WHEAT - CHICAGO BOARD OF TRADE Code-001602 Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 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 : 444,998: 43,880 121,086 171,921 16,629 21,419 59,188 101,076 42,369 14,513 28,147 55,769: 35,939 58,503 Old : 294,225: 31,643 86,097 110,812 14,968 7,637 46,358 81,563 21,160 18,446 14,611 31,822: 26,347 36,367 Other: 150,773: 12,236 34,989 62,157 2,709 12,734 22,849 29,532 11,190 3,236 20,706 16,778: 9,592 22,136 : : : : : Changes in Commitments from: December 13, 2011 : : 10,357: 111 268 2,097 1,448 1,766 1,776 615 1,439 -3,084 -898 4,507: 1,746 1,212 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.9 27.2 38.6 3.7 4.8 13.3 22.7 9.5 3.3 6.3 12.5: 8.1 13.1 Old : 100.0: 10.8 29.3 37.7 5.1 2.6 15.8 27.7 7.2 6.3 5.0 10.8: 9.0 12.4 Other: 100.0: 8.1 23.2 41.2 1.8 8.4 15.2 19.6 7.4 2.1 13.7 11.1: 6.4 14.7 : : : : : Number of Traders in Each Category : All : 400: 72 88 19 6 21 45 86 65 57 75 97: Old : 383: 60 80 18 7 15 50 79 47 63 67 76: Other: 243: 36 68 15 7 15 26 29 18 29 54 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 : 22.7 10.1 35.1 15.9 21.7 8.6 33.1 13.3 Old : 24.3 13.4 34.0 20.4 24.1 11.6 33.2 18.4 Other: 30.9 11.6 46.5 20.0 27.4 8.6 42.8 15.6 WHEAT - KANSAS CITY BOARD OF TRADE Code-001612 Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 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 : 142,286: 31,411 65,859 24,551 0 2,727 27,423 20,785 19,659 12,682 2,655 6,035: 17,800 24,567 Old : 87,164: 15,676 39,110 18,245 0 1,222 27,975 21,336 3,373 5,763 2,203 3,116: 11,794 16,804 Other: 55,122: 15,734 26,749 6,308 2 1,502 14,159 14,160 1,575 8,191 1,724 1,647: 6,006 7,763 : : : : : Changes in Commitments from: December 13, 2011 : : -138: 1,473 369 813 0 26 -3,368 -1,128 920 -122 -503 -330: 450 508 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.1 46.3 17.3 0.0 1.9 19.3 14.6 13.8 8.9 1.9 4.2: 12.5 17.3 Old : 100.0: 18.0 44.9 20.9 0.0 1.4 32.1 24.5 3.9 6.6 2.5 3.6: 13.5 19.3 Other: 100.0: 28.5 48.5 11.4 0.0 2.7 25.7 25.7 2.9 14.9 3.1 3.0: 10.9 14.1 : : : : : Number of Traders in Each Category : All : 161: 44 51 16 0 9 27 17 19 25 5 16: Old : 146: 36 46 16 0 4 26 18 9 18 6 13: Other: 116: 29 39 14 . 7 12 10 4 18 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 : 12.1 27.1 22.3 37.0 11.8 25.4 20.7 34.6 Old : 18.4 23.6 31.2 38.0 18.0 22.8 30.5 36.6 Other: 21.4 39.8 36.2 52.2 20.9 37.8 35.2 50.3 WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626 Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 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 : 40,892: 13,634 24,147 269 60 526 11,201 1,450 309 2,917 716 3,082: 8,954 10,602 Old : 33,158: 9,813 20,184 560 79 216 10,720 1,250 309 2,102 734 2,526: 6,912 7,860 Other: 7,734: 3,821 3,963 19 291 0 481 200 0 1,039 207 332: 2,042 2,742 : : : : : Changes in Commitments from: December 13, 2011 : : -437: -202 -1,002 -8 19 -10 64 550 49 43 10 219: -592 -272 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.3 59.1 0.7 0.1 1.3 27.4 3.5 0.8 7.1 1.8 7.5: 21.9 25.9 Old : 100.0: 29.6 60.9 1.7 0.2 0.7 32.3 3.8 0.9 6.3 2.2 7.6: 20.8 23.7 Other: 100.0: 49.4 51.2 0.2 3.8 0.0 6.2 2.6 0.0 13.4 2.7 4.3: 26.4 35.5 : : : : : Number of Traders in Each Category : All : 49: 20 17 . . . 7 . . 6 4 9: Old : 49: 20 17 . . . 7 . . 6 4 9: Other: 33: 8 12 . . 0 . . 0 5 . 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 : 33.9 44.0 50.6 53.4 33.5 41.0 45.5 47.9 Old : 38.9 46.0 54.8 55.9 38.8 42.5 50.9 50.8 Other: 40.6 41.1 60.3 53.8 40.6 41.1 59.5 53.8 CORN - CHICAGO BOARD OF TRADE Code-002602 Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 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 : 1,568,094: 315,719 602,980 283,322 29,250 94,771 232,921 106,460 168,894 60,317 52,794 247,000: 165,150 265,945 Old : 1,260,615: 224,937 500,317 242,748 9,649 67,350 220,211 105,338 104,637 50,672 51,445 208,566: 141,493 213,314 Other: 307,479: 90,782 102,664 45,568 24,594 22,427 59,158 47,569 17,810 19,128 10,833 28,950: 23,657 52,632 : : : : : Changes in Commitments from: December 13, 2011 : : 23,755: -9,171 -9,066 5,098 -888 1,742 354 1,559 11,805 -3,330 1,169 13,415: 3,841 4,019 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.1 38.5 18.1 1.9 6.0 14.9 6.8 10.8 3.8 3.4 15.8: 10.5 17.0 Old : 100.0: 17.8 39.7 19.3 0.8 5.3 17.5 8.4 8.3 4.0 4.1 16.5: 11.2 16.9 Other: 100.0: 29.5 33.4 14.8 8.0 7.3 19.2 15.5 5.8 6.2 3.5 9.4: 7.7 17.1 : : : : : Number of Traders in Each Category : All : 721: 221 292 20 6 21 74 67 90 73 141 153: Old : 712: 216 285 21 5 20 71 69 74 73 139 142: Other: 463: 81 224 16 7 18 27 29 22 51 67 59: :------------------------------------------------------------------------------------------------------------------------------------------------------- : 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 : 12.6 9.1 20.4 14.2 10.4 6.3 15.4 10.2 Old : 12.4 9.3 20.3 14.3 11.7 7.7 17.5 12.0 Other: 24.7 18.3 36.5 26.7 17.8 11.4 26.0 18.2 OATS - CHICAGO BOARD OF TRADE Code-004603 Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 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 : 13,930: 7,033 9,034 1,944 0 0 2,010 1,897 0 184 184 790: 1,969 2,025 Old : 13,499: 6,791 8,796 1,944 0 0 2,010 1,897 0 246 184 669: 1,839 1,953 Other: 431: 242 238 0 0 0 0 0 0 0 62 59: 130 72 : : : : : Changes in Commitments from: December 13, 2011 : : 37: 222 92 -26 0 0 -186 -94 0 20 -1 59: -52 -18 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.5 64.9 14.0 0.0 0.0 14.4 13.6 0.0 1.3 1.3 5.7: 14.1 14.5 Old : 100.0: 50.3 65.2 14.4 0.0 0.0 14.9 14.1 0.0 1.8 1.4 5.0: 13.6 14.5 Other: 100.0: 56.1 55.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 14.5 13.7: 30.2 16.6 : : : : : Number of Traders in Each Category : All : 38: 12 8 4 0 0 7 6 0 6 . 5: Old : 38: 12 7 4 0 0 7 6 0 6 . 5: Other: 15: 6 7 0 0 0 0 0 0 0 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 : 40.5 69.3 57.8 77.7 39.0 64.7 54.8 70.6 Old : 41.5 70.9 58.6 78.9 40.4 67.5 56.6 73.6 Other: 61.5 61.2 68.8 80.1 44.2 50.5 45.3 58.7 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 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 : 19,069: 7,349 7,212 2,198 306 47 1,582 3,475 265 1,215 1,973 3,280: 3,132 2,511 Old : 18,886: 7,270 7,048 2,198 306 47 1,566 3,477 263 1,215 1,971 3,277: 3,049 2,497 Other: 183: 79 164 0 0 0 18 0 0 0 2 3: 83 14 : : : : : Changes in Commitments from: December 13, 2011 : : -575: -177 -418 -57 -31 -3 99 282 40 -94 -35 -200: -183 -211 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.5 37.8 11.5 1.6 0.2 8.3 18.2 1.4 6.4 10.3 17.2: 16.4 13.2 Old : 100.0: 38.5 37.3 11.6 1.6 0.2 8.3 18.4 1.4 6.4 10.4 17.4: 16.1 13.2 Other: 100.0: 43.2 89.6 0.0 0.0 0.0 9.8 0.0 0.0 0.0 1.1 1.6: 45.4 7.7 : : : : : Number of Traders in Each Category : All : 87: 16 15 7 . . 9 13 . 15 15 17: Old : 87: 16 15 7 . . 8 14 . 15 15 17: Other: 12: . 5 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 : 26.0 27.1 38.4 39.0 26.0 20.1 38.3 30.7 Old : 26.2 26.7 38.8 38.8 26.2 19.6 38.6 30.8 Other: 52.5 85.8 54.6 92.3 52.5 85.8 53.0 90.7 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 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 : 282,681: 32,902 131,576 68,102 1,656 6,477 63,524 20,519 22,393 9,540 5,065 51,603: 28,140 43,392 Old : 276,546: 32,296 128,293 67,812 1,696 6,433 63,106 20,926 21,900 9,254 6,062 49,364: 26,381 41,872 Other: 6,135: 607 3,284 330 0 4 825 0 85 1,379 95 1,147: 1,759 1,520 : : : : : Changes in Commitments from: December 13, 2011 : : -23,550: 125 -14,592 500 -1,155 492 -6,039 7,230 -3,042 -949 -528 -9,986: -4,649 -1,967 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.6 46.5 24.1 0.6 2.3 22.5 7.3 7.9 3.4 1.8 18.3: 10.0 15.4 Old : 100.0: 11.7 46.4 24.5 0.6 2.3 22.8 7.6 7.9 3.3 2.2 17.9: 9.5 15.1 Other: 100.0: 9.9 53.5 5.4 0.0 0.1 13.4 0.0 1.4 22.5 1.5 18.7: 28.7 24.8 : : : : : Number of Traders in Each Category : All : 272: 46 70 17 . 9 59 38 53 29 32 57: Old : 272: 46 70 17 . 9 58 41 53 27 36 57: Other: 60: 13 23 4 0 . 5 0 . 14 9 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 : 15.8 20.3 27.2 28.9 15.7 17.3 25.5 24.6 Old : 16.1 20.4 27.7 29.1 16.0 17.4 25.9 24.8 Other: 28.7 34.2 41.8 48.7 24.8 31.8 33.9 43.3 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 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 : 390,564: 51,267 174,132 97,891 4,345 9,034 89,607 28,233 41,257 10,508 6,757 63,607: 27,393 63,198 Old : 390,564: 51,267 174,132 97,891 4,345 9,034 89,607 28,233 41,257 10,508 6,757 63,607: 27,393 63,198 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 13, 2011 : : 272: 2,087 -4,055 -777 -237 1,543 -139 2,619 55 -826 635 1,018: -2,688 -1,306 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.1 44.6 25.1 1.1 2.3 22.9 7.2 10.6 2.7 1.7 16.3: 7.0 16.2 Old : 100.0: 13.1 44.6 25.1 1.1 2.3 22.9 7.2 10.6 2.7 1.7 16.3: 7.0 16.2 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 : 376: 86 143 16 7 12 64 47 61 45 40 63: Old : 376: 86 143 16 7 12 64 47 61 45 40 63: 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 : 17.1 15.8 29.1 22.6 16.8 11.8 28.0 16.7 Old : 17.1 15.8 29.1 22.6 16.8 11.8 28.0 16.7 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, December 20, 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 : 34,725: 3,026 5,602 4,143 280 985 11,316 2,069 1,491 1,832 847 5,609: 6,323 17,841 Old : 34,725: 3,026 5,602 4,143 280 985 11,316 2,069 1,491 1,832 847 5,609: 6,323 17,841 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 13, 2011 : : 342: 638 263 -77 24 -160 191 138 28 22 30 -153: -147 173 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.7 16.1 11.9 0.8 2.8 32.6 6.0 4.3 5.3 2.4 16.2: 18.2 51.4 Old : 100.0: 8.7 16.1 11.9 0.8 2.8 32.6 6.0 4.3 5.3 2.4 16.2: 18.2 51.4 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 : 147: 26 34 12 . 7 27 12 16 20 17 30: Old : 147: 26 34 12 . 7 27 12 16 20 17 30: 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 8.8 26.8 14.5 14.3 6.5 24.6 11.1 Old : 14.6 8.8 26.8 14.5 14.3 6.5 24.6 11.1 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, December 20, 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 : 4,031: 3,373 3,186 0 0 0 0 0 0 7 158 60: 591 627 Old : 4,031: 3,373 3,186 0 0 0 0 0 0 7 158 60: 591 627 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 13, 2011 : : 232: 276 165 0 0 0 0 0 0 -2 6 49: -92 12 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.7 79.0 0.0 0.0 0.0 0.0 0.0 0.0 0.2 3.9 1.5: 14.7 15.6 Old : 100.0: 83.7 79.0 0.0 0.0 0.0 0.0 0.0 0.0 0.2 3.9 1.5: 14.7 15.6 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 12 0 0 0 0 0 0 . . .: Old : 24: 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 : 52.5 60.9 76.0 76.8 51.5 60.4 69.9 72.7 Old : 52.5 60.9 76.0 76.8 51.5 60.4 69.9 72.7 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, December 20, 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 : 55,107: 27,162 24,559 0 1,800 0 2,676 0 155 6,618 3,566 12,366: 6,130 12,662 Old : 55,107: 27,162 24,559 0 1,800 0 2,676 0 155 6,618 3,566 12,366: 6,130 12,662 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 13, 2011 : : 202: -251 1,043 0 38 0 -167 -170 -33 430 -373 -313: 538 9 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.3 44.6 0.0 3.3 0.0 4.9 0.0 0.3 12.0 6.5 22.4: 11.1 23.0 Old : 100.0: 49.3 44.6 0.0 3.3 0.0 4.9 0.0 0.3 12.0 6.5 22.4: 11.1 23.0 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 : 85: 38 35 0 . 0 7 0 . 16 13 18: Old : 85: 38 35 0 . 0 7 0 . 16 13 18: 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 : 37.0 27.8 51.6 40.6 35.3 26.5 44.7 34.1 Old : 37.0 27.8 51.6 40.6 35.3 26.5 44.7 34.1 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, December 20, 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 : 739,312: 161,682 275,384 129,341 5,213 43,921 61,493 58,918 89,500 33,584 16,011 167,505: 52,286 82,860 Old : 649,413: 140,766 241,194 126,710 3,697 27,979 50,357 66,728 71,603 32,987 17,031 152,929: 46,082 68,252 Other: 89,899: 20,916 34,191 10,332 9,218 8,240 24,093 5,147 4,939 5,056 3,438 10,118: 6,205 14,608 : : : : : Changes in Commitments from: December 13, 2011 : : -28,390: -17,674 -6,054 3,844 249 -5,302 -2,467 -8,201 -3,250 -1,470 1,071 -2,373: 303 -4,531 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.9 37.2 17.5 0.7 5.9 8.3 8.0 12.1 4.5 2.2 22.7: 7.1 11.2 Old : 100.0: 21.7 37.1 19.5 0.6 4.3 7.8 10.3 11.0 5.1 2.6 23.5: 7.1 10.5 Other: 100.0: 23.3 38.0 11.5 10.3 9.2 26.8 5.7 5.5 5.6 3.8 11.3: 6.9 16.2 : : : : : Number of Traders in Each Category : All : 494: 111 136 18 4 20 49 72 74 87 81 164: Old : 490: 108 132 17 4 19 49 71 66 96 76 157: Other: 249: 39 91 13 8 12 22 15 14 32 50 40: :------------------------------------------------------------------------------------------------------------------------------------------------------- : 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 : 11.8 14.5 20.3 22.0 9.5 9.2 15.1 13.2 Old : 13.0 14.6 22.6 22.1 11.0 10.2 17.6 15.1 Other: 33.7 27.5 46.7 41.8 26.9 25.1 37.4 33.5 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 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 : 354,317: 103,770 160,785 77,947 3,717 10,568 48,557 59,830 25,124 13,802 14,485 46,298: 28,252 33,511 Old : 327,672: 92,920 143,380 75,220 2,686 9,963 47,445 60,995 23,278 15,141 16,064 39,897: 23,807 31,409 Other: 26,645: 10,850 17,406 2,949 1,253 382 2,796 519 161 1,960 1,720 3,102: 4,445 2,102 : : : : : Changes in Commitments from: December 13, 2011 : : -9,179: -8,120 -8,402 -1,911 1,065 -2,921 616 2,630 881 -831 -1,186 1,803: 1,304 -3,049 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.3 45.4 22.0 1.0 3.0 13.7 16.9 7.1 3.9 4.1 13.1: 8.0 9.5 Old : 100.0: 28.4 43.8 23.0 0.8 3.0 14.5 18.6 7.1 4.6 4.9 12.2: 7.3 9.6 Other: 100.0: 40.7 65.3 11.1 4.7 1.4 10.5 1.9 0.6 7.4 6.5 11.6: 16.7 7.9 : : : : : Number of Traders in Each Category : All : 255: 49 61 16 . 12 37 46 29 29 32 51: Old : 254: 49 61 16 . 12 36 47 27 31 39 50: Other: 76: 20 19 11 . 5 4 . . 19 9 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 : 14.7 18.1 24.8 29.1 11.0 12.9 17.7 19.8 Old : 15.7 17.4 25.6 27.3 11.6 12.6 18.8 19.4 Other: 29.8 41.7 46.5 62.9 22.2 38.1 35.2 51.7 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 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 : 226,453: 104,754 92,647 16,814 1,270 3,523 24,607 47,303 17,431 3,875 8,167 23,464: 31,984 32,648 Old : 197,260: 92,550 79,079 15,323 711 3,109 23,185 46,437 14,975 4,353 8,660 15,452: 28,312 28,836 Other: 29,193: 12,204 13,568 1,813 881 92 2,685 2,129 1,194 818 802 6,715: 3,671 3,812 : : : : : Changes in Commitments from: December 13, 2011 : : -8,047: -5,669 2,964 1,088 -275 -719 -759 -5,530 1,158 -706 -2,869 -657: -1,784 -2,120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.3 40.9 7.4 0.6 1.6 10.9 20.9 7.7 1.7 3.6 10.4: 14.1 14.4 Old : 100.0: 46.9 40.1 7.8 0.4 1.6 11.8 23.5 7.6 2.2 4.4 7.8: 14.4 14.6 Other: 100.0: 41.8 46.5 6.2 3.0 0.3 9.2 7.3 4.1 2.8 2.7 23.0: 12.6 13.1 : : : : : Number of Traders in Each Category : All : 191: 62 56 11 4 10 23 43 23 11 14 29: Old : 191: 62 56 12 . 10 23 43 20 15 19 26: Other: 73: 28 15 6 . . . 5 . 14 8 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 : 21.3 21.5 31.6 31.4 15.1 13.3 20.5 19.9 Old : 22.3 21.6 31.7 30.3 16.6 13.8 22.3 21.3 Other: 35.4 39.2 54.0 52.6 32.0 28.0 41.2 37.1 COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 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 : 205,607: 46,966 87,805 43,483 12,326 12,293 32,446 25,599 15,605 12,888 4,151 30,445: 11,480 17,382 Old : 195,358: 44,190 79,937 40,356 12,533 11,891 31,412 25,761 14,960 12,803 4,430 29,286: 10,460 16,561 Other: 10,249: 2,776 7,869 3,353 18 176 1,679 483 0 763 399 482: 1,020 821 : : : : : Changes in Commitments from: December 13, 2011 : : 1,235: -1,889 -261 -157 130 203 -639 1,292 -62 621 568 1,330: 1,828 -1,964 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.8 42.7 21.1 6.0 6.0 15.8 12.5 7.6 6.3 2.0 14.8: 5.6 8.5 Old : 100.0: 22.6 40.9 20.7 6.4 6.1 16.1 13.2 7.7 6.6 2.3 15.0: 5.4 8.5 Other: 100.0: 27.1 76.8 32.7 0.2 1.7 16.4 4.7 0.0 7.4 3.9 4.7: 10.0 8.0 : : : : : Number of Traders in Each Category : All : 247: 30 46 19 11 22 43 47 35 55 21 46: Old : 247: 29 45 19 11 21 44 48 30 57 19 45: Other: 80: 13 24 15 . 6 7 . 0 12 13 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 : 20.8 15.1 32.0 25.3 15.3 9.9 23.6 16.4 Old : 20.8 15.6 32.4 24.9 16.2 10.3 24.6 16.9 Other: 43.8 57.1 61.0 68.4 42.7 55.4 59.6 66.5 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 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 : 30,324: 9,162 23,662 2,993 522 155 11,189 1,153 479 204 230 2,766: 3,377 1,356 Old : 30,315: 9,159 23,653 2,993 522 155 11,189 1,153 479 204 230 2,766: 3,371 1,356 Other: 9: 3 9 0 0 0 0 0 0 0 0 0: 6 0 : : : : : Changes in Commitments from: December 13, 2011 : : -5,539: -1,052 -1,730 -48 -45 15 -1,029 -183 -298 -79 -217 -2,923: -125 -158 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.2 78.0 9.9 1.7 0.5 36.9 3.8 1.6 0.7 0.8 9.1: 11.1 4.5 Old : 100.0: 30.2 78.0 9.9 1.7 0.5 36.9 3.8 1.6 0.7 0.8 9.1: 11.1 4.5 Other: 100.0: 33.3 100.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 66.7 0.0 : : : : : Number of Traders in Each Category : All : 89: 22 19 7 . 4 30 6 4 5 12 14: Old : 89: 22 19 7 . 4 30 6 4 5 12 14: Other: .: . . 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 : 25.7 67.7 36.1 76.2 24.3 59.1 33.0 66.6 Old : 25.7 67.6 36.1 76.2 24.3 59.1 33.1 66.6 Other: 33.3 100.0 33.3 100.0 33.3 100.0 33.3 100.0 COCOA - ICE FUTURES U.S. Code-073732 Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 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 : 192,889: 91,921 86,966 18,058 9,800 4,180 27,229 37,808 20,608 1,952 3,130 19,152: 9,789 11,246 Old : 169,308: 77,571 65,087 17,282 9,793 3,968 27,217 40,194 17,813 1,722 6,805 14,658: 9,076 10,990 Other: 23,581: 14,350 21,879 985 216 3 2,805 407 2 3,913 7 811: 713 256 : : : : : Changes in Commitments from: December 13, 2011 : : 543: -2,090 -1,771 1,795 457 533 -694 -2,084 1,742 -964 54 763: -542 848 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.7 45.1 9.4 5.1 2.2 14.1 19.6 10.7 1.0 1.6 9.9: 5.1 5.8 Old : 100.0: 45.8 38.4 10.2 5.8 2.3 16.1 23.7 10.5 1.0 4.0 8.7: 5.4 6.5 Other: 100.0: 60.9 92.8 4.2 0.9 0.0 11.9 1.7 0.0 16.6 0.0 3.4: 3.0 1.1 : : : : : Number of Traders in Each Category : All : 180: 38 35 13 7 9 28 50 23 12 21 16: Old : 180: 38 34 13 7 8 27 51 22 12 21 15: Other: 52: 23 19 6 . . 5 . . 6 . 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 : 24.3 24.6 40.4 41.5 22.1 16.3 30.2 22.8 Old : 25.3 24.7 42.1 40.5 24.8 17.5 35.4 25.8 Other: 45.6 72.8 63.8 85.5 36.9 71.6 52.2 77.6 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 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 : 724,562: 185,590 280,109 132,237 75,968 60,075 95,089 49,325 50,401 20,013 10,778 117,509: 63,649 80,398 Old : 724,562: 185,590 280,109 132,237 75,968 60,075 95,089 49,325 50,401 20,013 10,778 117,509: 63,649 80,398 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 13, 2011 : : -6,868: 10,495 6,992 2,042 992 -3,741 -7,813 -1,254 -117 1,181 465 -9,607: 694 -597 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.6 38.7 18.3 10.5 8.3 13.1 6.8 7.0 2.8 1.5 16.2: 8.8 11.1 Old : 100.0: 25.6 38.7 18.3 10.5 8.3 13.1 6.8 7.0 2.8 1.5 16.2: 8.8 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 : 224: 56 60 19 14 24 34 21 30 39 30 57: Old : 224: 56 60 19 14 24 34 21 30 39 30 57: 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 : 12.8 12.5 22.4 20.4 11.4 10.0 19.0 15.8 Old : 12.8 12.5 22.4 20.4 11.4 10.0 19.0 15.8 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, December 20, 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 : 142,015: 36,954 55,814 27,218 5,794 9,180 20,238 17,284 11,550 1,118 3,974 30,052: 5,706 8,367 Old : 131,884: 30,960 52,274 28,353 4,107 6,606 19,894 17,397 11,361 1,179 3,777 28,140: 5,392 8,222 Other: 10,131: 5,993 3,540 791 3,613 648 515 58 18 254 513 1,596: 314 144 : : : : : Changes in Commitments from: December 13, 2011 : : 1,779: 1,188 -2,434 -317 68 1,057 -1,466 1,300 610 100 -429 1,281: -673 327 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.0 39.3 19.2 4.1 6.5 14.3 12.2 8.1 0.8 2.8 21.2: 4.0 5.9 Old : 100.0: 23.5 39.6 21.5 3.1 5.0 15.1 13.2 8.6 0.9 2.9 21.3: 4.1 6.2 Other: 100.0: 59.2 34.9 7.8 35.7 6.4 5.1 0.6 0.2 2.5 5.1 15.8: 3.1 1.4 : : : : : Number of Traders in Each Category : All : 324: 100 95 20 10 18 42 63 43 34 39 61: Old : 321: 98 94 20 9 18 40 65 42 35 39 61: Other: 101: 36 29 11 5 4 5 . . 15 11 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 : 12.7 13.9 24.1 22.3 11.5 8.5 19.8 13.8 Old : 13.1 13.7 24.9 22.1 12.1 9.2 21.1 14.7 Other: 51.2 56.3 64.0 72.1 48.6 56.0 55.9 66.8
Updated December 23, 2011