Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 379,635 : : Positions : : 33,771 110,633 169,506 16,380 14,928 59,390 98,402 32,102 16,934 31,623 20,253 : : : : Changes from: December 13, 2011 : : -1,191 -1,999 1,547 1,373 1,613 1,206 -36 1,089 -3,462 -610 1,624 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.9 29.1 44.6 4.3 3.9 15.6 25.9 8.5 4.5 8.3 5.3 : : : : Number of Traders in Each Category Total Traders: 382 : : 54 79 19 6 20 46 83 56 55 69 64 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 137,492 : : Positions : : 29,689 64,141 24,414 0 2,679 27,423 20,785 19,659 12,960 2,994 3,350 : : : : Changes from: December 13, 2011 : : 1,588 165 801 0 22 -3,368 -1,128 920 -226 -315 -485 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.6 46.7 17.8 0.0 1.9 19.9 15.1 14.3 9.4 2.2 2.4 : : : : Number of Traders in Each Category Total Traders: 158 : : 40 47 16 0 9 27 17 19 20 9 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 39,723 : : Positions : : 13,386 24,087 269 102 324 11,203 1,450 258 3,179 713 2,378 : : : : Changes from: December 13, 2011 : : -195 -999 -8 0 0 58 550 52 18 7 229 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.7 60.6 0.7 0.3 0.8 28.2 3.7 0.6 8.0 1.8 6.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 18 15 . . . 7 . . 7 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 1,165,319 : : Positions : : 246,921 549,362 294,644 28,690 47,089 217,383 101,705 105,810 72,940 54,341 47,952 : : : : Changes from: December 13, 2011 : : -12,491 -11,806 7,329 -514 -2,699 -9,445 -547 9,964 -198 -1,415 3,883 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.2 47.1 25.3 2.5 4.0 18.7 8.7 9.1 6.3 4.7 4.1 : : : : Number of Traders in Each Category Total Traders: 681 : : 170 274 20 6 20 70 58 75 89 98 97 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 12,808 : : Positions : : 6,268 8,828 1,944 0 0 2,010 1,897 0 635 216 55 : : : : Changes from: December 13, 2011 : : 220 83 -26 0 0 -186 -94 0 0 14 7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.9 68.9 15.2 0.0 0.0 15.7 14.8 0.0 5.0 1.7 0.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 12 7 4 0 0 7 6 0 . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 17,300 : : Positions : : 6,148 7,010 2,198 306 47 1,582 3,475 265 2,218 1,963 1,772 : : : : Changes from: December 13, 2011 : : -73 -414 -57 -31 -3 99 282 40 -142 9 -168 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.5 40.5 12.7 1.8 0.3 9.1 20.1 1.5 12.8 11.3 10.2 : : : : Number of Traders in Each Category Total Traders: 84 : : 13 13 7 . . 8 13 . 18 11 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 236,595 : : Positions : : 26,580 114,140 66,951 1,595 6,294 63,691 19,354 17,960 9,164 19,424 20,139 : : : : Changes from: December 13, 2011 : : 2,636 -10,898 623 -1,030 479 -6,543 7,836 -1,568 -1,153 -3,332 -2,645 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.2 48.2 28.3 0.7 2.7 26.9 8.2 7.6 3.9 8.2 8.5 : : : : Number of Traders in Each Category Total Traders: 268 : : 33 67 17 . 8 57 38 51 32 28 49 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 310,904 : : Positions : : 39,223 145,527 97,612 3,956 8,255 91,419 33,146 26,144 11,670 28,002 12,440 : : : : Changes from: December 13, 2011 : : 2,863 -5,877 -1,292 -374 1,564 -1,283 2,977 498 -1,024 1,370 655 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.6 46.8 31.4 1.3 2.7 29.4 10.7 8.4 3.8 9.0 4.0 : : : : Number of Traders in Each Category Total Traders: 357 : : 63 131 16 7 11 61 46 58 34 44 50 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 30,297 : : Positions : : 2,599 4,870 4,143 218 985 11,036 2,069 1,491 1,832 2,455 2,553 : : : : Changes from: December 13, 2011 : : 640 235 -77 17 -160 229 138 42 34 134 -287 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.6 16.1 13.7 0.7 3.3 36.4 6.8 4.9 6.0 8.1 8.4 : : : : Number of Traders in Each Category Total Traders: 133 : : 17 27 12 . 7 26 12 16 13 16 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 3,735 : : Positions : : 3,154 2,960 0 0 0 0 0 0 0 163 17 : : : : Changes from: December 13, 2011 : : 238 116 0 0 0 0 0 0 0 5 12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 79.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 4.4 0.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 0 0 0 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 33,756 : : Positions : : 19,950 16,294 0 1,750 0 2,772 0 21 5,248 8,950 1,006 : : : : Changes from: December 13, 2011 : : -296 1,022 0 39 0 -100 -62 -58 128 -728 130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 48.3 0.0 5.2 0.0 8.2 0.0 0.1 15.5 26.5 3.0 : : : : Number of Traders in Each Category Total Traders: 78 : : 29 27 0 . 0 6 0 . 10 16 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 532,238 : : Positions : : 130,769 247,445 131,347 8,467 23,797 65,952 61,255 49,205 46,027 26,819 39,605 : : : : Changes from: December 13, 2011 : : -17,786 -5,437 3,346 -522 -4,407 -2,601 -7,666 -4,038 -1,053 16 164 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.6 46.5 24.7 1.6 4.5 12.4 11.5 9.2 8.6 5.0 7.4 : : : : Number of Traders in Each Category Total Traders: 460 : : 89 125 17 5 17 44 67 61 92 52 112 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 303,836 : : Positions : : 87,875 139,959 78,895 3,699 8,442 48,335 64,784 12,154 15,619 16,870 25,759 : : : : Changes from: December 13, 2011 : : -7,760 -9,710 -2,214 1,065 -2,816 -464 2,825 379 -797 -1,001 1,364 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.9 46.1 26.0 1.2 2.8 15.9 21.3 4.0 5.1 5.6 8.5 : : : : Number of Traders in Each Category Total Traders: 249 : : 45 52 16 . 11 37 46 28 27 30 47 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 204,488 : : Positions : : 97,207 86,116 16,568 1,299 2,796 24,619 46,288 14,071 4,878 8,657 14,274 : : : : Changes from: December 13, 2011 : : -5,152 1,997 1,171 -257 -877 -1,030 -4,748 472 -512 -2,664 -742 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.5 42.1 8.1 0.6 1.4 12.0 22.6 6.9 2.4 4.2 7.0 : : : : Number of Traders in Each Category Total Traders: 186 : : 57 52 11 4 9 21 42 21 12 13 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 150,186 : : Positions : : 35,899 66,601 42,314 13,764 4,736 35,027 25,813 7,122 12,777 14,279 1,599 : : : : Changes from: December 13, 2011 : : -109 -2,090 -326 433 121 -280 1,162 320 1,084 2,525 -543 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.9 44.3 28.2 9.2 3.2 23.3 17.2 4.7 8.5 9.5 1.1 : : : : Number of Traders in Each Category Total Traders: 227 : : 25 39 18 12 16 42 46 29 27 36 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 25,677 : : Positions : : 6,591 22,080 2,993 522 155 11,159 888 98 1,158 450 220 : : : : Changes from: December 13, 2011 : : -151 1,296 -48 -45 15 -1,067 -177 -154 549 -1,730 -755 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.7 86.0 11.7 2.0 0.6 43.5 3.5 0.4 4.5 1.8 0.9 : : : : Number of Traders in Each Category Total Traders: 89 : : 19 14 7 . 4 29 7 . 13 4 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 167,249 : : Positions : : 86,916 84,078 18,036 10,622 1,047 28,454 39,391 13,252 5,587 3,192 4,794 : : : : Changes from: December 13, 2011 : : -2,337 -1,458 1,851 547 -142 -548 -1,419 259 -191 55 -296 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 50.3 10.8 6.4 0.6 17.0 23.6 7.9 3.3 1.9 2.9 : : : : Number of Traders in Each Category Total Traders: 176 : : 37 34 14 6 7 26 51 21 12 19 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 539,095 : : Positions : : 155,437 242,380 133,769 72,913 26,866 91,452 42,426 37,697 21,631 29,381 14,629 : : : : Changes from: December 13, 2011 : : 11,417 6,962 9,610 -1,353 96 -8,855 -1,896 2,199 -1,761 7,433 -1,260 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.8 45.0 24.8 13.5 5.0 17.0 7.9 7.0 4.0 5.5 2.7 : : : : Number of Traders in Each Category Total Traders: 216 : : 52 59 18 14 17 33 19 28 23 42 41 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 103,143 : : Positions : : 28,959 49,162 27,066 5,710 6,170 20,498 16,624 8,017 2,929 5,528 4,342 : : : : Changes from: December 13, 2011 : : 998 -2,601 -305 5 821 -1,213 1,639 202 369 68 -156 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.1 47.7 26.2 5.5 6.0 19.9 16.1 7.8 2.8 5.4 4.2 : : : : Number of Traders in Each Category Total Traders: 308 : : 90 82 19 11 17 44 60 36 26 38 45 : ----------------------------------------------------------------------------------------------------------------
Updated December 23, 2011