WHEAT - CHICAGO BOARD OF TRADE Code-001602 Disaggregated Commitments of Traders - Options and Futures Combined, November 29, 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 : 416,371: 51,012 126,644 167,769 14,223 15,593 52,862 96,065 34,389 17,189 27,507 43,008: 34,549 58,941 Old : 283,361: 37,055 92,632 117,531 12,692 4,937 39,839 79,850 14,817 19,557 13,930 23,828: 25,797 40,674 Other: 133,010: 13,957 34,012 51,540 2,833 9,355 22,034 25,226 10,561 3,296 19,241 13,515: 8,752 18,267 : : : : : Changes in Commitments from: November 22, 2011 : : -98,385: -18,065 -12,794 -1,937 -2,158 -21,105 988 -6,392 -17,316 -1,942 1,209 -35,294: -3,714 -4,536 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.3 30.4 40.3 3.4 3.7 12.7 23.1 8.3 4.1 6.6 10.3: 8.3 14.2 Old : 100.0: 13.1 32.7 41.5 4.5 1.7 14.1 28.2 5.2 6.9 4.9 8.4: 9.1 14.4 Other: 100.0: 10.5 25.6 38.7 2.1 7.0 16.6 19.0 7.9 2.5 14.5 10.2: 6.6 13.7 : : : : : Number of Traders in Each Category : All : 383: 71 89 19 6 21 43 88 56 45 75 83: Old : 366: 62 82 18 7 15 41 82 41 51 65 64: Other: 236: 32 71 15 7 15 24 30 21 27 48 44: :------------------------------------------------------------------------------------------------------------------------------------------------------- : 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 : 23.2 11.1 36.2 17.3 22.4 9.3 35.0 14.6 Old : 25.8 14.1 37.9 22.0 25.6 12.8 37.4 20.4 Other: 31.5 13.4 45.9 22.2 28.7 9.4 42.6 16.9 WHEAT - KANSAS CITY BOARD OF TRADE Code-001612 Disaggregated Commitments of Traders - Options and Futures Combined, November 29, 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 : 139,021: 32,143 66,041 23,442 0 1,887 30,872 21,404 14,654 11,454 3,770 7,039: 17,531 24,226 Old : 89,828: 19,191 40,715 18,009 0 1,238 27,025 20,280 3,452 5,528 3,736 3,473: 11,913 16,934 Other: 49,193: 12,952 25,326 5,661 228 421 13,773 11,050 1,276 7,766 1,875 1,726: 5,618 7,291 : : : : : Changes in Commitments from: November 22, 2011 : : -17,554: -7,061 -5,144 916 0 -2,399 -505 -217 -393 655 -470 -4,482: -4,286 -4,450 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.1 47.5 16.9 0.0 1.4 22.2 15.4 10.5 8.2 2.7 5.1: 12.6 17.4 Old : 100.0: 21.4 45.3 20.0 0.0 1.4 30.1 22.6 3.8 6.2 4.2 3.9: 13.3 18.9 Other: 100.0: 26.3 51.5 11.5 0.5 0.9 28.0 22.5 2.6 15.8 3.8 3.5: 11.4 14.8 : : : : : Number of Traders in Each Category : All : 163: 47 47 16 0 9 27 19 19 20 9 18: Old : 147: 39 43 16 0 4 27 19 11 16 9 14: Other: 118: 28 36 13 . 5 12 10 5 15 11 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 : 13.0 26.2 23.9 36.4 12.1 25.2 22.5 35.3 Old : 18.2 22.5 31.0 36.3 17.7 22.2 29.3 36.0 Other: 22.8 40.6 39.5 52.8 22.3 38.2 38.5 50.4 WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626 Disaggregated Commitments of Traders - Options and Futures Combined, November 29, 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 : 42,459: 12,427 25,498 684 48 388 11,429 1,033 638 2,557 323 2,292: 12,043 12,238 Old : 35,599: 9,672 22,206 908 0 145 10,591 1,251 219 1,839 122 2,056: 10,169 9,600 Other: 6,859: 2,755 3,292 19 291 0 1,257 201 0 724 207 230: 1,874 2,638 : : : : : Changes in Commitments from: November 22, 2011 : : -2,618: 594 -2,405 -150 0 -133 -1,881 283 348 150 5 -1,207: -339 490 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.3 60.1 1.6 0.1 0.9 26.9 2.4 1.5 6.0 0.8 5.4: 28.4 28.8 Old : 100.0: 27.2 62.4 2.6 0.0 0.4 29.8 3.5 0.6 5.2 0.3 5.8: 28.6 27.0 Other: 100.0: 40.2 48.0 0.3 4.2 0.0 18.3 2.9 0.0 10.5 3.0 3.4: 27.3 38.5 : : : : : Number of Traders in Each Category : All : 46: 20 17 . . . 6 . 4 5 . 9: Old : 46: 19 17 . 0 . 7 . . 6 . 9: Other: 30: 9 10 . . 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 : 30.1 47.8 44.2 56.1 30.0 46.1 42.5 52.2 Old : 31.9 49.9 46.4 58.3 31.8 47.6 44.1 53.7 Other: 40.0 42.8 61.7 55.5 40.0 42.6 61.7 53.9 CORN - CHICAGO BOARD OF TRADE Code-002602 Disaggregated Commitments of Traders - Options and Futures Combined, November 29, 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 : 1,479,265: 336,609 666,540 286,685 29,924 76,634 217,367 76,350 133,209 68,419 49,773 204,172: 156,170 242,663 Old : 1,207,482: 250,787 567,800 247,664 14,939 50,129 201,932 66,132 88,950 59,793 48,124 171,880: 136,346 199,527 Other: 271,783: 85,822 98,740 48,474 24,438 17,052 44,801 39,583 14,894 17,683 10,706 23,235: 19,824 43,136 : : : : : Changes in Commitments from: November 22, 2011 : : -418,212: -83,497 -63,588 9,624 -13,928 -69,564 -5,784 2,283 -69,151 -4,508 380 -178,427: -16,904 -26,217 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.8 45.1 19.4 2.0 5.2 14.7 5.2 9.0 4.6 3.4 13.8: 10.6 16.4 Old : 100.0: 20.8 47.0 20.5 1.2 4.2 16.7 5.5 7.4 5.0 4.0 14.2: 11.3 16.5 Other: 100.0: 31.6 36.3 17.8 9.0 6.3 16.5 14.6 5.5 6.5 3.9 8.5: 7.3 15.9 : : : : : Number of Traders in Each Category : All : 718: 232 309 18 7 22 74 58 82 92 108 150: Old : 709: 225 302 19 6 21 80 52 71 103 102 135: Other: 470: 73 233 17 6 17 23 33 18 45 71 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 : 14.3 10.9 22.4 16.3 11.2 7.5 17.1 11.5 Old : 13.9 10.1 22.2 15.6 12.5 8.2 19.5 12.7 Other: 28.3 21.9 41.4 29.1 20.1 12.3 29.6 17.8 OATS - CHICAGO BOARD OF TRADE Code-004603 Disaggregated Commitments of Traders - Options and Futures Combined, November 29, 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 : 15,064: 7,799 9,369 1,888 0 0 2,097 2,403 0 372 210 793: 2,115 2,288 Old : 14,650: 7,559 9,155 1,888 0 0 2,097 2,403 0 419 192 676: 2,011 2,224 Other: 414: 239 215 0 0 0 0 0 0 1 66 69: 104 64 : : : : : Changes in Commitments from: November 22, 2011 : : -4,821: -2,391 -2,290 48 0 -1 354 -124 0 -59 -14 -2,405: -368 13 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.8 62.2 12.5 0.0 0.0 13.9 16.0 0.0 2.5 1.4 5.3: 14.0 15.2 Old : 100.0: 51.6 62.5 12.9 0.0 0.0 14.3 16.4 0.0 2.9 1.3 4.6: 13.7 15.2 Other: 100.0: 57.9 51.9 0.0 0.0 0.0 0.0 0.0 0.0 0.3 15.9 16.7: 25.1 15.4 : : : : : Number of Traders in Each Category : All : 40: 11 8 4 0 0 7 8 0 5 4 4: Old : 40: 11 8 4 0 0 7 8 0 5 4 4: Other: 13: 6 6 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 : 38.8 66.0 57.6 76.0 36.9 57.5 52.7 64.9 Old : 38.5 67.3 57.8 77.0 38.2 59.9 54.4 67.4 Other: 62.1 64.0 73.7 81.2 47.3 54.4 49.0 58.7 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 Disaggregated Commitments of Traders - Options and Futures Combined, November 29, 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 : 19,846: 7,448 8,669 2,243 194 38 1,378 2,872 52 1,336 2,217 3,600: 3,752 2,204 Old : 19,660: 7,370 8,503 2,243 194 38 1,368 2,872 52 1,336 2,215 3,597: 3,657 2,189 Other: 186: 78 166 0 0 0 10 0 0 0 2 3: 95 15 : : : : : Changes in Commitments from: November 22, 2011 : : 418: 41 -582 -27 0 -12 -25 644 0 -66 86 454: 53 -172 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.5 43.7 11.3 1.0 0.2 6.9 14.5 0.3 6.7 11.2 18.1: 18.9 11.1 Old : 100.0: 37.5 43.3 11.4 1.0 0.2 7.0 14.6 0.3 6.8 11.3 18.3: 18.6 11.1 Other: 100.0: 41.9 89.2 0.0 0.0 0.0 5.4 0.0 0.0 0.0 1.1 1.6: 51.1 8.1 : : : : : Number of Traders in Each Category : All : 88: 18 15 7 . . 7 14 . 16 16 18: Old : 88: 18 15 7 . . 7 14 . 16 16 18: Other: 11: . 6 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 : 24.3 30.8 36.8 41.4 24.3 24.2 36.2 33.2 Old : 24.5 30.4 37.2 41.1 24.5 23.9 36.6 33.2 Other: 48.4 83.9 48.9 91.9 47.3 83.9 47.3 90.3 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 Disaggregated Commitments of Traders - Options and Futures Combined, November 29, 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 : 314,762: 34,998 153,275 70,342 2,825 6,480 76,770 9,498 24,674 8,554 10,478 59,153: 33,791 48,378 Old : 310,269: 34,054 150,668 70,334 2,818 6,480 76,404 9,498 24,638 8,532 11,253 57,539: 32,288 47,375 Other: 4,493: 944 2,607 8 7 0 367 0 36 892 96 744: 1,503 1,003 : : : : : Changes in Commitments from: November 22, 2011 : : 9,767: 319 5,128 -1,016 8 -458 5,599 -1,002 -47 137 3,765 3,157: 2,077 -783 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.1 48.7 22.3 0.9 2.1 24.4 3.0 7.8 2.7 3.3 18.8: 10.7 15.4 Old : 100.0: 11.0 48.6 22.7 0.9 2.1 24.6 3.1 7.9 2.7 3.6 18.5: 10.4 15.3 Other: 100.0: 21.0 58.0 0.2 0.2 0.0 8.2 0.0 0.8 19.9 2.1 16.6: 33.4 22.3 : : : : : Number of Traders in Each Category : All : 317: 47 79 18 . 11 84 26 60 38 43 64: Old : 317: 47 79 18 . 11 84 26 60 37 47 64: Other: 50: 12 22 . . 0 . 0 . 13 6 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 : 13.9 19.6 24.3 28.3 13.7 15.9 23.1 23.7 Old : 14.1 19.8 24.6 28.6 13.9 16.0 23.4 23.8 Other: 28.2 37.3 42.1 51.7 25.2 35.5 35.9 45.8 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Disaggregated Commitments of Traders - Options and Futures Combined, November 29, 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 : 414,001: 48,134 190,596 98,259 4,963 6,170 103,178 20,610 38,878 11,047 9,532 78,373: 29,961 64,878 Old : 414,001: 48,134 190,596 98,259 4,963 6,170 103,178 20,610 38,878 11,047 9,532 78,373: 29,961 64,878 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2011 : : -6,625: 1,363 -463 -794 241 -772 -2,480 963 -4,642 1,193 457 1,236: -1,729 -3,644 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.6 46.0 23.7 1.2 1.5 24.9 5.0 9.4 2.7 2.3 18.9: 7.2 15.7 Old : 100.0: 11.6 46.0 23.7 1.2 1.5 24.9 5.0 9.4 2.7 2.3 18.9: 7.2 15.7 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 : 415: 94 162 16 7 9 87 32 63 57 43 78: Old : 415: 94 162 16 7 9 87 32 63 57 43 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 15.6 25.9 23.1 14.8 12.6 24.8 17.5 Old : 15.3 15.6 25.9 23.1 14.8 12.6 24.8 17.5 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 29, 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 : 35,505: 2,032 5,870 4,443 329 818 11,443 1,765 1,597 2,411 891 6,531: 6,232 17,706 Old : 35,505: 2,032 5,870 4,443 329 818 11,443 1,765 1,597 2,411 891 6,531: 6,232 17,706 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2011 : : -722: -128 -535 47 -24 58 -622 172 461 299 -7 -659: -179 -188 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.7 16.5 12.5 0.9 2.3 32.2 5.0 4.5 6.8 2.5 18.4: 17.6 49.9 Old : 100.0: 5.7 16.5 12.5 0.9 2.3 32.2 5.0 4.5 6.8 2.5 18.4: 17.6 49.9 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 : 159: 26 37 12 . 6 34 13 15 24 16 29: Old : 159: 26 37 12 . 6 34 13 15 24 16 29: 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 : 14.6 9.0 25.2 15.1 14.3 6.2 22.9 10.0 Old : 14.6 9.0 25.2 15.1 14.3 6.2 22.9 10.0 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 29, 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 : 3,687: 2,836 2,730 0 0 0 0 0 0 157 212 9: 685 736 Old : 3,687: 2,836 2,730 0 0 0 0 0 0 157 212 9: 685 736 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2011 : : 73: 103 78 0 0 0 0 0 0 -1 11 -0: -29 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.9 74.0 0.0 0.0 0.0 0.0 0.0 0.0 4.2 5.8 0.2: 18.6 20.0 Old : 100.0: 76.9 74.0 0.0 0.0 0.0 0.0 0.0 0.0 4.2 5.8 0.2: 18.6 20.0 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 : 24: 15 12 0 0 0 0 0 0 . . .: Old : 24: 15 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 : 53.1 55.2 69.7 70.0 48.8 54.4 62.4 65.0 Old : 53.1 55.2 69.7 70.0 48.8 54.4 62.4 65.0 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 29, 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 : 59,963: 29,825 27,281 0 1,901 0 2,541 63 288 7,545 2,983 13,411: 6,353 14,036 Old : 59,963: 29,825 27,281 0 1,901 0 2,541 63 288 7,545 2,983 13,411: 6,353 14,036 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2011 : : 1,381: 423 600 0 47 0 94 0 -7 609 -128 -60: 322 928 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.7 45.5 0.0 3.2 0.0 4.2 0.1 0.5 12.6 5.0 22.4: 10.6 23.4 Old : 100.0: 49.7 45.5 0.0 3.2 0.0 4.2 0.1 0.5 12.6 5.0 22.4: 10.6 23.4 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 : 84: 36 36 0 . 0 7 . . 19 8 20: Old : 84: 36 36 0 . 0 7 . . 19 8 20: 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 25.5 52.3 39.8 36.4 24.7 45.1 35.1 Old : 37.7 25.5 52.3 39.8 36.4 24.7 45.1 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 29, 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 : 720,395: 169,276 262,486 129,971 9,605 40,179 62,623 70,070 82,684 33,107 16,050 147,376: 55,181 91,945 Old : 644,108: 149,569 234,974 126,778 4,678 28,000 53,346 78,286 65,629 33,191 16,009 137,311: 50,284 79,222 Other: 76,287: 19,706 27,512 7,629 9,363 7,743 22,608 5,116 3,723 3,524 3,649 6,457: 4,897 12,723 : : : : : Changes in Commitments from: November 22, 2011 : : -1,415: -7,141 -4,183 -2,338 134 2,221 740 -435 -271 -1,027 -1,529 -864: 7,265 3,510 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.5 36.4 18.0 1.3 5.6 8.7 9.7 11.5 4.6 2.2 20.5: 7.7 12.8 Old : 100.0: 23.2 36.5 19.7 0.7 4.3 8.3 12.2 10.2 5.2 2.5 21.3: 7.8 12.3 Other: 100.0: 25.8 36.1 10.0 12.3 10.2 29.6 6.7 4.9 4.6 4.8 8.5: 6.4 16.7 : : : : : Number of Traders in Each Category : All : 480: 112 136 18 4 20 51 76 72 78 77 132: Old : 474: 111 133 18 . 19 48 77 63 81 80 127: Other: 234: 32 91 13 8 12 23 11 9 31 38 28: :------------------------------------------------------------------------------------------------------------------------------------------------------- : 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 14.9 21.7 22.1 9.8 10.0 15.5 14.5 Old : 13.9 15.3 23.6 22.6 11.2 11.6 18.1 16.0 Other: 36.0 25.1 49.2 40.6 26.4 21.2 36.8 33.6 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 Disaggregated Commitments of Traders - Options and Futures Combined, November 29, 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 : 367,164: 118,375 172,208 81,920 1,573 7,264 43,080 57,159 24,003 14,439 18,719 47,413: 30,670 38,824 Old : 345,456: 108,261 157,663 79,726 431 6,868 42,358 57,038 23,238 14,657 20,267 42,455: 27,893 37,497 Other: 21,708: 10,113 14,546 2,265 1,213 325 1,345 745 142 1,965 636 2,775: 2,777 1,327 : : : : : Changes in Commitments from: November 22, 2011 : : -18,658: -12,446 -10,461 1,825 575 -4,046 4,643 1,993 -598 2,644 3,140 -12,431: 1,752 3,171 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.2 46.9 22.3 0.4 2.0 11.7 15.6 6.5 3.9 5.1 12.9: 8.4 10.6 Old : 100.0: 31.3 45.6 23.1 0.1 2.0 12.3 16.5 6.7 4.2 5.9 12.3: 8.1 10.9 Other: 100.0: 46.6 67.0 10.4 5.6 1.5 6.2 3.4 0.7 9.1 2.9 12.8: 12.8 6.1 : : : : : Number of Traders in Each Category : All : 273: 55 63 17 . 14 33 49 28 35 38 59: Old : 271: 53 63 17 . 13 32 49 27 34 47 58: Other: 73: 20 18 8 5 4 . . . 18 10 17: :------------------------------------------------------------------------------------------------------------------------------------------------------- : 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 : 15.1 20.9 25.7 30.9 11.1 16.5 19.3 23.8 Old : 15.9 20.3 25.9 29.7 11.7 16.0 20.4 23.5 Other: 33.2 45.8 49.5 63.7 22.3 36.3 35.2 50.0 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 Disaggregated Commitments of Traders - Options and Futures Combined, November 29, 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 : 228,919: 103,349 88,422 18,246 913 2,961 24,903 47,538 13,561 5,033 12,173 25,199: 35,667 38,152 Old : 203,543: 91,448 76,747 16,949 115 2,910 24,156 46,073 12,370 5,535 12,225 17,784: 32,391 35,319 Other: 25,376: 11,901 11,676 1,297 798 51 1,798 2,516 140 520 970 6,393: 3,276 2,832 : : : : : Changes in Commitments from: November 22, 2011 : : -16,673: -9,684 -7,576 668 -120 -768 2,591 -2,924 -4,362 -670 1,768 -4,521: 73 1,830 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.1 38.6 8.0 0.4 1.3 10.9 20.8 5.9 2.2 5.3 11.0: 15.6 16.7 Old : 100.0: 44.9 37.7 8.3 0.1 1.4 11.9 22.6 6.1 2.7 6.0 8.7: 15.9 17.4 Other: 100.0: 46.9 46.0 5.1 3.1 0.2 7.1 9.9 0.6 2.0 3.8 25.2: 12.9 11.2 : : : : : Number of Traders in Each Category : All : 203: 58 53 12 . 7 25 44 20 13 25 35: Old : 202: 57 53 12 . 7 26 43 18 16 29 33: Other: 71: 28 16 6 . . . 4 . 7 16 19: :------------------------------------------------------------------------------------------------------------------------------------------------------- : 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 : 21.8 20.1 31.4 29.6 17.5 15.7 24.3 21.9 Old : 23.0 19.9 31.6 28.8 19.3 16.1 25.8 23.1 Other: 40.8 40.6 59.3 54.3 37.2 32.5 46.1 41.5 COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Disaggregated Commitments of Traders - Options and Futures Combined, November 29, 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 : 185,257: 39,163 82,423 44,190 9,726 10,411 31,789 19,498 14,878 10,080 3,478 24,678: 10,068 20,164 Old : 175,842: 36,327 74,763 41,406 9,697 10,191 30,696 19,699 14,506 9,884 3,738 23,706: 9,126 19,541 Other: 9,415: 2,836 7,660 2,834 79 170 1,465 171 0 733 277 435: 942 623 : : : : : Changes in Commitments from: November 22, 2011 : : 2,957: 1,199 -2,153 13 1,498 -1,562 884 578 748 546 -1,486 834: 295 4,500 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.1 44.5 23.9 5.3 5.6 17.2 10.5 8.0 5.4 1.9 13.3: 5.4 10.9 Old : 100.0: 20.7 42.5 23.5 5.5 5.8 17.5 11.2 8.2 5.6 2.1 13.5: 5.2 11.1 Other: 100.0: 30.1 81.4 30.1 0.8 1.8 15.6 1.8 0.0 7.8 2.9 4.6: 10.0 6.6 : : : : : Number of Traders in Each Category : All : 239: 31 46 18 13 22 44 38 29 53 21 46: Old : 239: 30 45 18 13 21 44 39 25 54 20 45: Other: 73: 11 26 13 4 6 7 . 0 13 7 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 : 20.0 15.1 31.4 24.9 17.4 11.3 25.3 19.1 Old : 20.5 15.4 32.6 24.6 18.1 12.7 26.3 20.7 Other: 42.8 58.5 59.9 70.2 42.0 54.9 58.1 65.1 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Disaggregated Commitments of Traders - Options and Futures Combined, November 29, 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 : 37,830: 8,742 27,905 3,113 402 121 14,080 609 737 571 188 6,664: 3,802 1,204 Old : 37,824: 8,742 27,899 3,113 402 121 14,080 609 737 571 188 6,664: 3,796 1,204 Other: 6: 0 6 0 0 0 0 0 0 0 0 0: 6 0 : : : : : Changes in Commitments from: November 22, 2011 : : 130: -266 -76 -61 0 58 464 21 163 -46 77 -215: 32 101 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.1 73.8 8.2 1.1 0.3 37.2 1.6 1.9 1.5 0.5 17.6: 10.1 3.2 Old : 100.0: 23.1 73.8 8.2 1.1 0.3 37.2 1.6 1.9 1.5 0.5 17.6: 10.0 3.2 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 : 103: 19 20 7 . . 42 4 . 10 11 14: Old : 103: 19 20 7 . . 42 4 . 10 11 14: 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 : 20.7 60.3 31.5 72.5 15.9 53.9 23.4 60.5 Old : 20.7 60.3 31.5 72.5 15.9 53.9 23.4 60.5 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 29, 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 : 178,209: 89,749 87,945 15,666 9,202 3,159 26,024 31,953 16,865 2,526 3,349 15,499: 8,722 10,237 Old : 157,462: 76,922 68,846 15,296 9,195 2,897 25,988 33,979 14,430 2,405 6,815 11,290: 8,234 10,010 Other: 20,747: 12,827 19,099 629 266 3 2,469 407 2 3,699 112 631: 487 227 : : : : : Changes in Commitments from: November 22, 2011 : : 6,045: 2,098 1,259 830 20 211 855 3,850 -72 44 -989 2,175: -95 -408 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.4 49.3 8.8 5.2 1.8 14.6 17.9 9.5 1.4 1.9 8.7: 4.9 5.7 Old : 100.0: 48.9 43.7 9.7 5.8 1.8 16.5 21.6 9.2 1.5 4.3 7.2: 5.2 6.4 Other: 100.0: 61.8 92.1 3.0 1.3 0.0 11.9 2.0 0.0 17.8 0.5 3.0: 2.3 1.1 : : : : : Number of Traders in Each Category : All : 190: 34 37 15 7 8 31 53 26 19 18 19: Old : 190: 33 34 15 7 7 29 55 25 20 18 17: Other: 52: 21 18 5 . . 4 . . 4 7 6: :------------------------------------------------------------------------------------------------------------------------------------------------------- : 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 25.0 42.8 40.3 23.4 17.7 31.7 25.3 Old : 26.9 23.8 44.4 38.7 25.9 19.5 36.8 28.9 Other: 48.8 73.7 67.9 86.2 40.1 72.4 56.1 78.7 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Disaggregated Commitments of Traders - Options and Futures Combined, November 29, 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 : 705,437: 170,595 265,308 133,181 73,789 55,403 94,984 48,885 44,144 18,367 10,743 126,725: 62,037 80,439 Old : 705,437: 170,595 265,308 133,181 73,789 55,403 94,984 48,885 44,144 18,367 10,743 126,725: 62,037 80,439 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2011 : : 2,404: 3,512 8,237 971 -13,421 865 -1,263 1,884 -15 -901 1,350 814: -1,579 2,689 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.2 37.6 18.9 10.5 7.9 13.5 6.9 6.3 2.6 1.5 18.0: 8.8 11.4 Old : 100.0: 24.2 37.6 18.9 10.5 7.9 13.5 6.9 6.3 2.6 1.5 18.0: 8.8 11.4 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 : 225: 56 60 19 14 25 36 20 32 24 45 58: Old : 225: 56 60 19 14 25 36 20 32 24 45 58: 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 : 13.3 12.8 23.0 20.8 11.9 9.7 19.3 15.5 Old : 13.3 12.8 23.0 20.8 11.9 9.7 19.3 15.5 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 29, 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 : 138,240: 35,816 64,754 28,076 5,549 7,870 22,479 10,790 9,027 789 4,491 28,510: 5,673 7,249 Old : 129,260: 30,268 61,811 29,300 4,003 5,524 22,190 10,926 8,862 906 4,216 26,922: 5,288 6,997 Other: 8,980: 5,548 2,944 777 3,547 345 449 25 5 180 572 1,291: 385 252 : : : : : Changes in Commitments from: November 22, 2011 : : 3,857: 542 -169 -673 -473 458 1,609 1,415 107 -210 284 768: 1,257 1,467 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.9 46.8 20.3 4.0 5.7 16.3 7.8 6.5 0.6 3.2 20.6: 4.1 5.2 Old : 100.0: 23.4 47.8 22.7 3.1 4.3 17.2 8.5 6.9 0.7 3.3 20.8: 4.1 5.4 Other: 100.0: 61.8 32.8 8.7 39.5 3.8 5.0 0.3 0.1 2.0 6.4 14.4: 4.3 2.8 : : : : : Number of Traders in Each Category : All : 305: 90 91 21 11 20 49 44 42 33 36 57: Old : 303: 88 91 20 11 20 48 46 41 33 38 57: Other: 93: 34 24 14 . 4 5 . . 14 9 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 : 13.4 15.7 25.4 25.2 12.2 9.5 21.5 14.8 Old : 13.8 15.8 26.2 25.4 12.7 10.2 22.7 15.9 Other: 54.9 62.2 67.4 76.5 53.2 61.8 59.7 71.1
Updated December 2, 2011