Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 508,587 : : Positions : : 55,966 158,172 179,533 16,486 34,857 56,423 81,331 54,105 15,286 28,765 73,555 : : : : Changes from: September 13, 2011 : : 9,026 -7,903 -3,591 507 2,351 -251 13,508 2,489 -405 -1,226 5,754 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.0 31.1 35.3 3.2 6.9 11.1 16.0 10.6 3.0 5.7 14.5 : : : : Number of Traders in Each Category Total Traders: 411 : : 76 91 20 8 24 49 76 59 65 80 114 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 163,796 : : Positions : : 27,746 93,523 24,372 0 2,114 52,588 9,121 16,717 9,635 5,624 10,436 : : : : Changes from: September 13, 2011 : : -378 -6,037 -113 0 167 2,930 4,773 1,280 -1,569 253 2,209 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.9 57.1 14.9 0.0 1.3 32.1 5.6 10.2 5.9 3.4 6.4 : : : : Number of Traders in Each Category Total Traders: 182 : : 43 64 15 0 8 34 15 24 23 15 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 43,140 : : Positions : : 12,866 24,754 529 0 167 8,872 755 1,415 2,461 520 4,553 : : : : Changes from: September 13, 2011 : : 1,099 -1,066 -149 0 -104 -626 373 157 -208 -200 296 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.8 57.4 1.2 0.0 0.4 20.6 1.8 3.3 5.7 1.2 10.6 : : : : Number of Traders in Each Category Total Traders: 58 : : 23 17 . 0 . 8 . 4 8 5 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 1,892,130 : : Positions : : 330,832 738,923 287,508 70,054 120,136 281,166 31,189 183,139 85,074 48,426 419,652 : : : : Changes from: September 13, 2011 : : 28,069 -18,839 -537 8,456 5,384 -50,777 -2,421 -872 599 -8,780 8,449 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.5 39.1 15.2 3.7 6.3 14.9 1.6 9.7 4.5 2.6 22.2 : : : : Number of Traders in Each Category Total Traders: 882 : : 238 368 17 11 26 119 34 78 154 132 214 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 15,668 : : Positions : : 6,502 11,132 2,009 0 0 2,142 1,220 0 379 144 1,695 : : : : Changes from: September 13, 2011 : : 149 -395 -100 0 0 -18 270 0 -169 -97 109 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.5 71.1 12.8 0.0 0.0 13.7 7.8 0.0 2.4 0.9 10.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 11 12 4 0 0 9 6 0 6 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 18,711 : : Positions : : 4,309 13,061 3,330 0 35 4,254 1,187 0 1,045 2,231 1,069 : : : : Changes from: September 13, 2011 : : 395 -514 -74 0 35 -144 -59 0 -467 71 -109 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.0 69.8 17.8 0.0 0.2 22.7 6.3 0.0 5.6 11.9 5.7 : : : : Number of Traders in Each Category Total Traders: 90 : : 20 19 9 0 . 21 5 0 14 16 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 298,841 : : Positions : : 32,778 127,027 78,383 2,218 4,566 61,758 22,393 35,734 8,986 15,794 48,084 : : : : Changes from: September 13, 2011 : : 2,718 900 -96 -447 -552 -2,258 -2,680 6,283 698 1,123 3,566 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.0 42.5 26.2 0.7 1.5 20.7 7.5 12.0 3.0 5.3 16.1 : : : : Number of Traders in Each Category Total Traders: 282 : : 38 65 18 . 11 64 42 59 43 31 62 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 429,031 : : Positions : : 52,563 188,657 106,940 5,965 6,525 100,415 21,249 43,941 7,363 12,696 80,841 : : : : Changes from: September 13, 2011 : : -1,331 10,710 398 603 1,295 893 -10,912 3,161 618 16 2,923 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.3 44.0 24.9 1.4 1.5 23.4 5.0 10.2 1.7 3.0 18.8 : : : : Number of Traders in Each Category Total Traders: 416 : : 88 163 15 6 13 79 39 64 49 50 78 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 40,690 : : Positions : : 4,309 8,087 4,922 0 773 11,380 2,849 3,189 1,432 2,230 6,468 : : : : Changes from: September 13, 2011 : : -106 933 90 0 230 1,347 -88 1,194 184 -278 235 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.6 19.9 12.1 0.0 1.9 28.0 7.0 7.8 3.5 5.5 15.9 : : : : Number of Traders in Each Category Total Traders: 161 : : 31 45 12 0 6 27 17 25 16 19 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 3,488 : : Positions : : 2,780 2,616 0 0 0 0 0 0 186 454 31 : : : : Changes from: September 13, 2011 : : 94 92 0 0 0 0 0 0 -3 16 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 75.0 0.0 0.0 0.0 0.0 0.0 0.0 5.3 13.0 0.9 : : : : 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 September 20, 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 55,024 : : Positions : : 28,710 28,979 0 1,421 7 3,045 0 60 4,639 1,707 12,625 : : : : Changes from: September 13, 2011 : : 1,801 1,163 -29 31 -55 173 0 -109 342 209 251 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 52.7 0.0 2.6 0.0 5.5 0.0 0.1 8.4 3.1 22.9 : : : : Number of Traders in Each Category Total Traders: 85 : : 40 41 0 . . 6 0 . 19 8 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 812,514 : : Positions : : 167,821 379,092 135,527 22,298 44,124 128,076 12,285 68,424 27,405 26,459 178,099 : : : : Changes from: September 13, 2011 : : 28,979 -28,460 335 3,407 2,976 -41,989 901 -2,493 -6,551 -5,288 1,526 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.7 46.7 16.7 2.7 5.4 15.8 1.5 8.4 3.4 3.3 21.9 : : : : Number of Traders in Each Category Total Traders: 591 : : 102 182 20 7 24 106 29 73 104 116 174 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 21,106 : : Positions : : 8 4,057 0 0 0 0 185 0 17,812 2,260 13 : : : : Changes from: September 13, 2011 : : 0 -262 0 0 0 -401 0 0 -1,040 394 -33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.0 19.2 0.0 0.0 0.0 0.0 0.9 0.0 84.4 10.7 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : . 10 0 0 0 0 . 0 18 8 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 334,341 : : Positions : : 95,172 192,676 64,873 1,386 13,303 53,707 20,272 19,995 16,533 20,270 40,294 : : : : Changes from: September 13, 2011 : : 5,455 -8,277 2,672 -2,420 -808 -5,665 7,955 -3,465 -335 -1,039 922 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.5 57.6 19.4 0.4 4.0 16.1 6.1 6.0 4.9 6.1 12.1 : : : : Number of Traders in Each Category Total Traders: 256 : : 55 61 16 . 13 53 25 25 36 38 56 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 199,938 : : Positions : : 66,105 112,053 15,966 5,675 917 45,483 19,738 11,302 6,417 6,625 18,902 : : : : Changes from: September 13, 2011 : : 9,931 -20,531 -350 -1,282 -59 -17,904 5,993 -2,804 398 -308 -252 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.1 56.0 8.0 2.8 0.5 22.7 9.9 5.7 3.2 3.3 9.5 : : : : Number of Traders in Each Category Total Traders: 190 : : 58 59 11 . 6 39 20 15 24 15 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 255,819 : : Positions : : 49,519 118,007 44,683 19,728 19,559 36,235 5,252 19,540 10,690 2,584 59,740 : : : : Changes from: September 13, 2011 : : 3,238 -6,090 -1,729 -1,348 1,230 -2,658 701 444 -2,624 202 -2,031 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.4 46.1 17.5 7.7 7.6 14.2 2.1 7.6 4.2 1.0 23.4 : : : : Number of Traders in Each Category Total Traders: 244 : : 35 42 17 17 23 67 23 37 45 27 52 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 33,046 : : Positions : : 8,219 24,856 4,195 400 6 10,011 437 356 821 184 5,888 : : : : Changes from: September 13, 2011 : : -184 119 -9 5 0 139 -28 -85 -106 54 -151 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.9 75.2 12.7 1.2 0.0 30.3 1.3 1.1 2.5 0.6 17.8 : : : : Number of Traders in Each Category Total Traders: 87 : : 18 20 9 . . 25 . . 11 11 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 216,378 : : Positions : : 101,542 101,994 19,909 10,632 5,286 28,661 36,421 25,806 2,698 3,022 23,523 : : : : Changes from: September 13, 2011 : : 7,755 -4,413 475 85 1,098 -322 9,611 -779 -94 438 2,289 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.9 47.1 9.2 4.9 2.4 13.2 16.8 11.9 1.2 1.4 10.9 : : : : Number of Traders in Each Category Total Traders: 200 : : 39 41 17 7 12 32 56 27 22 18 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 692,964 : : Positions : : 115,726 313,855 140,264 88,378 50,136 124,873 6,513 42,151 25,307 5,505 108,616 : : : : Changes from: September 13, 2011 : : -13,798 -29,642 7,627 -13,280 -18,207 -16,090 185 -18,946 -3,897 461 -58,080 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.7 45.3 20.2 12.8 7.2 18.0 0.9 6.1 3.7 0.8 15.7 : : : : Number of Traders in Each Category Total Traders: 216 : : 51 60 20 11 23 56 6 25 25 35 52 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 177,673 : : Positions : : 46,170 82,391 30,927 11,632 7,480 28,792 9,512 13,031 816 4,734 43,991 : : : : Changes from: September 13, 2011 : : 2,608 -1,328 -174 -207 35 -2,641 1,355 -69 141 -427 2,820 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.0 46.4 17.4 6.5 4.2 16.2 5.4 7.3 0.5 2.7 24.8 : : : : Number of Traders in Each Category Total Traders: 339 : : 83 98 19 13 17 82 25 45 35 48 66 : ----------------------------------------------------------------------------------------------------------------
Updated September 23, 2011