Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 491,397 : : Positions : : 41,129 184,791 185,504 14,377 30,519 66,875 53,218 43,740 13,419 31,037 71,920 : : : : Changes from: August 23, 2011 : : -9,443 -4,283 -3,449 3,674 -7,132 -1,994 -11,272 -11,693 756 -3,304 -23,232 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.4 37.6 37.8 2.9 6.2 13.6 10.8 8.9 2.7 6.3 14.6 : : : : Number of Traders in Each Category Total Traders: 400 : : 69 92 19 7 23 57 58 59 57 78 109 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 169,808 : : Positions : : 29,777 106,389 24,971 0 1,541 49,625 2,421 16,886 13,234 6,620 11,162 : : : : Changes from: August 23, 2011 : : -7,018 -4,207 -2,154 -528 -1,087 3,043 -3,479 1,655 -1,327 1,319 -2,009 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.5 62.7 14.7 0.0 0.9 29.2 1.4 9.9 7.8 3.9 6.6 : : : : Number of Traders in Each Category Total Traders: 194 : : 43 68 15 0 7 40 8 32 20 19 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 44,369 : : Positions : : 12,863 27,452 863 0 306 8,426 271 1,337 3,228 600 3,849 : : : : Changes from: August 23, 2011 : : -3,509 -2,425 -181 0 43 515 -152 -518 165 -75 -1,031 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.0 61.9 1.9 0.0 0.7 19.0 0.6 3.0 7.3 1.4 8.7 : : : : Number of Traders in Each Category Total Traders: 59 : : 23 19 5 0 . 8 . . 9 4 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 1,965,600 : : Positions : : 290,599 777,046 295,909 62,056 111,692 354,770 27,454 199,807 88,804 62,797 428,972 : : : : Changes from: August 23, 2011 : : -18,122 11,338 13,180 7,367 -42,739 39,290 93 -31,347 3,189 6,479 -14,306 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.8 39.5 15.1 3.2 5.7 18.0 1.4 10.2 4.5 3.2 21.8 : : : : Number of Traders in Each Category Total Traders: 948 : : 240 391 16 12 26 143 28 83 138 161 236 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 15,541 : : Positions : : 5,819 12,465 2,256 0 0 2,676 357 0 474 149 1,427 : : : : Changes from: August 23, 2011 : : 102 1,108 2 0 0 45 -386 0 -138 -105 -362 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.4 80.2 14.5 0.0 0.0 17.2 2.3 0.0 3.0 1.0 9.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 10 12 6 0 0 12 . 0 6 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 20,486 : : Positions : : 3,961 13,676 3,307 0 0 3,344 610 873 1,430 1,637 2,675 : : : : Changes from: August 23, 2011 : : -234 419 -61 0 0 314 0 114 316 -8 -422 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.3 66.8 16.1 0.0 0.0 16.3 3.0 4.3 7.0 8.0 13.1 : : : : Number of Traders in Each Category Total Traders: 102 : : 19 18 8 0 0 20 4 6 21 15 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 295,680 : : Positions : : 27,429 128,968 81,251 2,469 6,568 58,868 15,841 35,254 9,021 14,284 48,852 : : : : Changes from: August 23, 2011 : : 152 -4,405 81 11 2,578 -2,317 471 1,018 238 140 969 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.3 43.6 27.5 0.8 2.2 19.9 5.4 11.9 3.1 4.8 16.5 : : : : Number of Traders in Each Category Total Traders: 292 : : 40 71 18 . 10 69 41 62 32 39 65 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 404,050 : : Positions : : 51,941 170,080 108,178 4,131 5,453 88,562 34,411 41,667 6,844 12,161 72,739 : : : : Changes from: August 23, 2011 : : 4,499 -6,137 -1,795 -199 882 -735 8,712 5,272 303 1,093 -285 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.9 42.1 26.8 1.0 1.3 21.9 8.5 10.3 1.7 3.0 18.0 : : : : Number of Traders in Each Category Total Traders: 403 : : 79 148 18 4 10 67 50 68 43 52 80 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 35,838 : : Positions : : 5,534 6,904 4,416 92 677 9,257 3,090 2,611 1,035 2,748 5,067 : : : : Changes from: August 23, 2011 : : -862 -451 366 -196 211 -525 282 -588 -787 66 -1,946 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.4 19.3 12.3 0.3 1.9 25.8 8.6 7.3 2.9 7.7 14.1 : : : : Number of Traders in Each Category Total Traders: 143 : : 32 45 12 . 6 20 18 18 16 17 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 4,478 : : Positions : : 3,498 3,382 0 0 0 0 0 0 186 680 78 : : : : Changes from: August 23, 2011 : : 93 97 0 0 0 0 0 0 3 -11 14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 75.5 0.0 0.0 0.0 0.0 0.0 0.0 4.2 15.2 1.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 12 0 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 59,905 : : Positions : : 28,488 31,517 40 1,751 48 4,438 0 455 5,040 1,306 13,942 : : : : Changes from: August 23, 2011 : : 1,588 1,343 40 29 38 98 0 83 -28 -46 357 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.6 52.6 0.1 2.9 0.1 7.4 0.0 0.8 8.4 2.2 23.3 : : : : Number of Traders in Each Category Total Traders: 83 : : 39 41 . . . 6 0 . 20 5 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 3,950 : : Positions : : 2,112 3,075 0 0 0 0 0 0 1,466 0 108 : : : : Changes from: August 23, 2011 : : 38 30 0 0 0 0 0 0 16 0 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 77.8 0.0 0.0 0.0 0.0 0.0 0.0 37.1 0.0 2.7 : : : : 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 August 30, 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 819,218 : : Positions : : 98,441 391,490 136,178 19,869 33,299 186,082 7,520 72,415 37,667 32,260 181,657 : : : : Changes from: August 23, 2011 : : -21,953 36,660 1,011 1,802 534 42,108 -4,804 8,047 8,533 1,267 22,380 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.0 47.8 16.6 2.4 4.1 22.7 0.9 8.8 4.6 3.9 22.2 : : : : Number of Traders in Each Category Total Traders: 638 : : 97 182 19 7 22 135 19 73 103 131 179 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 25,820 : : Positions : : 8 6,414 0 0 0 469 320 0 21,671 2,685 60 : : : : Changes from: August 23, 2011 : : 0 515 0 0 0 214 160 0 1,425 246 -63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.0 24.8 0.0 0.0 0.0 1.8 1.2 0.0 83.9 10.4 0.2 : : : : Number of Traders in Each Category Total Traders: 49 : : . 16 0 0 0 . . 0 19 10 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 323,377 : : Positions : : 74,894 187,605 62,588 2,200 13,502 57,301 12,346 21,283 15,783 17,802 44,031 : : : : Changes from: August 23, 2011 : : -22,764 17,056 -2,313 643 -1,364 14,973 -17,232 -1,402 -668 -1,608 3,437 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.2 58.0 19.4 0.7 4.2 17.7 3.8 6.6 4.9 5.5 13.6 : : : : Number of Traders in Each Category Total Traders: 257 : : 54 59 15 . 13 55 20 24 36 35 62 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 230,772 : : Positions : : 56,652 137,385 18,298 5,144 1,121 63,027 10,755 16,950 4,405 8,937 28,028 : : : : Changes from: August 23, 2011 : : -4,302 15,949 2,076 -98 -273 11,849 -1,719 3,421 1,401 -329 4,732 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.5 59.5 7.9 2.2 0.5 27.3 4.7 7.3 1.9 3.9 12.1 : : : : Number of Traders in Each Category Total Traders: 215 : : 52 62 9 . 6 59 12 18 19 18 44 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 250,576 : : Positions : : 42,155 116,275 46,434 22,068 15,952 40,189 7,783 16,248 15,666 1,917 58,533 : : : : Changes from: August 23, 2011 : : 1,756 -339 -468 -363 123 -2,539 448 2,226 435 -250 -472 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.8 46.4 18.5 8.8 6.4 16.0 3.1 6.5 6.3 0.8 23.4 : : : : Number of Traders in Each Category Total Traders: 253 : : 35 43 17 18 23 67 24 31 54 26 51 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 32,260 : : Positions : : 9,054 22,926 4,019 877 20 8,967 1,019 413 889 143 5,623 : : : : Changes from: August 23, 2011 : : 344 -964 109 0 0 -652 207 -145 -385 -64 -42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.1 71.1 12.5 2.7 0.1 27.8 3.2 1.3 2.8 0.4 17.4 : : : : Number of Traders in Each Category Total Traders: 91 : : 22 19 9 . 4 23 8 . 13 9 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 187,511 : : Positions : : 84,762 103,652 19,449 11,064 3,736 30,994 23,371 16,682 1,990 2,066 19,972 : : : : Changes from: August 23, 2011 : : -585 5,444 1,804 161 -111 -15 -3,603 376 -252 -226 -680 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.2 55.3 10.4 5.9 2.0 16.5 12.5 8.9 1.1 1.1 10.7 : : : : Number of Traders in Each Category Total Traders: 167 : : 34 41 16 7 12 42 28 28 13 18 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 844,364 : : Positions : : 138,709 368,423 137,504 105,076 72,639 146,495 4,774 56,089 28,875 4,629 167,665 : : : : Changes from: August 23, 2011 : : 3,314 -21,182 -3,777 17,850 2,167 1,709 1,073 1,143 -5,264 -177 746 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.4 43.6 16.3 12.4 8.6 17.3 0.6 6.6 3.4 0.5 19.9 : : : : Number of Traders in Each Category Total Traders: 238 : : 54 64 20 12 28 64 9 33 31 36 58 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 173,288 : : Positions : : 42,913 79,334 29,937 11,183 7,341 27,532 7,881 12,292 672 4,988 45,181 : : : : Changes from: August 23, 2011 : : -218 7,917 -665 -4 682 4,124 -4,282 3,517 -253 118 6,033 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.8 45.8 17.3 6.5 4.2 15.9 4.5 7.1 0.4 2.9 26.1 : : : : Number of Traders in Each Category Total Traders: 341 : : 81 98 20 11 16 83 32 45 32 50 66 : ----------------------------------------------------------------------------------------------------------------
Updated September 2, 2011