Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 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 433,325 : : Positions : : 57,578 145,740 176,144 13,036 20,135 57,171 91,380 37,671 18,762 36,337 31,397 : : : : Changes from: October 25, 2011 : : 4,077 -3,614 -714 1,033 1,810 -1,650 4,158 945 264 -370 1,853 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.3 33.6 40.6 3.0 4.6 13.2 21.1 8.7 4.3 8.4 7.2 : : : : Number of Traders in Each Category Total Traders: 406 : : 67 89 20 8 23 48 85 60 62 70 83 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 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 157,730 : : Positions : : 32,375 76,088 22,228 251 4,452 33,032 16,883 21,090 15,505 3,729 6,093 : : : : Changes from: October 25, 2011 : : 788 -343 -106 0 603 -325 229 -341 317 -51 1,593 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.5 48.2 14.1 0.2 2.8 20.9 10.7 13.4 9.8 2.4 3.9 : : : : Number of Traders in Each Category Total Traders: 174 : : 42 47 16 . 11 29 21 29 29 8 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 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 42,640 : : Positions : : 13,849 29,497 839 0 363 9,782 817 714 3,194 303 1,660 : : : : Changes from: October 25, 2011 : : 270 1,365 135 -44 44 778 -153 -26 -98 0 -212 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.5 69.2 2.0 0.0 0.9 22.9 1.9 1.7 7.5 0.7 3.9 : : : : Number of Traders in Each Category Total Traders: 54 : : 20 17 4 0 . 9 . 5 8 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 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 1,231,824 : : Positions : : 289,791 637,765 230,484 65,822 69,111 254,628 61,982 73,475 129,148 52,521 40,776 : : : : Changes from: October 25, 2011 : : 4,680 12,941 28 -1,499 4,343 9,678 4,593 -4,697 -1,783 -1,138 -1,725 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.5 51.8 18.7 5.3 5.6 20.7 5.0 6.0 10.5 4.3 3.3 : : : : Number of Traders in Each Category Total Traders: 749 : : 195 304 16 11 20 84 53 68 117 100 118 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 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 16,137 : : Positions : : 7,361 11,721 1,842 0 0 2,399 1,910 0 1,345 183 229 : : : : Changes from: October 25, 2011 : : -550 -595 83 0 0 -101 51 0 246 -30 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.6 72.6 11.4 0.0 0.0 14.9 11.8 0.0 8.3 1.1 1.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 11 7 4 0 0 9 7 0 9 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 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 17,346 : : Positions : : 5,311 11,218 2,555 0 35 2,643 1,196 122 1,377 2,149 1,673 : : : : Changes from: October 25, 2011 : : -610 -45 126 0 -22 287 -32 -314 -17 -149 -197 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.6 64.7 14.7 0.0 0.2 15.2 6.9 0.7 7.9 12.4 9.6 : : : : Number of Traders in Each Category Total Traders: 77 : : 15 16 9 0 . 12 5 . 13 13 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 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 275,395 : : Positions : : 23,642 136,830 69,596 2,982 6,903 83,419 8,987 22,938 8,789 26,204 26,931 : : : : Changes from: October 25, 2011 : : 3,361 -590 -3,515 465 686 -5,364 -1,361 1,250 1,508 -1,652 -696 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.6 49.7 25.3 1.1 2.5 30.3 3.3 8.3 3.2 9.5 9.8 : : : : Number of Traders in Each Category Total Traders: 318 : : 38 77 16 . 8 87 23 56 35 39 62 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 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 325,310 : : Positions : : 31,550 159,407 100,068 2,548 7,098 109,953 23,296 27,425 8,216 34,057 17,104 : : : : Changes from: October 25, 2011 : : 1,833 -12,218 -4,175 -664 1,646 -9,948 1,747 542 -6,358 -6,001 6,465 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.7 49.0 30.8 0.8 2.2 33.8 7.2 8.4 2.5 10.5 5.3 : : : : Number of Traders in Each Category Total Traders: 399 : : 45 150 17 4 8 94 34 58 30 49 51 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 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 32,196 : : Positions : : 3,137 6,318 4,095 317 718 12,394 1,256 1,069 1,433 2,700 3,350 : : : : Changes from: October 25, 2011 : : -335 -994 -204 168 140 -1,394 -36 -1,071 -46 -737 -247 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.7 19.6 12.7 1.0 2.2 38.5 3.9 3.3 4.5 8.4 10.4 : : : : Number of Traders in Each Category Total Traders: 148 : : 22 41 11 . 8 33 11 15 10 21 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 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 3,601 : : Positions : : 2,926 2,699 0 0 0 0 0 0 152 431 11 : : : : Changes from: October 25, 2011 : : 146 210 0 0 0 0 0 0 49 -6 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 75.0 0.0 0.0 0.0 0.0 0.0 0.0 4.2 12.0 0.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 13 0 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 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 34,260 : : Positions : : 22,843 18,748 0 1,874 0 1,005 0 26 5,345 7,324 999 : : : : Changes from: October 25, 2011 : : 1,029 842 0 214 0 56 0 24 596 251 115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 54.7 0.0 5.5 0.0 2.9 0.0 0.1 15.6 21.4 2.9 : : : : Number of Traders in Each Category Total Traders: 78 : : 28 31 0 . 0 5 0 . 11 13 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 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 518,805 : : Positions : : 132,084 271,567 131,709 13,541 17,290 81,018 47,273 43,014 38,916 19,962 27,297 : : : : Changes from: October 25, 2011 : : -14,895 -22,367 4,614 2,303 -9,050 -3,892 5,482 -1,154 -371 1,875 2,422 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.5 52.3 25.4 2.6 3.3 15.6 9.1 8.3 7.5 3.8 5.3 : : : : Number of Traders in Each Category Total Traders: 463 : : 87 154 17 6 17 52 50 52 66 64 88 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 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 308,260 : : Positions : : 102,687 154,435 70,280 394 15,624 42,105 56,177 10,273 18,030 18,341 20,897 : : : : Changes from: October 25, 2011 : : 3,272 2,698 -2,519 322 -967 992 4,055 -1,052 -1,427 -2,316 2,296 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.3 50.1 22.8 0.1 5.1 13.7 18.2 3.3 5.8 5.9 6.8 : : : : Number of Traders in Each Category Total Traders: 261 : : 50 54 17 . 13 38 42 25 31 33 53 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 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 188,866 : : Positions : : 84,938 87,036 15,888 1,336 3,114 24,524 37,728 9,470 8,653 10,708 10,515 : : : : Changes from: October 25, 2011 : : 3,377 1,102 -911 -441 1,834 -1,992 4,232 -3,057 1,174 -1,906 2,093 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.0 46.1 8.4 0.7 1.6 13.0 20.0 5.0 4.6 5.7 5.6 : : : : Number of Traders in Each Category Total Traders: 189 : : 59 53 13 . 8 19 38 14 17 17 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 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 164,914 : : Positions : : 37,708 79,271 40,911 17,858 10,493 34,374 15,255 10,698 13,093 10,839 5,336 : : : : Changes from: October 25, 2011 : : 1,056 10,792 709 -3,283 2,463 2,996 -3,014 -467 -1,819 696 -102 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.9 48.1 24.8 10.8 6.4 20.8 9.3 6.5 7.9 6.6 3.2 : : : : Number of Traders in Each Category Total Traders: 234 : : 28 43 17 15 19 52 27 29 32 36 39 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 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 26,800 : : Positions : : 5,879 21,709 3,237 385 11 12,540 128 0 491 2,439 1,270 : : : : Changes from: October 25, 2011 : : -827 591 -190 -47 5 1,658 -61 0 -56 210 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.9 81.0 12.1 1.4 0.0 46.8 0.5 0.0 1.8 9.1 4.7 : : : : Number of Traders in Each Category Total Traders: 92 : : 15 15 7 . . 36 . 0 6 15 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 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 199,561 : : Positions : : 94,030 104,904 15,841 10,957 7,157 34,022 37,237 20,577 11,642 2,323 7,223 : : : : Changes from: October 25, 2011 : : -46 8,045 873 291 -372 -97 -4,593 1,577 206 -1,343 1,128 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.1 52.6 7.9 5.5 3.6 17.0 18.7 10.3 5.8 1.2 3.6 : : : : Number of Traders in Each Category Total Traders: 186 : : 36 38 15 6 11 30 48 23 27 9 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 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 498,960 : : Positions : : 99,608 260,664 124,573 84,162 19,609 124,943 13,694 27,080 27,755 24,952 13,574 : : : : Changes from: October 25, 2011 : : -1,125 -6,771 -2,105 -2,708 277 -5,006 83 2,095 134 -374 94 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.0 52.2 25.0 16.9 3.9 25.0 2.7 5.4 5.6 5.0 2.7 : : : : Number of Traders in Each Category Total Traders: 217 : : 48 57 19 12 21 47 11 21 35 29 39 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 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 122,541 : : Positions : : 36,707 67,100 28,699 7,871 6,098 20,107 12,665 11,934 7,616 4,785 5,455 : : : : Changes from: October 25, 2011 : : 714 -3,696 -40 88 633 -1,599 2,361 1,290 193 -60 -1,878 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.0 54.8 23.4 6.4 5.0 16.4 10.3 9.7 6.2 3.9 4.5 : : : : Number of Traders in Each Category Total Traders: 300 : : 85 84 21 9 14 50 39 44 40 31 50 : ----------------------------------------------------------------------------------------------------------------
Updated November 10, 2011