Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 417,381 : : Positions : : 42,244 143,058 179,066 14,354 19,869 58,094 81,734 38,646 18,716 35,257 26,335 : : : : Changes from: September 13, 2011 : : 6,683 -6,717 -2,395 867 888 1,442 13,304 510 572 -1,315 1,366 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.1 34.3 42.9 3.4 4.8 13.9 19.6 9.3 4.5 8.4 6.3 : : : : Number of Traders in Each Category Total Traders: 387 : : 57 82 20 8 22 46 77 56 54 74 69 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 156,971 : : Positions : : 25,358 92,619 24,165 0 2,107 52,798 9,121 16,507 10,964 5,494 5,562 : : : : Changes from: September 13, 2011 : : -405 -6,391 -318 0 174 3,589 4,773 1,187 -2,414 145 1,833 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.2 59.0 15.4 0.0 1.3 33.6 5.8 10.5 7.0 3.5 3.5 : : : : Number of Traders in Each Category Total Traders: 181 : : 37 62 15 0 8 34 15 24 26 12 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 41,925 : : Positions : : 12,257 24,712 496 0 167 8,872 755 1,415 3,039 463 3,677 : : : : Changes from: September 13, 2011 : : 998 -1,037 -158 0 -104 -626 373 157 -160 -233 292 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.2 58.9 1.2 0.0 0.4 21.2 1.8 3.4 7.2 1.1 8.8 : : : : Number of Traders in Each Category Total Traders: 58 : : 22 15 . 0 . 8 . 4 10 . 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 1,211,618 : : Positions : : 218,671 662,412 259,618 70,171 55,307 285,577 38,567 57,453 163,851 59,583 32,779 : : : : Changes from: September 13, 2011 : : 19,506 -10,352 38 10,156 6,561 -38,381 -4,313 1,869 5,905 -10,216 5,187 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.0 54.7 21.4 5.8 4.6 23.6 3.2 4.7 13.5 4.9 2.7 : : : : Number of Traders in Each Category Total Traders: 824 : : 153 334 16 12 19 110 35 50 139 113 98 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 13,938 : : Positions : : 5,460 10,699 2,009 0 0 2,142 1,220 0 897 123 588 : : : : Changes from: September 13, 2011 : : 293 -395 -100 0 0 -18 270 0 -162 25 89 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.2 76.8 14.4 0.0 0.0 15.4 8.8 0.0 6.4 0.9 4.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 9 9 4 0 0 9 6 0 8 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 17,367 : : Positions : : 3,799 12,677 3,330 0 35 4,181 1,187 0 1,315 2,174 233 : : : : Changes from: September 13, 2011 : : 206 -335 -74 0 35 -117 -59 0 -260 1 -138 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.9 73.0 19.2 0.0 0.2 24.1 6.8 0.0 7.6 12.5 1.3 : : : : Number of Traders in Each Category Total Traders: 82 : : 14 16 9 0 . 19 5 0 14 12 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 246,474 : : Positions : : 23,792 103,591 78,277 1,958 4,179 57,795 23,577 31,270 10,393 30,013 14,276 : : : : Changes from: September 13, 2011 : : 1,857 -555 63 -139 -639 -3,327 -1,281 5,058 1,711 383 1,734 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.7 42.0 31.8 0.8 1.7 23.4 9.6 12.7 4.2 12.2 5.8 : : : : Number of Traders in Each Category Total Traders: 275 : : 31 63 18 . 10 57 44 56 38 31 50 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 329,081 : : Positions : : 40,920 152,125 105,011 5,600 5,422 91,122 24,233 29,718 9,642 31,738 21,776 : : : : Changes from: September 13, 2011 : : -2,308 10,519 535 694 1,320 2,357 -10,972 2,879 352 162 2,934 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.4 46.2 31.9 1.7 1.6 27.7 7.4 9.0 2.9 9.6 6.6 : : : : Number of Traders in Each Category Total Traders: 397 : : 53 148 15 6 12 76 38 59 34 60 61 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 36,068 : : Positions : : 4,078 7,210 4,899 0 773 11,386 2,849 3,183 1,426 3,738 2,811 : : : : Changes from: September 13, 2011 : : -24 838 93 0 230 1,341 -88 1,200 142 -168 117 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.3 20.0 13.6 0.0 2.1 31.6 7.9 8.8 4.0 10.4 7.8 : : : : Number of Traders in Each Category Total Traders: 155 : : 23 42 12 0 6 27 17 24 12 21 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 3,276 : : Positions : : 2,587 2,429 0 0 0 0 0 0 192 454 7 : : : : Changes from: September 13, 2011 : : 143 129 0 0 0 0 0 0 -9 16 7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 74.1 0.0 0.0 0.0 0.0 0.0 0.0 5.9 13.9 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 12 0 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 33,750 : : Positions : : 21,067 21,149 0 1,337 7 2,924 0 0 4,798 6,697 577 : : : : Changes from: September 13, 2011 : : 1,139 529 -29 37 -55 333 0 -9 626 883 -53 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 62.7 0.0 4.0 0.0 8.7 0.0 0.0 14.2 19.8 1.7 : : : : Number of Traders in Each Category Total Traders: 82 : : 28 34 0 . . 6 0 0 13 13 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 584,691 : : Positions : : 118,912 352,020 121,427 21,978 23,478 130,628 13,705 30,658 64,175 29,183 39,928 : : : : Changes from: September 13, 2011 : : 16,115 -25,757 3,764 5,033 1,112 -36,338 -4,827 1,256 -6,315 -7,181 6,040 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.3 60.2 20.8 3.8 4.0 22.3 2.3 5.2 11.0 5.0 6.8 : : : : Number of Traders in Each Category Total Traders: 546 : : 83 169 19 8 20 98 21 52 111 77 97 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 21,106 : : Positions : : 8 4,057 0 0 0 0 185 0 17,812 2,260 13 : : : : Changes from: September 13, 2011 : : 0 -262 0 0 0 -401 0 0 -1,040 394 -33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.0 19.2 0.0 0.0 0.0 0.0 0.9 0.0 84.4 10.7 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : . 10 0 0 0 0 . 0 18 8 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 283,781 : : Positions : : 75,347 170,937 65,033 1,386 11,223 53,712 19,662 11,391 17,234 23,678 20,195 : : : : Changes from: September 13, 2011 : : 429 -10,857 3,088 -2,420 -1,085 -6,338 7,174 -4,216 194 -2,335 520 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.6 60.2 22.9 0.5 4.0 18.9 6.9 4.0 6.1 8.3 7.1 : : : : Number of Traders in Each Category Total Traders: 246 : : 49 53 16 . 11 55 22 21 26 42 47 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 173,657 : : Positions : : 55,260 105,983 16,158 5,656 288 46,873 19,643 5,757 10,903 7,421 5,455 : : : : Changes from: September 13, 2011 : : 7,733 -19,800 -420 -1,285 33 -17,754 5,917 -2,585 1,603 -1,360 -520 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.8 61.0 9.3 3.3 0.2 27.0 11.3 3.3 6.3 4.3 3.1 : : : : Number of Traders in Each Category Total Traders: 185 : : 56 53 11 . 5 41 18 13 24 13 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 150,007 : : Positions : : 24,748 80,767 44,429 21,329 6,646 35,361 11,925 6,984 13,540 8,407 3,973 : : : : Changes from: September 13, 2011 : : 3,149 -5,585 -1,921 -411 839 -1,969 -296 415 -3,120 -82 234 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.5 53.8 29.6 14.2 4.4 23.6 7.9 4.7 9.0 5.6 2.6 : : : : Number of Traders in Each Category Total Traders: 227 : : 26 37 17 17 16 62 21 28 30 33 38 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 24,367 : : Positions : : 4,648 21,058 4,195 400 6 10,020 473 0 1,418 1,017 706 : : : : Changes from: September 13, 2011 : : -108 403 -9 5 0 139 -21 -85 66 23 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.1 86.4 17.2 1.6 0.0 41.1 1.9 0.0 5.8 4.2 2.9 : : : : Number of Traders in Each Category Total Traders: 86 : : 13 15 9 . . 25 . 0 13 9 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 180,907 : : Positions : : 86,610 95,455 19,790 10,830 2,592 30,700 34,225 20,333 7,401 3,015 5,072 : : : : Changes from: September 13, 2011 : : 5,680 -4,952 235 -102 881 158 8,927 -2,462 351 511 -149 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.9 52.8 10.9 6.0 1.4 17.0 18.9 11.2 4.1 1.7 2.8 : : : : Number of Traders in Each Category Total Traders: 199 : : 38 38 16 8 11 35 53 23 26 13 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 533,043 : : Positions : : 86,689 281,051 140,682 82,282 22,340 123,583 9,440 30,560 32,305 20,733 16,303 : : : : Changes from: September 13, 2011 : : -10,420 -18,337 7,494 -11,046 -6,106 -15,456 313 -11,333 -5,631 -12,853 -3,939 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.3 52.7 26.4 15.4 4.2 23.2 1.8 5.7 6.1 3.9 3.1 : : : : Number of Traders in Each Category Total Traders: 213 : : 46 59 21 10 21 54 8 24 33 25 37 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 114,007 : : Positions : : 22,960 67,420 31,534 11,042 3,254 27,836 7,001 9,485 6,187 4,767 6,947 : : : : Changes from: September 13, 2011 : : 1,580 -1,698 -474 400 289 -3,354 -747 862 497 -341 1,006 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.1 59.1 27.7 9.7 2.9 24.4 6.1 8.3 5.4 4.2 6.1 : : : : Number of Traders in Each Category Total Traders: 317 : : 76 92 20 12 17 79 23 35 36 31 41 : ----------------------------------------------------------------------------------------------------------------
Updated September 23, 2011