Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 426,394 : : Positions : : 54,441 151,288 175,022 11,903 15,792 56,059 82,228 39,504 20,960 37,430 24,343 : : : : Changes from: November 1, 2011 : : -3,137 5,548 -1,122 -1,133 -4,343 -1,112 -9,152 1,833 2,198 1,093 -7,054 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.8 35.5 41.0 2.8 3.7 13.1 19.3 9.3 4.9 8.8 5.7 : : : : Number of Traders in Each Category Total Traders: 396 : : 68 90 20 6 22 46 77 59 54 74 83 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 155,152 : : Positions : : 33,008 75,184 22,189 251 2,813 32,798 16,694 18,706 13,433 4,117 6,506 : : : : Changes from: November 1, 2011 : : 633 -904 -39 0 -1,639 -234 -189 -2,384 -2,072 388 413 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.3 48.5 14.3 0.2 1.8 21.1 10.8 12.1 8.7 2.7 4.2 : : : : Number of Traders in Each Category Total Traders: 166 : : 44 47 14 . 10 30 18 25 26 9 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 47,856 : : Positions : : 14,083 31,553 561 28 325 12,468 750 885 2,762 308 2,236 : : : : Changes from: November 1, 2011 : : 234 2,056 -278 28 -38 2,686 -67 171 -432 5 576 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.4 65.9 1.2 0.1 0.7 26.1 1.6 1.8 5.8 0.6 4.7 : : : : Number of Traders in Each Category Total Traders: 52 : : 19 17 . . . 9 . 6 8 . 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 1,267,573 : : Positions : : 303,626 670,403 226,895 61,817 74,640 268,395 54,910 87,326 117,158 58,069 44,439 : : : : Changes from: November 1, 2011 : : 13,835 32,638 -3,589 -4,005 5,529 13,767 -7,072 13,851 -11,990 5,548 3,663 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.0 52.9 17.9 4.9 5.9 21.2 4.3 6.9 9.2 4.6 3.5 : : : : Number of Traders in Each Category Total Traders: 754 : : 200 312 16 10 20 84 49 70 109 108 128 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 17,459 : : Positions : : 8,243 12,327 1,834 0 4 1,949 2,162 0 1,751 183 721 : : : : Changes from: November 1, 2011 : : 882 606 -8 0 4 -450 252 0 406 0 492 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.2 70.6 10.5 0.0 0.0 11.2 12.4 0.0 10.0 1.0 4.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 11 8 4 0 . 7 7 0 11 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 16,487 : : Positions : : 5,985 10,967 2,348 87 49 1,870 1,559 52 1,643 1,722 1,801 : : : : Changes from: November 1, 2011 : : 674 -251 -207 87 14 -773 363 -70 266 -427 128 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.3 66.5 14.2 0.5 0.3 11.3 9.5 0.3 10.0 10.4 10.9 : : : : Number of Traders in Each Category Total Traders: 82 : : 17 15 8 . . 8 9 . 18 10 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 252,230 : : Positions : : 24,494 132,030 70,493 2,566 4,372 76,028 10,355 21,917 8,384 22,876 18,023 : : : : Changes from: November 1, 2011 : : 852 -4,800 897 -416 -2,531 -7,391 1,368 -1,021 -405 -3,328 -8,908 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.7 52.3 27.9 1.0 1.7 30.1 4.1 8.7 3.3 9.1 7.1 : : : : Number of Traders in Each Category Total Traders: 293 : : 33 76 17 . 7 79 25 58 35 31 49 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 324,810 : : Positions : : 29,710 162,893 98,970 3,665 4,735 114,162 20,320 26,114 9,832 32,997 15,656 : : : : Changes from: November 1, 2011 : : -1,840 3,486 -1,098 1,117 -2,363 4,209 -2,976 -1,311 1,616 -1,060 -1,448 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.1 50.2 30.5 1.1 1.5 35.1 6.3 8.0 3.0 10.2 4.8 : : : : Number of Traders in Each Category Total Traders: 397 : : 47 151 16 6 7 96 29 51 38 43 54 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 33,736 : : Positions : : 3,703 6,764 4,097 221 856 11,900 1,529 985 1,763 2,596 4,051 : : : : Changes from: November 1, 2011 : : 566 446 2 -96 138 -494 273 -84 330 -104 701 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.0 20.0 12.1 0.7 2.5 35.3 4.5 2.9 5.2 7.7 12.0 : : : : Number of Traders in Each Category Total Traders: 152 : : 24 43 11 . 7 35 12 15 16 16 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 2,995 : : Positions : : 2,479 2,171 0 0 0 0 0 0 111 191 1 : : : : Changes from: November 1, 2011 : : -447 -528 0 0 0 0 0 0 -41 -240 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 72.5 0.0 0.0 0.0 0.0 0.0 0.0 3.7 6.4 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 12 0 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 30,095 : : Positions : : 19,641 15,342 0 1,705 0 1,484 201 10 4,335 7,424 1,178 : : : : Changes from: November 1, 2011 : : -3,202 -3,406 0 -169 0 479 201 -16 -1,010 100 179 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 51.0 0.0 5.7 0.0 4.9 0.7 0.0 14.4 24.7 3.9 : : : : Number of Traders in Each Category Total Traders: 75 : : 27 28 0 . 0 6 . . 8 14 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 515,823 : : Positions : : 130,107 260,427 131,265 13,839 18,561 78,447 50,836 40,839 40,539 22,759 28,955 : : : : Changes from: November 1, 2011 : : -1,977 -11,140 -444 298 1,271 -2,571 3,563 -2,175 1,623 2,797 1,658 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.2 50.5 25.4 2.7 3.6 15.2 9.9 7.9 7.9 4.4 5.6 : : : : Number of Traders in Each Category Total Traders: 470 : : 90 153 17 6 17 46 60 57 71 69 93 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 300,047 : : Positions : : 91,913 151,802 73,479 1,105 8,578 44,583 52,867 8,861 17,214 17,662 24,915 : : : : Changes from: November 1, 2011 : : -10,774 -2,633 3,199 711 -7,046 2,478 -3,310 -1,412 -816 -679 4,018 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.6 50.6 24.5 0.4 2.9 14.9 17.6 3.0 5.7 5.9 8.3 : : : : Number of Traders in Each Category Total Traders: 258 : : 49 51 16 . 13 39 42 25 30 35 56 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 196,865 : : Positions : : 82,636 83,105 15,800 1,588 2,477 28,094 40,241 11,416 8,605 10,136 11,144 : : : : Changes from: November 1, 2011 : : -2,302 -3,931 -88 252 -637 3,570 2,513 1,946 -48 -572 629 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.0 42.2 8.0 0.8 1.3 14.3 20.4 5.8 4.4 5.1 5.7 : : : : Number of Traders in Each Category Total Traders: 194 : : 56 48 13 . 9 25 40 20 15 20 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 165,589 : : Positions : : 40,871 80,431 40,744 17,594 10,527 33,974 15,737 8,927 13,068 9,977 5,646 : : : : Changes from: November 1, 2011 : : 3,163 1,160 -167 -264 34 -400 482 -1,771 -25 -862 310 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.7 48.6 24.6 10.6 6.4 20.5 9.5 5.4 7.9 6.0 3.4 : : : : Number of Traders in Each Category Total Traders: 232 : : 30 43 17 15 21 47 32 29 34 35 40 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 26,633 : : Positions : : 5,602 21,529 3,146 392 0 12,918 300 0 564 2,169 1,026 : : : : Changes from: November 1, 2011 : : -277 -180 -91 7 -11 378 172 0 73 -270 -244 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.0 80.8 11.8 1.5 0.0 48.5 1.1 0.0 2.1 8.1 3.9 : : : : Number of Traders in Each Category Total Traders: 92 : : 16 15 7 . 0 37 . 0 7 11 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 183,613 : : Positions : : 91,455 96,240 18,121 10,782 3,375 28,615 29,682 21,672 4,166 4,308 6,262 : : : : Changes from: November 1, 2011 : : -2,575 -8,664 2,280 -175 -3,782 -5,407 -7,555 1,095 -7,476 1,985 -961 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.8 52.4 9.9 5.9 1.8 15.6 16.2 11.8 2.3 2.3 3.4 : : : : Number of Traders in Each Category Total Traders: 181 : : 36 40 15 6 8 26 50 23 17 17 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 492,323 : : Positions : : 106,680 251,544 124,811 86,937 17,638 115,046 17,069 25,100 25,778 23,770 14,624 : : : : Changes from: November 1, 2011 : : 7,072 -9,120 238 2,775 -1,971 -9,897 3,375 -1,980 -1,977 -1,182 1,050 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.7 51.1 25.4 17.7 3.6 23.4 3.5 5.1 5.2 4.8 3.0 : : : : Number of Traders in Each Category Total Traders: 214 : : 50 56 20 11 20 48 10 21 32 29 40 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 114,896 : : Positions : : 34,306 60,644 28,514 8,264 6,079 19,009 11,942 8,801 4,715 4,105 5,683 : : : : Changes from: November 1, 2011 : : -2,401 -6,456 -185 393 -19 -1,098 -723 -3,133 -2,901 -680 228 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.9 52.8 24.8 7.2 5.3 16.5 10.4 7.7 4.1 3.6 4.9 : : : : Number of Traders in Each Category Total Traders: 278 : : 79 78 20 11 15 44 40 41 34 28 40 : ----------------------------------------------------------------------------------------------------------------
Updated November 14, 2011