Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 374,207 : : Positions : : 36,479 118,096 167,018 14,404 11,574 60,644 96,517 30,703 19,401 31,206 18,643 : : : : Changes from: November 29, 2011 : : -8,193 -2,344 600 169 1,288 7,080 2,161 4,081 -72 414 2,547 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.7 31.6 44.6 3.8 3.1 16.2 25.8 8.2 5.2 8.3 5.0 : : : : Number of Traders in Each Category Total Traders: 377 : : 50 86 19 6 20 46 82 55 55 62 56 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 136,635 : : Positions : : 29,360 65,013 23,556 0 1,581 30,251 21,788 17,206 14,403 3,711 3,775 : : : : Changes from: November 29, 2011 : : -1,204 359 212 0 -249 -621 384 2,552 2,626 -300 -860 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.5 47.6 17.2 0.0 1.2 22.1 15.9 12.6 10.5 2.7 2.8 : : : : Number of Traders in Each Category Total Traders: 162 : : 39 46 16 0 10 28 19 18 21 11 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 41,369 : : Positions : : 12,826 24,846 277 23 340 11,349 923 406 3,352 775 1,991 : : : : Changes from: November 29, 2011 : : 605 -605 -135 -25 -3 -150 -110 -147 425 452 197 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.0 60.1 0.7 0.1 0.8 27.4 2.2 1.0 8.1 1.9 4.8 : : : : Number of Traders in Each Category Total Traders: 48 : : 19 14 . . . 7 . 4 8 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 1,146,906 : : Positions : : 255,246 570,600 286,047 28,034 45,666 221,267 93,587 92,305 72,880 54,502 41,329 : : : : Changes from: November 29, 2011 : : -20,947 -46,569 -5,266 -1,150 1,042 2,226 20,222 10,201 212 466 -1,061 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.3 49.8 24.9 2.4 4.0 19.3 8.2 8.0 6.4 4.8 3.6 : : : : Number of Traders in Each Category Total Traders: 680 : : 171 284 18 7 20 75 53 75 86 90 91 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 12,946 : : Positions : : 6,172 8,701 1,966 0 0 2,202 2,296 0 793 198 17 : : : : Changes from: November 29, 2011 : : -856 -568 78 0 0 105 -107 0 -134 6 -78 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 67.2 15.2 0.0 0.0 17.0 17.7 0.0 6.1 1.5 0.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 11 7 4 0 0 7 9 0 5 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 18,114 : : Positions : : 6,279 8,092 2,275 337 8 1,569 3,012 225 2,210 1,981 2,140 : : : : Changes from: November 29, 2011 : : -103 -382 32 143 -30 193 140 173 21 -189 -143 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.7 44.7 12.6 1.9 0.0 8.7 16.6 1.2 12.2 10.9 11.8 : : : : Number of Traders in Each Category Total Traders: 86 : : 15 13 7 . . 8 11 . 19 12 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 261,218 : : Positions : : 27,176 134,430 67,890 2,566 7,191 79,148 8,081 18,888 8,180 26,436 21,266 : : : : Changes from: November 29, 2011 : : -1,924 2,219 -2,242 -49 867 2,645 -1,911 578 -969 -2,737 -1,466 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.4 51.5 26.0 1.0 2.8 30.3 3.1 7.2 3.1 10.1 8.1 : : : : Number of Traders in Each Category Total Traders: 300 : : 37 78 18 . 9 81 22 53 31 37 50 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 319,039 : : Positions : : 36,331 160,501 99,818 4,303 5,754 97,738 24,632 25,991 12,963 29,374 12,665 : : : : Changes from: November 29, 2011 : : 1,532 2,576 2,059 -131 469 -1,067 -659 3,309 -470 97 -4,392 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.4 50.3 31.3 1.3 1.8 30.6 7.7 8.1 4.1 9.2 4.0 : : : : Number of Traders in Each Category Total Traders: 383 : : 67 149 16 6 8 85 33 55 39 39 48 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 31,152 : : Positions : : 1,808 4,905 4,478 189 1,586 10,704 1,777 1,914 1,972 2,436 2,745 : : : : Changes from: November 29, 2011 : : -14 -267 35 -78 768 -686 -188 517 -396 -285 -926 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.8 15.7 14.4 0.6 5.1 34.4 5.7 6.1 6.3 7.8 8.8 : : : : Number of Traders in Each Category Total Traders: 134 : : 19 29 12 . 9 26 13 17 14 16 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 3,036 : : Positions : : 2,437 2,335 0 0 0 0 0 0 0 149 5 : : : : Changes from: November 29, 2011 : : -277 -249 0 0 0 0 0 0 -145 -69 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 76.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 4.9 0.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 11 0 0 0 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 32,089 : : Positions : : 19,400 14,804 0 1,671 0 2,888 103 26 4,599 9,221 976 : : : : Changes from: November 29, 2011 : : -2,014 -3,053 0 -168 0 277 40 9 -1,193 1,089 -317 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 46.1 0.0 5.2 0.0 9.0 0.3 0.1 14.3 28.7 3.0 : : : : Number of Traders in Each Category Total Traders: 80 : : 29 26 0 . 0 7 . . 8 17 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 541,370 : : Positions : : 153,357 245,409 133,498 13,607 19,111 64,914 70,569 45,423 45,014 30,773 31,204 : : : : Changes from: November 29, 2011 : : 12,835 10,371 710 -251 50 -2,660 499 -556 2,678 1,996 6,146 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.3 45.3 24.7 2.5 3.5 12.0 13.0 8.4 8.3 5.7 5.8 : : : : Number of Traders in Each Category Total Traders: 460 : : 87 119 17 5 15 44 75 54 75 69 105 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 315,566 : : Positions : : 101,496 155,146 81,687 1,755 9,929 48,241 62,453 14,017 14,195 17,308 20,778 : : : : Changes from: November 29, 2011 : : -1,194 640 -1,428 201 4,814 5,351 1,350 1,350 -3,137 -3,212 -6,578 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.2 49.2 25.9 0.6 3.1 15.3 19.8 4.4 4.5 5.5 6.6 : : : : Number of Traders in Each Category Total Traders: 245 : : 47 49 17 . 12 38 47 30 24 31 42 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 207,046 : : Positions : : 97,348 80,658 16,029 973 5,004 24,911 49,848 11,827 5,109 11,191 14,684 : : : : Changes from: November 29, 2011 : : 1,399 -3,525 -1,847 60 2,517 -599 3,843 839 -1,313 -1,203 -1,550 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.0 39.0 7.7 0.5 2.4 12.0 24.1 5.7 2.5 5.4 7.1 : : : : Number of Traders in Each Category Total Traders: 194 : : 55 51 12 . 11 23 44 19 14 16 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 139,821 : : Positions : : 25,820 66,701 43,522 10,933 4,400 35,916 21,507 6,770 11,368 9,962 2,310 : : : : Changes from: November 29, 2011 : : -3,669 618 -535 709 141 2,958 574 675 1,584 967 49 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.5 47.7 31.1 7.8 3.1 25.7 15.4 4.8 8.1 7.1 1.7 : : : : Number of Traders in Each Category Total Traders: 231 : : 24 41 19 13 18 45 41 27 28 38 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 29,261 : : Positions : : 6,099 22,574 3,033 562 97 14,474 680 165 457 2,882 1,264 : : : : Changes from: November 29, 2011 : : 856 665 -80 160 -24 370 38 -59 -176 146 63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.8 77.1 10.4 1.9 0.3 49.5 2.3 0.6 1.6 9.8 4.3 : : : : Number of Traders in Each Category Total Traders: 100 : : 16 16 7 . . 40 . . 8 13 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 163,752 : : Positions : : 86,291 84,338 16,035 10,039 1,349 28,226 35,433 13,399 3,911 4,525 5,270 : : : : Changes from: November 29, 2011 : : 496 72 49 157 485 999 2,910 1,086 569 509 292 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 51.5 9.8 6.1 0.8 17.2 21.6 8.2 2.4 2.8 3.2 : : : : Number of Traders in Each Category Total Traders: 188 : : 34 36 14 7 9 31 53 20 17 19 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 517,967 : : Positions : : 139,556 234,111 125,948 72,568 21,521 101,569 45,505 33,523 23,137 24,417 14,637 : : : : Changes from: November 29, 2011 : : 2,158 6,058 -1,208 -153 1,219 4,609 3,370 3,853 584 -1,610 -69 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.9 45.2 24.3 14.0 4.2 19.6 8.8 6.5 4.5 4.7 2.8 : : : : Number of Traders in Each Category Total Traders: 219 : : 52 58 19 13 21 39 18 27 26 38 39 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 100,602 : : Positions : : 23,749 55,772 27,520 5,550 4,913 23,879 10,663 7,521 3,225 5,419 4,145 : : : : Changes from: November 29, 2011 : : -2,973 -1,425 -666 57 -237 2,054 559 1,591 311 201 451 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.6 55.4 27.4 5.5 4.9 23.7 10.6 7.5 3.2 5.4 4.1 : : : : Number of Traders in Each Category Total Traders: 292 : : 87 84 19 12 18 52 36 38 26 37 41 : ----------------------------------------------------------------------------------------------------------------
Updated December 9, 2011