WHEAT - CHICAGO BOARD OF TRADE Code-001602 Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 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 : 514,755: 69,077 139,438 169,707 16,382 36,698 51,874 102,456 51,705 19,130 26,299 78,301: 38,263 63,477 Old : 384,652: 57,131 104,445 118,956 15,476 25,877 37,630 86,031 33,161 23,035 16,036 57,914: 30,949 45,712 Other: 130,103: 11,946 34,993 52,607 2,763 8,965 22,937 25,118 9,851 4,711 18,877 11,772: 7,314 17,764 : : : : : Changes in Commitments from: November 15, 2011 : : -7,740: 389 -13,948 -606 1,498 315 -3,759 9,971 1,118 1,240 -501 -790: -5,647 -5,403 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.4 27.1 33.0 3.2 7.1 10.1 19.9 10.0 3.7 5.1 15.2: 7.4 12.3 Old : 100.0: 14.9 27.2 30.9 4.0 6.7 9.8 22.4 8.6 6.0 4.2 15.1: 8.0 11.9 Other: 100.0: 9.2 26.9 40.4 2.1 6.9 17.6 19.3 7.6 3.6 14.5 9.0: 5.6 13.7 : : : : : Number of Traders in Each Category : All : 417: 83 96 19 7 23 42 93 66 61 78 108: Old : 403: 76 91 18 8 21 41 86 53 71 66 93: Other: 244: 30 71 14 9 16 22 32 18 25 55 49: :------------------------------------------------------------------------------------------------------------------------------------------------------- : 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 : 19.8 9.4 31.4 15.8 18.2 7.2 28.0 11.4 Old : 19.9 10.9 30.0 18.4 18.5 8.9 27.0 14.6 Other: 31.9 13.2 47.5 22.1 28.8 10.0 43.5 17.3 WHEAT - KANSAS CITY BOARD OF TRADE Code-001612 Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 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 : 156,575: 39,204 71,185 22,525 0 4,286 31,377 21,621 15,047 10,799 4,240 11,521: 21,817 28,676 Old : 108,932: 26,394 46,955 18,612 396 2,304 27,562 20,630 4,460 5,474 4,126 7,884: 16,243 22,179 Other: 47,643: 12,810 24,230 5,514 1,205 381 12,948 10,124 1,454 7,017 1,806 1,945: 5,573 6,497 : : : : : Changes in Commitments from: November 15, 2011 : : -9,407: -1,175 -6,303 -756 0 -562 -2,240 1,434 -2,366 -200 87 -206: -1,904 -1,492 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.0 45.5 14.4 0.0 2.7 20.0 13.8 9.6 6.9 2.7 7.4: 13.9 18.3 Old : 100.0: 24.2 43.1 17.1 0.4 2.1 25.3 18.9 4.1 5.0 3.8 7.2: 14.9 20.4 Other: 100.0: 26.9 50.9 11.6 2.5 0.8 27.2 21.2 3.1 14.7 3.8 4.1: 11.7 13.6 : : : : : Number of Traders in Each Category : All : 167: 47 49 16 0 10 29 22 20 19 14 23: Old : 153: 39 47 15 . 6 24 22 11 16 14 20: Other: 117: 29 37 12 . 7 11 9 4 13 12 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 : 12.7 25.7 23.0 34.9 11.1 21.7 20.3 30.6 Old : 16.5 22.5 28.5 34.5 15.5 18.4 25.3 29.4 Other: 23.0 40.1 40.3 51.7 23.0 37.8 39.7 49.2 WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626 Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 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 : 45,076: 11,833 27,903 834 48 521 13,310 750 290 2,407 318 3,499: 12,382 11,748 Old : 38,603: 9,225 24,544 1,087 0 249 12,021 750 252 2,064 117 3,245: 10,461 9,446 Other: 6,473: 2,608 3,359 19 320 0 1,327 38 0 428 285 170: 1,922 2,302 : : : : : Changes in Commitments from: November 15, 2011 : : -3,768: -1,889 -3,696 563 -51 -152 -853 0 -157 -322 0 362: -1,321 -74 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.3 61.9 1.8 0.1 1.2 29.5 1.7 0.6 5.3 0.7 7.8: 27.5 26.1 Old : 100.0: 23.9 63.6 2.8 0.0 0.6 31.1 1.9 0.7 5.3 0.3 8.4: 27.1 24.5 Other: 100.0: 40.3 51.9 0.3 4.9 0.0 20.5 0.6 0.0 6.6 4.4 2.6: 29.7 35.6 : : : : : Number of Traders in Each Category : All : 55: 22 17 . . 4 10 . . 8 . 13: Old : 55: 22 17 4 0 . 11 . . 8 . 13: Other: 29: 8 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 : 28.4 48.2 41.7 56.5 27.0 47.0 38.8 53.5 Old : 29.5 49.5 42.6 57.8 28.5 48.1 39.8 54.7 Other: 42.6 44.5 65.8 56.7 42.6 44.3 63.6 55.2 CORN - CHICAGO BOARD OF TRADE Code-002602 Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 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 : 1,897,477: 420,106 730,128 277,061 43,852 146,199 223,151 74,067 202,360 72,928 49,393 382,600: 173,073 268,879 Old : 1,634,008: 340,098 635,538 236,028 27,984 120,637 210,232 67,672 155,337 67,026 48,292 351,761: 152,888 226,786 Other: 263,469: 80,008 94,590 49,735 24,570 16,858 44,527 38,003 15,414 14,956 10,155 21,785: 20,186 42,094 : : : : : Changes in Commitments from: November 15, 2011 : : -13,469: 7,399 -33,231 24,065 -9,069 -13,738 -31,002 17,541 -247 2,718 2,163 -933: -1,731 24,045 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.1 38.5 14.6 2.3 7.7 11.8 3.9 10.7 3.8 2.6 20.2: 9.1 14.2 Old : 100.0: 20.8 38.9 14.4 1.7 7.4 12.9 4.1 9.5 4.1 3.0 21.5: 9.4 13.9 Other: 100.0: 30.4 35.9 18.9 9.3 6.4 16.9 14.4 5.9 5.7 3.9 8.3: 7.7 16.0 : : : : : Number of Traders in Each Category : All : 802: 276 324 18 9 23 81 69 92 120 129 210: Old : 792: 271 319 20 6 23 92 56 84 132 122 200: Other: 482: 75 241 16 7 17 21 33 20 46 73 50: :------------------------------------------------------------------------------------------------------------------------------------------------------- : 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 : 12.4 10.1 20.4 15.5 8.6 5.4 13.2 8.4 Old : 11.6 9.5 19.7 14.8 8.9 5.4 13.9 8.5 Other: 29.1 20.8 42.1 28.4 20.7 12.7 30.0 18.0 OATS - CHICAGO BOARD OF TRADE Code-004603 Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 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 : 19,885: 10,190 11,660 1,840 0 1 1,743 2,527 0 431 224 3,198: 2,483 2,275 Old : 19,518: 9,944 11,522 1,840 0 1 1,743 2,527 0 518 190 3,062: 2,410 2,215 Other: 368: 245 138 0 0 0 0 0 0 4 125 46: 73 60 : : : : : Changes in Commitments from: November 15, 2011 : : -359: -769 -1,376 18 0 1 -32 362 0 37 -14 695: -309 -27 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.2 58.6 9.3 0.0 0.0 8.8 12.7 0.0 2.2 1.1 16.1: 12.5 11.4 Old : 100.0: 51.0 59.0 9.4 0.0 0.0 8.9 12.9 0.0 2.7 1.0 15.7: 12.3 11.4 Other: 100.0: 66.7 37.4 0.0 0.0 0.0 0.0 0.0 0.0 1.2 34.0 12.4: 19.8 16.2 : : : : : Number of Traders in Each Category : All : 45: 13 9 4 0 . 6 9 0 7 6 8: Old : 45: 13 9 4 0 . 6 9 0 8 5 8: Other: 15: 6 4 0 0 0 0 0 0 . 4 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 : 43.9 61.6 60.8 73.5 36.6 49.2 47.3 55.1 Old : 44.4 62.2 60.8 74.1 37.5 51.0 48.3 57.0 Other: 65.0 65.8 77.4 82.0 58.7 60.6 62.9 66.6 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 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 : 19,429: 7,407 9,251 2,270 194 50 1,403 2,228 52 1,402 2,131 3,146: 3,699 2,376 Old : 19,249: 7,332 9,087 2,270 194 50 1,396 2,228 52 1,402 2,128 3,144: 3,603 2,365 Other: 180: 75 164 0 0 0 7 0 0 0 3 2: 96 11 : : : : : Changes in Commitments from: November 15, 2011 : : 639: 492 -925 -50 27 -5 -142 378 0 -46 77 519: -129 568 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.1 47.6 11.7 1.0 0.3 7.2 11.5 0.3 7.2 11.0 16.2: 19.0 12.2 Old : 100.0: 38.1 47.2 11.8 1.0 0.3 7.3 11.6 0.3 7.3 11.1 16.3: 18.7 12.3 Other: 100.0: 41.7 91.1 0.0 0.0 0.0 3.9 0.0 0.0 0.0 1.7 1.1: 53.3 6.1 : : : : : Number of Traders in Each Category : All : 86: 19 16 8 . . 7 11 . 13 18 18: Old : 86: 19 16 8 . . 7 11 . 13 18 18: Other: 11: . 7 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 : 24.4 34.4 37.1 44.4 24.4 27.5 36.3 36.5 Old : 24.7 34.1 37.5 44.1 24.7 27.1 36.6 36.6 Other: 46.7 86.1 46.7 92.8 45.6 86.1 45.6 92.8 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 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 : 304,995: 34,679 148,147 71,358 2,817 6,939 71,171 10,501 24,721 8,417 6,713 55,996: 31,714 49,161 Old : 301,025: 33,879 145,942 71,350 2,810 6,939 70,885 10,501 24,665 8,310 7,420 54,555: 30,442 48,194 Other: 3,969: 800 2,205 8 7 0 307 21 34 883 70 665: 1,272 968 : : : : : Changes in Commitments from: November 15, 2011 : : 5,322: 354 23 602 325 -269 -535 -2,239 -1,743 572 -241 4,729: 1,612 4,738 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.4 48.6 23.4 0.9 2.3 23.3 3.4 8.1 2.8 2.2 18.4: 10.4 16.1 Old : 100.0: 11.3 48.5 23.7 0.9 2.3 23.5 3.5 8.2 2.8 2.5 18.1: 10.1 16.0 Other: 100.0: 20.2 55.5 0.2 0.2 0.0 7.7 0.5 0.9 22.3 1.8 16.8: 32.0 24.4 : : : : : Number of Traders in Each Category : All : 298: 45 75 18 . 10 76 28 55 43 34 62: Old : 298: 45 75 18 . 10 77 28 55 42 38 62: Other: 47: 12 20 . . 0 . . . 14 . 10: :------------------------------------------------------------------------------------------------------------------------------------------------------- : 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 : 14.6 20.0 25.3 28.6 14.2 16.0 23.9 23.6 Old : 14.8 20.1 25.6 28.8 14.4 16.1 24.2 23.7 Other: 30.1 37.1 45.1 50.1 26.6 35.3 38.4 43.9 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 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 : 420,625: 46,771 191,059 99,053 4,723 6,942 105,658 19,646 43,520 9,854 9,076 77,137: 31,690 68,522 Old : 420,625: 46,771 191,059 99,053 4,723 6,942 105,658 19,646 43,520 9,854 9,076 77,137: 31,690 68,522 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2011 : : -8,698: 2,593 -7,443 -585 235 878 -10,236 3,246 -1,220 -218 -4,017 -48: 138 -329 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.1 45.4 23.5 1.1 1.7 25.1 4.7 10.3 2.3 2.2 18.3: 7.5 16.3 Old : 100.0: 11.1 45.4 23.5 1.1 1.7 25.1 4.7 10.3 2.3 2.2 18.3: 7.5 16.3 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 : 412: 89 163 16 7 12 91 28 64 52 40 75: Old : 412: 89 163 16 7 12 91 28 64 52 40 75: 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 : 15.5 15.5 26.0 23.1 15.1 13.0 25.1 17.9 Old : 15.5 15.5 26.0 23.1 15.1 13.0 25.1 17.9 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 22, 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 : 36,227: 2,160 6,405 4,396 353 760 12,065 1,593 1,136 2,111 898 7,189: 6,410 17,894 Old : 36,227: 2,160 6,405 4,396 353 760 12,065 1,593 1,136 2,111 898 7,189: 6,410 17,894 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2011 : : -2,361: -1,406 -1,330 247 5 223 -757 83 296 345 -114 -805: -504 -719 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.0 17.7 12.1 1.0 2.1 33.3 4.4 3.1 5.8 2.5 19.8: 17.7 49.4 Old : 100.0: 6.0 17.7 12.1 1.0 2.1 33.3 4.4 3.1 5.8 2.5 19.8: 17.7 49.4 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 : 158: 26 43 12 . 7 34 11 14 24 17 28: Old : 158: 26 43 12 . 7 34 11 14 24 17 28: 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 : 14.5 9.2 25.1 15.0 14.5 5.9 22.4 9.8 Old : 14.5 9.2 25.1 15.0 14.5 5.9 22.4 9.8 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 22, 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 : 3,613: 2,733 2,652 0 0 0 0 0 0 158 201 9: 714 751 Old : 3,613: 2,733 2,652 0 0 0 0 0 0 158 201 9: 714 751 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2011 : : 269: 177 200 0 0 0 0 0 0 18 9 6: 68 54 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.6 73.4 0.0 0.0 0.0 0.0 0.0 0.0 4.4 5.6 0.2: 19.8 20.8 Old : 100.0: 75.6 73.4 0.0 0.0 0.0 0.0 0.0 0.0 4.4 5.6 0.2: 19.8 20.8 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 : 24: 14 13 0 0 0 0 0 0 . . .: Old : 24: 14 13 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 : 53.8 53.7 69.6 67.7 49.3 52.0 61.9 62.5 Old : 53.8 53.7 69.6 67.7 49.3 52.0 61.9 62.5 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 22, 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 : 58,583: 29,402 26,680 0 1,854 0 2,447 63 295 6,936 3,111 13,471: 6,030 13,108 Old : 58,583: 29,402 26,680 0 1,854 0 2,447 63 295 6,936 3,111 13,471: 6,030 13,108 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2011 : : 1,300: 807 663 0 47 0 765 0 -60 299 346 -3: -506 307 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.2 45.5 0.0 3.2 0.0 4.2 0.1 0.5 11.8 5.3 23.0: 10.3 22.4 Old : 100.0: 50.2 45.5 0.0 3.2 0.0 4.2 0.1 0.5 11.8 5.3 23.0: 10.3 22.4 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 : 85: 36 35 0 . 0 7 . . 18 10 21: Old : 85: 36 35 0 . 0 7 . . 18 10 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 : 37.7 25.4 52.6 40.2 36.4 24.7 45.2 35.1 Old : 37.7 25.4 52.6 40.2 36.4 24.7 45.2 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 22, 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 : 721,811: 176,417 266,669 132,309 9,471 37,958 61,883 70,505 82,954 34,134 17,578 148,240: 47,916 88,435 Old : 646,600: 157,450 238,635 128,690 4,619 26,080 51,945 78,862 66,051 34,384 16,923 138,849: 43,151 76,582 Other: 75,211: 18,967 28,035 7,877 9,110 7,620 23,158 4,863 3,683 3,444 4,350 5,697: 4,765 11,853 : : : : : Changes in Commitments from: November 15, 2011 : : 19,636: 11,904 -7,363 2,818 -914 2,390 -11,707 7,049 9,535 -1,710 -2,586 14,735: -8,330 -3,210 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.4 36.9 18.3 1.3 5.3 8.6 9.8 11.5 4.7 2.4 20.5: 6.6 12.3 Old : 100.0: 24.4 36.9 19.9 0.7 4.0 8.0 12.2 10.2 5.3 2.6 21.5: 6.7 11.8 Other: 100.0: 25.2 37.3 10.5 12.1 10.1 30.8 6.5 4.9 4.6 5.8 7.6: 6.3 15.8 : : : : : Number of Traders in Each Category : All : 492: 109 138 19 4 20 50 75 66 76 89 132: Old : 488: 108 135 19 . 19 49 75 58 82 89 125: Other: 240: 28 92 13 8 12 23 10 9 32 44 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 : 12.9 15.4 21.8 22.6 10.0 10.0 16.1 14.2 Old : 14.0 15.9 23.7 23.2 11.5 11.6 18.4 16.0 Other: 36.7 24.9 49.8 41.8 26.7 22.4 37.5 35.3 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 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 : 385,822: 130,821 182,670 80,095 998 11,310 38,437 55,166 24,602 11,796 15,579 59,844: 28,918 35,653 Old : 365,759: 121,410 168,856 77,867 161 10,951 37,896 54,938 23,860 11,840 17,284 55,266: 26,670 34,443 Other: 20,062: 9,411 13,814 2,297 906 290 1,164 851 118 2,099 438 2,435: 2,248 1,210 : : : : : Changes in Commitments from: November 15, 2011 : : 19,885: 14,747 3,863 7,033 -244 453 -6,528 6,639 1,658 -488 -830 5,425: -2,415 2,921 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.9 47.3 20.8 0.3 2.9 10.0 14.3 6.4 3.1 4.0 15.5: 7.5 9.2 Old : 100.0: 33.2 46.2 21.3 0.0 3.0 10.4 15.0 6.5 3.2 4.7 15.1: 7.3 9.4 Other: 100.0: 46.9 68.9 11.4 4.5 1.4 5.8 4.2 0.6 10.5 2.2 12.1: 11.2 6.0 : : : : : Number of Traders in Each Category : All : 270: 57 62 17 . 13 34 49 35 32 43 62: Old : 268: 55 62 17 . 13 33 49 34 32 52 61: Other: 67: 17 17 8 4 4 . . . 19 7 16: :------------------------------------------------------------------------------------------------------------------------------------------------------- : 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 : 15.7 20.0 25.8 33.6 9.8 15.2 17.2 22.1 Old : 16.0 19.3 26.2 32.4 10.1 14.7 17.9 21.6 Other: 34.2 49.5 51.0 66.2 22.3 38.7 36.2 51.0 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 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 : 245,592: 113,033 95,999 17,579 1,033 3,728 22,312 50,462 17,923 5,703 10,405 29,720: 35,594 36,321 Old : 222,485: 102,257 85,200 16,343 460 3,614 22,340 49,637 16,009 6,247 10,597 23,142: 32,533 33,827 Other: 23,106: 10,776 10,799 1,295 633 54 1,798 2,651 87 503 855 5,532: 3,061 2,495 : : : : : Changes in Commitments from: November 15, 2011 : : 2,262: 6,092 808 895 -555 1,617 -3,643 318 -1,313 -402 1,181 334: -1,318 -128 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.0 39.1 7.2 0.4 1.5 9.1 20.5 7.3 2.3 4.2 12.1: 14.5 14.8 Old : 100.0: 46.0 38.3 7.3 0.2 1.6 10.0 22.3 7.2 2.8 4.8 10.4: 14.6 15.2 Other: 100.0: 46.6 46.7 5.6 2.7 0.2 7.8 11.5 0.4 2.2 3.7 23.9: 13.2 10.8 : : : : : Number of Traders in Each Category : All : 205: 64 60 13 . 9 18 51 19 20 20 36: Old : 204: 63 60 13 . 9 20 50 17 22 24 33: Other: 71: 26 19 6 . . . 4 . 5 17 16: :------------------------------------------------------------------------------------------------------------------------------------------------------- : 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 : 19.9 20.7 30.9 30.0 15.1 14.8 21.1 20.6 Old : 21.2 20.4 31.5 29.2 16.3 15.0 22.0 21.3 Other: 41.5 41.1 60.4 55.5 36.4 33.3 45.8 41.8 COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 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 : 182,300: 37,964 84,576 44,178 8,228 11,973 30,905 18,920 14,130 9,534 4,964 23,843: 9,773 15,664 Old : 173,447: 35,280 77,317 41,603 8,196 11,773 29,787 19,153 13,778 9,383 5,174 22,908: 8,935 15,148 Other: 8,853: 2,684 7,260 2,624 82 150 1,470 119 0 644 283 443: 838 517 : : : : : Changes in Commitments from: November 15, 2011 : : 1,997: 985 -5,211 848 -4,860 -220 -1,803 7,522 2,911 -235 -311 2,439: -2,927 -272 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.8 46.4 24.2 4.5 6.6 17.0 10.4 7.8 5.2 2.7 13.1: 5.4 8.6 Old : 100.0: 20.3 44.6 24.0 4.7 6.8 17.2 11.0 7.9 5.4 3.0 13.2: 5.2 8.7 Other: 100.0: 30.3 82.0 29.6 0.9 1.7 16.6 1.3 0.0 7.3 3.2 5.0: 9.5 5.8 : : : : : Number of Traders in Each Category : All : 244: 30 46 18 13 22 47 37 29 53 25 48: Old : 244: 29 45 18 13 21 47 38 25 53 25 47: Other: 78: 11 28 13 5 6 6 . 0 16 6 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 : 20.2 17.3 31.6 27.7 17.7 14.3 26.0 21.9 Old : 20.8 17.9 32.7 27.4 18.3 15.8 27.1 23.7 Other: 44.7 58.0 60.3 68.8 44.0 55.0 59.3 64.8 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 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 : 37,700: 9,007 27,981 3,174 402 63 13,616 587 574 617 111 6,879: 3,770 1,103 Old : 37,694: 9,007 27,975 3,174 402 63 13,616 587 574 617 111 6,879: 3,764 1,103 Other: 6: 0 6 0 0 0 0 0 0 0 0 0: 6 -0 : : : : : Changes in Commitments from: November 15, 2011 : : 3,197: 340 2,235 44 10 1 1,356 108 453 91 -280 706: 206 -36 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.9 74.2 8.4 1.1 0.2 36.1 1.6 1.5 1.6 0.3 18.2: 10.0 2.9 Old : 100.0: 23.9 74.2 8.4 1.1 0.2 36.1 1.6 1.5 1.6 0.3 18.2: 10.0 2.9 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 : 102: 20 21 7 . . 41 4 . 13 8 13: Old : 102: 20 21 7 . . 41 4 . 13 8 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 : 21.1 60.9 32.2 73.4 15.6 53.9 23.0 59.8 Old : 21.1 60.9 32.2 73.4 15.6 53.9 23.0 59.7 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 22, 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 : 172,164: 87,651 86,686 14,836 9,181 2,948 25,169 28,103 16,938 2,481 4,338 13,324: 8,817 10,645 Old : 151,956: 75,165 68,032 14,567 9,174 2,686 25,119 30,190 14,490 2,345 7,778 9,154: 8,430 10,451 Other: 20,209: 12,486 18,654 528 266 3 2,496 360 2 3,688 111 619: 387 194 : : : : : Changes in Commitments from: November 15, 2011 : : 845: 1,057 -3,071 -1,894 -331 208 -698 370 1,760 -32 892 556: -112 461 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.9 50.4 8.6 5.3 1.7 14.6 16.3 9.8 1.4 2.5 7.7: 5.1 6.2 Old : 100.0: 49.5 44.8 9.6 6.0 1.8 16.5 19.9 9.5 1.5 5.1 6.0: 5.5 6.9 Other: 100.0: 61.8 92.3 2.6 1.3 0.0 12.4 1.8 0.0 18.2 0.6 3.1: 1.9 1.0 : : : : : Number of Traders in Each Category : All : 181: 35 38 15 6 10 28 50 27 22 16 16: Old : 181: 34 35 15 6 9 26 52 26 23 15 15: Other: 50: 21 17 5 . . 4 . . . 7 5: :------------------------------------------------------------------------------------------------------------------------------------------------------- : 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 : 26.5 25.5 42.5 40.2 24.0 18.4 32.6 26.4 Old : 27.4 24.5 44.1 38.6 27.0 20.4 38.4 30.2 Other: 49.0 74.1 68.3 87.1 40.2 73.0 56.3 79.2 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 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 : 703,033: 167,083 257,070 132,210 87,210 54,537 96,248 47,001 44,160 19,269 9,393 125,911: 63,616 77,750 Old : 703,033: 167,083 257,070 132,210 87,210 54,537 96,248 47,001 44,160 19,269 9,393 125,911: 63,616 77,750 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2011 : : 25,568: 18,748 -13,403 4,650 -769 4,255 -6,786 11,993 4,803 -4,069 2,486 4,405: -439 11,798 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.8 36.6 18.8 12.4 7.8 13.7 6.7 6.3 2.7 1.3 17.9: 9.0 11.1 Old : 100.0: 23.8 36.6 18.8 12.4 7.8 13.7 6.7 6.3 2.7 1.3 17.9: 9.0 11.1 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 : 219: 55 59 20 13 25 33 24 27 23 40 51: Old : 219: 55 59 20 13 25 33 24 27 23 40 51: 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 : 14.4 13.8 24.4 22.1 12.8 11.4 20.9 17.6 Old : 14.4 13.8 24.4 22.1 12.8 11.4 20.9 17.6 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 22, 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 : 134,383: 35,274 64,923 28,749 6,022 7,412 20,871 9,375 8,920 999 4,207 27,742: 4,416 5,782 Old : 125,826: 29,887 62,108 29,937 4,439 5,087 20,625 9,557 8,713 1,122 3,953 26,325: 4,130 5,642 Other: 8,558: 5,387 2,815 776 3,546 361 448 21 5 161 538 1,133: 287 139 : : : : : Changes in Commitments from: November 15, 2011 : : -8,601: -5,076 -3,810 104 -13 -379 1,055 -773 -2,114 -800 266 -87: -1,304 -1,691 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.2 48.3 21.4 4.5 5.5 15.5 7.0 6.6 0.7 3.1 20.6: 3.3 4.3 Old : 100.0: 23.8 49.4 23.8 3.5 4.0 16.4 7.6 6.9 0.9 3.1 20.9: 3.3 4.5 Other: 100.0: 62.9 32.9 9.1 41.4 4.2 5.2 0.2 0.1 1.9 6.3 13.2: 3.4 1.6 : : : : : Number of Traders in Each Category : All : 300: 86 89 20 11 18 48 42 42 36 34 56: Old : 298: 83 89 19 11 18 47 44 41 35 37 56: Other: 87: 32 23 14 . 4 4 . . 12 8 12: :------------------------------------------------------------------------------------------------------------------------------------------------------- : 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 : 14.3 16.1 26.9 25.6 12.8 9.9 21.8 15.6 Old : 14.8 16.0 27.7 25.8 13.4 10.6 23.2 16.7 Other: 56.0 64.6 68.0 78.2 54.4 64.2 62.2 73.4
Updated November 28, 2011