Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 375,516 : : Positions : : 34,962 112,632 167,959 15,007 13,315 58,184 98,438 31,013 20,396 32,233 18,629 : : : : Changes from: December 6, 2011 : : -1,517 -5,464 941 603 1,741 -2,460 1,921 310 995 1,027 -14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.3 30.0 44.7 4.0 3.5 15.5 26.2 8.3 5.4 8.6 5.0 : : : : Number of Traders in Each Category Total Traders: 392 : : 50 84 19 6 19 46 87 57 61 63 59 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 137,784 : : Positions : : 28,101 63,976 23,613 0 2,657 30,791 21,913 18,739 13,186 3,309 3,835 : : : : Changes from: December 6, 2011 : : -1,259 -1,037 57 0 1,076 540 125 1,533 -1,217 -402 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.4 46.4 17.1 0.0 1.9 22.3 15.9 13.6 9.6 2.4 2.8 : : : : Number of Traders in Each Category Total Traders: 165 : : 39 47 16 0 10 29 20 18 21 10 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 40,184 : : Positions : : 13,581 25,086 277 102 324 11,145 900 206 3,161 706 2,149 : : : : Changes from: December 6, 2011 : : 755 240 0 79 -16 -204 -23 -200 -191 -69 158 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.8 62.4 0.7 0.3 0.8 27.7 2.2 0.5 7.9 1.8 5.3 : : : : Number of Traders in Each Category Total Traders: 47 : : 18 15 . . . 6 . . 7 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 1,166,155 : : Positions : : 259,412 561,168 287,315 29,204 49,788 226,828 102,252 95,846 73,138 55,756 44,069 : : : : Changes from: December 6, 2011 : : 4,166 -9,432 1,268 1,170 4,122 5,561 8,665 3,541 258 1,254 2,740 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.2 48.1 24.6 2.5 4.3 19.5 8.8 8.2 6.3 4.8 3.8 : : : : Number of Traders in Each Category Total Traders: 697 : : 166 281 19 7 21 73 60 75 93 101 89 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 12,801 : : Positions : : 6,048 8,745 1,970 0 0 2,196 1,991 0 635 202 48 : : : : Changes from: December 6, 2011 : : -124 44 4 0 0 -6 -305 0 -158 4 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.2 68.3 15.4 0.0 0.0 17.2 15.6 0.0 5.0 1.6 0.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 11 7 4 0 0 7 6 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 17,785 : : Positions : : 6,221 7,424 2,255 337 50 1,483 3,193 225 2,360 1,954 1,940 : : : : Changes from: December 6, 2011 : : -58 -668 -20 0 42 -86 181 0 150 -27 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.0 41.7 12.7 1.9 0.3 8.3 18.0 1.3 13.3 11.0 10.9 : : : : Number of Traders in Each Category Total Traders: 86 : : 14 13 7 . 4 7 13 . 20 10 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 249,711 : : Positions : : 23,944 125,038 66,328 2,625 5,815 70,234 11,518 19,528 10,317 22,756 22,784 : : : : Changes from: December 6, 2011 : : -3,232 -9,392 -1,562 59 -1,376 -8,914 3,437 640 2,137 -3,680 1,518 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.6 50.1 26.6 1.1 2.3 28.1 4.6 7.8 4.1 9.1 9.1 : : : : Number of Traders in Each Category Total Traders: 285 : : 34 73 18 . 9 69 28 56 37 29 57 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 311,194 : : Positions : : 36,360 151,404 98,904 4,330 6,691 92,702 30,169 25,646 12,694 26,632 11,785 : : : : Changes from: December 6, 2011 : : 29 -9,097 -914 27 937 -5,036 5,537 -345 -269 -2,742 -880 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.7 48.7 31.8 1.4 2.2 29.8 9.7 8.2 4.1 8.6 3.8 : : : : Number of Traders in Each Category Total Traders: 373 : : 66 138 16 6 11 68 45 59 42 37 46 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 30,048 : : Positions : : 1,959 4,635 4,220 201 1,145 10,807 1,931 1,449 1,798 2,321 2,840 : : : : Changes from: December 6, 2011 : : 151 -270 -258 12 -441 103 154 -465 -174 -115 95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.5 15.4 14.0 0.7 3.8 36.0 6.4 4.8 6.0 7.7 9.5 : : : : Number of Traders in Each Category Total Traders: 131 : : 16 26 12 . 7 25 12 17 15 16 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 3,556 : : Positions : : 2,916 2,844 0 0 0 0 0 0 0 158 5 : : : : Changes from: December 6, 2011 : : 479 509 0 0 0 0 0 0 0 9 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 80.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 4.4 0.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 12 0 0 0 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 33,408 : : Positions : : 20,246 15,272 0 1,711 0 2,872 62 79 5,120 9,678 876 : : : : Changes from: December 6, 2011 : : 846 468 0 40 0 -16 -41 53 521 457 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 45.7 0.0 5.1 0.0 8.6 0.2 0.2 15.3 29.0 2.6 : : : : Number of Traders in Each Category Total Traders: 81 : : 30 26 0 . 0 8 . . 9 17 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 558,278 : : Positions : : 148,555 252,882 128,001 8,989 28,204 68,553 68,921 53,243 47,080 26,803 39,441 : : : : Changes from: December 6, 2011 : : -4,802 7,473 -5,497 -4,618 9,093 3,639 -1,648 7,820 2,066 -3,970 8,237 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.6 45.3 22.9 1.6 5.1 12.3 12.3 9.5 8.4 4.8 7.1 : : : : Number of Traders in Each Category Total Traders: 474 : : 83 118 18 5 18 46 71 63 90 57 121 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MINI SOYBEANS - CHICAGO BOARD OF TRADE (Contracts of 1,000 Bushels) : CFTC Code #005603 Open Interest is 11,218 : : Positions : : 389 2,137 0 0 0 0 315 0 7,109 1,186 448 : : : : Changes from: December 6, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.5 19.0 0.0 0.0 0.0 0.0 2.8 0.0 63.4 10.6 4.0 : : : : Number of Traders in Each Category Total Traders: 20 : : . 4 0 0 0 0 . 0 10 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 314,868 : : Positions : : 95,635 149,669 81,109 2,634 11,258 48,799 61,959 11,775 16,416 17,871 24,395 : : : : Changes from: December 6, 2011 : : -5,861 -5,477 -578 879 1,329 558 -494 -2,242 2,221 563 3,617 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.4 47.5 25.8 0.8 3.6 15.5 19.7 3.7 5.2 5.7 7.7 : : : : Number of Traders in Each Category Total Traders: 253 : : 48 53 16 4 12 37 43 26 26 35 49 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 213,142 : : Positions : : 102,359 84,119 15,397 1,556 3,673 25,649 51,036 13,599 5,390 11,321 15,016 : : : : Changes from: December 6, 2011 : : 5,011 3,461 -632 583 -1,331 738 1,188 1,772 281 130 332 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.0 39.5 7.2 0.7 1.7 12.0 23.9 6.4 2.5 5.3 7.0 : : : : Number of Traders in Each Category Total Traders: 199 : : 53 52 11 4 8 20 47 20 13 17 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 149,446 : : Positions : : 36,008 68,691 42,640 13,331 4,615 35,307 24,651 6,802 11,693 11,754 2,142 : : : : Changes from: December 6, 2011 : : 10,188 1,990 -882 2,398 215 -609 3,144 32 325 1,792 -168 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.1 46.0 28.5 8.9 3.1 23.6 16.5 4.6 7.8 7.9 1.4 : : : : Number of Traders in Each Category Total Traders: 238 : : 24 41 18 13 15 44 46 28 29 39 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 27,261 : : Positions : : 6,742 20,784 3,041 567 140 12,226 1,065 252 609 2,180 975 : : : : Changes from: December 6, 2011 : : 643 -1,790 8 5 43 -2,248 385 87 152 -702 -289 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.7 76.2 11.2 2.1 0.5 44.8 3.9 0.9 2.2 8.0 3.6 : : : : Number of Traders in Each Category Total Traders: 95 : : 20 15 7 . . 31 8 . 9 11 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 168,846 : : Positions : : 89,253 85,536 16,185 10,075 1,189 29,002 40,810 12,993 5,778 3,137 5,090 : : : : Changes from: December 6, 2011 : : 2,962 1,198 150 36 -160 776 5,377 -406 1,867 -1,388 -180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.9 50.7 9.6 6.0 0.7 17.2 24.2 7.7 3.4 1.9 3.0 : : : : Number of Traders in Each Category Total Traders: 188 : : 35 36 14 7 9 27 56 22 17 17 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 525,763 : : Positions : : 144,020 235,418 124,159 74,266 26,770 100,307 44,322 35,498 23,392 21,948 15,889 : : : : Changes from: December 6, 2011 : : 4,464 1,307 -1,789 1,698 5,249 -1,262 -1,183 1,975 255 -2,469 1,252 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.4 44.8 23.6 14.1 5.1 19.1 8.4 6.8 4.4 4.2 3.0 : : : : Number of Traders in Each Category Total Traders: 216 : : 50 57 19 13 21 36 20 30 26 37 42 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 103,082 : : Positions : : 27,961 51,763 27,371 5,705 5,349 21,711 14,985 7,815 2,560 5,460 4,498 : : : : Changes from: December 6, 2011 : : 4,212 -4,009 -149 155 436 -2,168 4,322 294 -665 41 353 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.1 50.2 26.6 5.5 5.2 21.1 14.5 7.6 2.5 5.3 4.4 : : : : Number of Traders in Each Category Total Traders: 310 : : 89 82 19 12 17 48 58 36 24 38 44 : ----------------------------------------------------------------------------------------------------------------
Updated December 16, 2011