Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 431,604 : : Positions : : 39,528 158,439 191,363 7,226 20,755 61,925 73,602 38,513 14,087 43,782 24,951 : : : : Changes from: July 26, 2011 : : 5,228 599 1,919 200 2,870 2,033 3,769 -577 -1,235 2,237 -299 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.2 36.7 44.3 1.7 4.8 14.3 17.1 8.9 3.3 10.1 5.8 : : : : Number of Traders in Each Category Total Traders: 387 : : 59 87 18 8 21 55 65 55 43 84 74 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 170,548 : : Positions : : 28,088 98,935 31,377 522 4,523 43,958 8,030 20,293 13,504 5,078 7,678 : : : : Changes from: July 26, 2011 : : -3,967 1,135 1,265 0 -980 2,569 652 215 917 99 -530 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.5 58.0 18.4 0.3 2.7 25.8 4.7 11.9 7.9 3.0 4.5 : : : : Number of Traders in Each Category Total Traders: 183 : : 45 65 14 . 8 34 16 29 26 10 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 55,522 : : Positions : : 20,961 33,735 1,663 0 328 8,718 1,288 3,596 4,993 736 2,886 : : : : Changes from: July 26, 2011 : : -749 -1,560 559 0 151 182 497 231 -313 -237 -1,083 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.8 60.8 3.0 0.0 0.6 15.7 2.3 6.5 9.0 1.3 5.2 : : : : Number of Traders in Each Category Total Traders: 77 : : 30 26 6 0 . 9 5 7 14 4 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 1,234,631 : : Positions : : 205,336 666,671 262,777 62,919 81,642 303,064 33,686 60,090 145,633 61,800 35,181 : : : : Changes from: July 26, 2011 : : -11,967 4,330 -4,375 -683 21,735 14,809 -6,202 8,439 4,117 1,923 -2,066 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.6 54.0 21.3 5.1 6.6 24.5 2.7 4.9 11.8 5.0 2.8 : : : : Number of Traders in Each Category Total Traders: 822 : : 175 352 15 13 23 118 34 63 111 112 109 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 12,161 : : Positions : : 3,698 9,508 2,048 0 1 2,420 688 0 807 184 468 : : : : Changes from: July 26, 2011 : : 328 322 -33 0 1 71 -5 0 12 91 -566 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.4 78.2 16.8 0.0 0.0 19.9 5.7 0.0 6.6 1.5 3.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 7 8 4 0 . 10 . 0 9 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 17,869 : : Positions : : 3,762 12,358 3,560 141 8 2,981 565 498 1,335 1,710 1,062 : : : : Changes from: July 26, 2011 : : 140 -383 -208 19 3 -180 0 230 -89 -95 379 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.1 69.2 19.9 0.8 0.0 16.7 3.2 2.8 7.5 9.6 5.9 : : : : Number of Traders in Each Category Total Traders: 82 : : 11 15 8 . . 18 . . 15 12 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 260,019 : : Positions : : 17,328 117,047 84,197 2,043 4,006 66,518 13,879 25,318 10,940 34,627 21,736 : : : : Changes from: July 26, 2011 : : -689 4,261 1,224 65 32 4,266 -2,647 4,572 -322 1,317 1,148 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.7 45.0 32.4 0.8 1.5 25.6 5.3 9.7 4.2 13.3 8.4 : : : : Number of Traders in Each Category Total Traders: 280 : : 30 67 17 . 12 77 27 49 34 29 47 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 311,162 : : Positions : : 41,988 147,314 111,222 5,747 3,041 80,826 28,038 24,855 11,015 33,437 13,558 : : : : Changes from: July 26, 2011 : : 869 -2,831 1,109 247 207 -1,828 3,626 -2,096 151 151 227 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.5 47.3 35.7 1.8 1.0 26.0 9.0 8.0 3.5 10.7 4.4 : : : : Number of Traders in Each Category Total Traders: 384 : : 62 151 17 6 8 67 43 59 25 58 53 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 38,227 : : Positions : : 4,985 7,534 5,087 303 897 12,728 2,247 1,993 1,074 3,950 2,807 : : : : Changes from: July 26, 2011 : : 347 -536 -1,078 4 -65 -563 503 -815 69 -542 -353 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.0 19.7 13.3 0.8 2.3 33.3 5.9 5.2 2.8 10.3 7.3 : : : : Number of Traders in Each Category Total Traders: 163 : : 26 54 13 . 9 32 12 19 14 19 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 4,203 : : Positions : : 3,223 3,106 0 0 0 0 0 0 266 866 3 : : : : Changes from: July 26, 2011 : : 42 53 0 0 0 0 0 0 0 4 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 73.9 0.0 0.0 0.0 0.0 0.0 0.0 6.3 20.6 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 11 0 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 38,764 : : Positions : : 20,844 23,896 24 1,756 81 5,187 0 1 4,005 5,710 2,271 : : : : Changes from: July 26, 2011 : : 305 526 0 -132 -5 162 0 1 -124 41 263 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 61.6 0.1 4.5 0.2 13.4 0.0 0.0 10.3 14.7 5.9 : : : : Number of Traders in Each Category Total Traders: 88 : : 30 31 . . . 9 0 . 18 10 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 4,103 : : Positions : : 2,027 3,371 0 0 0 0 0 0 1,923 163 3 : : : : Changes from: July 26, 2011 : : 288 225 0 0 0 0 0 0 -13 20 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.4 82.2 0.0 0.0 0.0 0.0 0.0 0.0 46.9 4.0 0.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 5 11 0 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 512,382 : : Positions : : 93,692 304,346 123,581 16,033 18,262 129,141 23,970 23,178 47,861 34,254 24,698 : : : : Changes from: July 26, 2011 : : 2,069 -16,019 -753 137 44 -9,485 -414 -3,465 -5,072 2,754 -2,229 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.3 59.4 24.1 3.1 3.6 25.2 4.7 4.5 9.3 6.7 4.8 : : : : Number of Traders in Each Category Total Traders: 540 : : 73 168 19 6 19 103 26 48 86 94 93 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 23,568 : : Positions : : 0 5,726 0 0 0 0 0 0 20,381 2,170 111 : : : : Changes from: July 26, 2011 : : 0 216 0 0 0 0 -290 0 -454 125 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.0 24.3 0.0 0.0 0.0 0.0 0.0 0.0 86.5 9.2 0.5 : : : : Number of Traders in Each Category Total Traders: 39 : : 0 15 0 0 0 0 0 0 17 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 284,364 : : Positions : : 66,188 171,141 73,892 1,084 8,090 57,118 26,962 10,414 17,091 22,378 19,562 : : : : Changes from: July 26, 2011 : : 123 1,796 367 582 239 2,398 2,068 -951 1,575 1,416 983 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.3 60.2 26.0 0.4 2.8 20.1 9.5 3.7 6.0 7.9 6.9 : : : : Number of Traders in Each Category Total Traders: 239 : : 45 52 16 . 12 45 30 24 24 44 43 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 174,085 : : Positions : : 49,173 107,982 18,588 4,304 981 47,630 10,693 8,238 4,727 9,868 6,423 : : : : Changes from: July 26, 2011 : : 715 -4,283 387 -295 -476 -605 1,947 -2,682 -259 -427 -4,187 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.2 62.0 10.7 2.5 0.6 27.4 6.1 4.7 2.7 5.7 3.7 : : : : Number of Traders in Each Category Total Traders: 171 : : 41 45 11 . 6 47 11 16 12 19 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 144,447 : : Positions : : 19,088 79,511 48,163 21,344 4,358 34,873 12,167 3,521 17,809 9,858 3,230 : : : : Changes from: July 26, 2011 : : 1,353 -269 2,474 2,058 75 590 1,365 425 409 742 585 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.2 55.0 33.3 14.8 3.0 24.1 8.4 2.4 12.3 6.8 2.2 : : : : Number of Traders in Each Category Total Traders: 240 : : 22 40 17 17 15 63 23 21 33 41 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 36,810 : : Positions : : 4,308 28,898 4,180 1,931 64 21,547 317 147 1,120 3,559 558 : : : : Changes from: July 26, 2011 : : -340 660 118 0 16 784 0 5 -202 -154 102 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.7 78.5 11.4 5.2 0.2 58.5 0.9 0.4 3.0 9.7 1.5 : : : : Number of Traders in Each Category Total Traders: 113 : : 13 20 7 5 . 46 . . 11 18 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 178,418 : : Positions : : 73,175 99,400 23,185 9,972 4,208 33,679 24,228 21,619 6,985 4,927 5,793 : : : : Changes from: July 26, 2011 : : 4,880 -3,375 -1,206 507 1,102 -2,722 3,216 530 576 -870 1,910 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.0 55.7 13.0 5.6 2.4 18.9 13.6 12.1 3.9 2.8 3.2 : : : : Number of Traders in Each Category Total Traders: 174 : : 35 40 19 6 13 38 34 29 19 12 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 623,987 : : Positions : : 105,950 369,898 149,711 72,388 25,223 180,379 17,168 32,428 33,478 35,884 14,572 : : : : Changes from: July 26, 2011 : : 3,380 -8,287 -2,894 1,583 -1,044 -4,685 -2,934 -2,099 902 1,699 -421 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.0 59.3 24.0 11.6 4.0 28.9 2.8 5.2 5.4 5.8 2.3 : : : : Number of Traders in Each Category Total Traders: 237 : : 48 61 20 11 23 60 11 27 25 41 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 111,530 : : Positions : : 27,862 56,415 31,241 8,755 4,889 18,489 17,630 6,839 8,541 3,349 6,353 : : : : Changes from: July 26, 2011 : : 1,093 319 238 -138 885 -401 817 847 757 269 667 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.0 50.6 28.0 7.8 4.4 16.6 15.8 6.1 7.7 3.0 5.7 : : : : Number of Traders in Each Category Total Traders: 318 : : 87 93 20 13 19 52 40 42 50 32 47 : ----------------------------------------------------------------------------------------------------------------
Updated August 5, 2011