WHEAT - CHICAGO BOARD OF TRADE Code-001602 Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 5,000 BUSHELS) : : : Positions : All : 522,496: 68,688 153,386 170,313 14,884 36,382 55,634 92,486 50,587 17,891 26,799 79,092: 43,910 68,880 Old : 391,643: 56,620 116,369 121,516 13,872 25,349 41,348 79,869 31,454 21,344 16,452 59,286: 34,725 48,993 Other: 130,853: 12,067 37,017 49,870 2,086 9,959 24,449 22,780 8,970 4,582 18,383 11,771: 9,185 19,887 : : : : : Changes in Commitments from: November 8, 2011 : : -13,276: -429 -14,701 -1,210 1,259 267 -2,162 8,533 -7,375 294 -931 -3,023: 361 2,695 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.1 29.4 32.6 2.8 7.0 10.6 17.7 9.7 3.4 5.1 15.1: 8.4 13.2 Old : 100.0: 14.5 29.7 31.0 3.5 6.5 10.6 20.4 8.0 5.4 4.2 15.1: 8.9 12.5 Other: 100.0: 9.2 28.3 38.1 1.6 7.6 18.7 17.4 6.9 3.5 14.0 9.0: 7.0 15.2 : : : : : Number of Traders in Each Category : All : 415: 83 97 19 7 23 43 86 64 58 85 111: Old : 402: 75 94 18 8 21 42 81 53 69 72 93: Other: 241: 30 71 14 9 16 23 26 17 26 56 52: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.6 10.0 31.4 15.5 17.8 8.2 27.8 12.7 Old : 20.6 11.8 30.7 18.2 18.8 10.5 28.1 16.0 Other: 31.6 13.3 45.5 23.3 27.9 10.9 41.4 18.7 WHEAT - KANSAS CITY BOARD OF TRADE Code-001612 Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 5,000 BUSHELS) : : : Positions : All : 165,982: 40,379 77,488 23,281 0 4,847 33,617 20,187 17,413 10,999 4,152 11,727: 23,720 30,168 Old : 120,545: 29,621 54,667 19,110 386 2,728 29,838 19,623 7,032 5,498 4,226 8,547: 18,172 23,337 Other: 45,437: 10,758 22,822 5,860 1,303 430 13,401 10,186 759 7,450 1,876 1,231: 5,549 6,831 : : : : : Changes in Commitments from: November 8, 2011 : : 1,910: 4,954 863 532 -258 1,821 182 3,493 -1,350 -505 -91 -1,202: -2,520 -1,365 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.3 46.7 14.0 0.0 2.9 20.3 12.2 10.5 6.6 2.5 7.1: 14.3 18.2 Old : 100.0: 24.6 45.3 15.9 0.3 2.3 24.8 16.3 5.8 4.6 3.5 7.1: 15.1 19.4 Other: 100.0: 23.7 50.2 12.9 2.9 0.9 29.5 22.4 1.7 16.4 4.1 2.7: 12.2 15.0 : : : : : Number of Traders in Each Category : All : 171: 47 51 15 0 9 30 20 26 25 10 26: Old : 158: 40 51 14 . 4 27 20 16 18 13 21: Other: 121: 29 37 12 . 6 11 10 5 18 10 14: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 12.3 27.0 22.4 35.6 10.7 21.3 19.2 29.5 Old : 16.0 24.1 28.0 35.5 14.7 18.5 24.1 28.3 Other: 25.9 39.8 43.9 51.5 25.9 38.9 42.8 50.7 WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626 Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 5,000 BUSHELS) : : : Positions : All : 48,844: 13,722 31,599 270 99 672 14,163 750 447 2,729 318 3,137: 13,704 11,822 Old : 42,553: 11,111 28,135 496 90 427 12,907 750 243 2,412 117 3,020: 11,936 9,770 Other: 6,291: 2,611 3,464 19 254 0 1,460 204 0 427 311 7: 1,768 2,051 : : : : : Changes in Commitments from: November 8, 2011 : : -800: -769 -90 -6 -17 -12 1,603 0 -442 79 10 -90: -1,163 -159 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.1 64.7 0.6 0.2 1.4 29.0 1.5 0.9 5.6 0.7 6.4: 28.1 24.2 Old : 100.0: 26.1 66.1 1.2 0.2 1.0 30.3 1.8 0.6 5.7 0.3 7.1: 28.0 23.0 Other: 100.0: 41.5 55.1 0.3 4.0 0.0 23.2 3.2 0.0 6.8 4.9 0.1: 28.1 32.6 : : : : : Number of Traders in Each Category : All : 55: 22 18 . . . 12 . 5 9 . 12: Old : 55: 21 17 . . . 14 . 4 10 . 12: Other: 29: 9 11 . . 0 . . 0 . . .: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 27.1 48.6 40.9 58.1 25.2 43.3 36.8 50.5 Old : 28.2 49.1 42.6 58.8 26.4 43.4 37.1 51.2 Other: 45.5 45.5 68.8 59.2 45.5 42.5 63.8 54.1 CORN - CHICAGO BOARD OF TRADE Code-002602 Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 5,000 BUSHELS) : : : Positions : All : 1,910,946: 412,707 763,359 252,995 52,921 159,936 254,153 56,526 202,606 70,210 47,230 383,533: 174,804 244,834 Old : 1,660,682: 337,636 677,762 216,509 36,663 135,844 239,354 46,467 154,767 64,036 46,709 357,245: 155,290 205,225 Other: 250,263: 75,071 85,597 45,407 25,178 15,172 48,315 43,575 14,323 13,523 7,871 18,938: 19,514 39,609 : : : : : Changes in Commitments from: November 8, 2011 : : 20,943: 11,996 1,010 2,624 -4,809 17,009 -8,935 12,435 1,261 2,717 -271 -396: -5,332 -5,295 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.6 39.9 13.2 2.8 8.4 13.3 3.0 10.6 3.7 2.5 20.1: 9.1 12.8 Old : 100.0: 20.3 40.8 13.0 2.2 8.2 14.4 2.8 9.3 3.9 2.8 21.5: 9.4 12.4 Other: 100.0: 30.0 34.2 18.1 10.1 6.1 19.3 17.4 5.7 5.4 3.1 7.6: 7.8 15.8 : : : : : Number of Traders in Each Category : All : 814: 267 335 18 10 26 96 55 94 132 121 213: Old : 805: 264 328 19 8 26 102 45 86 142 117 204: Other: 483: 71 251 15 9 16 22 32 20 47 70 47: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 13.1 10.8 20.8 16.3 9.2 6.8 14.0 10.2 Old : 12.5 10.9 20.1 16.2 9.4 7.5 14.7 10.7 Other: 30.7 18.7 43.3 27.5 21.8 13.2 31.6 19.5 OATS - CHICAGO BOARD OF TRADE Code-004603 Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 5,000 BUSHELS) : : : Positions : All : 20,244: 10,958 13,036 1,822 0 0 1,775 2,165 0 394 238 2,503: 2,792 2,302 Old : 19,964: 10,738 12,891 1,822 0 0 1,775 2,165 0 447 229 2,415: 2,767 2,265 Other: 281: 220 146 0 0 0 0 0 0 2 64 33: 25 38 : : : : : Changes in Commitments from: November 8, 2011 : : 643: 1,095 479 -12 0 -4 -174 3 0 -53 51 11: -220 103 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.1 64.4 9.0 0.0 0.0 8.8 10.7 0.0 1.9 1.2 12.4: 13.8 11.4 Old : 100.0: 53.8 64.6 9.1 0.0 0.0 8.9 10.8 0.0 2.2 1.1 12.1: 13.9 11.3 Other: 100.0: 78.5 51.9 0.0 0.0 0.0 0.0 0.0 0.0 0.7 22.8 11.9: 8.9 13.4 : : : : : Number of Traders in Each Category : All : 42: 13 10 4 0 0 6 7 0 8 . 6: Old : 42: 13 10 4 0 0 6 7 0 7 4 6: Other: 15: 6 5 0 0 0 0 0 0 . 4 .: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.1 63.7 57.7 77.3 35.3 50.8 46.5 57.0 Old : 41.4 64.1 57.5 77.8 35.9 52.1 47.3 58.3 Other: 80.2 73.2 90.1 84.8 64.3 58.2 68.3 63.7 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 200,000 POUNDS) : : : Positions : All : 18,790: 6,915 10,176 2,320 167 55 1,545 1,850 52 1,448 2,055 2,627: 3,828 1,809 Old : 18,621: 6,840 10,021 2,320 167 55 1,545 1,850 52 1,449 2,053 2,623: 3,736 1,800 Other: 169: 75 155 0 0 0 0 0 0 0 3 2: 92 9 : : : : : Changes in Commitments from: November 8, 2011 : : 1,084: 270 -1,113 -28 80 6 -356 291 0 180 297 31: 982 1,492 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.8 54.2 12.3 0.9 0.3 8.2 9.8 0.3 7.7 10.9 14.0: 20.4 9.6 Old : 100.0: 36.7 53.8 12.5 0.9 0.3 8.3 9.9 0.3 7.8 11.0 14.1: 20.1 9.7 Other: 100.0: 44.4 91.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 1.8 1.2: 54.4 5.3 : : : : : Number of Traders in Each Category : All : 87: 18 17 8 . . 8 11 . 15 17 17: Old : 87: 18 17 8 . . 8 11 . 16 16 17: Other: 9: . 6 0 0 0 0 0 0 0 . .: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 24.9 39.8 37.3 50.2 24.8 33.5 36.0 43.0 Old : 25.1 39.6 37.6 49.9 25.0 33.2 36.3 43.1 Other: 45.6 88.8 45.6 94.7 44.4 88.8 44.4 93.5 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 40,000 POUNDS) : : : Positions : All : 299,672: 34,324 148,124 70,756 2,492 7,208 71,706 12,740 26,464 7,845 6,954 51,267: 30,102 44,423 Old : 296,810: 33,687 146,597 70,756 2,485 7,208 71,469 12,743 26,411 7,812 7,323 50,285: 29,181 43,757 Other: 2,863: 638 1,527 0 7 0 261 20 30 504 101 511: 920 667 : : : : : Changes in Commitments from: November 8, 2011 : : -3,458: 2,425 -5,391 203 -221 2,729 -3,942 3,653 -3,484 -52 1,457 -1,322: -16 -879 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.5 49.4 23.6 0.8 2.4 23.9 4.3 8.8 2.6 2.3 17.1: 10.0 14.8 Old : 100.0: 11.3 49.4 23.8 0.8 2.4 24.1 4.3 8.9 2.6 2.5 16.9: 9.8 14.7 Other: 100.0: 22.3 53.3 0.0 0.2 0.0 9.1 0.7 1.0 17.6 3.5 17.9: 32.1 23.3 : : : : : Number of Traders in Each Category : All : 297: 43 76 17 . 12 76 27 58 42 31 61: Old : 297: 43 76 17 . 12 77 27 58 42 34 61: Other: 44: 12 19 0 . 0 . . . 13 4 9: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 14.1 20.5 24.7 29.4 13.6 16.1 23.4 23.8 Old : 14.2 20.6 25.0 29.6 13.7 16.2 23.7 24.0 Other: 33.5 34.9 49.9 51.0 31.7 34.1 40.6 44.1 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 40,000 POUNDS) : : : Positions : All : 429,323: 44,178 198,502 99,638 4,488 6,064 115,894 16,401 44,740 10,072 13,093 77,185: 31,552 68,851 Old : 429,323: 44,178 198,502 99,638 4,488 6,064 115,894 16,401 44,740 10,072 13,093 77,185: 31,552 68,851 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2011 : : 6,123: 2,887 -1,057 -1,698 204 1,137 -3,912 910 2,394 1,383 2,178 -82: 4,016 441 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.3 46.2 23.2 1.0 1.4 27.0 3.8 10.4 2.3 3.0 18.0: 7.3 16.0 Old : 100.0: 10.3 46.2 23.2 1.0 1.4 27.0 3.8 10.4 2.3 3.0 18.0: 7.3 16.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 425: 87 162 16 6 11 100 29 63 47 51 78: Old : 425: 87 162 16 6 11 100 29 63 47 51 78: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 15.3 15.5 25.4 23.0 14.8 13.4 24.5 18.2 Old : 15.3 15.5 25.4 23.0 14.8 13.4 24.5 18.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 50,000 POUNDS) : : : Positions : All : 38,588: 3,565 7,735 4,149 348 537 12,821 1,510 840 1,766 1,012 7,995: 6,915 18,612 Old : 38,588: 3,565 7,735 4,149 348 537 12,821 1,510 840 1,766 1,012 7,995: 6,915 18,612 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2011 : : 852: -439 -127 52 68 -319 630 -24 -149 -31 70 906: 203 427 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.2 20.0 10.8 0.9 1.4 33.2 3.9 2.2 4.6 2.6 20.7: 17.9 48.2 Old : 100.0: 9.2 20.0 10.8 0.9 1.4 33.2 3.9 2.2 4.6 2.6 20.7: 17.9 48.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 170: 30 46 12 . 7 40 11 16 21 21 37: Old : 170: 30 46 12 . 7 40 11 16 21 21 37: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 14.1 9.3 24.6 15.6 13.9 5.6 21.6 9.3 Old : 14.1 9.3 24.6 15.6 13.9 5.6 21.6 9.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 20,000 POUNDS) : : : Positions : All : 3,344: 2,556 2,452 0 0 0 0 0 0 140 192 3: 645 698 Old : 3,344: 2,556 2,452 0 0 0 0 0 0 140 192 3: 645 698 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2011 : : 191: -34 162 0 0 0 0 0 0 29 1 2: 193 25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.4 73.3 0.0 0.0 0.0 0.0 0.0 0.0 4.2 5.7 0.1: 19.3 20.9 Old : 100.0: 76.4 73.3 0.0 0.0 0.0 0.0 0.0 0.0 4.2 5.7 0.1: 19.3 20.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 14 12 0 0 0 0 0 0 . . .: Old : 22: 14 12 0 0 0 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.0 52.0 69.8 68.7 47.3 49.7 61.0 61.3 Old : 53.0 52.0 69.8 68.7 47.3 49.7 61.0 61.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 200,000 POUNDS) : : : Positions : All : 57,283: 28,596 26,017 0 1,806 0 1,683 63 356 6,638 2,765 13,474: 6,537 12,802 Old : 57,283: 28,596 26,017 0 1,806 0 1,683 63 356 6,638 2,765 13,474: 6,537 12,802 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2011 : : 4,645: 1,136 1,731 0 41 0 198 -105 54 887 147 865: 1,506 1,912 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.9 45.4 0.0 3.2 0.0 2.9 0.1 0.6 11.6 4.8 23.5: 11.4 22.3 Old : 100.0: 49.9 45.4 0.0 3.2 0.0 2.9 0.1 0.6 11.6 4.8 23.5: 11.4 22.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 81: 35 34 0 . 0 7 . . 17 9 21: Old : 81: 35 34 0 . 0 7 . . 17 9 21: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.6 25.3 53.6 40.1 37.2 24.8 45.8 35.1 Old : 38.6 25.3 53.6 40.1 37.2 24.8 45.8 35.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 5,000 BUSHELS) : : : Positions : All : 702,174: 164,514 274,032 129,491 10,385 35,567 73,589 63,456 73,419 35,844 20,164 133,505: 56,246 91,645 Old : 627,338: 145,719 245,210 126,490 5,521 23,737 61,084 70,995 58,028 37,048 20,113 123,399: 51,833 80,335 Other: 74,836: 18,795 28,822 7,420 9,284 7,411 24,216 4,172 3,680 3,344 4,599 5,557: 4,413 11,310 : : : : : Changes in Commitments from: November 8, 2011 : : 21,142: 11,604 -14,455 -2,357 -139 1,148 -1,995 16,145 -165 2,404 5,367 5,252: 5,251 7,989 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.4 39.0 18.4 1.5 5.1 10.5 9.0 10.5 5.1 2.9 19.0: 8.0 13.1 Old : 100.0: 23.2 39.1 20.2 0.9 3.8 9.7 11.3 9.2 5.9 3.2 19.7: 8.3 12.8 Other: 100.0: 25.1 38.5 9.9 12.4 9.9 32.4 5.6 4.9 4.5 6.1 7.4: 5.9 15.1 : : : : : Number of Traders in Each Category : All : 507: 117 161 18 5 22 56 62 65 76 92 134: Old : 503: 116 158 18 4 21 52 66 56 83 89 129: Other: 251: 30 104 11 9 12 25 9 10 36 39 30: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 12.0 15.1 20.6 22.3 10.4 10.5 16.6 14.7 Old : 13.1 15.7 22.6 22.8 11.9 12.2 19.0 17.0 Other: 36.9 26.1 50.1 42.7 26.2 22.8 37.6 35.6 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 60,000 POUNDS) : : : Positions : All : 365,937: 116,074 178,807 73,062 1,241 10,857 44,965 48,528 22,944 12,284 16,409 54,419: 31,333 32,733 Old : 346,980: 107,002 165,393 70,859 437 10,498 44,102 48,207 22,365 11,940 17,773 50,790: 29,424 31,517 Other: 18,957: 9,072 13,414 2,297 899 264 1,342 800 100 2,061 353 1,913: 1,909 1,216 : : : : : Changes in Commitments from: November 8, 2011 : : -6,556: -5,656 334 973 31 -1,495 1,308 -3,095 1,357 248 1,980 -3,417: 127 -2,251 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.7 48.9 20.0 0.3 3.0 12.3 13.3 6.3 3.4 4.5 14.9: 8.6 8.9 Old : 100.0: 30.8 47.7 20.4 0.1 3.0 12.7 13.9 6.4 3.4 5.1 14.6: 8.5 9.1 Other: 100.0: 47.9 70.8 12.1 4.7 1.4 7.1 4.2 0.5 10.9 1.9 10.1: 10.1 6.4 : : : : : Number of Traders in Each Category : All : 266: 59 59 15 . 14 40 43 33 37 39 61: Old : 264: 57 59 15 . 14 38 44 33 36 48 60: Other: 67: 18 17 8 4 4 . . . 18 7 13: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 14.7 20.4 24.3 34.0 9.8 15.5 16.5 22.8 Old : 14.5 19.4 24.4 32.7 10.0 14.7 17.1 22.1 Other: 35.5 53.7 52.6 69.4 23.3 43.0 38.0 55.0 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 100 TONS) : : : Positions : All : 243,329: 106,940 95,190 16,683 1,588 2,111 25,954 50,144 19,236 6,106 9,224 29,387: 36,912 36,449 Old : 222,416: 97,207 84,911 15,498 1,336 1,989 25,908 49,601 17,388 6,746 9,424 23,440: 34,241 34,327 Other: 20,914: 9,733 10,279 1,246 312 62 1,798 2,294 97 455 896 4,852: 2,671 2,122 : : : : : Changes in Commitments from: November 8, 2011 : : 12,579: 10,839 2,513 163 0 -1,209 -97 9,252 1,719 1,204 144 2,378: -2,418 -2,219 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.9 39.1 6.9 0.7 0.9 10.7 20.6 7.9 2.5 3.8 12.1: 15.2 15.0 Old : 100.0: 43.7 38.2 7.0 0.6 0.9 11.6 22.3 7.8 3.0 4.2 10.5: 15.4 15.4 Other: 100.0: 46.5 49.1 6.0 1.5 0.3 8.6 11.0 0.5 2.2 4.3 23.2: 12.8 10.1 : : : : : Number of Traders in Each Category : All : 204: 62 54 13 . 9 19 48 22 18 24 35: Old : 203: 62 54 13 . 9 21 47 20 20 27 33: Other: 66: 24 18 6 . . . 4 . 7 13 15: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.7 21.8 30.3 30.6 13.1 14.7 20.2 21.0 Old : 20.4 21.5 31.4 30.0 14.6 14.6 21.1 21.4 Other: 41.1 39.5 61.2 55.9 35.1 31.4 45.1 40.6 COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 50,000 POUNDS) : : : Positions : All : 180,303: 36,979 89,788 43,330 13,088 12,193 32,708 11,398 11,220 9,770 5,276 21,404: 12,700 15,937 Old : 172,204: 34,551 83,070 40,991 12,970 12,093 31,629 11,625 10,968 9,636 5,412 20,588: 11,748 15,478 Other: 8,099: 2,427 6,718 2,393 172 45 1,331 25 0 541 270 410: 952 459 : : : : : Changes in Commitments from: November 8, 2011 : : -79,247: -30,170 -18,165 2,446 -5,779 -11,016 -448 -1,935 -10,824 167 -430 -23,394: -6,009 -7,704 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.5 49.8 24.0 7.3 6.8 18.1 6.3 6.2 5.4 2.9 11.9: 7.0 8.8 Old : 100.0: 20.1 48.2 23.8 7.5 7.0 18.4 6.8 6.4 5.6 3.1 12.0: 6.8 9.0 Other: 100.0: 30.0 82.9 29.6 2.1 0.6 16.4 0.3 0.0 6.7 3.3 5.1: 11.8 5.7 : : : : : Number of Traders in Each Category : All : 230: 31 44 18 12 23 49 27 27 47 25 46: Old : 230: 30 43 17 13 22 48 28 24 48 25 45: Other: 72: 10 27 11 5 5 5 . 0 14 7 14: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.1 19.6 30.9 29.8 16.5 14.0 23.7 22.2 Old : 19.5 19.9 31.7 30.1 16.9 15.4 24.5 23.9 Other: 46.6 57.3 62.3 70.1 46.0 54.2 61.6 66.3 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 15,000 POUNDS) : : : Positions : All : 34,502: 8,667 25,746 3,130 392 62 12,260 480 121 526 391 6,173: 3,564 1,138 Old : 34,496: 8,667 25,740 3,130 392 62 12,260 480 121 526 391 6,173: 3,558 1,138 Other: 6: 0 6 0 0 0 0 0 0 0 0 0: 6 0 : : : : : Changes in Commitments from: November 8, 2011 : : -758: -232 -1,148 -16 0 62 -643 173 -6 17 137 845: -786 -820 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.1 74.6 9.1 1.1 0.2 35.5 1.4 0.4 1.5 1.1 17.9: 10.3 3.3 Old : 100.0: 25.1 74.6 9.1 1.1 0.2 35.5 1.4 0.4 1.5 1.1 17.9: 10.3 3.3 Other: 100.0: 0.0 100.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 100.0 0.0 : : : : : Number of Traders in Each Category : All : 97: 19 19 7 . . 36 4 . 9 14 13: Old : 97: 19 19 7 . . 36 4 . 9 14 13: Other: .: 0 . 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 22.2 62.3 32.8 73.8 19.1 56.5 27.7 62.8 Old : 22.2 62.3 32.8 73.8 19.1 56.5 27.7 62.8 Other: 0.0 100.0 0.0 100.0 0.0 100.0 0.0 100.0 COCOA - ICE FUTURES U.S. Code-073732 Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 10 METRIC TONS) : : : Positions : All : 171,319: 86,594 89,756 16,731 9,513 2,740 25,867 27,733 15,177 2,513 3,447 12,768: 8,929 10,185 Old : 151,868: 74,656 71,611 16,484 9,506 2,478 25,420 29,519 13,125 2,315 6,864 8,941: 8,449 9,825 Other: 19,451: 11,937 18,145 505 266 3 2,497 264 2 3,685 69 341: 480 360 : : : : : Changes in Commitments from: November 8, 2011 : : -27,633: -9,073 -10,986 -1,495 -582 -2,198 -2,978 -2,766 -8,278 -535 248 -1,709: -1,367 -1,362 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.5 52.4 9.8 5.6 1.6 15.1 16.2 8.9 1.5 2.0 7.5: 5.2 5.9 Old : 100.0: 49.2 47.2 10.9 6.3 1.6 16.7 19.4 8.6 1.5 4.5 5.9: 5.6 6.5 Other: 100.0: 61.4 93.3 2.6 1.4 0.0 12.8 1.4 0.0 18.9 0.4 1.8: 2.5 1.9 : : : : : Number of Traders in Each Category : All : 177: 34 36 17 5 9 31 45 24 18 17 14: Old : 177: 34 34 17 5 8 29 47 23 19 16 13: Other: 47: 21 17 5 . . 4 . . . 5 4: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 26.0 26.4 41.5 41.3 23.9 19.6 34.1 28.1 Old : 26.8 25.6 42.9 39.8 26.1 21.5 38.8 31.0 Other: 50.6 74.4 70.2 88.6 41.6 74.3 57.6 80.3 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 112,000 POUNDS) : : : Positions : All : 677,465: 148,334 270,473 127,560 87,979 50,283 103,033 35,008 39,357 23,337 6,907 121,506: 64,055 65,952 Old : 677,465: 148,334 270,473 127,560 87,979 50,283 103,033 35,008 39,357 23,337 6,907 121,506: 64,055 65,952 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2011 : : -5,377: 13,448 -19,197 -873 -3,862 -650 -14,382 15,335 3,684 -392 -248 6,186: -12,399 -6,625 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.9 39.9 18.8 13.0 7.4 15.2 5.2 5.8 3.4 1.0 17.9: 9.5 9.7 Old : 100.0: 21.9 39.9 18.8 13.0 7.4 15.2 5.2 5.8 3.4 1.0 17.9: 9.5 9.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 220: 55 58 20 13 27 39 18 30 29 35 53: Old : 220: 55 58 20 13 27 39 18 30 29 35 53: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 14.0 14.4 24.1 23.6 12.6 12.1 21.0 19.0 Old : 14.0 14.4 24.1 23.6 12.6 12.1 21.0 19.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COFFEE C - ICE FUTURES U.S. Code-083731 Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 37,500 POUNDS) : : : Positions : All : 142,985: 40,350 68,733 28,645 6,035 7,791 19,816 10,148 11,034 1,799 3,941 27,829: 5,720 7,472 Old : 134,672: 35,162 66,031 29,809 4,412 5,575 19,567 10,367 10,791 1,933 3,645 26,592: 5,243 7,259 Other: 8,313: 5,188 2,703 760 3,546 293 487 19 5 97 527 1,006: 477 214 : : : : : Changes in Commitments from: November 8, 2011 : : -34,760: -12,095 -3,874 706 -2,191 -3,603 1,475 -1,940 -6,153 606 -699 -10,279: -5,417 -6,022 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.2 48.1 20.0 4.2 5.4 13.9 7.1 7.7 1.3 2.8 19.5: 4.0 5.2 Old : 100.0: 26.1 49.0 22.1 3.3 4.1 14.5 7.7 8.0 1.4 2.7 19.7: 3.9 5.4 Other: 100.0: 62.4 32.5 9.1 42.7 3.5 5.9 0.2 0.1 1.2 6.3 12.1: 5.7 2.6 : : : : : Number of Traders in Each Category : All : 294: 83 88 20 12 19 51 39 40 40 27 53: Old : 292: 81 88 19 12 19 50 41 40 41 28 53: Other: 77: 28 22 14 . . 4 . . 7 9 9: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 15.4 18.0 27.7 27.8 12.0 9.1 20.5 14.5 Old : 15.7 18.4 28.2 28.1 12.4 9.8 21.7 15.7 Other: 56.7 65.8 67.8 78.8 55.6 65.3 63.8 74.6
Updated November 18, 2011