Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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 429,422 : : Positions : : 55,258 146,608 178,605 13,137 17,096 54,193 92,566 40,790 20,137 34,336 28,551 : : : : Changes from: October 11, 2011 : : -3,145 -1,971 1,645 -823 201 2,390 8,202 3,694 1,004 -411 2,187 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.9 34.1 41.6 3.1 4.0 12.6 21.6 9.5 4.7 8.0 6.6 : : : : Number of Traders in Each Category Total Traders: 411 : : 63 90 20 8 22 51 85 62 65 69 84 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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 157,132 : : Positions : : 31,012 76,888 22,955 246 3,198 36,661 17,993 22,443 13,327 3,476 5,397 : : : : Changes from: October 11, 2011 : : 1,126 -520 -1,835 1 7 2,198 1,384 162 -940 27 -1,473 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.7 48.9 14.6 0.2 2.0 23.3 11.5 14.3 8.5 2.2 3.4 : : : : Number of Traders in Each Category Total Traders: 177 : : 42 53 16 . 12 30 21 25 26 7 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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 41,734 : : Positions : : 13,837 27,396 446 44 270 8,597 890 745 3,345 298 1,849 : : : : Changes from: October 11, 2011 : : 170 626 0 -22 63 332 -30 -113 -255 10 -335 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.2 65.6 1.1 0.1 0.6 20.6 2.1 1.8 8.0 0.7 4.4 : : : : Number of Traders in Each Category Total Traders: 50 : : 18 16 . . . 7 . . 8 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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 1,237,331 : : Positions : : 301,410 618,289 235,498 70,280 63,139 230,944 70,223 79,152 136,595 55,653 41,797 : : : : Changes from: October 11, 2011 : : 7,894 18,915 -3,177 -8 348 8,030 8,449 10,767 -126 -6,889 2,465 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.4 50.0 19.0 5.7 5.1 18.7 5.7 6.4 11.0 4.5 3.4 : : : : Number of Traders in Each Category Total Traders: 759 : : 189 304 16 11 20 76 59 63 116 105 120 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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 15,852 : : Positions : : 7,585 11,969 1,872 0 0 2,261 1,837 0 1,223 213 113 : : : : Changes from: October 11, 2011 : : 191 447 -5 0 0 339 -43 0 -207 0 -64 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 75.5 11.8 0.0 0.0 14.3 11.6 0.0 7.7 1.3 0.7 : : : : Number of Traders in Each Category Total Traders: 43 : : 12 9 4 0 0 9 7 0 7 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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 18,291 : : Positions : : 5,998 11,164 2,348 0 6 2,230 1,319 366 1,945 2,326 1,730 : : : : Changes from: October 11, 2011 : : -230 -39 -49 0 6 218 83 321 -160 20 267 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.8 61.0 12.8 0.0 0.0 12.2 7.2 2.0 10.6 12.7 9.5 : : : : Number of Traders in Each Category Total Traders: 80 : : 15 15 8 0 . 11 7 . 16 11 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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 274,068 : : Positions : : 21,030 132,890 75,302 2,493 4,887 83,044 9,738 20,487 6,763 30,581 27,516 : : : : Changes from: October 11, 2011 : : -8,789 8,983 544 -132 -39 8,923 649 -3,242 -561 -6,951 -1,167 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.7 48.5 27.5 0.9 1.8 30.3 3.6 7.5 2.5 11.2 10.0 : : : : Number of Traders in Each Category Total Traders: 305 : : 34 76 17 . 9 84 25 51 30 41 59 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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 338,012 : : Positions : : 31,749 174,515 106,518 3,315 4,012 119,727 20,359 24,201 13,267 40,454 13,489 : : : : Changes from: October 11, 2011 : : -6,116 5,040 2,567 487 -1,676 8,497 1,129 -3,678 7,977 1,985 -5,628 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.4 51.6 31.5 1.0 1.2 35.4 6.0 7.2 3.9 12.0 4.0 : : : : Number of Traders in Each Category Total Traders: 421 : : 48 156 18 5 8 111 27 49 28 56 51 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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 36,060 : : Positions : : 3,339 7,858 4,502 161 485 13,093 1,597 2,507 1,833 3,578 3,219 : : : : Changes from: October 11, 2011 : : -175 1,049 279 2 29 795 -733 411 191 83 121 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.3 21.8 12.5 0.4 1.3 36.3 4.4 7.0 5.1 9.9 8.9 : : : : Number of Traders in Each Category Total Traders: 164 : : 24 48 11 . 6 34 13 19 15 21 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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 3,151 : : Positions : : 2,555 2,326 0 0 0 0 0 0 103 416 7 : : : : Changes from: October 11, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 73.8 0.0 0.0 0.0 0.0 0.0 0.0 3.3 13.2 0.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 12 0 0 0 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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 30,866 : : Positions : : 21,649 17,886 0 1,480 0 887 0 0 3,902 6,331 801 : : : : Changes from: October 11, 2011 : : 439 698 0 81 0 -215 0 -3 -34 -440 93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 57.9 0.0 4.8 0.0 2.9 0.0 0.0 12.6 20.5 2.6 : : : : Number of Traders in Each Category Total Traders: 73 : : 28 31 0 . 0 4 0 0 11 11 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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 589,267 : : Positions : : 149,509 315,243 110,399 20,225 39,367 97,436 38,133 38,460 75,273 23,982 32,152 : : : : Changes from: October 11, 2011 : : -6,028 12,116 5,094 -2,517 13,900 9,964 2,890 3,132 2,714 1,554 -12,163 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.4 53.5 18.7 3.4 6.7 16.5 6.5 6.5 12.8 4.1 5.5 : : : : Number of Traders in Each Category Total Traders: 518 : : 104 152 18 10 21 64 48 61 113 69 110 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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 295,032 : : Positions : : 91,818 149,761 72,786 72 15,337 45,333 46,043 11,379 16,239 22,331 16,489 : : : : Changes from: October 11, 2011 : : -3,754 5,993 4,602 -1,581 936 226 -6,680 432 -3,185 -273 -1,646 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.1 50.8 24.7 0.0 5.2 15.4 15.6 3.9 5.5 7.6 5.6 : : : : Number of Traders in Each Category Total Traders: 250 : : 46 54 17 . 11 36 41 22 30 36 41 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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 187,911 : : Positions : : 83,518 83,390 15,734 2,156 1,250 24,444 35,654 13,912 8,194 12,680 7,432 : : : : Changes from: October 11, 2011 : : 6,594 -2,098 -737 211 -610 -1,600 791 -444 -2,383 1,206 717 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.4 44.4 8.4 1.1 0.7 13.0 19.0 7.4 4.4 6.7 4.0 : : : : Number of Traders in Each Category Total Traders: 195 : : 60 50 12 . 5 24 38 15 20 17 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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 151,550 : : Positions : : 32,840 71,606 41,012 20,730 7,519 31,789 16,673 8,443 15,439 8,087 4,361 : : : : Changes from: October 11, 2011 : : -2,466 -4,553 -33 473 549 -274 516 -709 1,710 884 -68 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.7 47.2 27.1 13.7 5.0 21.0 11.0 5.6 10.2 5.3 2.9 : : : : Number of Traders in Each Category Total Traders: 227 : : 30 39 17 17 20 47 30 26 38 30 41 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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 25,247 : : Positions : : 7,029 20,904 3,617 422 10 9,054 912 40 1,538 806 1,014 : : : : Changes from: October 11, 2011 : : -99 698 13 12 -154 701 -271 40 -414 19 436 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.8 82.8 14.3 1.7 0.0 35.9 3.6 0.2 6.1 3.2 4.0 : : : : Number of Traders in Each Category Total Traders: 92 : : 19 17 9 . . 26 4 . 17 5 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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 190,853 : : Positions : : 92,031 95,760 16,627 10,561 4,511 32,824 41,021 16,935 11,674 3,447 7,377 : : : : Changes from: October 11, 2011 : : 1,260 -206 -1,550 -358 1,084 -1,166 -44 1,743 1,307 383 -489 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.2 50.2 8.7 5.5 2.4 17.2 21.5 8.9 6.1 1.8 3.9 : : : : Number of Traders in Each Category Total Traders: 201 : : 38 39 16 8 12 31 55 18 27 12 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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 498,372 : : Positions : : 95,175 260,647 128,513 85,222 19,499 124,259 13,218 23,244 26,859 25,876 14,288 : : : : Changes from: October 11, 2011 : : 7,538 25,391 -2,078 4,749 1,608 16,181 -7,804 -2,131 -2,443 1,560 741 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.1 52.3 25.8 17.1 3.9 24.9 2.7 4.7 5.4 5.2 2.9 : : : : Number of Traders in Each Category Total Traders: 219 : : 48 58 20 12 21 45 15 23 30 32 36 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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 120,745 : : Positions : : 36,131 66,551 29,184 7,552 4,940 18,564 11,886 10,496 8,205 4,893 7,236 : : : : Changes from: October 11, 2011 : : 5,281 6,299 -261 -540 212 -4,632 -3,960 -308 1,036 -612 651 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.9 55.1 24.2 6.3 4.1 15.4 9.8 8.7 6.8 4.1 6.0 : : : : Number of Traders in Each Category Total Traders: 302 : : 81 82 23 9 15 52 39 43 38 32 48 : ----------------------------------------------------------------------------------------------------------------
Updated October 21, 2011