Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 534,448 : : Positions : : 54,342 173,293 183,169 10,292 36,621 60,834 73,514 56,046 13,422 31,019 87,548 : : : : Changes from: August 2, 2011 : : 4,292 -4,857 -8,573 1,116 698 -377 414 -872 842 -82 1,522 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.2 32.4 34.3 1.9 6.9 11.4 13.8 10.5 2.5 5.8 16.4 : : : : Number of Traders in Each Category Total Traders: 417 : : 76 98 20 6 25 55 68 63 68 77 121 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 179,951 : : Positions : : 36,932 104,036 30,682 522 1,442 43,805 9,287 17,893 12,769 4,934 12,707 : : : : Changes from: August 2, 2011 : : 6,383 3,513 -655 0 -3,149 -876 982 -2,476 459 -121 -61 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.5 57.8 17.1 0.3 0.8 24.3 5.2 9.9 7.1 2.7 7.1 : : : : Number of Traders in Each Category Total Traders: 182 : : 53 65 14 . 8 33 15 27 27 13 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 55,176 : : Positions : : 21,448 31,700 1,259 0 397 8,512 971 3,577 3,046 801 4,789 : : : : Changes from: August 2, 2011 : : -494 -2,077 -433 0 69 -180 -259 -121 -994 55 457 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.9 57.5 2.3 0.0 0.7 15.4 1.8 6.5 5.5 1.5 8.7 : : : : Number of Traders in Each Category Total Traders: 70 : : 31 23 5 0 . 9 4 9 10 5 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 1,894,620 : : Positions : : 317,272 745,001 278,712 49,558 148,328 286,798 25,957 205,817 81,946 48,121 389,091 : : : : Changes from: August 2, 2011 : : 8,642 -8,634 -12,121 1,769 -4,336 -10,182 -897 6,675 -4,471 -9,715 21,082 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.7 39.3 14.7 2.6 7.8 15.1 1.4 10.9 4.3 2.5 20.5 : : : : Number of Traders in Each Category Total Traders: 874 : : 256 384 14 15 28 124 29 84 116 145 206 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 14,768 : : Positions : : 5,334 10,129 2,213 0 4 2,242 848 0 525 254 1,837 : : : : Changes from: August 2, 2011 : : 694 -3 165 0 3 -178 160 0 12 70 237 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.1 68.6 15.0 0.0 0.0 15.2 5.7 0.0 3.6 1.7 12.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 10 12 6 0 . 8 4 0 7 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 19,377 : : Positions : : 4,037 12,616 3,293 174 8 2,779 565 518 1,484 1,633 2,674 : : : : Changes from: August 2, 2011 : : 50 -450 -267 33 0 -267 0 20 47 88 547 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.8 65.1 17.0 0.9 0.0 14.3 2.9 2.7 7.7 8.4 13.8 : : : : Number of Traders in Each Category Total Traders: 90 : : 16 17 8 . . 17 . . 19 15 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 310,255 : : Positions : : 27,409 141,844 83,310 3,284 3,153 66,849 12,351 32,137 10,666 14,425 56,752 : : : : Changes from: August 2, 2011 : : 4,685 1,001 -1,098 260 -1,231 -2,962 -469 3,544 638 -412 -874 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.8 45.7 26.9 1.1 1.0 21.5 4.0 10.4 3.4 4.6 18.3 : : : : Number of Traders in Each Category Total Traders: 295 : : 43 74 17 . 11 78 28 57 47 31 66 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 388,787 : : Positions : : 53,934 180,893 111,762 5,581 4,366 91,906 22,048 34,372 2,916 12,100 63,800 : : : : Changes from: August 2, 2011 : : 943 -5,709 -1,606 -741 -1,222 -4,168 -3,478 -4,620 -455 1,463 -22,287 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.9 46.5 28.7 1.4 1.1 23.6 5.7 8.8 0.8 3.1 16.4 : : : : Number of Traders in Each Category Total Traders: 391 : : 82 158 17 6 10 66 38 54 29 55 70 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 39,837 : : Positions : : 5,720 7,317 4,343 290 734 9,910 2,463 2,038 1,075 1,525 7,166 : : : : Changes from: August 2, 2011 : : 307 -1,345 -744 -13 -163 -2,818 216 45 107 -54 -748 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.4 18.4 10.9 0.7 1.8 24.9 6.2 5.1 2.7 3.8 18.0 : : : : Number of Traders in Each Category Total Traders: 160 : : 36 53 13 . 9 27 10 17 19 18 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 4,185 : : Positions : : 3,312 3,223 0 0 0 0 0 0 135 655 76 : : : : Changes from: August 2, 2011 : : -545 -474 0 0 0 0 0 0 -71 -211 -51 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 77.0 0.0 0.0 0.0 0.0 0.0 0.0 3.2 15.7 1.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 13 0 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 55,190 : : Positions : : 24,325 27,536 0 1,604 21 5,131 0 532 3,616 1,409 13,267 : : : : Changes from: August 2, 2011 : : -2,365 -3,886 -24 -224 -60 -498 0 56 -2,268 -144 -1,396 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.1 49.9 0.0 2.9 0.0 9.3 0.0 1.0 6.6 2.6 24.0 : : : : Number of Traders in Each Category Total Traders: 81 : : 35 36 0 . . 8 0 . 17 6 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 3,828 : : Positions : : 2,076 2,969 0 0 0 0 0 0 1,433 82 105 : : : : Changes from: August 2, 2011 : : -265 -627 0 0 0 0 0 0 -490 -1 17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 77.6 0.0 0.0 0.0 0.0 0.0 0.0 37.4 2.1 2.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 6 11 0 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 707,033 : : Positions : : 158,319 308,667 132,506 14,531 31,334 95,334 31,146 58,984 26,650 31,068 149,524 : : : : Changes from: August 2, 2011 : : 38,459 -21,462 -9,229 -2,403 557 -38,257 8,981 -4,296 2,588 -777 13,088 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.4 43.7 18.7 2.1 4.4 13.5 4.4 8.3 3.8 4.4 21.1 : : : : Number of Traders in Each Category Total Traders: 573 : : 102 181 22 6 24 83 43 60 86 126 159 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 22,965 : : Positions : : 8 5,771 0 0 0 0 0 0 20,027 2,044 121 : : : : Changes from: August 2, 2011 : : 8 45 0 0 0 0 0 0 -354 -126 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.0 25.1 0.0 0.0 0.0 0.0 0.0 0.0 87.2 8.9 0.5 : : : : Number of Traders in Each Category Total Traders: 41 : : . 15 0 0 0 0 0 0 19 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 334,757 : : Positions : : 110,412 169,088 67,704 1,519 13,793 40,208 42,717 18,930 17,927 18,890 39,864 : : : : Changes from: August 2, 2011 : : 28,042 -20,609 -5,853 435 3,472 -13,958 15,678 -1,063 -634 734 2,981 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.0 50.5 20.2 0.5 4.1 12.0 12.8 5.7 5.4 5.6 11.9 : : : : Number of Traders in Each Category Total Traders: 250 : : 55 58 16 . 15 32 44 25 36 34 49 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 189,578 : : Positions : : 66,117 109,745 17,321 4,249 907 40,893 12,976 11,572 3,689 7,997 16,723 : : : : Changes from: August 2, 2011 : : 9,455 -4,468 -1,182 -122 -697 -6,021 2,500 -2,036 1,265 -643 -915 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.9 57.9 9.1 2.2 0.5 21.6 6.8 6.1 1.9 4.2 8.8 : : : : Number of Traders in Each Category Total Traders: 177 : : 50 53 11 . 7 43 14 16 13 24 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 248,622 : : Positions : : 41,978 113,683 47,614 21,495 16,022 38,327 9,152 14,843 16,796 2,482 58,483 : : : : Changes from: August 2, 2011 : : 3,283 -2,424 -1,343 1,349 336 -849 737 1,503 -567 -277 3,131 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.9 45.7 19.2 8.6 6.4 15.4 3.7 6.0 6.8 1.0 23.5 : : : : Number of Traders in Each Category Total Traders: 255 : : 33 44 17 17 22 66 25 33 59 24 53 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 39,906 : : Positions : : 8,779 28,770 4,241 952 229 14,355 554 435 1,014 323 6,890 : : : : Changes from: August 2, 2011 : : 1,591 -7,026 61 -979 165 -7,298 554 -207 -441 -41 -284 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.0 72.1 10.6 2.4 0.6 36.0 1.4 1.1 2.5 0.8 17.3 : : : : Number of Traders in Each Category Total Traders: 98 : : 19 22 8 4 5 31 4 . 8 18 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 197,956 : : Positions : : 86,878 101,083 21,040 10,544 4,508 32,431 29,422 21,061 1,897 2,006 20,689 : : : : Changes from: August 2, 2011 : : 4,697 -5,313 -1,578 296 -2,356 -303 2,988 -3,120 -3,389 292 -490 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.9 51.1 10.6 5.3 2.3 16.4 14.9 10.6 1.0 1.0 10.5 : : : : Number of Traders in Each Category Total Traders: 175 : : 38 41 19 7 12 29 39 25 20 12 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 829,885 : : Positions : : 140,753 394,211 144,386 78,333 64,237 158,029 16,822 53,564 28,355 4,800 154,031 : : : : Changes from: August 2, 2011 : : 759 -22,582 -1,211 -4,502 -171 -22,734 1,071 -2,711 -3,953 -590 -1,778 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.0 47.5 17.4 9.4 7.7 19.0 2.0 6.5 3.4 0.6 18.6 : : : : Number of Traders in Each Category Total Traders: 243 : : 54 62 18 12 26 69 11 36 32 34 58 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 176,344 : : Positions : : 55,204 69,527 29,183 10,391 9,615 18,191 20,479 8,480 1,769 3,187 45,595 : : : : Changes from: August 2, 2011 : : 2,254 -809 -1,308 1,020 50 -204 183 -1,063 506 148 1,060 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.3 39.4 16.5 5.9 5.5 10.3 11.6 4.8 1.0 1.8 25.9 : : : : Number of Traders in Each Category Total Traders: 335 : : 88 93 19 15 20 46 46 45 47 51 76 : ----------------------------------------------------------------------------------------------------------------
Updated August 12, 2011