Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 490,790 : : Positions : : 46,939 166,075 183,124 15,979 32,506 56,674 67,824 51,616 15,691 29,991 67,801 : : : : Changes from: September 6, 2011 : : 7,237 -13,898 878 787 102 -7,172 17,472 3,692 1,321 -209 -320 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.6 33.8 37.3 3.3 6.6 11.5 13.8 10.5 3.2 6.1 13.8 : : : : Number of Traders in Each Category Total Traders: 412 : : 74 93 21 7 24 54 68 57 64 79 109 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 160,145 : : Positions : : 28,124 99,560 24,485 0 1,947 49,659 4,348 15,438 11,204 5,371 8,227 : : : : Changes from: September 6, 2011 : : 2,158 -4,164 -931 0 223 -328 1,963 60 -2,143 -449 757 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.6 62.2 15.3 0.0 1.2 31.0 2.7 9.6 7.0 3.4 5.1 : : : : Number of Traders in Each Category Total Traders: 176 : : 43 67 14 0 7 32 11 23 20 13 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 43,379 : : Positions : : 11,767 25,821 678 0 271 9,498 382 1,258 2,669 720 4,257 : : : : Changes from: September 6, 2011 : : 259 214 -27 0 1 641 137 -19 -698 167 344 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.1 59.5 1.6 0.0 0.6 21.9 0.9 2.9 6.2 1.7 9.8 : : : : Number of Traders in Each Category Total Traders: 60 : : 23 17 . 0 . 9 . . 9 6 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 1,905,262 : : Positions : : 302,763 757,763 288,045 61,598 114,752 331,943 33,610 184,010 84,475 57,207 411,203 : : : : Changes from: September 6, 2011 : : 6,812 -25,791 -6,838 -220 1,518 -25,997 7,019 -15,163 -2,391 -7,301 -10,250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.9 39.8 15.1 3.2 6.0 17.4 1.8 9.7 4.4 3.0 21.6 : : : : Number of Traders in Each Category Total Traders: 905 : : 236 374 17 11 25 130 37 80 144 150 211 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 15,674 : : Positions : : 6,353 11,528 2,109 0 0 2,160 950 0 547 241 1,586 : : : : Changes from: September 6, 2011 : : 907 -723 -114 0 0 -792 423 0 62 118 124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.5 73.5 13.5 0.0 0.0 13.8 6.1 0.0 3.5 1.5 10.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 9 13 5 0 0 9 4 0 5 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 19,262 : : Positions : : 3,914 13,575 3,404 0 0 4,398 1,246 0 1,512 2,160 1,178 : : : : Changes from: September 6, 2011 : : 407 179 -9 0 0 122 50 0 5 215 -213 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.3 70.5 17.7 0.0 0.0 22.8 6.5 0.0 7.8 11.2 6.1 : : : : Number of Traders in Each Category Total Traders: 96 : : 17 17 9 0 0 23 6 0 20 16 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 290,548 : : Positions : : 30,060 126,127 78,479 2,664 5,118 64,016 25,073 29,451 8,288 14,672 44,518 : : : : Changes from: September 6, 2011 : : -606 -681 -2,368 -63 -3,768 6,038 1,523 -3,767 -1,945 1,623 -2,724 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.3 43.4 27.0 0.9 1.8 22.0 8.6 10.1 2.9 5.0 15.3 : : : : Number of Traders in Each Category Total Traders: 281 : : 35 65 16 . 12 62 49 59 37 32 60 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 420,766 : : Positions : : 53,894 177,948 106,541 5,363 5,230 99,522 32,161 40,780 6,745 12,680 77,918 : : : : Changes from: September 6, 2011 : : 2,618 8,891 -423 440 -3,201 3,374 -7,273 -861 981 1,453 5,100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.8 42.3 25.3 1.3 1.2 23.7 7.6 9.7 1.6 3.0 18.5 : : : : Number of Traders in Each Category Total Traders: 409 : : 88 153 15 5 14 67 52 62 48 53 81 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 37,068 : : Positions : : 4,415 7,153 4,832 0 543 10,033 2,937 1,995 1,248 2,509 6,233 : : : : Changes from: September 6, 2011 : : -1,048 -138 350 0 -48 819 -194 -388 153 -114 999 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.9 19.3 13.0 0.0 1.5 27.1 7.9 5.4 3.4 6.8 16.8 : : : : Number of Traders in Each Category Total Traders: 155 : : 33 45 12 0 6 21 17 21 14 23 36 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 3,429 : : Positions : : 2,687 2,525 0 0 0 0 0 0 189 438 31 : : : : Changes from: September 6, 2011 : : 59 -8 0 0 0 0 0 0 31 9 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 73.6 0.0 0.0 0.0 0.0 0.0 0.0 5.5 12.8 0.9 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 11 0 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 53,393 : : Positions : : 26,909 27,816 29 1,390 62 2,872 0 169 4,297 1,498 12,374 : : : : Changes from: September 6, 2011 : : 1,607 1,294 29 44 53 10 0 -7 458 68 614 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 52.1 0.1 2.6 0.1 5.4 0.0 0.3 8.0 2.8 23.2 : : : : Number of Traders in Each Category Total Traders: 81 : : 38 40 . . . 5 0 . 18 7 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 836,554 : : Positions : : 138,842 407,552 135,192 18,891 41,148 170,065 11,384 70,917 33,957 31,746 176,573 : : : : Changes from: September 6, 2011 : : 26,956 3,872 -2,133 -601 7,161 -12,048 3,362 -3,861 -3,646 261 -4,456 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.6 48.7 16.2 2.3 4.9 20.3 1.4 8.5 4.1 3.8 21.1 : : : : Number of Traders in Each Category Total Traders: 623 : : 101 192 19 8 23 125 24 71 110 123 163 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 22,713 : : Positions : : 8 4,319 0 0 0 401 185 0 18,852 1,866 46 : : : : Changes from: September 6, 2011 : : 0 -1,928 0 0 0 96 -135 0 -3,103 -615 -108 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.0 19.0 0.0 0.0 0.0 1.8 0.8 0.0 83.0 8.2 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : . 10 0 0 0 . . 0 20 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 338,985 : : Positions : : 89,717 200,953 62,201 3,806 14,111 59,372 12,317 23,460 16,868 21,309 39,372 : : : : Changes from: September 6, 2011 : : 12,061 11,064 891 589 252 -1,887 720 687 1,531 195 1,750 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.5 59.3 18.3 1.1 4.2 17.5 3.6 6.9 5.0 6.3 11.6 : : : : Number of Traders in Each Category Total Traders: 261 : : 51 62 15 . 14 68 17 25 34 38 52 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 215,377 : : Positions : : 56,174 132,584 16,316 6,957 976 63,387 13,745 14,106 6,019 6,933 19,154 : : : : Changes from: September 6, 2011 : : -751 -13,856 -3,490 1,131 -43 -7,624 2,289 -2,446 -40 -1,116 -3,443 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.1 61.6 7.6 3.2 0.5 29.4 6.4 6.5 2.8 3.2 8.9 : : : : Number of Traders in Each Category Total Traders: 199 : : 54 58 10 . 7 56 14 16 25 13 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 262,224 : : Positions : : 46,281 124,097 46,413 21,076 18,329 38,894 4,552 19,096 13,314 2,383 61,771 : : : : Changes from: September 6, 2011 : : 5,751 10,178 21 637 372 -313 -3,324 1,701 -1,553 521 3,512 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.6 47.3 17.7 8.0 7.0 14.8 1.7 7.3 5.1 0.9 23.6 : : : : Number of Traders in Each Category Total Traders: 250 : : 33 43 17 18 23 75 16 39 54 23 50 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 33,091 : : Positions : : 8,404 24,737 4,204 395 6 9,872 465 441 927 130 6,040 : : : : Changes from: September 6, 2011 : : 184 1,272 -12 18 -5 723 -323 50 19 4 359 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.4 74.8 12.7 1.2 0.0 29.8 1.4 1.3 2.8 0.4 18.3 : : : : Number of Traders in Each Category Total Traders: 90 : : 19 19 9 . . 26 . . 14 9 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 205,949 : : Positions : : 93,787 106,407 19,434 10,547 4,188 28,983 26,810 26,585 2,792 2,584 21,235 : : : : Changes from: September 6, 2011 : : 8,474 1,278 -70 -64 291 -2,238 4,276 7,847 637 634 594 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.5 51.7 9.4 5.1 2.0 14.1 13.0 12.9 1.4 1.3 10.3 : : : : Number of Traders in Each Category Total Traders: 183 : : 37 41 16 8 12 36 41 25 22 15 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 818,345 : : Positions : : 129,523 343,497 132,637 101,659 68,343 140,963 6,328 61,097 29,203 5,045 166,695 : : : : Changes from: September 6, 2011 : : -11,332 -12,522 -4,428 -1,307 -1,393 -372 -3,811 1,506 -207 179 -1,663 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.8 42.0 16.2 12.4 8.4 17.2 0.8 7.5 3.6 0.6 20.4 : : : : Number of Traders in Each Category Total Traders: 247 : : 57 66 19 12 27 64 11 35 34 36 61 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 175,913 : : Positions : : 43,562 83,718 31,101 11,839 7,445 31,433 8,156 13,100 676 5,161 41,171 : : : : Changes from: September 6, 2011 : : 552 -1,052 697 1,043 17 -998 -60 -279 -236 317 -3,553 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.8 47.6 17.7 6.7 4.2 17.9 4.6 7.4 0.4 2.9 23.4 : : : : Number of Traders in Each Category Total Traders: 338 : : 78 96 19 13 17 87 27 43 33 47 62 : ----------------------------------------------------------------------------------------------------------------
Updated September 16, 2011