Disaggregated Commitments of Traders-All Futures Combined Positions as of November 29, 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 369,175 : : Positions : : 44,672 120,440 166,418 14,235 10,286 53,564 94,356 26,622 19,473 30,792 16,096 : : : : Changes from: November 22, 2011 : : -6,032 -7,432 -6,546 774 -5,010 -234 -6,299 -5,480 -4,532 -2,676 -4,716 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.1 32.6 45.1 3.9 2.8 14.5 25.6 7.2 5.3 8.3 4.4 : : : : Number of Traders in Each Category Total Traders: 372 : : 57 84 19 6 19 45 85 50 49 65 52 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 29, 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 134,769 : : Positions : : 30,564 64,654 23,344 0 1,830 30,872 21,404 14,654 11,777 4,011 4,635 : : : : Changes from: November 22, 2011 : : -5,399 -4,798 1,166 0 -2,294 -587 -217 -294 -848 -392 -158 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.7 48.0 17.3 0.0 1.4 22.9 15.9 10.9 8.7 3.0 3.4 : : : : Number of Traders in Each Category Total Traders: 162 : : 43 44 16 0 9 27 19 19 18 11 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 29, 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 41,728 : : Positions : : 12,221 25,451 412 48 343 11,499 1,033 553 2,927 323 1,794 : : : : Changes from: November 22, 2011 : : 780 -2,400 -281 0 -29 -1,838 283 327 43 5 -769 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.3 61.0 1.0 0.1 0.8 27.6 2.5 1.3 7.0 0.8 4.3 : : : : Number of Traders in Each Category Total Traders: 46 : : 19 16 . . . 6 . 4 6 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 29, 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 1,156,942 : : Positions : : 276,193 617,169 291,313 29,184 44,624 219,041 73,365 82,104 72,668 54,036 42,390 : : : : Changes from: November 22, 2011 : : -43,168 -45,579 32,138 -19,866 -32,273 -28,926 -697 -7,424 -40,974 -5,731 -14,336 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.9 53.3 25.2 2.5 3.9 18.9 6.3 7.1 6.3 4.7 3.7 : : : : Number of Traders in Each Category Total Traders: 690 : : 185 292 18 7 19 70 53 73 82 102 102 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 29, 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 14,054 : : Positions : : 7,028 9,269 1,888 0 0 2,097 2,403 0 927 192 95 : : : : Changes from: November 22, 2011 : : -448 -2,178 48 0 -1 354 -124 0 -1,838 9 -471 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 66.0 13.4 0.0 0.0 14.9 17.1 0.0 6.6 1.4 0.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 11 7 4 0 0 7 8 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 29, 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 18,229 : : Positions : : 6,382 8,474 2,243 194 38 1,376 2,872 52 2,189 2,170 2,283 : : : : Changes from: November 22, 2011 : : 39 -584 -27 0 -12 -24 644 0 -32 99 420 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.0 46.5 12.3 1.1 0.2 7.5 15.8 0.3 12.0 11.9 12.5 : : : : Number of Traders in Each Category Total Traders: 85 : : 15 13 7 . . 6 14 . 17 14 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 29, 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 264,231 : : Positions : : 29,100 132,211 70,132 2,615 6,324 76,503 9,992 18,310 9,149 29,173 22,732 : : : : Changes from: November 22, 2011 : : 583 5,235 -1,020 30 -451 5,581 -1,303 323 113 4,661 2,761 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.0 50.0 26.5 1.0 2.4 29.0 3.8 6.9 3.5 11.0 8.6 : : : : Number of Traders in Each Category Total Traders: 312 : : 38 75 18 . 10 82 26 58 30 45 55 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 29, 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 316,924 : : Positions : : 34,799 157,925 97,759 4,434 5,285 98,805 25,291 22,682 13,433 29,277 17,057 : : : : Changes from: November 22, 2011 : : 586 841 -416 289 -759 -683 785 -5,431 934 -52 2,093 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.0 49.8 30.8 1.4 1.7 31.2 8.0 7.2 4.2 9.2 5.4 : : : : Number of Traders in Each Category Total Traders: 398 : : 67 151 16 7 7 85 31 53 50 41 63 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 29, 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 31,760 : : Positions : : 1,822 5,172 4,443 267 818 11,390 1,965 1,397 2,368 2,721 3,671 : : : : Changes from: November 22, 2011 : : -157 -531 47 -18 58 -339 378 266 297 95 -730 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.7 16.3 14.0 0.8 2.6 35.9 6.2 4.4 7.5 8.6 11.6 : : : : Number of Traders in Each Category Total Traders: 152 : : 19 34 12 . 6 33 14 14 17 19 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 29, 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 3,472 : : Positions : : 2,714 2,584 0 0 0 0 0 0 145 218 3 : : : : Changes from: November 22, 2011 : : 105 81 0 0 0 0 0 0 0 11 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 74.4 0.0 0.0 0.0 0.0 0.0 0.0 4.2 6.3 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 0 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 29, 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 35,669 : : Positions : : 21,414 17,857 0 1,839 0 2,611 63 17 5,792 8,132 1,293 : : : : Changes from: November 22, 2011 : : 418 612 0 47 0 75 0 16 288 -270 239 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 50.1 0.0 5.2 0.0 7.3 0.2 0.0 16.2 22.8 3.6 : : : : Number of Traders in Each Category Total Traders: 77 : : 27 29 0 . 0 6 . . 10 14 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 29, 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 522,741 : : Positions : : 140,522 235,038 132,788 13,858 19,061 67,574 70,070 45,979 42,336 28,777 25,058 : : : : Changes from: November 22, 2011 : : -5,225 -2,335 -816 58 874 -2,989 -4,835 5,532 -1,600 583 -2,277 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.9 45.0 25.4 2.7 3.6 12.9 13.4 8.8 8.1 5.5 4.8 : : : : Number of Traders in Each Category Total Traders: 457 : : 84 124 17 5 17 47 70 59 74 63 88 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 29, 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 320,391 : : Positions : : 102,690 154,506 83,115 1,554 5,115 42,890 61,103 12,667 17,332 20,520 27,356 : : : : Changes from: November 22, 2011 : : 3,515 -392 1,392 721 -2,184 3,829 4,838 766 -93 1,611 2,466 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.1 48.2 25.9 0.5 1.6 13.4 19.1 4.0 5.4 6.4 8.5 : : : : Number of Traders in Each Category Total Traders: 264 : : 51 53 17 . 13 34 47 28 32 37 55 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 29, 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 209,361 : : Positions : : 95,949 84,183 17,876 913 2,487 25,510 46,005 10,988 6,422 12,394 16,234 : : : : Changes from: November 22, 2011 : : -1,761 -1,487 968 -120 -153 -173 -3,268 110 -1,772 689 2,000 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.8 40.2 8.5 0.4 1.2 12.2 22.0 5.2 3.1 5.9 7.8 : : : : Number of Traders in Each Category Total Traders: 202 : : 55 50 12 . 6 27 41 18 17 20 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 29, 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 138,214 : : Positions : : 29,489 66,083 44,057 10,224 4,259 32,958 20,933 6,095 9,784 8,995 2,261 : : : : Changes from: November 22, 2011 : : 1,225 -4,721 1 1,495 -1,624 1,825 1,697 -355 334 502 -530 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.3 47.8 31.9 7.4 3.1 23.8 15.1 4.4 7.1 6.5 1.6 : : : : Number of Traders in Each Category Total Traders: 221 : : 24 39 19 12 18 43 36 24 26 38 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 29, 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 28,255 : : Positions : : 5,243 21,909 3,113 402 121 14,104 642 224 633 2,736 1,201 : : : : Changes from: November 22, 2011 : : -178 113 -61 0 58 462 0 0 13 22 -53 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.6 77.5 11.0 1.4 0.4 49.9 2.3 0.8 2.2 9.7 4.3 : : : : Number of Traders in Each Category Total Traders: 101 : : 16 15 7 . . 42 . . 8 13 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 29, 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 158,826 : : Positions : : 85,795 84,266 15,986 9,882 864 27,227 32,523 12,313 3,342 4,016 4,978 : : : : Changes from: November 22, 2011 : : 2,206 1,622 1,334 232 -395 453 3,037 -47 11 -603 409 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 53.1 10.1 6.2 0.5 17.1 20.5 7.8 2.1 2.5 3.1 : : : : Number of Traders in Each Category Total Traders: 190 : : 34 35 16 6 7 32 51 22 19 18 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 29, 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 504,829 : : Positions : : 137,398 228,053 127,156 72,721 20,302 96,960 42,135 29,670 22,553 26,027 14,706 : : : : Changes from: November 22, 2011 : : 3,839 8,071 880 -13,989 951 -1,809 1,773 -312 -1,396 1,728 299 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.2 45.2 25.2 14.4 4.0 19.2 8.3 5.9 4.5 5.2 2.9 : : : : Number of Traders in Each Category Total Traders: 218 : : 53 58 20 12 19 38 16 26 28 37 40 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 29, 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 99,583 : : Positions : : 26,722 57,197 28,186 5,493 5,150 21,825 10,104 5,930 2,914 5,218 3,694 : : : : Changes from: November 22, 2011 : : -373 -124 -730 -197 269 1,925 1,003 45 27 -102 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.8 57.4 28.3 5.5 5.2 21.9 10.1 6.0 2.9 5.2 3.7 : : : : Number of Traders in Each Category Total Traders: 289 : : 81 79 21 11 19 48 40 36 25 36 38 : ----------------------------------------------------------------------------------------------------------------
Updated December 2, 2011