WHEAT - CHICAGO BOARD OF TRADE Code-001602 Disaggregated Commitments of Traders - Futures Only, December 6, 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 : 374,207: 36,479 118,096 167,018 14,404 11,574 60,644 96,517 30,703 19,401 31,206 18,643: 29,745 53,064 Old : 245,392: 23,227 86,629 111,227 13,801 1,656 49,499 79,321 10,232 22,753 14,530 5,060: 21,738 34,163 Other: 128,815: 13,252 31,467 57,664 2,476 8,045 22,089 28,140 9,527 3,725 23,753 6,506: 8,007 18,901 : : : : : Changes in Commitments from: November 29, 2011 : : 5,032: -8,193 -2,344 600 169 1,288 7,080 2,161 4,081 -72 414 2,547: -2,299 -3,284 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.7 31.6 44.6 3.8 3.1 16.2 25.8 8.2 5.2 8.3 5.0: 7.9 14.2 Old : 100.0: 9.5 35.3 45.3 5.6 0.7 20.2 32.3 4.2 9.3 5.9 2.1: 8.9 13.9 Other: 100.0: 10.3 24.4 44.8 1.9 6.2 17.1 21.8 7.4 2.9 18.4 5.1: 6.2 14.7 : : : : : Number of Traders in Each Category : All : 377: 50 86 19 6 20 46 82 55 55 62 56: Old : 354: 38 76 18 7 7 48 75 34 64 46 27: Other: 236: 31 71 15 7 16 25 28 16 19 55 26: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 25.8 11.6 39.9 18.3 25.1 11.0 39.1 16.7 Old : 27.6 15.7 40.7 24.7 27.6 15.4 40.7 24.4 Other: 33.2 14.0 50.2 22.8 30.9 9.0 47.8 16.7 WHEAT - KANSAS CITY BOARD OF TRADE Code-001612 Disaggregated Commitments of Traders - Futures Only, December 6, 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 : 136,635: 29,360 65,013 23,556 0 1,581 30,251 21,788 17,206 14,403 3,711 3,775: 16,503 23,561 Old : 86,712: 16,570 39,767 17,270 31 846 27,885 20,866 3,994 6,617 2,968 2,000: 11,530 16,240 Other: 49,923: 12,790 25,246 6,319 2 702 14,475 13,031 1,103 9,350 2,307 211: 4,973 7,321 : : : : : Changes in Commitments from: November 29, 2011 : : 1,866: -1,204 359 212 0 -249 -621 384 2,552 2,626 -300 -860: -590 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.5 47.6 17.2 0.0 1.2 22.1 15.9 12.6 10.5 2.7 2.8: 12.1 17.2 Old : 100.0: 19.1 45.9 19.9 0.0 1.0 32.2 24.1 4.6 7.6 3.4 2.3: 13.3 18.7 Other: 100.0: 25.6 50.6 12.7 0.0 1.4 29.0 26.1 2.2 18.7 4.6 0.4: 10.0 14.7 : : : : : Number of Traders in Each Category : All : 162: 39 46 16 0 10 28 19 18 21 11 16: Old : 147: 30 45 15 . . 25 20 9 19 6 5: Other: 115: 25 34 14 . 8 13 9 4 13 14 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 : 12.4 28.0 23.6 38.1 12.0 27.1 21.9 36.9 Old : 18.5 23.0 31.6 37.6 17.9 22.9 30.8 37.4 Other: 23.0 43.1 39.0 55.9 22.5 40.8 38.4 53.7 WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626 Disaggregated Commitments of Traders - Futures Only, December 6, 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 : 41,369: 12,826 24,846 277 23 340 11,349 923 406 3,352 775 1,991: 10,828 12,065 Old : 34,236: 9,730 21,516 568 42 30 10,454 923 205 2,625 574 1,741: 8,883 9,205 Other: 7,133: 3,096 3,330 19 291 0 1,096 201 0 741 215 236: 1,945 2,860 : : : : : Changes in Commitments from: November 29, 2011 : : -359: 605 -605 -135 -25 -3 -150 -110 -147 425 452 197: -1,151 -118 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.0 60.1 0.7 0.1 0.8 27.4 2.2 1.0 8.1 1.9 4.8: 26.2 29.2 Old : 100.0: 28.4 62.8 1.7 0.1 0.1 30.5 2.7 0.6 7.7 1.7 5.1: 25.9 26.9 Other: 100.0: 43.4 46.7 0.3 4.1 0.0 15.4 2.8 0.0 10.4 3.0 3.3: 27.3 40.1 : : : : : Number of Traders in Each Category : All : 48: 19 14 . . . 7 . 4 8 . 7: Old : 48: 18 14 . . . 8 . . 8 . 7: 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 : 32.2 47.2 47.1 56.3 32.2 45.7 45.0 52.2 Old : 34.7 49.6 49.9 58.7 34.7 47.3 47.3 54.0 Other: 38.5 41.3 61.8 53.8 38.5 41.1 61.8 52.3 CORN - CHICAGO BOARD OF TRADE Code-002602 Disaggregated Commitments of Traders - Futures Only, December 6, 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 : 1,146,906: 255,246 570,600 286,047 28,034 45,666 221,267 93,587 92,305 72,880 54,502 41,329: 132,166 220,883 Old : 909,821: 173,726 473,829 247,256 14,010 25,498 213,135 92,755 41,961 66,283 53,383 26,286: 115,676 182,099 Other: 237,085: 81,520 96,771 49,612 24,845 9,347 51,637 44,337 6,839 16,478 11,000 5,162: 16,490 38,784 : : : : : Changes in Commitments from: November 29, 2011 : : -10,036: -20,947 -46,569 -5,266 -1,150 1,042 2,226 20,222 10,201 212 466 -1,061: 3,557 6,813 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.3 49.8 24.9 2.4 4.0 19.3 8.2 8.0 6.4 4.8 3.6: 11.5 19.3 Old : 100.0: 19.1 52.1 27.2 1.5 2.8 23.4 10.2 4.6 7.3 5.9 2.9: 12.7 20.0 Other: 100.0: 34.4 40.8 20.9 10.5 3.9 21.8 18.7 2.9 7.0 4.6 2.2: 7.0 16.4 : : : : : Number of Traders in Each Category : All : 680: 171 284 18 7 20 75 53 75 86 90 91: Old : 668: 165 276 20 5 16 76 52 52 85 92 74: Other: 441: 59 217 15 7 12 27 28 8 42 60 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 : 17.0 11.4 26.3 17.3 14.5 9.4 22.2 14.5 Old : 16.7 11.2 26.5 17.2 16.3 11.2 25.7 16.8 Other: 31.1 24.5 45.3 33.5 22.9 14.4 34.1 22.1 OATS - CHICAGO BOARD OF TRADE Code-004603 Disaggregated Commitments of Traders - Futures Only, December 6, 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 : 12,946: 6,172 8,701 1,966 0 0 2,202 2,296 0 793 198 17: 1,796 1,734 Old : 12,687: 6,060 8,494 1,966 0 0 2,202 2,296 0 771 204 0: 1,688 1,693 Other: 259: 112 207 0 0 0 0 0 0 28 0 11: 108 41 : : : : : Changes in Commitments from: November 29, 2011 : : -1,108: -856 -568 78 0 0 105 -107 0 -134 6 -78: -223 -361 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.7 67.2 15.2 0.0 0.0 17.0 17.7 0.0 6.1 1.5 0.1: 13.9 13.4 Old : 100.0: 47.8 67.0 15.5 0.0 0.0 17.4 18.1 0.0 6.1 1.6 0.0: 13.3 13.3 Other: 100.0: 43.2 79.9 0.0 0.0 0.0 0.0 0.0 0.0 10.8 0.0 4.2: 41.7 15.8 : : : : : Number of Traders in Each Category : All : 41: 11 7 4 0 0 7 9 0 5 4 .: Old : 41: 10 5 4 0 0 7 9 0 5 4 0: 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 : 41.1 72.5 60.8 80.1 40.7 70.8 60.2 78.4 Old : 41.7 73.5 61.5 81.2 41.7 72.3 61.5 80.0 Other: 49.8 78.4 58.3 84.2 40.5 70.7 44.8 70.7 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 Disaggregated Commitments of Traders - Futures Only, December 6, 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 : 18,114: 6,279 8,092 2,275 337 8 1,569 3,012 225 2,210 1,981 2,140: 3,408 2,319 Old : 17,927: 6,200 7,928 2,275 337 8 1,557 3,014 223 2,220 1,981 2,127: 3,317 2,309 Other: 187: 79 164 0 0 0 14 0 0 0 10 3: 91 10 : : : : : Changes in Commitments from: November 29, 2011 : : -115: -103 -382 32 143 -30 193 140 173 21 -189 -143: -258 173 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.7 44.7 12.6 1.9 0.0 8.7 16.6 1.2 12.2 10.9 11.8: 18.8 12.8 Old : 100.0: 34.6 44.2 12.7 1.9 0.0 8.7 16.8 1.2 12.4 11.1 11.9: 18.5 12.9 Other: 100.0: 42.2 87.7 0.0 0.0 0.0 7.5 0.0 0.0 0.0 5.3 1.6: 48.7 5.3 : : : : : Number of Traders in Each Category : All : 86: 15 13 7 . . 8 11 . 19 12 17: Old : 86: 14 13 7 . . 7 12 . 19 12 17: Other: 11: . 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 : 26.5 32.0 38.8 44.6 26.4 27.4 38.2 39.6 Old : 26.7 31.7 39.2 44.4 26.7 27.5 38.6 39.7 Other: 50.3 84.0 51.3 94.7 49.7 84.0 49.7 93.0 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 Disaggregated Commitments of Traders - Futures Only, December 6, 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 : 261,218: 27,176 134,430 67,890 2,566 7,191 79,148 8,081 18,888 8,180 26,436 21,266: 31,479 42,360 Old : 257,382: 26,047 131,881 67,873 2,555 7,191 78,733 8,051 18,888 8,012 26,550 20,654: 29,984 41,612 Other: 3,836: 1,129 2,549 17 11 0 415 30 0 757 475 23: 1,495 748 : : : : : Changes in Commitments from: November 29, 2011 : : -3,013: -1,924 2,219 -2,242 -49 867 2,645 -1,911 578 -969 -2,737 -1,466: -502 -514 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.4 51.5 26.0 1.0 2.8 30.3 3.1 7.2 3.1 10.1 8.1: 12.1 16.2 Old : 100.0: 10.1 51.2 26.4 1.0 2.8 30.6 3.1 7.3 3.1 10.3 8.0: 11.6 16.2 Other: 100.0: 29.4 66.4 0.4 0.3 0.0 10.8 0.8 0.0 19.7 12.4 0.6: 39.0 19.5 : : : : : Number of Traders in Each Category : All : 300: 37 78 18 . 9 81 22 53 31 37 50: Old : 300: 36 78 18 . 9 81 22 53 29 41 49: Other: 49: 10 20 . . 0 . . 0 11 6 5: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 16.4 20.2 28.4 28.2 16.3 18.8 26.8 25.9 Old : 16.7 20.3 28.8 28.3 16.5 18.9 27.2 26.0 Other: 30.8 41.1 44.9 60.0 30.8 41.1 44.7 60.0 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Disaggregated Commitments of Traders - Futures Only, December 6, 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 : 319,039: 36,331 160,501 99,818 4,303 5,754 97,738 24,632 25,991 12,963 29,374 12,665: 27,779 55,819 Old : 319,039: 36,331 160,501 99,818 4,303 5,754 97,738 24,632 25,991 12,963 29,374 12,665: 27,779 55,819 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 29, 2011 : : 2,115: 1,532 2,576 2,059 -131 469 -1,067 -659 3,309 -470 97 -4,392: 675 846 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.4 50.3 31.3 1.3 1.8 30.6 7.7 8.1 4.1 9.2 4.0: 8.7 17.5 Old : 100.0: 11.4 50.3 31.3 1.3 1.8 30.6 7.7 8.1 4.1 9.2 4.0: 8.7 17.5 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 : 383: 67 149 16 6 8 85 33 55 39 39 48: Old : 383: 67 149 16 6 8 85 33 55 39 39 48: 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 : 19.4 14.0 33.3 21.1 18.9 13.2 31.9 19.7 Old : 19.4 14.0 33.3 21.1 18.9 13.2 31.9 19.7 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, December 6, 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 : 31,152: 1,808 4,905 4,478 189 1,586 10,704 1,777 1,914 1,972 2,436 2,745: 5,945 15,600 Old : 31,152: 1,808 4,905 4,478 189 1,586 10,704 1,777 1,914 1,972 2,436 2,745: 5,945 15,600 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 29, 2011 : : -608: -14 -267 35 -78 768 -686 -188 517 -396 -285 -926: 94 -149 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.8 15.7 14.4 0.6 5.1 34.4 5.7 6.1 6.3 7.8 8.8: 19.1 50.1 Old : 100.0: 5.8 15.7 14.4 0.6 5.1 34.4 5.7 6.1 6.3 7.8 8.8: 19.1 50.1 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 : 134: 19 29 12 . 9 26 13 17 14 16 20: Old : 134: 19 29 12 . 9 26 13 17 14 16 20: 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 : 17.5 8.3 30.1 14.7 16.8 7.1 27.6 12.0 Old : 17.5 8.3 30.1 14.7 16.8 7.1 27.6 12.0 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, December 6, 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 : 3,036: 2,437 2,335 0 0 0 0 0 0 0 149 5: 594 547 Old : 3,036: 2,437 2,335 0 0 0 0 0 0 0 149 5: 594 547 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 29, 2011 : : -436: -277 -249 0 0 0 0 0 0 -145 -69 2: -16 -120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.3 76.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 4.9 0.2: 19.6 18.0 Old : 100.0: 80.3 76.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 4.9 0.2: 19.6 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 : 20: 11 11 0 0 0 0 0 0 0 . .: Old : 20: 11 11 0 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 : 58.5 60.2 76.7 76.7 52.9 59.7 71.1 73.4 Old : 58.5 60.2 76.7 76.7 52.9 59.7 71.1 73.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 Disaggregated Commitments of Traders - Futures Only, December 6, 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 : 32,089: 19,400 14,804 0 1,671 0 2,888 103 26 4,599 9,221 976: 4,200 5,288 Old : 32,089: 19,400 14,804 0 1,671 0 2,888 103 26 4,599 9,221 976: 4,200 5,288 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 29, 2011 : : -3,580: -2,014 -3,053 0 -168 0 277 40 9 -1,193 1,089 -317: -342 -1,180 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.5 46.1 0.0 5.2 0.0 9.0 0.3 0.1 14.3 28.7 3.0: 13.1 16.5 Old : 100.0: 60.5 46.1 0.0 5.2 0.0 9.0 0.3 0.1 14.3 28.7 3.0: 13.1 16.5 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 : 80: 29 26 0 . 0 7 . . 8 17 9: Old : 80: 29 26 0 . 0 7 . . 8 17 9: 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 : 46.7 31.1 60.9 49.7 44.7 31.1 58.8 48.8 Old : 46.7 31.1 60.9 49.7 44.7 31.1 58.8 48.8 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, December 6, 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 : 541,370: 153,357 245,409 133,498 13,607 19,111 64,914 70,569 45,423 45,014 30,773 31,204: 48,849 85,274 Old : 473,006: 134,601 215,777 127,689 8,901 9,292 56,038 78,335 31,331 45,121 31,572 25,571: 43,363 72,227 Other: 68,364: 18,756 29,632 10,399 9,296 5,229 21,864 5,222 1,104 4,629 3,937 897: 5,486 13,047 : : : : : Changes in Commitments from: November 29, 2011 : : 18,629: 12,835 10,371 710 -251 50 -2,660 499 -556 2,678 1,996 6,146: -574 374 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.3 45.3 24.7 2.5 3.5 12.0 13.0 8.4 8.3 5.7 5.8: 9.0 15.8 Old : 100.0: 28.5 45.6 27.0 1.9 2.0 11.8 16.6 6.6 9.5 6.7 5.4: 9.2 15.3 Other: 100.0: 27.4 43.3 15.2 13.6 7.6 32.0 7.6 1.6 6.8 5.8 1.3: 8.0 19.1 : : : : : Number of Traders in Each Category : All : 460: 87 119 17 5 15 44 75 54 75 69 105: Old : 456: 87 114 18 . 10 43 78 46 84 72 91: Other: 231: 24 81 13 8 6 20 11 7 30 49 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 : 14.8 18.1 26.0 25.8 13.4 13.6 21.1 20.0 Old : 16.4 19.1 28.6 26.6 16.3 16.1 25.6 22.6 Other: 42.3 30.0 59.0 48.4 32.7 27.0 46.7 41.4 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 Disaggregated Commitments of Traders - Futures Only, December 6, 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 : 315,566: 101,496 155,146 81,687 1,755 9,929 48,241 62,453 14,017 14,195 17,308 20,778: 25,223 34,180 Old : 293,963: 92,183 140,344 79,252 529 9,796 46,553 62,859 12,950 15,171 18,918 15,827: 22,231 32,740 Other: 21,603: 9,313 14,802 2,436 1,227 132 2,750 656 5 1,903 1,269 2,072: 2,992 1,440 : : : : : Changes in Commitments from: November 29, 2011 : : -4,825: -1,194 640 -1,428 201 4,814 5,351 1,350 1,350 -3,137 -3,212 -6,578: -4,003 -3,390 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.2 49.2 25.9 0.6 3.1 15.3 19.8 4.4 4.5 5.5 6.6: 8.0 10.8 Old : 100.0: 31.4 47.7 27.0 0.2 3.3 15.8 21.4 4.4 5.2 6.4 5.4: 7.6 11.1 Other: 100.0: 43.1 68.5 11.3 5.7 0.6 12.7 3.0 0.0 8.8 5.9 9.6: 13.8 6.7 : : : : : Number of Traders in Each Category : All : 245: 47 49 17 . 12 38 47 30 24 31 42: Old : 242: 45 49 17 . 11 36 48 28 29 34 40: Other: 68: 21 14 9 4 . 5 . . 13 10 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 : 15.9 23.1 26.7 34.4 14.6 18.9 23.7 27.5 Old : 16.8 22.5 27.1 33.3 16.0 18.5 25.4 27.0 Other: 31.3 47.8 47.6 67.3 22.2 40.9 37.0 54.7 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 Disaggregated Commitments of Traders - Futures Only, December 6, 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 : 207,046: 97,348 80,658 16,029 973 5,004 24,911 49,848 11,827 5,109 11,191 14,684: 32,134 32,861 Old : 183,011: 86,872 68,606 14,968 187 4,868 24,372 49,823 9,869 5,078 11,425 7,989: 28,995 30,244 Other: 24,035: 10,476 12,052 1,185 910 12 2,496 1,982 1 1,182 917 5,544: 3,139 2,617 : : : : : Changes in Commitments from: November 29, 2011 : : -2,315: 1,399 -3,525 -1,847 60 2,517 -599 3,843 839 -1,313 -1,203 -1,550: -1,761 -3,296 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.0 39.0 7.7 0.5 2.4 12.0 24.1 5.7 2.5 5.4 7.1: 15.5 15.9 Old : 100.0: 47.5 37.5 8.2 0.1 2.7 13.3 27.2 5.4 2.8 6.2 4.4: 15.8 16.5 Other: 100.0: 43.6 50.1 4.9 3.8 0.0 10.4 8.2 0.0 4.9 3.8 23.1: 13.1 10.9 : : : : : Number of Traders in Each Category : All : 194: 55 51 12 . 11 23 44 19 14 16 28: Old : 193: 54 51 11 . 11 23 44 16 17 20 26: Other: 71: 28 15 6 . . . 5 . 13 7 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 : 22.7 19.1 31.9 28.8 18.2 16.2 24.2 23.5 Old : 23.8 19.0 32.8 28.5 19.6 16.6 26.0 24.8 Other: 42.6 40.8 58.7 54.8 37.7 32.9 46.9 43.2 COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Disaggregated Commitments of Traders - Futures Only, December 6, 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 : 139,821: 25,820 66,701 43,522 10,933 4,400 35,916 21,507 6,770 11,368 9,962 2,310: 9,715 17,238 Old : 130,785: 23,094 59,206 40,640 10,876 4,262 34,700 21,672 6,414 11,156 10,012 1,689: 8,830 16,654 Other: 9,036: 2,726 7,495 2,932 107 88 1,572 191 0 727 465 106: 885 584 : : : : : Changes in Commitments from: November 29, 2011 : : 1,607: -3,669 618 -535 709 141 2,958 574 675 1,584 967 49: 404 -2,126 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.5 47.7 31.1 7.8 3.1 25.7 15.4 4.8 8.1 7.1 1.7: 6.9 12.3 Old : 100.0: 17.7 45.3 31.1 8.3 3.3 26.5 16.6 4.9 8.5 7.7 1.3: 6.8 12.7 Other: 100.0: 30.2 82.9 32.4 1.2 1.0 17.4 2.1 0.0 8.0 5.1 1.2: 9.8 6.5 : : : : : Number of Traders in Each Category : All : 231: 24 41 19 13 18 45 41 27 28 38 19: Old : 231: 23 39 19 13 14 45 42 23 29 37 18: Other: 73: 9 24 13 4 4 7 . 0 9 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 : 22.0 15.4 34.0 25.9 22.0 12.9 31.6 21.4 Old : 23.1 15.8 35.1 25.9 23.1 13.6 33.4 22.4 Other: 46.8 60.5 64.4 71.9 45.7 57.4 63.2 68.1 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Disaggregated Commitments of Traders - Futures Only, December 6, 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 : 29,261: 6,099 22,574 3,033 562 97 14,474 680 165 457 2,882 1,264: 3,672 1,037 Old : 29,252: 6,096 22,565 3,033 562 97 14,474 680 165 457 2,882 1,264: 3,666 1,037 Other: 9: 3 9 0 0 0 0 0 0 0 0 0: 6 0 : : : : : Changes in Commitments from: November 29, 2011 : : 1,006: 856 665 -80 160 -24 370 38 -59 -176 146 63: 56 17 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.8 77.1 10.4 1.9 0.3 49.5 2.3 0.6 1.6 9.8 4.3: 12.5 3.5 Old : 100.0: 20.8 77.1 10.4 1.9 0.3 49.5 2.3 0.6 1.6 9.9 4.3: 12.5 3.5 Other: 100.0: 33.3 100.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 66.7 0.0 : : : : : Number of Traders in Each Category : All : 100: 16 16 7 . . 40 . . 8 13 14: Old : 100: 16 16 7 . . 40 . . 8 13 14: Other: .: . . 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 : 24.4 66.7 34.5 78.4 24.4 63.8 34.2 75.2 Old : 24.4 66.7 34.5 78.4 24.4 63.8 34.2 75.2 Other: 33.3 100.0 33.3 100.0 33.3 100.0 33.3 100.0 COCOA - ICE FUTURES U.S. Code-073732 Disaggregated Commitments of Traders - Futures Only, December 6, 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 : 163,752: 86,291 84,338 16,035 10,039 1,349 28,226 35,433 13,399 3,911 4,525 5,270: 9,271 9,399 Old : 143,062: 73,637 64,734 15,705 9,916 1,203 27,798 37,294 11,129 3,527 8,236 1,381: 8,682 9,169 Other: 20,690: 12,654 19,604 473 266 3 2,696 407 2 4,105 10 168: 589 230 : : : : : Changes in Commitments from: November 29, 2011 : : 4,926: 496 72 49 157 485 999 2,910 1,086 569 509 292: 950 -585 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.7 51.5 9.8 6.1 0.8 17.2 21.6 8.2 2.4 2.8 3.2: 5.7 5.7 Old : 100.0: 51.5 45.2 11.0 6.9 0.8 19.4 26.1 7.8 2.5 5.8 1.0: 6.1 6.4 Other: 100.0: 61.2 94.8 2.3 1.3 0.0 13.0 2.0 0.0 19.8 0.0 0.8: 2.8 1.1 : : : : : Number of Traders in Each Category : All : 188: 34 36 14 7 9 31 53 20 17 19 14: Old : 188: 33 34 14 7 7 29 55 19 16 20 12: Other: 53: 21 18 5 . . 5 . . 9 . .: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 28.8 26.8 45.0 41.5 26.0 19.6 34.9 27.5 Old : 30.2 25.8 46.7 39.8 29.4 21.9 40.8 31.7 Other: 49.8 75.5 68.7 88.6 41.0 74.3 56.6 81.0 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Disaggregated Commitments of Traders - Futures Only, December 6, 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 : 517,967: 139,556 234,111 125,948 72,568 21,521 101,569 45,505 33,523 23,137 24,417 14,637: 58,076 71,685 Old : 517,967: 139,556 234,111 125,948 72,568 21,521 101,569 45,505 33,523 23,137 24,417 14,637: 58,076 71,685 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 29, 2011 : : 13,138: 2,158 6,058 -1,208 -153 1,219 4,609 3,370 3,853 584 -1,610 -69: 1,992 470 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.9 45.2 24.3 14.0 4.2 19.6 8.8 6.5 4.5 4.7 2.8: 11.2 13.8 Old : 100.0: 26.9 45.2 24.3 14.0 4.2 19.6 8.8 6.5 4.5 4.7 2.8: 11.2 13.8 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 : 219: 52 58 19 13 21 39 18 27 26 38 39: Old : 219: 52 58 19 13 21 39 18 27 26 38 39: 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 : 16.9 15.7 29.4 25.1 16.1 13.5 25.9 21.5 Old : 16.9 15.7 29.4 25.1 16.1 13.5 25.9 21.5 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, December 6, 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 : 100,602: 23,749 55,772 27,520 5,550 4,913 23,879 10,663 7,521 3,225 5,419 4,145: 5,650 6,619 Old : 92,805: 18,234 52,760 28,748 4,043 2,790 23,511 10,783 7,396 3,206 4,999 3,579: 5,341 6,455 Other: 7,797: 5,515 3,012 805 3,540 90 488 0 5 234 635 351: 309 164 : : : : : Changes in Commitments from: November 29, 2011 : : 1,019: -2,973 -1,425 -666 57 -237 2,054 559 1,591 311 201 451: 488 -178 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.6 55.4 27.4 5.5 4.9 23.7 10.6 7.5 3.2 5.4 4.1: 5.6 6.6 Old : 100.0: 19.6 56.9 31.0 4.4 3.0 25.3 11.6 8.0 3.5 5.4 3.9: 5.8 7.0 Other: 100.0: 70.7 38.6 10.3 45.4 1.2 6.3 0.0 0.1 3.0 8.1 4.5: 4.0 2.1 : : : : : Number of Traders in Each Category : All : 292: 87 84 19 12 18 52 36 38 26 37 41: Old : 292: 82 83 18 13 16 51 38 36 28 36 41: Other: 90: 33 26 14 . . 5 0 . 10 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 : 17.2 17.4 30.0 25.8 16.0 12.7 27.4 19.9 Old : 18.2 17.2 31.2 25.8 16.9 13.6 29.2 21.4 Other: 61.6 71.9 70.3 84.0 61.2 71.6 68.6 81.5
Updated December 9, 2011