 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.2 45.2 25.2 14.4 4.0 19.2 8.3 5.9 4.5 5.2 2.9: 11.1 14.1 Old : 100.0: 27.2 45.2 25.2 14.4 4.0 19.2 8.3 5.9 4.5 5.2 2.9: 11.1 14.1 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 : 218: 53 58 20 12 19 38 16 26 28 37 40: Old : 218: 53 58 20 12 19 38 16 26 28 37 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 : 17.1 15.7 29.9 24.9 16.3 13.4 26.7 20.9 Old : 17.1 15.7 29.9 24.9 16.3 13.4 26.7 20.9 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, November 29, 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 : 99,583: 26,722 57,197 28,186 5,493 5,150 21,825 10,104 5,930 2,914 5,218 3,694: 5,162 6,797 Old : 91,815: 21,248 54,292 29,428 3,973 2,984 21,517 10,245 5,784 2,948 4,858 3,129: 4,777 6,550 Other: 7,768: 5,474 2,905 776 3,538 148 449 0 5 238 632 293: 385 247 : : : : : Changes in Commitments from: November 22, 2011 : : 2,088: -373 -124 -730 -197 269 1,925 1,003 45 27 -102 -150: 1,075 1,344 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.8 57.4 28.3 5.5 5.2 21.9 10.1 6.0 2.9 5.2 3.7: 5.2 6.8 Old : 100.0: 23.1 59.1 32.1 4.3 3.3 23.4 11.2 6.3 3.2 5.3 3.4: 5.2 7.1 Other: 100.0: 70.5 37.4 10.0 45.5 1.9 5.8 0.0 0.1 3.1 8.1 3.8: 5.0 3.2 : : : : : Number of Traders in Each Category : All : 289: 81 79 21 11 19 48 40 36 25 36 38: Old : 287: 77 79 20 11 17 47 42 34 28 36 37: Other: 87: 33 24 14 . . 5 0 . 9 11 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 18.0 30.4 26.8 16.3 13.1 27.9 20.4 Old : 18.4 17.9 31.6 26.9 17.2 14.3 30.2 22.1 Other: 61.9 71.5 70.8 83.3 61.5 71.1 69.0 80.9
Updated December 2, 2011