WHEAT - CHICAGO BOARD OF TRADE Code-001602 Disaggregated Commitments of Traders - Futures Only, December 20, 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 : 379,635: 33,771 110,633 169,506 16,380 14,928 59,390 98,402 32,102 16,934 31,623 20,253: 32,751 55,314 Old : 245,700: 22,347 77,173 109,050 14,884 3,662 46,895 81,522 13,169 21,258 15,831 5,555: 23,764 33,904 Other: 133,935: 11,424 33,460 61,617 2,657 10,105 22,298 26,683 9,130 2,969 23,085 7,405: 8,987 21,410 : : : : : Changes in Commitments from: December 13, 2011 : : 4,119: -1,191 -1,999 1,547 1,373 1,613 1,206 -36 1,089 -3,462 -610 1,624: 1,693 1,065 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.9 29.1 44.6 4.3 3.9 15.6 25.9 8.5 4.5 8.3 5.3: 8.6 14.6 Old : 100.0: 9.1 31.4 44.4 6.1 1.5 19.1 33.2 5.4 8.7 6.4 2.3: 9.7 13.8 Other: 100.0: 8.5 25.0 46.0 2.0 7.5 16.6 19.9 6.8 2.2 17.2 5.5: 6.7 16.0 : : : : : Number of Traders in Each Category : All : 382: 54 79 19 6 20 46 83 56 55 69 64: Old : 364: 39 68 18 7 8 51 75 34 65 57 33: Other: 237: 32 66 15 7 15 25 29 15 18 61 30: :------------------------------------------------------------------------------------------------------------------------------------------------------- : 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 : 26.0 11.5 40.0 18.4 25.0 10.2 38.3 15.8 Old : 28.3 15.6 39.8 24.0 28.3 14.1 39.3 22.3 Other: 33.9 12.8 51.2 21.5 30.6 8.9 47.9 16.3 WHEAT - KANSAS CITY BOARD OF TRADE Code-001612 Disaggregated Commitments of Traders - Futures Only, December 20, 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 : 137,492: 29,689 64,141 24,414 0 2,679 27,423 20,785 19,659 12,960 2,994 3,350: 17,318 23,884 Old : 84,631: 14,572 38,672 18,116 0 1,175 27,975 21,336 3,373 6,444 2,196 1,475: 11,501 16,404 Other: 52,861: 15,117 25,469 6,300 2 1,502 14,159 14,160 1,575 8,153 2,435 238: 5,817 7,480 : : : : : Changes in Commitments from: December 13, 2011 : : -292: 1,588 165 801 0 22 -3,368 -1,128 920 -226 -315 -485: 456 529 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.6 46.7 17.8 0.0 1.9 19.9 15.1 14.3 9.4 2.2 2.4: 12.6 17.4 Old : 100.0: 17.2 45.7 21.4 0.0 1.4 33.1 25.2 4.0 7.6 2.6 1.7: 13.6 19.4 Other: 100.0: 28.6 48.2 11.9 0.0 2.8 26.8 26.8 3.0 15.4 4.6 0.5: 11.0 14.2 : : : : : Number of Traders in Each Category : All : 158: 40 47 16 0 9 27 17 19 20 9 16: Old : 144: 30 43 16 0 . 26 18 9 19 4 9: Other: 114: 27 36 14 . 7 12 10 4 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 : 12.5 28.0 23.0 38.2 12.2 26.5 21.4 36.0 Old : 18.9 24.3 32.1 39.1 18.5 23.5 31.3 37.9 Other: 22.3 41.5 37.3 54.5 21.8 39.4 36.7 52.4 WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626 Disaggregated Commitments of Traders - Futures Only, December 20, 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 : 39,723: 13,386 24,087 269 102 324 11,203 1,450 258 3,179 713 2,378: 8,726 10,411 Old : 32,017: 9,565 20,126 560 121 14 10,722 1,250 258 2,373 731 1,830: 6,695 7,687 Other: 7,706: 3,821 3,961 19 291 0 481 200 0 1,039 215 315: 2,031 2,724 : : : : : Changes in Commitments from: December 13, 2011 : : -461: -195 -999 -8 0 0 58 550 52 18 7 229: -615 -300 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.7 60.6 0.7 0.3 0.8 28.2 3.7 0.6 8.0 1.8 6.0: 22.0 26.2 Old : 100.0: 29.9 62.9 1.7 0.4 0.0 33.5 3.9 0.8 7.4 2.3 5.7: 20.9 24.0 Other: 100.0: 49.6 51.4 0.2 3.8 0.0 6.2 2.6 0.0 13.5 2.8 4.1: 26.4 35.3 : : : : : Number of Traders in Each Category : All : 49: 18 15 . . . 7 . . 7 . 7: Old : 49: 18 15 . . . 7 . . 7 . 7: Other: 31: 8 12 . . 0 . . 0 4 . .: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.3 45.2 51.0 55.0 34.1 42.2 46.0 49.3 Old : 39.8 47.6 55.5 57.9 39.8 44.1 51.7 52.7 Other: 40.7 41.2 60.5 53.9 40.7 41.2 59.7 53.9 CORN - CHICAGO BOARD OF TRADE Code-002602 Disaggregated Commitments of Traders - Futures Only, December 20, 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 : 1,165,319: 246,921 549,362 294,644 28,690 47,089 217,383 101,705 105,810 72,940 54,341 47,952: 132,580 230,370 Old : 916,965: 161,701 452,940 251,509 8,993 32,650 210,155 104,503 48,529 69,039 53,324 29,878: 113,504 186,148 Other: 248,354: 85,220 96,422 48,471 25,033 9,103 57,914 47,888 6,595 17,091 14,207 4,884: 19,076 44,222 : : : : : Changes in Commitments from: December 13, 2011 : : -836: -12,491 -11,806 7,329 -514 -2,699 -9,445 -547 9,964 -198 -1,415 3,883: 2,821 2,298 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.2 47.1 25.3 2.5 4.0 18.7 8.7 9.1 6.3 4.7 4.1: 11.4 19.8 Old : 100.0: 17.6 49.4 27.4 1.0 3.6 22.9 11.4 5.3 7.5 5.8 3.3: 12.4 20.3 Other: 100.0: 34.3 38.8 19.5 10.1 3.7 23.3 19.3 2.7 6.9 5.7 2.0: 7.7 17.8 : : : : : Number of Traders in Each Category : All : 681: 170 274 20 6 20 70 58 75 89 98 97: Old : 667: 160 266 21 5 15 69 58 54 90 96 78: Other: 445: 62 216 16 7 12 27 28 10 40 69 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 10.5 24.9 16.4 14.3 9.1 21.5 14.2 Old : 16.4 11.4 25.6 17.4 16.2 11.4 24.9 17.2 Other: 29.5 22.1 42.8 31.7 22.0 13.8 32.5 22.2 OATS - CHICAGO BOARD OF TRADE Code-004603 Disaggregated Commitments of Traders - Futures Only, December 20, 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 : 12,808: 6,268 8,828 1,944 0 0 2,010 1,897 0 635 216 55: 1,896 1,812 Old : 12,533: 6,153 8,606 1,944 0 0 2,010 1,897 0 613 219 39: 1,774 1,772 Other: 275: 115 222 0 0 0 0 0 0 27 2 11: 122 40 : : : : : Changes in Commitments from: December 13, 2011 : : 7: 220 83 -26 0 0 -186 -94 0 0 14 7: -8 -3 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.9 68.9 15.2 0.0 0.0 15.7 14.8 0.0 5.0 1.7 0.4: 14.8 14.1 Old : 100.0: 49.1 68.7 15.5 0.0 0.0 16.0 15.1 0.0 4.9 1.7 0.3: 14.2 14.1 Other: 100.0: 41.8 80.7 0.0 0.0 0.0 0.0 0.0 0.0 9.8 0.7 4.0: 44.4 14.5 : : : : : Number of Traders in Each Category : All : 38: 12 7 4 0 0 7 6 0 . 5 4: Old : 38: 11 4 4 0 0 7 6 0 . 5 .: Other: 13: 5 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 : 41.8 75.1 59.3 81.5 41.4 73.6 58.8 80.0 Old : 42.5 76.3 60.1 82.8 42.5 75.2 60.1 81.7 Other: 48.0 77.5 55.6 85.5 38.2 69.1 41.8 71.6 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 Disaggregated Commitments of Traders - Futures Only, December 20, 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 : 17,300: 6,148 7,010 2,198 306 47 1,582 3,475 265 2,218 1,963 1,772: 3,070 2,462 Old : 17,117: 6,069 6,846 2,198 306 47 1,566 3,477 263 2,220 1,963 1,767: 2,987 2,448 Other: 183: 79 164 0 0 0 18 0 0 0 2 3: 83 14 : : : : : Changes in Commitments from: December 13, 2011 : : -485: -73 -414 -57 -31 -3 99 282 40 -142 9 -168: -181 -200 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.5 40.5 12.7 1.8 0.3 9.1 20.1 1.5 12.8 11.3 10.2: 17.7 14.2 Old : 100.0: 35.5 40.0 12.8 1.8 0.3 9.1 20.3 1.5 13.0 11.5 10.3: 17.5 14.3 Other: 100.0: 43.2 89.6 0.0 0.0 0.0 9.8 0.0 0.0 0.0 1.1 1.6: 45.4 7.7 : : : : : Number of Traders in Each Category : All : 84: 13 13 7 . . 8 13 . 18 11 14: Old : 84: 12 13 7 . . 7 14 . 18 11 14: 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 : 27.8 29.7 40.0 42.9 27.8 25.2 39.9 37.9 Old : 28.1 29.4 40.4 42.7 28.1 25.2 40.3 38.1 Other: 52.5 85.8 54.6 92.3 52.5 85.8 53.0 90.7 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 Disaggregated Commitments of Traders - Futures Only, December 20, 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 : 236,595: 26,580 114,140 66,951 1,595 6,294 63,691 19,354 17,960 9,164 19,424 20,139: 25,816 37,689 Old : 232,320: 26,112 111,665 66,661 1,635 6,250 63,276 19,701 17,556 8,889 19,443 19,319: 24,257 36,751 Other: 4,275: 468 2,475 330 0 4 819 57 0 1,044 750 51: 1,559 938 : : : : : Changes in Commitments from: December 13, 2011 : : -13,116: 2,636 -10,898 623 -1,030 479 -6,543 7,836 -1,568 -1,153 -3,332 -2,645: -4,945 -1,958 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.2 48.2 28.3 0.7 2.7 26.9 8.2 7.6 3.9 8.2 8.5: 10.9 15.9 Old : 100.0: 11.2 48.1 28.7 0.7 2.7 27.2 8.5 7.6 3.8 8.4 8.3: 10.4 15.8 Other: 100.0: 10.9 57.9 7.7 0.0 0.1 19.2 1.3 0.0 24.4 17.5 1.2: 36.5 21.9 : : : : : Number of Traders in Each Category : All : 268: 33 67 17 . 8 57 38 51 32 28 49: Old : 268: 32 67 17 . 8 57 40 51 30 32 48: Other: 53: 6 18 4 0 . 4 . 0 12 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 : 18.2 21.0 31.4 28.4 18.1 19.4 29.7 26.3 Old : 18.4 21.2 31.9 28.6 18.3 19.7 30.0 26.5 Other: 34.4 37.5 46.0 55.7 34.4 37.5 46.0 55.7 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Disaggregated Commitments of Traders - Futures Only, December 20, 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 : 310,904: 39,223 145,527 97,612 3,956 8,255 91,419 33,146 26,144 11,670 28,002 12,440: 24,141 53,434 Old : 310,904: 39,223 145,527 97,612 3,956 8,255 91,419 33,146 26,144 11,670 28,002 12,440: 24,141 53,434 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 13, 2011 : : -290: 2,863 -5,877 -1,292 -374 1,564 -1,283 2,977 498 -1,024 1,370 655: -2,271 -1,103 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.6 46.8 31.4 1.3 2.7 29.4 10.7 8.4 3.8 9.0 4.0: 7.8 17.2 Old : 100.0: 12.6 46.8 31.4 1.3 2.7 29.4 10.7 8.4 3.8 9.0 4.0: 7.8 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 : 357: 63 131 16 7 11 61 46 58 34 44 50: Old : 357: 63 131 16 7 11 61 46 58 34 44 50: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 20.9 13.8 35.4 21.0 20.7 13.0 34.2 19.6 Old : 20.9 13.8 35.4 21.0 20.7 13.0 34.2 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, December 20, 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 : 30,297: 2,599 4,870 4,143 218 985 11,036 2,069 1,491 1,832 2,455 2,553: 5,658 15,656 Old : 30,297: 2,599 4,870 4,143 218 985 11,036 2,069 1,491 1,832 2,455 2,553: 5,658 15,656 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 13, 2011 : : 249: 640 235 -77 17 -160 229 138 42 34 134 -287: -172 130 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.6 16.1 13.7 0.7 3.3 36.4 6.8 4.9 6.0 8.1 8.4: 18.7 51.7 Old : 100.0: 8.6 16.1 13.7 0.7 3.3 36.4 6.8 4.9 6.0 8.1 8.4: 18.7 51.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 133: 17 27 12 . 7 26 12 16 13 16 21: Old : 133: 17 27 12 . 7 26 12 16 13 16 21: 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 : 16.7 8.2 29.9 14.2 16.4 7.9 28.2 13.2 Old : 16.7 8.2 29.9 14.2 16.4 7.9 28.2 13.2 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 20, 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 : 3,735: 3,154 2,960 0 0 0 0 0 0 0 163 17: 564 595 Old : 3,735: 3,154 2,960 0 0 0 0 0 0 0 163 17: 564 595 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 13, 2011 : : 179: 238 116 0 0 0 0 0 0 0 5 12: -71 46 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.4 79.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 4.4 0.5: 15.1 15.9 Old : 100.0: 84.4 79.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 4.4 0.5: 15.1 15.9 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 : 22: 12 11 0 0 0 0 0 0 0 . .: Old : 22: 12 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 : 55.5 62.4 78.9 79.3 54.4 62.0 72.3 74.6 Old : 55.5 62.4 78.9 79.3 54.4 62.0 72.3 74.6 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 20, 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 : 33,756: 19,950 16,294 0 1,750 0 2,772 0 21 5,248 8,950 1,006: 4,759 5,735 Old : 33,756: 19,950 16,294 0 1,750 0 2,772 0 21 5,248 8,950 1,006: 4,759 5,735 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 13, 2011 : : 348: -296 1,022 0 39 0 -100 -62 -58 128 -728 130: 544 5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.1 48.3 0.0 5.2 0.0 8.2 0.0 0.1 15.5 26.5 3.0: 14.1 17.0 Old : 100.0: 59.1 48.3 0.0 5.2 0.0 8.2 0.0 0.1 15.5 26.5 3.0: 14.1 17.0 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 : 78: 29 27 0 . 0 6 0 . 10 16 9: Old : 78: 29 27 0 . 0 6 0 . 10 16 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 : 45.8 32.7 59.7 50.0 43.7 32.7 57.6 48.1 Old : 45.8 32.7 59.7 50.0 43.7 32.7 57.6 48.1 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 20, 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 : 532,238: 130,769 247,445 131,347 8,467 23,797 65,952 61,255 49,205 46,027 26,819 39,605: 45,536 75,645 Old : 459,429: 111,269 216,689 128,738 7,104 10,678 55,934 68,926 34,895 46,330 27,456 31,988: 39,597 61,693 Other: 72,809: 19,500 30,756 10,361 9,115 5,367 22,808 5,119 1,520 5,599 5,265 1,715: 5,939 13,952 : : : : : Changes in Commitments from: December 13, 2011 : : -26,040: -17,786 -5,437 3,346 -522 -4,407 -2,601 -7,666 -4,038 -1,053 16 164: 335 -4,150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.6 46.5 24.7 1.6 4.5 12.4 11.5 9.2 8.6 5.0 7.4: 8.6 14.2 Old : 100.0: 24.2 47.2 28.0 1.5 2.3 12.2 15.0 7.6 10.1 6.0 7.0: 8.6 13.4 Other: 100.0: 26.8 42.2 14.2 12.5 7.4 31.3 7.0 2.1 7.7 7.2 2.4: 8.2 19.2 : : : : : Number of Traders in Each Category : All : 460: 89 125 17 5 17 44 67 61 92 52 112: Old : 456: 86 118 17 4 13 45 66 54 97 53 99: Other: 239: 27 89 12 9 8 21 12 10 29 48 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 : 14.7 16.6 24.5 24.9 13.4 13.5 21.3 19.4 Old : 16.6 17.7 26.9 25.7 15.6 15.3 25.1 22.7 Other: 41.2 30.3 56.9 47.5 33.1 28.2 46.1 38.5 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 Disaggregated Commitments of Traders - Futures Only, December 20, 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 : 303,836: 87,875 139,959 78,895 3,699 8,442 48,335 64,784 12,154 15,619 16,870 25,759: 26,757 32,169 Old : 278,840: 77,786 123,101 76,089 2,668 8,019 46,704 65,635 10,965 17,025 18,445 19,940: 22,312 30,067 Other: 24,996: 10,089 16,858 3,028 1,253 201 2,796 314 24 1,959 1,790 2,454: 4,445 2,102 : : : : : Changes in Commitments from: December 13, 2011 : : -11,032: -7,760 -9,710 -2,214 1,065 -2,816 -464 2,825 379 -797 -1,001 1,364: 1,276 -3,138 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.9 46.1 26.0 1.2 2.8 15.9 21.3 4.0 5.1 5.6 8.5: 8.8 10.6 Old : 100.0: 27.9 44.1 27.3 1.0 2.9 16.7 23.5 3.9 6.1 6.6 7.2: 8.0 10.8 Other: 100.0: 40.4 67.4 12.1 5.0 0.8 11.2 1.3 0.1 7.8 7.2 9.8: 17.8 8.4 : : : : : Number of Traders in Each Category : All : 249: 45 52 16 . 11 37 46 28 27 30 47: Old : 248: 45 52 16 . 11 36 47 25 29 37 46: Other: 74: 20 16 11 . 4 4 . . 15 12 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 : 15.1 18.5 25.7 29.1 12.7 14.4 20.7 22.5 Old : 16.1 17.2 26.5 27.4 14.2 14.2 22.9 22.2 Other: 30.8 44.5 46.1 67.1 23.6 40.6 37.0 55.2 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 Disaggregated Commitments of Traders - Futures Only, December 20, 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 : 204,488: 97,207 86,116 16,568 1,299 2,796 24,619 46,288 14,071 4,878 8,657 14,274: 30,075 30,987 Old : 177,582: 86,613 72,874 15,235 802 2,372 23,166 46,211 11,825 4,806 9,222 7,046: 26,519 27,230 Other: 26,906: 10,594 13,242 1,717 881 40 2,685 1,309 1,014 1,436 799 5,864: 3,556 3,757 : : : : : Changes in Commitments from: December 13, 2011 : : -8,654: -5,152 1,997 1,171 -257 -877 -1,030 -4,748 472 -512 -2,664 -742: -1,984 -1,835 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.5 42.1 8.1 0.6 1.4 12.0 22.6 6.9 2.4 4.2 7.0: 14.7 15.2 Old : 100.0: 48.8 41.0 8.6 0.5 1.3 13.0 26.0 6.7 2.7 5.2 4.0: 14.9 15.3 Other: 100.0: 39.4 49.2 6.4 3.3 0.1 10.0 4.9 3.8 5.3 3.0 21.8: 13.2 14.0 : : : : : Number of Traders in Each Category : All : 186: 57 52 11 4 9 21 42 21 12 13 26: Old : 186: 57 52 11 4 8 21 42 18 16 18 23: Other: 72: 27 14 6 . . . 5 . 16 6 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 : 22.1 21.7 31.6 31.5 16.8 15.1 22.9 21.6 Old : 23.0 21.9 32.3 31.0 18.4 15.6 24.7 22.8 Other: 38.3 38.1 55.5 52.3 34.7 29.9 43.0 38.8 COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Disaggregated Commitments of Traders - Futures Only, December 20, 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 : 150,186: 35,899 66,601 42,314 13,764 4,736 35,027 25,813 7,122 12,777 14,279 1,599: 10,712 16,272 Old : 140,553: 33,220 58,969 39,197 13,995 4,350 33,993 25,975 6,477 12,606 14,278 990: 9,720 15,519 Other: 9,633: 2,679 7,632 3,366 18 137 1,679 483 0 772 602 8: 992 753 : : : : : Changes in Commitments from: December 13, 2011 : : 740: -109 -2,090 -326 433 121 -280 1,162 320 1,084 2,525 -543: 473 -1,188 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.9 44.3 28.2 9.2 3.2 23.3 17.2 4.7 8.5 9.5 1.1: 7.1 10.8 Old : 100.0: 23.6 42.0 27.9 10.0 3.1 24.2 18.5 4.6 9.0 10.2 0.7: 6.9 11.0 Other: 100.0: 27.8 79.2 34.9 0.2 1.4 17.4 5.0 0.0 8.0 6.2 0.1: 10.3 7.8 : : : : : Number of Traders in Each Category : All : 227: 25 39 18 12 16 42 46 29 27 36 17: Old : 227: 23 37 17 13 12 43 47 24 29 34 16: Other: 77: 10 22 15 . 4 7 . 0 10 14 .: :------------------------------------------------------------------------------------------------------------------------------------------------------- : 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 : 23.1 14.6 37.0 23.9 21.0 12.3 30.3 20.3 Old : 24.1 15.1 37.7 24.1 22.1 13.1 31.2 21.4 Other: 46.6 60.4 64.7 71.6 45.6 59.0 63.6 70.3 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Disaggregated Commitments of Traders - Futures Only, December 20, 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 : 25,677: 6,591 22,080 2,993 522 155 11,159 888 98 1,158 450 220: 3,303 1,264 Old : 25,668: 6,588 22,071 2,993 522 155 11,159 888 98 1,158 450 220: 3,297 1,264 Other: 9: 3 9 0 0 0 0 0 0 0 0 0: 6 0 : : : : : Changes in Commitments from: December 13, 2011 : : -1,584: -151 1,296 -48 -45 15 -1,067 -177 -154 549 -1,730 -755: 27 -34 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.7 86.0 11.7 2.0 0.6 43.5 3.5 0.4 4.5 1.8 0.9: 12.9 4.9 Old : 100.0: 25.7 86.0 11.7 2.0 0.6 43.5 3.5 0.4 4.5 1.8 0.9: 12.8 4.9 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 : 89: 19 14 7 . 4 29 7 . 13 4 9: Old : 89: 19 14 7 . 4 29 7 . 13 4 9: 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 : 29.7 76.3 40.3 84.2 27.8 71.4 38.0 79.1 Old : 29.7 76.3 40.3 84.2 27.8 71.4 38.0 79.1 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 20, 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 : 167,249: 86,916 84,078 18,036 10,622 1,047 28,454 39,391 13,252 5,587 3,192 4,794: 9,163 10,873 Old : 144,673: 73,021 62,432 17,376 10,499 951 28,238 41,573 10,661 4,909 6,898 1,042: 8,475 10,617 Other: 22,576: 13,895 21,646 753 216 3 2,805 407 2 4,397 13 33: 688 256 : : : : : Changes in Commitments from: December 13, 2011 : : -1,597: -2,337 -1,458 1,851 547 -142 -548 -1,419 259 -191 55 -296: -193 857 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.0 50.3 10.8 6.4 0.6 17.0 23.6 7.9 3.3 1.9 2.9: 5.5 6.5 Old : 100.0: 50.5 43.2 12.0 7.3 0.7 19.5 28.7 7.4 3.4 4.8 0.7: 5.9 7.3 Other: 100.0: 61.5 95.9 3.3 1.0 0.0 12.4 1.8 0.0 19.5 0.1 0.1: 3.0 1.1 : : : : : Number of Traders in Each Category : All : 176: 37 34 14 6 7 26 51 21 12 19 14: Old : 176: 37 33 14 6 5 26 51 20 12 19 13: Other: 52: 22 18 6 . . 5 . . 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 : 27.8 27.5 42.6 43.6 25.5 19.0 34.8 27.0 Old : 29.4 27.3 45.6 42.4 29.0 21.6 41.5 31.4 Other: 47.6 75.9 66.4 88.8 38.5 74.8 54.3 81.1 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Disaggregated Commitments of Traders - Futures Only, December 20, 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 : 539,095: 155,437 242,380 133,769 72,913 26,866 91,452 42,426 37,697 21,631 29,381 14,629: 57,614 72,803 Old : 539,095: 155,437 242,380 133,769 72,913 26,866 91,452 42,426 37,697 21,631 29,381 14,629: 57,614 72,803 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 13, 2011 : : 13,332: 11,417 6,962 9,610 -1,353 96 -8,855 -1,896 2,199 -1,761 7,433 -1,260: 1,886 1,151 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.8 45.0 24.8 13.5 5.0 17.0 7.9 7.0 4.0 5.5 2.7: 10.7 13.5 Old : 100.0: 28.8 45.0 24.8 13.5 5.0 17.0 7.9 7.0 4.0 5.5 2.7: 10.7 13.5 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 : 216: 52 59 18 14 17 33 19 28 23 42 41: Old : 216: 52 59 18 14 17 33 19 28 23 42 41: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 15.9 15.0 28.5 23.8 15.4 13.1 25.4 20.3 Old : 15.9 15.0 28.5 23.8 15.4 13.1 25.4 20.3 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 20, 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 : 103,143: 28,959 49,162 27,066 5,710 6,170 20,498 16,624 8,017 2,929 5,528 4,342: 5,162 7,590 Old : 94,850: 23,042 45,709 28,270 4,233 3,989 20,092 16,742 7,899 2,967 5,081 3,737: 4,854 7,460 Other: 8,293: 5,917 3,453 864 3,545 113 524 0 0 201 686 366: 308 130 : : : : : Changes in Commitments from: December 13, 2011 : : 61: 998 -2,601 -305 5 821 -1,213 1,639 202 369 68 -156: -655 83 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.1 47.7 26.2 5.5 6.0 19.9 16.1 7.8 2.8 5.4 4.2: 5.0 7.4 Old : 100.0: 24.3 48.2 29.8 4.5 4.2 21.2 17.7 8.3 3.1 5.4 3.9: 5.1 7.9 Other: 100.0: 71.3 41.6 10.4 42.7 1.4 6.3 0.0 0.0 2.4 8.3 4.4: 3.7 1.6 : : : : : Number of Traders in Each Category : All : 308: 90 82 19 11 17 44 60 36 26 38 45: Old : 306: 86 81 18 11 15 42 62 35 29 36 45: Other: 95: 35 29 12 4 . 6 0 0 9 13 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 : 16.7 15.1 30.9 23.2 15.8 12.0 27.3 19.3 Old : 17.6 14.8 32.1 23.0 16.8 12.9 29.3 20.6 Other: 59.4 68.4 69.6 82.6 59.4 68.0 67.6 80.9
Updated December 23, 2011