Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WHEAT - CHICAGO BOARD OF TRADE (CONTRACTS OF 5,000 BUSHELS) : CFTC Code #001602 Open Interest is 430,282 : : Positions : : 39,209 169,063 186,717 10,748 15,587 62,645 71,145 35,359 19,733 39,023 27,450 : : : : Changes from: June 21, 2011 : : -7,397 -4,131 20 -3,303 -6,292 -3,287 -2,303 1,434 -4,055 -4,177 -6,194 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.1 39.3 43.4 2.5 3.6 14.6 16.5 8.2 4.6 9.1 6.4 : : : : Number of Traders in Each Category Total Traders: 406 : : 59 91 21 7 24 48 80 56 55 79 75 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WHEAT - KANSAS CITY BOARD OF TRADE (CONTRACTS OF 5,000 BUSHELS) : CFTC Code #001612 Open Interest is 166,241 : : Positions : : 38,635 96,956 28,221 539 7,016 40,373 7,688 13,138 9,411 4,851 7,365 : : : : Changes from: June 21, 2011 : : -1,586 -3,322 1,459 -2,362 -3,145 -2,973 2,516 2,674 -692 6 -1,074 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.2 58.3 17.0 0.3 4.2 24.3 4.6 7.9 5.7 2.9 4.4 : : : : Number of Traders in Each Category Total Traders: 167 : : 44 59 14 . 5 31 9 15 26 9 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WHEAT - MINNEAPOLIS GRAIN EXCHANGE (CONTRACTS OF 5,000 BUSHELS) : CFTC Code #001626 Open Interest is 61,130 : : Positions : : 19,587 39,202 1,152 0 0 14,521 285 2,806 4,773 764 3,403 : : : : Changes from: June 21, 2011 : : -285 -1,705 126 0 0 -375 34 716 -354 -19 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.0 64.1 1.9 0.0 0.0 23.8 0.5 4.6 7.8 1.2 5.6 : : : : Number of Traders in Each Category Total Traders: 77 : : 27 26 4 0 0 13 . 6 13 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CORN - CHICAGO BOARD OF TRADE (CONTRACTS OF 5,000 BUSHELS) : CFTC Code #002602 Open Interest is 1,251,856 : : Positions : : 240,876 700,124 267,913 68,063 54,859 262,729 37,428 75,742 147,757 51,643 38,905 : : : : Changes from: June 21, 2011 : : -14,083 -55,268 15,626 -21,426 -26,625 -75,506 -442 -23,153 -19,377 -11,337 -18,933 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.2 55.9 21.4 5.4 4.4 21.0 3.0 6.1 11.8 4.1 3.1 : : : : Number of Traders in Each Category Total Traders: 799 : : 209 336 16 12 22 103 41 70 125 93 118 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- OATS - CHICAGO BOARD OF TRADE (CONTRACTS OF 5,000 BUSHELS) : CFTC Code #004603 Open Interest is 11,854 : : Positions : : 3,462 9,814 2,098 0 0 2,487 473 0 1,029 124 278 : : : : Changes from: June 21, 2011 : : -357 -975 -179 0 -132 -50 230 -2 -80 -297 177 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.2 82.8 17.7 0.0 0.0 21.0 4.0 0.0 8.7 1.0 2.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 11 10 5 0 0 9 . 0 9 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ROUGH RICE - CHICAGO BOARD OF TRADE (CONTRACTS OF 200,000 POUNDS) : CFTC Code #039601 Open Interest is 17,540 : : Positions : : 3,686 11,101 4,011 0 0 2,016 1,432 231 1,978 1,217 1,654 : : : : Changes from: June 21, 2011 : : 231 -2,324 -138 0 0 -133 503 0 -784 17 236 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.0 63.3 22.9 0.0 0.0 11.5 8.2 1.3 11.3 6.9 9.4 : : : : Number of Traders in Each Category Total Traders: 81 : : 11 18 11 0 0 9 7 . 20 7 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- LEAN HOGS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF 40,000 POUNDS) : CFTC Code #054642 Open Interest is 230,340 : : Positions : : 23,489 96,071 83,239 2,987 2,122 54,000 20,866 21,229 7,102 36,920 18,001 : : : : Changes from: June 21, 2011 : : 509 5,438 72 786 305 7,524 -5,169 -278 182 5,594 3,201 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.2 41.7 36.1 1.3 0.9 23.4 9.1 9.2 3.1 16.0 7.8 : : : : Number of Traders in Each Category Total Traders: 262 : : 29 60 17 . 10 64 32 50 22 39 46 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF 40,000 POUNDS) : CFTC Code #057642 Open Interest is 327,517 : : Positions : : 52,477 147,380 111,518 6,178 2,687 77,429 27,519 30,870 10,036 31,772 20,614 : : : : Changes from: June 21, 2011 : : 2,573 3,425 1,070 -187 434 -1,563 -7,117 5,618 273 4,979 303 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.0 45.0 34.0 1.9 0.8 23.6 8.4 9.4 3.1 9.7 6.3 : : : : Number of Traders in Each Category Total Traders: 389 : : 55 148 17 4 8 63 52 64 24 55 57 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF 50,000 POUNDS) : CFTC Code #061641 Open Interest is 37,104 : : Positions : : 5,705 7,405 6,486 224 458 11,727 1,573 1,029 1,412 4,250 4,075 : : : : Changes from: June 21, 2011 : : -1,031 232 279 -3 179 658 -403 107 63 -40 374 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.4 20.0 17.5 0.6 1.2 31.6 4.2 2.8 3.8 11.5 11.0 : : : : Number of Traders in Each Category Total Traders: 150 : : 19 52 13 . 4 23 7 12 17 22 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF 20,000 POUNDS) : CFTC Code #050642 Open Interest is 4,130 : : Positions : : 3,058 2,807 109 0 0 0 0 0 264 1,031 1 : : : : Changes from: June 21, 2011 : : 712 633 0 0 0 0 0 0 -17 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 68.0 2.6 0.0 0.0 0.0 0.0 0.0 6.4 25.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 11 . 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MILK, Class III - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF 200,000 POUNDS) : CFTC Code #052641 Open Interest is 37,065 : : Positions : : 22,356 23,296 0 1,977 33 4,199 0 15 3,595 5,939 1,275 : : : : Changes from: June 21, 2011 : : 262 1,337 0 44 0 728 0 5 456 337 115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 62.9 0.0 5.3 0.1 11.3 0.0 0.0 9.7 16.0 3.4 : : : : Number of Traders in Each Category Total Traders: 89 : : 34 32 0 . . 8 0 . 15 12 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CME MILK IV - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF 200,000 POUNDS) : CFTC Code #052644 Open Interest is 4,224 : : Positions : : 1,656 3,518 0 0 0 0 0 0 2,419 34 2 : : : : Changes from: June 21, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.2 83.3 0.0 0.0 0.0 0.0 0.0 0.0 57.3 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 5 11 0 0 0 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOYBEANS - CHICAGO BOARD OF TRADE (CONTRACTS OF 5,000 BUSHELS) : CFTC Code #005602 Open Interest is 530,785 : : Positions : : 124,989 288,395 132,742 17,816 19,150 95,896 34,196 34,638 50,419 30,175 25,330 : : : : Changes from: June 21, 2011 : : -13,241 -20,826 14,148 -2,888 -11,799 -19,499 1,163 -12,035 -7,020 -5,554 -10,415 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.5 54.3 25.0 3.4 3.6 18.1 6.4 6.5 9.5 5.7 4.8 : : : : Number of Traders in Each Category Total Traders: 488 : : 91 163 18 7 20 74 38 52 68 86 92 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MINI SOYBEANS - CHICAGO BOARD OF TRADE (Contracts of 1,000 Bushels) : CFTC Code #005603 Open Interest is 21,879 : : Positions : : 6 5,260 0 0 0 0 0 0 19,340 1,275 146 : : : : Changes from: June 21, 2011 : : 0 -1,191 0 0 0 0 0 0 -3,593 -1,728 -349 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.0 24.0 0.0 0.0 0.0 0.0 0.0 0.0 88.4 5.8 0.7 : : : : Number of Traders in Each Category Total Traders: 34 : : . 14 0 0 0 0 0 0 16 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOYBEAN OIL - CHICAGO BOARD OF TRADE (CONTRACTS OF 60,000 POUNDS) : CFTC Code #007601 Open Interest is 290,459 : : Positions : : 73,776 168,119 73,629 885 11,033 56,392 25,878 11,209 16,132 22,484 20,013 : : : : Changes from: June 21, 2011 : : 1,622 -31,068 1,170 -749 -3,965 -12,888 983 -2,397 -8,510 1,858 -7,980 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.4 57.9 25.3 0.3 3.8 19.4 8.9 3.9 5.6 7.7 6.9 : : : : Number of Traders in Each Category Total Traders: 238 : : 47 55 17 . 13 41 30 23 23 41 55 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOYBEAN MEAL - CHICAGO BOARD OF TRADE (CONTRACTS OF 100 TONS) : CFTC Code #026603 Open Interest is 203,355 : : Positions : : 76,936 105,244 17,269 5,356 2,430 33,116 23,404 14,680 10,399 8,688 12,873 : : : : Changes from: June 21, 2011 : : 6,961 -21,791 391 55 -1,322 -7,615 9,602 -7,342 -2,062 1,625 395 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.8 51.8 8.5 2.6 1.2 16.3 11.5 7.2 5.1 4.3 6.3 : : : : Number of Traders in Each Category Total Traders: 172 : : 50 49 9 . 11 30 19 19 17 13 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COTTON NO. 2 - ICE FUTURES U.S. (CONTRACTS OF 50,000 POUNDS) : CFTC Code #033661 Open Interest is 135,984 : : Positions : : 22,763 81,408 47,338 16,725 4,045 32,962 9,221 3,744 11,288 9,691 1,523 : : : : Changes from: June 21, 2011 : : -6,593 -10,355 -813 124 -168 1,211 827 -893 -830 818 -301 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.7 59.9 34.8 12.3 3.0 24.2 6.8 2.8 8.3 7.1 1.1 : : : : Number of Traders in Each Category Total Traders: 213 : : 24 36 19 12 14 61 19 26 26 32 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. (CONTRACTS OF 15,000 POUNDS) : CFTC Code #040701 Open Interest is 36,761 : : Positions : : 6,204 28,709 4,415 2,541 67 20,007 326 40 954 3,545 139 : : : : Changes from: June 21, 2011 : : 942 1,220 64 3 -420 -94 41 -1 -205 -387 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.9 78.1 12.0 6.9 0.2 54.4 0.9 0.1 2.6 9.6 0.4 : : : : Number of Traders in Each Category Total Traders: 115 : : 13 21 7 5 . 47 . . 10 19 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COCOA - ICE FUTURES U.S. (CONTRACTS OF 10 METRIC TONS) : CFTC Code #073732 Open Interest is 161,999 : : Positions : : 66,464 94,222 21,434 8,470 2,000 35,640 22,501 17,232 6,231 5,018 4,338 : : : : Changes from: June 21, 2011 : : -231 4,158 76 259 -315 1,389 -2,691 -300 -220 -610 -112 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.0 58.2 13.2 5.2 1.2 22.0 13.9 10.6 3.8 3.1 2.7 : : : : Number of Traders in Each Category Total Traders: 162 : : 34 38 21 . 7 42 23 20 15 15 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SUGAR NO. 11 - ICE FUTURES U.S. (CONTRACTS OF 112,000 POUNDS) : CFTC Code #080732 Open Interest is 618,878 : : Positions : : 123,314 363,954 152,142 72,695 24,940 169,188 26,313 26,993 29,945 34,671 14,698 : : : : Changes from: June 21, 2011 : : -16,962 -13,495 -248 335 -813 1,616 -430 5,858 -2,363 4,070 -2,491 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.9 58.8 24.6 11.7 4.0 27.3 4.3 4.4 4.8 5.6 2.4 : : : : Number of Traders in Each Category Total Traders: 240 : : 50 65 19 12 19 52 20 25 21 44 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COFFEE C - ICE FUTURES U.S. (CONTRACTS OF 37,500 POUNDS) : CFTC Code #083731 Open Interest is 106,103 : : Positions : : 28,316 59,449 31,169 8,369 6,661 18,533 12,560 4,576 6,606 3,768 4,033 : : : : Changes from: June 21, 2011 : : -1,260 -2,314 258 217 328 -198 1,759 -1,656 846 199 434 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.7 56.0 29.4 7.9 6.3 17.5 11.8 4.3 6.2 3.6 3.8 : : : : Number of Traders in Each Category Total Traders: 313 : : 82 91 20 12 18 55 34 28 45 36 43 : ----------------------------------------------------------------------------------------------------------------
Updated July 1, 2011