Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 536,561 : : Positions : : 51,752 189,607 194,225 12,937 28,414 61,649 76,946 47,730 20,594 29,078 86,644 : : : : Changes from: June 28, 2011 : : -1,305 -2,879 7,121 809 -1,275 -1,400 7,240 548 2,035 -197 9,501 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.6 35.3 36.2 2.4 5.3 11.5 14.3 8.9 3.8 5.4 16.1 : : : : Number of Traders in Each Category Total Traders: 430 : : 65 96 22 5 25 48 85 64 84 66 108 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 173,203 : : Positions : : 41,787 96,627 28,732 518 5,593 38,552 10,093 15,489 8,910 4,541 13,015 : : : : Changes from: June 28, 2011 : : 1,488 -1,232 569 -21 -1,495 -2,398 2,036 2,331 390 -380 2,068 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.1 55.8 16.6 0.3 3.2 22.3 5.8 8.9 5.1 2.6 7.5 : : : : Number of Traders in Each Category Total Traders: 170 : : 45 61 13 . 5 30 12 17 20 16 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 62,616 : : Positions : : 20,776 38,462 1,248 0 0 15,000 597 2,661 3,432 1,450 5,172 : : : : Changes from: June 28, 2011 : : -166 -754 64 0 0 550 180 -216 -460 686 655 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.2 61.4 2.0 0.0 0.0 24.0 1.0 4.2 5.5 2.3 8.3 : : : : Number of Traders in Each Category Total Traders: 83 : : 29 29 4 0 . 13 . 7 12 8 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 1,719,396 : : Positions : : 325,762 731,355 296,889 47,606 110,492 234,412 43,595 162,460 91,353 50,316 306,484 : : : : Changes from: June 28, 2011 : : 7,096 -37,139 566 -6,262 -4,882 -28,314 7,000 -13,805 2,151 3,004 367 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.9 42.5 17.3 2.8 6.4 13.6 2.5 9.4 5.3 2.9 17.8 : : : : Number of Traders in Each Category Total Traders: 821 : : 258 359 18 11 27 96 43 85 134 114 189 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 13,844 : : Positions : : 4,770 10,084 2,163 0 0 2,700 645 0 367 124 1,474 : : : : Changes from: June 28, 2011 : : 469 82 65 0 0 213 172 0 -45 -2 197 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.5 72.8 15.6 0.0 0.0 19.5 4.7 0.0 2.6 0.9 10.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 10 12 5 0 0 10 . 0 7 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 18,648 : : Positions : : 3,904 11,405 3,938 0 0 2,190 1,532 228 2,007 1,361 2,355 : : : : Changes from: June 28, 2011 : : -79 -134 -73 0 0 103 100 -3 35 97 -13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.9 61.2 21.1 0.0 0.0 11.7 8.2 1.2 10.8 7.3 12.6 : : : : Number of Traders in Each Category Total Traders: 87 : : 17 18 10 0 0 11 9 . 19 12 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 283,121 : : Positions : : 30,246 120,390 84,306 5,561 4,333 52,693 20,267 23,275 8,137 15,451 56,321 : : : : Changes from: June 28, 2011 : : -264 1,932 901 23 2,095 -912 -1,012 -587 708 31 2,637 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.7 42.5 29.8 2.0 1.5 18.6 7.2 8.2 2.9 5.5 19.9 : : : : Number of Traders in Each Category Total Traders: 261 : : 37 61 16 . 11 60 37 47 31 36 59 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 431,785 : : Positions : : 60,105 185,150 112,801 5,396 6,830 91,159 22,517 44,518 3,603 11,242 85,327 : : : : Changes from: June 28, 2011 : : -924 2,885 -1,566 -1,106 2,687 417 -3,253 -370 127 1,129 1,889 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.9 42.9 26.1 1.2 1.6 21.1 5.2 10.3 0.8 2.6 19.8 : : : : Number of Traders in Each Category Total Traders: 404 : : 81 161 17 5 11 71 44 67 35 50 72 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 44,430 : : Positions : : 5,142 9,254 6,561 315 470 13,150 1,233 1,238 1,770 2,016 8,881 : : : : Changes from: June 28, 2011 : : -852 526 75 91 12 1,423 -340 209 158 121 302 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.6 20.8 14.8 0.7 1.1 29.6 2.8 2.8 4.0 4.5 20.0 : : : : Number of Traders in Each Category Total Traders: 172 : : 32 65 12 . 6 28 6 13 19 23 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 4,422 : : Positions : : 3,464 3,237 0 0 0 0 0 0 120 849 114 : : : : Changes from: June 28, 2011 : : -322 -243 -109 0 0 0 0 0 -76 -196 -22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 73.2 0.0 0.0 0.0 0.0 0.0 0.0 2.7 19.2 2.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 11 0 0 0 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 52,060 : : Positions : : 24,613 26,737 0 1,866 29 4,413 0 379 3,359 1,698 11,558 : : : : Changes from: June 28, 2011 : : -3,858 -3,917 0 -214 -4 57 0 18 -1,169 -131 -1,966 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.3 51.4 0.0 3.6 0.1 8.5 0.0 0.7 6.5 3.3 22.2 : : : : Number of Traders in Each Category Total Traders: 84 : : 35 36 0 . . 8 0 . 18 7 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 4,091 : : Positions : : 1,922 3,286 0 0 0 0 0 0 1,934 0 38 : : : : Changes from: June 28, 2011 : : -131 -447 0 0 0 0 0 0 -496 0 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.0 80.3 0.0 0.0 0.0 0.0 0.0 0.0 47.3 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 21 : : 6 12 0 0 0 0 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 701,227 : : Positions : : 164,219 310,228 144,037 16,795 29,878 94,343 37,112 68,056 22,721 26,478 125,817 : : : : Changes from: June 28, 2011 : : 924 -92 -3,705 -1,495 -1,069 -853 3,076 -3,502 2,605 -1,500 -4,509 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.4 44.2 20.5 2.4 4.3 13.5 5.3 9.7 3.2 3.8 17.9 : : : : Number of Traders in Each Category Total Traders: 526 : : 103 178 19 7 23 80 43 65 82 94 132 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 21,681 : : Positions : : 6 4,958 0 0 0 0 0 0 18,855 1,623 171 : : : : Changes from: June 28, 2011 : : 0 -302 0 0 0 0 0 0 -485 348 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.0 22.9 0.0 0.0 0.0 0.0 0.0 0.0 87.0 7.5 0.8 : : : : Number of Traders in Each Category Total Traders: 33 : : . 13 0 0 0 0 0 0 15 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 328,507 : : Positions : : 89,110 174,438 74,101 1,579 11,288 48,542 32,708 22,112 14,980 19,390 38,302 : : : : Changes from: June 28, 2011 : : -1,751 -9,118 1,367 694 -1,553 -3,976 7,393 1,922 -1,143 -612 213 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.1 53.1 22.6 0.5 3.4 14.8 10.0 6.7 4.6 5.9 11.7 : : : : Number of Traders in Each Category Total Traders: 251 : : 48 57 17 . 14 37 36 31 27 45 59 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 214,849 : : Positions : : 80,758 102,668 18,926 4,668 3,396 30,431 25,090 17,671 6,306 8,122 24,290 : : : : Changes from: June 28, 2011 : : -5,111 -7,414 1,262 -703 242 -1,479 1,136 -907 452 63 -909 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.6 47.8 8.8 2.2 1.6 14.2 11.7 8.2 2.9 3.8 11.3 : : : : Number of Traders in Each Category Total Traders: 176 : : 51 55 10 . 12 27 22 18 16 23 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 217,807 : : Positions : : 41,266 112,315 47,549 16,481 12,762 36,098 6,482 12,620 12,266 3,455 42,069 : : : : Changes from: June 28, 2011 : : 2,266 1,421 -370 -65 -528 -4 1,522 -1,064 1,729 -663 -84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.9 51.6 21.8 7.6 5.9 16.6 3.0 5.8 5.6 1.6 19.3 : : : : Number of Traders in Each Category Total Traders: 230 : : 31 43 18 14 20 66 21 36 51 13 45 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 42,370 : : Positions : : 5,752 32,494 4,182 1,897 32 20,223 60 570 1,186 339 5,663 : : : : Changes from: June 28, 2011 : : -1,819 -1,296 -233 -644 -35 234 60 -12 1 15 119 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.6 76.7 9.9 4.5 0.1 47.7 0.1 1.3 2.8 0.8 13.4 : : : : Number of Traders in Each Category Total Traders: 118 : : 16 23 7 5 . 49 . . 18 12 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 194,281 : : Positions : : 71,846 108,227 24,586 9,788 4,390 40,361 23,734 19,928 4,292 2,601 17,674 : : : : Changes from: June 28, 2011 : : -2,868 7,106 3,966 963 144 5,081 572 799 78 -99 1,840 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.0 55.7 12.7 5.0 2.3 20.8 12.2 10.3 2.2 1.3 9.1 : : : : Number of Traders in Each Category Total Traders: 177 : : 31 41 19 5 8 51 24 26 15 18 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 797,192 : : Positions : : 125,033 398,522 152,334 78,770 56,011 184,418 30,768 40,015 27,696 9,921 122,850 : : : : Changes from: June 28, 2011 : : -17,113 -2,179 706 -1,110 1,455 11,677 890 3,947 -2,094 1,167 9,996 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.7 50.0 19.1 9.9 7.0 23.1 3.9 5.0 3.5 1.2 15.4 : : : : Number of Traders in Each Category Total Traders: 241 : : 50 65 18 13 27 60 13 31 36 33 57 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 163,194 : : Positions : : 45,757 76,272 31,410 8,430 11,163 20,175 10,888 7,165 900 3,029 38,851 : : : : Changes from: June 28, 2011 : : -2,261 4,332 698 -528 771 1,826 -2,583 -933 -300 -300 1,473 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.0 46.7 19.2 5.2 6.8 12.4 6.7 4.4 0.6 1.9 23.8 : : : : Number of Traders in Each Category Total Traders: 334 : : 88 100 18 14 20 60 37 40 40 55 68 : ----------------------------------------------------------------------------------------------------------------
Updated July 8, 2011