Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 28, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WHEAT - CHICAGO BOARD OF TRADE (CONTRACTS OF 5,000 BUSHELS) : CFTC Code #001602 Open Interest is 522,822 : : Positions : : 53,058 192,486 187,104 12,128 29,689 63,049 69,706 47,182 18,559 29,275 77,143 : : : : Changes from: June 21, 2011 : : -13,534 -7,912 5,425 -3,711 -20,498 1,611 -302 -13,234 -3,896 990 -31,276 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.1 36.8 35.8 2.3 5.7 12.1 13.3 9.0 3.5 5.6 14.8 : : : : Number of Traders in Each Category Total Traders: 428 : : 69 100 20 8 27 50 79 65 79 69 108 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 28, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WHEAT - KANSAS CITY BOARD OF TRADE (CONTRACTS OF 5,000 BUSHELS) : CFTC Code #001612 Open Interest is 172,207 : : Positions : : 40,299 97,858 28,163 539 7,088 40,950 8,057 13,159 8,520 4,921 10,947 : : : : Changes from: June 21, 2011 : : -2,709 -4,697 952 -2,259 -3,418 -2,714 2,175 2,694 -791 408 -3,823 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.4 56.8 16.4 0.3 4.1 23.8 4.7 7.6 4.9 2.9 6.4 : : : : Number of Traders in Each Category Total Traders: 168 : : 49 62 14 . 5 31 10 15 21 15 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 28, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WHEAT - MINNEAPOLIS GRAIN EXCHANGE (CONTRACTS OF 5,000 BUSHELS) : CFTC Code #001626 Open Interest is 62,954 : : Positions : : 20,942 39,217 1,184 0 0 14,451 417 2,876 3,891 764 4,516 : : : : Changes from: June 21, 2011 : : 319 -1,696 133 0 0 -427 107 768 -714 -19 230 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.3 62.3 1.9 0.0 0.0 23.0 0.7 4.6 6.2 1.2 7.2 : : : : Number of Traders in Each Category Total Traders: 77 : : 28 28 4 0 . 13 . 7 13 5 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 28, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CORN - CHICAGO BOARD OF TRADE (CONTRACTS OF 5,000 BUSHELS) : CFTC Code #002602 Open Interest is 1,779,907 : : Positions : : 318,667 768,495 296,323 53,868 115,373 262,726 36,594 176,265 89,202 47,312 306,117 : : : : Changes from: June 21, 2011 : : -36,900 -58,995 14,908 5,570 -68,391 -44,190 6,041 -82,316 5,461 -7,893 -138,356 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.9 43.2 16.6 3.0 6.5 14.8 2.1 9.9 5.0 2.7 17.2 : : : : Number of Traders in Each Category Total Traders: 846 : : 267 367 18 11 25 109 42 88 139 110 194 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 28, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- OATS - CHICAGO BOARD OF TRADE (CONTRACTS OF 5,000 BUSHELS) : CFTC Code #004603 Open Interest is 13,145 : : Positions : : 4,301 10,001 2,098 0 0 2,487 473 0 412 126 1,277 : : : : Changes from: June 21, 2011 : : -760 -1,117 -179 0 -132 -50 230 -2 206 -308 -192 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.7 76.1 16.0 0.0 0.0 18.9 3.6 0.0 3.1 1.0 9.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 12 11 5 0 0 9 . 0 8 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 28, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ROUGH RICE - CHICAGO BOARD OF TRADE (CONTRACTS OF 200,000 POUNDS) : CFTC Code #039601 Open Interest is 18,790 : : Positions : : 3,983 11,539 4,011 0 0 2,087 1,432 231 1,972 1,265 2,368 : : : : Changes from: June 21, 2011 : : -572 -2,318 -138 0 0 -162 503 0 -67 -79 -430 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.2 61.4 21.3 0.0 0.0 11.1 7.6 1.2 10.5 6.7 12.6 : : : : Number of Traders in Each Category Total Traders: 87 : : 18 20 11 0 0 10 7 . 22 9 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 28, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- LEAN HOGS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF 40,000 POUNDS) : CFTC Code #054642 Open Interest is 277,599 : : Positions : : 30,510 118,459 83,404 5,539 2,239 53,605 21,279 23,861 7,429 15,420 53,684 : : : : Changes from: June 21, 2011 : : 3,136 7,301 63 2,739 291 5,840 -3,844 -223 -49 1,015 9,717 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.0 42.7 30.0 2.0 0.8 19.3 7.7 8.6 2.7 5.6 19.3 : : : : Number of Traders in Each Category Total Traders: 268 : : 38 62 17 . 11 65 34 53 35 30 58 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 28, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF 40,000 POUNDS) : CFTC Code #057642 Open Interest is 427,589 : : Positions : : 61,029 182,266 114,367 6,503 4,143 90,741 25,769 44,888 3,476 10,113 83,437 : : : : Changes from: June 21, 2011 : : 772 4,126 697 -195 415 -1,551 -6,342 5,690 -106 657 3,444 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.3 42.6 26.7 1.5 1.0 21.2 6.0 10.5 0.8 2.4 19.5 : : : : Number of Traders in Each Category Total Traders: 404 : : 77 156 17 4 11 67 55 69 38 45 75 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 28, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF 50,000 POUNDS) : CFTC Code #061641 Open Interest is 42,785 : : Positions : : 5,993 8,729 6,486 224 458 11,727 1,573 1,029 1,611 1,896 8,579 : : : : Changes from: June 21, 2011 : : -1,133 296 279 -3 179 658 -417 103 12 -449 693 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.0 20.4 15.2 0.5 1.1 27.4 3.7 2.4 3.8 4.4 20.1 : : : : Number of Traders in Each Category Total Traders: 159 : : 31 59 13 . 4 23 7 12 23 19 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 28, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF 20,000 POUNDS) : CFTC Code #050642 Open Interest is 4,973 : : Positions : : 3,786 3,480 109 0 0 0 0 0 196 1,045 136 : : : : Changes from: June 21, 2011 : : 676 589 0 0 0 0 0 0 -5 14 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 70.0 2.2 0.0 0.0 0.0 0.0 0.0 3.9 21.0 2.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 11 . 0 0 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 28, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MILK, Class III - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF 200,000 POUNDS) : CFTC Code #052641 Open Interest is 58,898 : : Positions : : 28,471 30,654 0 2,081 33 4,357 0 361 4,528 1,830 13,524 : : : : Changes from: June 21, 2011 : : 452 1,456 0 45 0 542 0 6 485 340 325 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.3 52.0 0.0 3.5 0.1 7.4 0.0 0.6 7.7 3.1 23.0 : : : : Number of Traders in Each Category Total Traders: 90 : : 41 40 0 . . 8 0 . 20 7 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 28, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CME MILK IV - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF 200,000 POUNDS) : CFTC Code #052644 Open Interest is 4,697 : : Positions : : 2,053 3,733 0 0 0 0 0 0 2,430 0 40 : : : : Changes from: June 21, 2011 : : 76 60 0 0 0 0 0 0 9 0 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.7 79.5 0.0 0.0 0.0 0.0 0.0 0.0 51.7 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 22 : : 6 12 0 0 0 0 0 0 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 28, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOYBEANS - CHICAGO BOARD OF TRADE (CONTRACTS OF 5,000 BUSHELS) : CFTC Code #005602 Open Interest is 712,724 : : Positions : : 163,295 310,320 147,742 18,289 30,948 95,196 34,036 71,558 20,116 27,978 130,326 : : : : Changes from: June 21, 2011 : : -19,189 -26,575 6,923 -2,406 -17,428 -14,091 3,813 -28,102 255 -4,083 -38,255 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.9 43.5 20.7 2.6 4.3 13.4 4.8 10.0 2.8 3.9 18.3 : : : : Number of Traders in Each Category Total Traders: 524 : : 106 175 19 7 23 81 47 66 65 109 129 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 28, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MINI SOYBEANS - CHICAGO BOARD OF TRADE (Contracts of 1,000 Bushels) : CFTC Code #005603 Open Interest is 21,879 : : Positions : : 6 5,260 0 0 0 0 0 0 19,340 1,275 146 : : : : Changes from: June 21, 2011 : : 0 -1,191 0 0 0 0 0 0 -3,593 -1,728 -349 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.0 24.0 0.0 0.0 0.0 0.0 0.0 0.0 88.4 5.8 0.7 : : : : Number of Traders in Each Category Total Traders: 34 : : . 14 0 0 0 0 0 0 16 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 28, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOYBEAN OIL - CHICAGO BOARD OF TRADE (CONTRACTS OF 60,000 POUNDS) : CFTC Code #007601 Open Interest is 332,449 : : Positions : : 90,861 183,556 72,733 885 12,841 52,518 25,315 20,190 16,123 20,002 38,089 : : : : Changes from: June 21, 2011 : : -12,450 -37,264 -416 -749 -4,950 -7,521 1,428 -10,369 -5,451 401 -17,607 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.3 55.2 21.9 0.3 3.9 15.8 7.6 6.1 4.8 6.0 11.5 : : : : Number of Traders in Each Category Total Traders: 246 : : 51 62 17 . 14 40 31 26 27 41 61 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 28, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOYBEAN MEAL - CHICAGO BOARD OF TRADE (CONTRACTS OF 100 TONS) : CFTC Code #026603 Open Interest is 226,599 : : Positions : : 85,869 110,082 17,664 5,371 3,155 31,909 23,954 18,578 5,854 8,060 25,198 : : : : Changes from: June 21, 2011 : : 4,732 -22,542 -1,147 5 -1,483 -6,662 9,393 -9,150 -507 1,700 -2,018 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.9 48.6 7.8 2.4 1.4 14.1 10.6 8.2 2.6 3.6 11.1 : : : : Number of Traders in Each Category Total Traders: 175 : : 53 52 10 . 12 31 19 21 15 16 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 28, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COTTON NO. 2 - ICE FUTURES U.S. (CONTRACTS OF 50,000 POUNDS) : CFTC Code #033661 Open Interest is 216,904 : : Positions : : 39,000 110,894 47,918 16,546 13,291 36,102 4,960 13,684 10,536 4,118 42,153 : : : : Changes from: June 21, 2011 : : -6,537 -9,472 -766 101 355 1,303 1,063 -1,619 -776 110 1,247 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.0 51.1 22.1 7.6 6.1 16.6 2.3 6.3 4.9 1.9 19.4 : : : : Number of Traders in Each Category Total Traders: 228 : : 31 42 18 14 20 67 18 36 49 15 44 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 28, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. (CONTRACTS OF 15,000 POUNDS) : CFTC Code #040701 Open Interest is 44,442 : : Positions : : 7,572 33,790 4,415 2,541 67 19,989 0 581 1,184 323 5,544 : : : : Changes from: June 21, 2011 : : 953 1,189 64 3 -420 -246 -60 128 -186 -366 63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.0 76.0 9.9 5.7 0.2 45.0 0.0 1.3 2.7 0.7 12.5 : : : : Number of Traders in Each Category Total Traders: 118 : : 16 23 7 5 . 48 0 . 19 11 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 28, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COCOA - ICE FUTURES U.S. (CONTRACTS OF 10 METRIC TONS) : CFTC Code #073732 Open Interest is 183,586 : : Positions : : 74,714 101,121 20,621 8,825 4,246 35,280 23,163 19,130 4,215 2,700 15,834 : : : : Changes from: June 21, 2011 : : -501 4,037 -43 251 -218 1,167 -3,037 -50 -229 -236 -370 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.7 55.1 11.2 4.8 2.3 19.2 12.6 10.4 2.3 1.5 8.6 : : : : Number of Traders in Each Category Total Traders: 169 : : 34 40 20 4 9 43 26 23 13 21 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 28, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SUGAR NO. 11 - ICE FUTURES U.S. (CONTRACTS OF 112,000 POUNDS) : CFTC Code #080732 Open Interest is 785,543 : : Positions : : 142,146 400,701 151,628 79,880 54,556 172,741 29,878 36,068 29,790 8,755 112,854 : : : : Changes from: June 21, 2011 : : -15,874 -7,023 -1,541 657 1,170 1,045 -1,235 8,134 -455 -479 7,678 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.1 51.0 19.3 10.2 6.9 22.0 3.8 4.6 3.8 1.1 14.4 : : : : Number of Traders in Each Category Total Traders: 243 : : 53 68 18 13 25 57 16 31 39 27 54 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 28, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COFFEE C - ICE FUTURES U.S. (CONTRACTS OF 37,500 POUNDS) : CFTC Code #083731 Open Interest is 161,074 : : Positions : : 48,019 71,940 30,712 8,958 10,392 18,349 13,471 8,097 1,200 3,329 37,378 : : : : Changes from: June 21, 2011 : : -381 -492 -248 80 1,017 -488 -207 -1,374 521 175 2,048 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.8 44.7 19.1 5.6 6.5 11.4 8.4 5.0 0.7 2.1 23.2 : : : : Number of Traders in Each Category Total Traders: 338 : : 89 99 19 13 20 55 43 41 48 48 69 : ----------------------------------------------------------------------------------------------------------------
Updated July 1, 2011