Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 403,472 : : Positions : : 50,704 127,872 172,964 13,461 15,296 53,798 100,655 32,102 24,005 33,468 20,812 : : : : Changes from: November 15, 2011 : : -2,545 -11,178 -1,212 637 -418 -1,430 10,218 -369 2,073 -2,509 -1,829 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.6 31.7 42.9 3.3 3.8 13.3 24.9 8.0 5.9 8.3 5.2 : : : : Number of Traders in Each Category Total Traders: 399 : : 66 90 20 6 21 43 91 55 60 67 80 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 147,341 : : Positions : : 35,963 69,452 22,178 0 4,124 31,459 21,621 14,948 12,625 4,403 4,793 : : : : Changes from: November 15, 2011 : : -1,623 -6,504 -693 0 -540 -2,003 1,434 -2,381 -105 178 -505 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.4 47.1 15.1 0.0 2.8 21.4 14.7 10.1 8.6 3.0 3.3 : : : : Number of Traders in Each Category Total Traders: 165 : : 44 44 16 0 10 27 22 20 23 10 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 43,704 : : Positions : : 11,441 27,851 693 48 372 13,337 750 226 2,884 318 2,563 : : : : Changes from: November 15, 2011 : : -1,875 -3,635 185 20 65 -734 0 -217 -42 0 311 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.2 63.7 1.6 0.1 0.9 30.5 1.7 0.5 6.6 0.7 5.9 : : : : Number of Traders in Each Category Total Traders: 55 : : 21 16 . . . 10 . . 8 . 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 1,298,708 : : Positions : : 319,361 662,748 259,175 49,050 76,897 247,967 74,062 89,528 113,642 59,767 56,726 : : : : Changes from: November 15, 2011 : : -221 -21,332 28,185 -7,916 -17,889 -22,904 10,302 -3,483 -690 520 361 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.6 51.0 20.0 3.8 5.9 19.1 5.7 6.9 8.8 4.6 4.4 : : : : Number of Traders in Each Category Total Traders: 742 : : 226 299 17 9 21 71 63 70 112 104 130 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 16,778 : : Positions : : 7,476 11,447 1,840 0 1 1,743 2,527 0 2,765 183 566 : : : : Changes from: November 15, 2011 : : -1,557 -1,363 18 0 1 -32 362 0 811 0 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.6 68.2 11.0 0.0 0.0 10.4 15.1 0.0 16.5 1.1 3.4 : : : : Number of Traders in Each Category Total Traders: 45 : : 13 9 4 0 . 6 9 0 11 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 17,805 : : Positions : : 6,343 9,058 2,270 194 50 1,400 2,228 52 2,221 2,071 1,863 : : : : Changes from: November 15, 2011 : : 171 -915 -50 27 -5 -133 378 0 225 48 195 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.6 50.9 12.7 1.1 0.3 7.9 12.5 0.3 12.5 11.6 10.5 : : : : Number of Traders in Each Category Total Traders: 84 : : 16 14 8 . . 6 11 . 18 13 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 253,609 : : Positions : : 28,517 126,976 71,152 2,585 6,775 70,922 11,295 17,987 9,036 24,512 19,971 : : : : Changes from: November 15, 2011 : : 1,221 -314 552 252 -309 -892 -3,089 -680 -126 305 3,449 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.2 50.1 28.1 1.0 2.7 28.0 4.5 7.1 3.6 9.7 7.9 : : : : Number of Traders in Each Category Total Traders: 293 : : 36 71 18 . 9 75 29 53 32 40 54 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 322,239 : : Positions : : 34,213 157,084 98,175 4,145 6,044 99,488 24,506 28,113 12,499 29,329 14,964 : : : : Changes from: November 15, 2011 : : 1,466 -4,389 181 270 894 -10,237 2,988 -952 764 -6,542 827 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.6 48.7 30.5 1.3 1.9 30.9 7.6 8.7 3.9 9.1 4.6 : : : : Number of Traders in Each Category Total Traders: 394 : : 60 151 16 7 10 87 27 55 48 36 58 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 32,505 : : Positions : : 1,979 5,703 4,396 285 760 11,729 1,587 1,131 2,071 2,626 4,401 : : : : Changes from: November 15, 2011 : : -1,362 -1,068 247 7 223 -709 77 297 406 -108 -39 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.1 17.5 13.5 0.9 2.3 36.1 4.9 3.5 6.4 8.1 13.5 : : : : Number of Traders in Each Category Total Traders: 153 : : 21 40 12 . 7 34 11 13 18 20 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 3,362 : : Positions : : 2,609 2,503 0 0 0 0 0 0 145 207 3 : : : : Changes from: November 15, 2011 : : 172 182 0 0 0 0 0 0 5 15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 74.4 0.0 0.0 0.0 0.0 0.0 0.0 4.3 6.2 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 13 0 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 34,480 : : Positions : : 20,996 17,245 0 1,792 0 2,536 63 1 5,504 8,402 1,054 : : : : Changes from: November 15, 2011 : : 753 1,049 0 52 0 1,041 0 -29 798 1,045 -220 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 50.0 0.0 5.2 0.0 7.4 0.2 0.0 16.0 24.4 3.1 : : : : Number of Traders in Each Category Total Traders: 77 : : 27 30 0 . 0 6 . . 10 14 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 522,610 : : Positions : : 145,747 237,373 133,604 13,800 18,187 70,563 74,905 40,447 43,936 28,194 27,335 : : : : Changes from: November 15, 2011 : : 4,936 -8,855 4,018 -131 -44 -5,172 9,674 210 1,431 -255 -3,815 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.9 45.4 25.6 2.6 3.5 13.5 14.3 7.7 8.4 5.4 5.2 : : : : Number of Traders in Each Category Total Traders: 469 : : 86 125 17 6 14 46 70 53 74 77 83 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 309,116 : : Positions : : 99,175 154,898 81,723 833 7,299 39,061 56,265 11,901 17,425 18,909 24,890 : : : : Changes from: November 15, 2011 : : 11,731 2,788 7,613 -182 -223 -5,969 5,875 1,501 200 47 2,560 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.1 50.1 26.4 0.3 2.4 12.6 18.2 3.9 5.6 6.1 8.1 : : : : Number of Traders in Each Category Total Traders: 258 : : 51 52 18 . 12 35 46 33 28 39 54 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 209,707 : : Positions : : 97,710 85,670 16,908 1,033 2,640 25,683 49,273 10,878 8,194 11,705 14,234 : : : : Changes from: November 15, 2011 : : 6,388 320 933 -555 1,485 -3,679 -278 -716 -1,852 1,476 1,332 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.6 40.9 8.1 0.5 1.3 12.2 23.5 5.2 3.9 5.6 6.8 : : : : Number of Traders in Each Category Total Traders: 202 : : 62 53 13 . 8 22 47 16 20 19 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 137,106 : : Positions : : 28,264 70,804 44,056 8,729 5,883 31,133 19,236 6,450 9,450 8,493 2,791 : : : : Changes from: November 15, 2011 : : -642 -6,054 821 -3,510 -1,288 -612 7,530 -952 -121 -1,209 -264 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.6 51.6 32.1 6.4 4.3 22.7 14.0 4.7 6.9 6.2 2.0 : : : : Number of Traders in Each Category Total Traders: 229 : : 23 41 19 12 18 46 35 24 29 39 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 27,935 : : Positions : : 5,421 21,796 3,174 402 63 13,642 642 224 620 2,714 1,254 : : : : Changes from: November 15, 2011 : : -157 784 44 10 1 1,368 226 224 -14 474 -53 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.4 78.0 11.4 1.4 0.2 48.8 2.3 0.8 2.2 9.7 4.5 : : : : Number of Traders in Each Category Total Traders: 100 : : 17 16 7 . . 41 . . 8 13 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 155,002 : : Positions : : 83,589 82,644 14,652 9,650 1,259 26,774 29,486 12,360 3,331 4,619 4,569 : : : : Changes from: November 15, 2011 : : 929 -2,970 -1,884 -401 159 302 1,224 534 -93 811 37 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 53.3 9.5 6.2 0.8 17.3 19.0 8.0 2.1 3.0 2.9 : : : : Number of Traders in Each Category Total Traders: 179 : : 35 36 16 5 9 28 50 22 20 16 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 503,702 : : Positions : : 133,559 219,982 126,276 86,710 19,351 98,769 40,362 29,982 23,949 24,299 14,407 : : : : Changes from: November 15, 2011 : : 15,300 -13,217 2,687 1,196 3,342 -4,489 9,246 2,785 -3,196 681 481 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.5 43.7 25.1 17.2 3.8 19.6 8.0 6.0 4.8 4.8 2.9 : : : : Number of Traders in Each Category Total Traders: 212 : : 51 57 20 12 20 36 20 22 27 31 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 97,495 : : Positions : : 27,095 57,321 28,916 5,690 4,881 19,900 9,101 5,885 2,887 5,320 3,844 : : : : Changes from: November 15, 2011 : : -4,126 -1,822 159 200 -612 172 -2,109 -673 -497 -132 -133 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.8 58.8 29.7 5.8 5.0 20.4 9.3 6.0 3.0 5.5 3.9 : : : : Number of Traders in Each Category Total Traders: 287 : : 78 79 20 11 16 47 39 34 27 36 39 : ----------------------------------------------------------------------------------------------------------------
Updated November 28, 2011