Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 420,106 : : Positions : : 49,075 143,723 181,390 14,121 17,434 54,091 92,014 38,502 20,940 33,094 25,213 : : : : Changes from: September 20, 2011 : : 6,831 665 2,324 -233 -2,435 -4,003 10,280 -144 2,224 -2,163 -1,122 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.7 34.2 43.2 3.4 4.1 12.9 21.9 9.2 5.0 7.9 6.0 : : : : Number of Traders in Each Category Total Traders: 396 : : 61 81 20 9 23 50 83 55 57 70 67 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 158,592 : : Positions : : 26,574 87,185 22,045 39 2,355 51,026 13,045 18,110 11,968 4,199 5,178 : : : : Changes from: September 20, 2011 : : 1,216 -5,434 -2,120 39 248 -1,772 3,924 1,603 1,004 -1,295 -384 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.8 55.0 13.9 0.0 1.5 32.2 8.2 11.4 7.5 2.6 3.3 : : : : Number of Traders in Each Category Total Traders: 177 : : 39 58 13 . 8 34 19 25 23 10 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 42,981 : : Positions : : 13,662 25,845 480 0 166 8,280 840 1,338 3,304 572 3,499 : : : : Changes from: September 20, 2011 : : 1,405 1,133 -16 0 -1 -592 85 -77 265 109 -178 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.8 60.1 1.1 0.0 0.4 19.3 2.0 3.1 7.7 1.3 8.1 : : : : Number of Traders in Each Category Total Traders: 56 : : 18 16 . 0 . 7 . 4 10 . 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 1,194,151 : : Positions : : 247,209 627,976 245,459 72,197 57,919 258,280 46,514 61,442 151,155 54,129 34,603 : : : : Changes from: September 20, 2011 : : 28,538 -34,436 -14,159 2,026 2,612 -27,297 7,947 3,989 -12,696 -5,454 1,824 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.7 52.6 20.6 6.0 4.9 21.6 3.9 5.1 12.7 4.5 2.9 : : : : Number of Traders in Each Category Total Traders: 787 : : 161 315 17 11 20 93 46 58 133 103 93 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 14,756 : : Positions : : 6,514 10,846 1,995 0 0 2,118 1,819 0 1,231 238 240 : : : : Changes from: September 20, 2011 : : 1,054 147 -14 0 0 -24 599 0 334 115 -348 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.1 73.5 13.5 0.0 0.0 14.4 12.3 0.0 8.3 1.6 1.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 10 5 4 0 0 9 6 0 9 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 16,995 : : Positions : : 4,981 11,883 3,003 0 141 3,235 1,321 3 1,463 2,245 441 : : : : Changes from: September 20, 2011 : : 1,182 -794 -327 0 106 -946 134 3 148 71 208 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.3 69.9 17.7 0.0 0.8 19.0 7.8 0.0 8.6 13.2 2.6 : : : : Number of Traders in Each Category Total Traders: 74 : : 14 13 9 0 . 13 7 . 14 9 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 246,411 : : Positions : : 25,029 106,798 77,317 2,004 5,064 61,619 17,742 28,364 6,713 31,202 15,388 : : : : Changes from: September 20, 2011 : : 1,237 3,207 -960 46 885 3,824 -5,835 -2,906 -3,680 1,189 1,112 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.2 43.3 31.4 0.8 2.1 25.0 7.2 11.5 2.7 12.7 6.2 : : : : Number of Traders in Each Category Total Traders: 275 : : 33 67 18 . 10 67 38 54 29 32 45 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 327,627 : : Positions : : 43,096 155,062 103,613 5,163 6,327 86,628 21,659 31,215 9,676 31,627 21,635 : : : : Changes from: September 20, 2011 : : 2,176 2,937 -1,398 -437 905 -4,494 -2,574 1,497 34 -111 -141 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.2 47.3 31.6 1.6 1.9 26.4 6.6 9.5 3.0 9.7 6.6 : : : : Number of Traders in Each Category Total Traders: 390 : : 54 148 16 5 11 81 32 59 36 52 60 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 36,693 : : Positions : : 4,365 6,624 4,516 0 762 11,573 3,020 2,944 1,827 4,099 3,037 : : : : Changes from: September 20, 2011 : : 287 -586 -383 0 -11 187 171 -239 401 361 226 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.9 18.1 12.3 0.0 2.1 31.5 8.2 8.0 5.0 11.2 8.3 : : : : Number of Traders in Each Category Total Traders: 161 : : 26 42 11 0 6 30 19 22 17 25 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 3,389 : : Positions : : 2,712 2,477 0 0 0 0 0 0 186 486 7 : : : : Changes from: September 20, 2011 : : 125 48 0 0 0 0 0 0 -6 32 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 73.1 0.0 0.0 0.0 0.0 0.0 0.0 5.5 14.3 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 27, 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 35,338 : : Positions : : 22,402 21,701 0 1,389 7 3,041 0 0 5,350 7,386 562 : : : : Changes from: September 20, 2011 : : 1,335 552 0 52 0 117 0 0 552 689 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 61.4 0.0 3.9 0.0 8.6 0.0 0.0 15.1 20.9 1.6 : : : : Number of Traders in Each Category Total Traders: 81 : : 28 34 0 . . 7 0 0 12 13 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 574,756 : : Positions : : 141,466 321,073 113,106 21,523 23,776 102,478 23,106 39,997 64,559 23,774 39,760 : : : : Changes from: September 20, 2011 : : 22,554 -30,947 -8,321 -455 298 -28,150 9,401 9,339 384 -5,409 -168 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.6 55.9 19.7 3.7 4.1 17.8 4.0 7.0 11.2 4.1 6.9 : : : : Number of Traders in Each Category Total Traders: 535 : : 82 161 20 7 22 71 45 62 107 74 99 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 20,183 : : Positions : : 8 4,021 0 0 0 0 410 0 16,997 2,581 100 : : : : Changes from: September 20, 2011 : : 0 -36 0 0 0 0 225 0 -815 321 87 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.0 19.9 0.0 0.0 0.0 0.0 2.0 0.0 84.2 12.8 0.5 : : : : Number of Traders in Each Category Total Traders: 40 : : . 10 0 0 0 0 . 0 19 9 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 281,028 : : Positions : : 90,286 151,862 65,095 1,386 10,046 46,505 32,166 9,281 16,243 26,969 16,378 : : : : Changes from: September 20, 2011 : : 14,939 -19,075 62 0 -1,177 -7,207 12,504 -2,110 -991 3,291 -3,817 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.1 54.0 23.2 0.5 3.6 16.5 11.4 3.3 5.8 9.6 5.8 : : : : Number of Traders in Each Category Total Traders: 238 : : 51 53 16 . 10 43 37 16 23 40 37 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 177,578 : : Positions : : 70,409 93,590 17,688 5,181 542 34,528 22,005 9,169 7,970 12,473 6,553 : : : : Changes from: September 20, 2011 : : 15,149 -12,393 1,530 -475 254 -12,345 2,362 3,412 -2,933 5,052 1,098 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.6 52.7 10.0 2.9 0.3 19.4 12.4 5.2 4.5 7.0 3.7 : : : : Number of Traders in Each Category Total Traders: 189 : : 60 58 11 . 6 30 26 13 17 22 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 147,661 : : Positions : : 30,963 73,266 43,454 22,258 6,672 30,007 14,534 7,935 13,482 7,855 3,930 : : : : Changes from: September 20, 2011 : : 6,215 -7,501 -975 929 26 -5,354 2,609 951 -58 -552 -43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.0 49.6 29.4 15.1 4.5 20.3 9.8 5.4 9.1 5.3 2.7 : : : : Number of Traders in Each Category Total Traders: 228 : : 30 37 18 17 16 50 25 25 38 31 39 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 24,064 : : Positions : : 6,106 19,722 3,767 410 9 9,136 1,241 15 1,650 699 780 : : : : Changes from: September 20, 2011 : : 1,458 -1,336 -428 10 3 -884 768 15 232 -318 74 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.4 82.0 15.7 1.7 0.0 38.0 5.2 0.1 6.9 2.9 3.2 : : : : Number of Traders in Each Category Total Traders: 83 : : 17 17 9 . . 18 7 . 15 4 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 181,905 : : Positions : : 88,770 92,761 19,115 10,987 2,534 32,290 40,775 17,553 8,405 3,007 4,774 : : : : Changes from: September 20, 2011 : : 2,160 -2,694 -675 157 -58 1,590 6,550 -2,780 1,004 -8 -298 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 51.0 10.5 6.0 1.4 17.8 22.4 9.6 4.6 1.7 2.6 : : : : Number of Traders in Each Category Total Traders: 200 : : 40 39 16 8 11 35 52 19 24 13 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 483,737 : : Positions : : 83,525 244,749 137,521 79,939 20,243 109,900 19,238 26,744 30,337 21,630 13,553 : : : : Changes from: September 20, 2011 : : -3,164 -36,302 -3,161 -2,343 -2,097 -13,683 9,798 -3,816 -1,968 897 -2,750 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.3 50.6 28.4 16.5 4.2 22.7 4.0 5.5 6.3 4.5 2.8 : : : : Number of Traders in Each Category Total Traders: 211 : : 48 58 21 10 22 41 11 20 31 29 40 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 115,239 : : Positions : : 28,984 63,438 31,045 10,552 3,389 21,059 10,766 11,065 7,734 3,989 6,969 : : : : Changes from: September 20, 2011 : : 6,024 -3,982 -489 -490 135 -6,777 3,765 1,580 1,547 -778 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.2 55.0 26.9 9.2 2.9 18.3 9.3 9.6 6.7 3.5 6.0 : : : : Number of Traders in Each Category Total Traders: 310 : : 83 90 23 11 17 64 30 41 34 32 43 : ----------------------------------------------------------------------------------------------------------------
Updated September 30, 2011