Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 541,878 : : Positions : : 72,523 164,092 177,466 15,622 36,147 54,759 92,610 58,822 15,808 28,414 86,840 : : : : Changes from: October 11, 2011 : : -1,105 -1,140 1,734 -177 369 1,114 8,661 4,897 1,643 -665 3,545 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.4 30.3 32.8 2.9 6.7 10.1 17.1 10.9 2.9 5.2 16.0 : : : : Number of Traders in Each Category Total Traders: 434 : : 84 100 19 9 24 51 87 69 66 82 115 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 166,640 : : Positions : : 34,082 78,180 23,493 250 3,327 37,299 17,993 22,509 10,590 3,554 12,620 : : : : Changes from: October 11, 2011 : : 1,180 -378 -1,886 1 -23 2,132 1,393 163 -744 -41 -1,458 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.5 46.9 14.1 0.2 2.0 22.4 10.8 13.5 6.4 2.1 7.6 : : : : Number of Traders in Each Category Total Traders: 178 : : 47 57 16 . 12 30 21 25 22 12 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 43,229 : : Positions : : 14,585 27,486 451 44 270 8,597 890 745 2,557 322 3,025 : : : : Changes from: October 11, 2011 : : 123 600 2 -22 63 332 -30 -113 -162 -34 -563 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.7 63.6 1.0 0.1 0.6 19.9 2.1 1.7 5.9 0.7 7.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 21 18 . . . 7 . . 7 . 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 1,921,134 : : Positions : : 404,950 697,966 260,787 64,537 131,238 223,968 66,064 199,795 71,743 45,115 438,377 : : : : Changes from: October 11, 2011 : : -2,592 5,560 -3,700 -1,903 -1,197 3,827 7,240 9,736 -4,583 -11,832 -17,956 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.1 36.3 13.6 3.4 6.8 11.7 3.4 10.4 3.7 2.3 22.8 : : : : Number of Traders in Each Category Total Traders: 815 : : 264 335 16 11 24 93 54 80 128 129 221 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 17,825 : : Positions : : 8,882 12,336 1,872 0 0 2,261 1,837 0 387 213 1,541 : : : : Changes from: October 11, 2011 : : 149 403 -5 0 0 339 -43 0 -200 -0 -43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.8 69.2 10.5 0.0 0.0 12.7 10.3 0.0 2.2 1.2 8.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 13 10 4 0 0 9 7 0 6 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 19,867 : : Positions : : 6,883 11,444 2,346 0 8 2,277 1,319 366 1,244 2,354 2,962 : : : : Changes from: October 11, 2011 : : -447 -2 -19 0 -24 224 83 321 55 2 114 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.6 57.6 11.8 0.0 0.0 11.5 6.6 1.8 6.3 11.8 14.9 : : : : Number of Traders in Each Category Total Traders: 89 : : 19 19 8 0 . 13 7 . 16 15 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 325,173 : : Positions : : 25,698 155,478 75,580 2,706 5,024 83,867 6,689 28,246 6,872 11,728 63,171 : : : : Changes from: October 11, 2011 : : -13,843 4,551 646 -339 -31 7,817 1,274 -4,669 1,691 -7,429 -8,968 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.9 47.8 23.2 0.8 1.5 25.8 2.1 8.7 2.1 3.6 19.4 : : : : Number of Traders in Each Category Total Traders: 309 : : 43 77 17 . 12 86 24 52 40 37 72 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF 40,000 POUNDS) : CFTC Code #057642 Open Interest is 431,701 : : Positions : : 41,813 213,509 109,379 3,877 4,148 125,390 15,174 39,369 12,768 15,605 71,468 : : : : Changes from: October 11, 2011 : : -6,288 8,268 2,763 560 -1,712 9,982 1,298 -2,865 7,726 -1,430 -170 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.7 49.5 25.3 0.9 1.0 29.0 3.5 9.1 3.0 3.6 16.6 : : : : Number of Traders in Each Category Total Traders: 442 : : 81 170 18 5 9 115 30 58 50 39 72 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 41,167 : : Positions : : 3,658 8,900 4,502 161 485 13,093 1,604 2,509 1,831 1,473 7,596 : : : : Changes from: October 11, 2011 : : -177 1,167 279 2 29 795 -725 404 234 -118 456 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.9 21.6 10.9 0.4 1.2 31.8 3.9 6.1 4.4 3.6 18.5 : : : : Number of Traders in Each Category Total Traders: 169 : : 32 51 11 . 6 34 13 19 20 20 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 3,332 : : Positions : : 2,699 2,472 0 0 0 0 0 0 103 407 32 : : : : Changes from: October 11, 2011 : : 161 113 0 0 0 0 0 0 0 30 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 74.2 0.0 0.0 0.0 0.0 0.0 0.0 3.1 12.2 1.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 12 0 0 0 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MILK, Class III - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF 200,000 POUNDS) : CFTC Code #052641 Open Interest is 52,236 : : Positions : : 30,004 26,150 0 1,545 0 1,034 0 57 4,482 1,848 11,711 : : : : Changes from: October 11, 2011 : : 342 687 0 80 0 -213 0 20 37 -307 -92 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 50.1 0.0 3.0 0.0 2.0 0.0 0.1 8.6 3.5 22.4 : : : : Number of Traders in Each Category Total Traders: 78 : : 37 36 0 . 0 4 0 . 16 9 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 3,556 : : Positions : : 2,529 2,582 0 0 0 0 0 0 607 23 198 : : : : Changes from: October 11, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 72.6 0.0 0.0 0.0 0.0 0.0 0.0 17.1 0.7 5.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 13 0 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 877,888 : : Positions : : 213,004 350,212 121,562 16,335 69,946 91,560 37,172 82,826 32,065 21,380 210,606 : : : : Changes from: October 11, 2011 : : -11,395 12,634 5,518 -3,445 14,181 14,638 1,080 -689 -2,914 771 -15,643 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.3 39.9 13.8 1.9 8.0 10.4 4.2 9.4 3.7 2.4 24.0 : : : : Number of Traders in Each Category Total Traders: 557 : : 121 164 21 7 25 77 49 74 102 108 176 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 371,213 : : Positions : : 119,363 176,303 71,331 72 19,110 44,484 45,554 26,873 12,805 18,084 50,771 : : : : Changes from: October 11, 2011 : : -4,434 4,975 4,635 -1,581 857 -533 -6,927 821 -2,920 -56 -2,697 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.2 47.5 19.2 0.0 5.1 12.0 12.3 7.2 3.4 4.9 13.7 : : : : Number of Traders in Each Category Total Traders: 258 : : 53 61 17 . 14 34 45 26 36 35 52 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 215,558 : : Positions : : 94,797 92,485 15,134 2,052 2,525 23,266 35,632 19,142 5,594 11,519 19,443 : : : : Changes from: October 11, 2011 : : 5,117 -1,403 -678 191 -568 -1,315 823 -1,177 -986 632 29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.0 42.9 7.0 1.0 1.2 10.8 16.5 8.9 2.6 5.3 9.0 : : : : Number of Traders in Each Category Total Traders: 200 : : 66 58 12 . 7 22 40 17 20 18 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 256,300 : : Positions : : 59,021 105,044 41,998 18,345 21,660 32,008 11,748 21,979 9,849 3,927 58,708 : : : : Changes from: October 11, 2011 : : -1,831 -5,648 -38 -684 2,083 -2,131 693 862 900 1,183 390 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.0 41.0 16.4 7.2 8.5 12.5 4.6 8.6 3.8 1.5 22.9 : : : : Number of Traders in Each Category Total Traders: 245 : : 38 46 20 14 24 57 26 32 42 34 56 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 35,781 : : Positions : : 11,630 25,431 3,617 422 10 9,041 493 564 397 291 7,414 : : : : Changes from: October 11, 2011 : : -204 1,708 13 12 -154 853 -690 103 56 132 417 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.5 71.1 10.1 1.2 0.0 25.3 1.4 1.6 1.1 0.8 20.7 : : : : Number of Traders in Each Category Total Traders: 93 : : 25 24 9 . . 27 . . 12 10 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 240,101 : : Positions : : 112,082 102,980 16,506 10,276 8,041 25,725 38,837 32,090 3,340 3,610 32,640 : : : : Changes from: October 11, 2011 : : 1,185 237 -1,624 -628 1,427 -125 480 1,274 928 453 587 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.7 42.9 6.9 4.3 3.3 10.7 16.2 13.4 1.4 1.5 13.6 : : : : Number of Traders in Each Category Total Traders: 201 : : 39 42 16 8 13 28 58 24 24 15 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 696,033 : : Positions : : 127,565 301,289 127,826 93,267 51,652 125,909 13,954 33,729 24,896 5,358 130,126 : : : : Changes from: October 11, 2011 : : 5,196 26,202 -1,079 7,560 2,344 17,997 -8,469 -2,710 -386 408 5,938 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.3 43.3 18.4 13.4 7.4 18.1 2.0 4.8 3.6 0.8 18.7 : : : : Number of Traders in Each Category Total Traders: 230 : : 53 63 19 14 25 49 13 28 32 35 57 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 186,240 : : Positions : : 56,049 77,111 28,494 7,481 10,038 18,462 13,033 16,715 1,278 5,756 48,158 : : : : Changes from: October 11, 2011 : : 2,327 4,311 -478 -363 2 634 -835 -9,084 61 -714 -5,699 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.1 41.4 15.3 4.0 5.4 9.9 7.0 9.0 0.7 3.1 25.9 : : : : Number of Traders in Each Category Total Traders: 323 : : 86 91 22 10 18 54 42 52 43 42 72 : ----------------------------------------------------------------------------------------------------------------
Updated October 21, 2011