Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 537,170 : : Positions : : 69,883 166,270 175,254 14,493 37,127 59,045 87,720 53,522 14,729 29,231 86,395 : : : : Changes from: October 18, 2011 : : -2,640 2,177 -2,212 -1,129 980 4,286 -4,890 -5,301 -1,079 817 -445 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.0 31.0 32.6 2.7 6.9 11.0 16.3 10.0 2.7 5.4 16.1 : : : : Number of Traders in Each Category Total Traders: 428 : : 86 100 19 9 24 47 89 70 66 79 113 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 164,177 : : Positions : : 34,520 77,749 22,909 258 4,072 34,026 16,654 21,488 12,551 3,885 11,508 : : : : Changes from: October 18, 2011 : : 438 -431 -584 7 746 -3,272 -1,339 -1,021 1,961 330 -1,112 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.0 47.4 14.0 0.2 2.5 20.7 10.1 13.1 7.6 2.4 7.0 : : : : Number of Traders in Each Category Total Traders: 174 : : 46 55 16 . 13 30 22 28 19 14 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 44,059 : : Positions : : 14,156 28,231 575 44 625 9,031 970 777 2,872 321 2,916 : : : : Changes from: October 18, 2011 : : -428 744 124 0 355 434 80 32 315 -1 -109 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.1 64.1 1.3 0.1 1.4 20.5 2.2 1.8 6.5 0.7 6.6 : : : : Number of Traders in Each Category Total Traders: 54 : : 21 18 . . . 7 . 4 8 . 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 1,843,331 : : Positions : : 383,234 701,270 254,034 61,407 132,335 236,128 49,006 190,589 67,289 40,915 396,401 : : : : Changes from: October 18, 2011 : : -21,715 3,304 -6,753 -3,130 1,097 12,160 -17,058 -9,205 -4,454 -4,200 -41,975 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.8 38.0 13.8 3.3 7.2 12.8 2.7 10.3 3.7 2.2 21.5 : : : : Number of Traders in Each Category Total Traders: 807 : : 262 332 17 11 25 95 49 89 121 128 221 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 18,239 : : Positions : : 9,219 12,612 1,759 0 0 2,500 1,859 0 207 225 1,583 : : : : Changes from: October 18, 2011 : : 337 276 -113 0 0 239 22 0 -180 12 42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.5 69.1 9.6 0.0 0.0 13.7 10.2 0.0 1.1 1.2 8.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 12 9 4 0 0 9 7 0 . 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 19,082 : : Positions : : 6,212 11,606 2,429 0 57 2,432 1,228 436 1,261 2,289 2,353 : : : : Changes from: October 18, 2011 : : -671 162 83 0 49 154 -91 70 17 -65 -610 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.6 60.8 12.7 0.0 0.3 12.7 6.4 2.3 6.6 12.0 12.3 : : : : Number of Traders in Each Category Total Traders: 81 : : 18 18 9 0 . 11 6 . 14 12 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 331,136 : : Positions : : 26,130 159,857 73,238 2,716 6,343 88,945 8,596 29,717 7,593 9,028 62,898 : : : : Changes from: October 18, 2011 : : 433 4,379 -2,342 9 1,319 5,078 1,908 1,471 720 -2,701 -272 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.9 48.3 22.1 0.8 1.9 26.9 2.6 9.0 2.3 2.7 19.0 : : : : Number of Traders in Each Category Total Traders: 330 : : 43 78 17 . 13 90 29 60 35 45 80 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 435,317 : : Positions : : 40,798 210,519 106,805 3,729 5,605 124,867 16,605 43,254 14,180 15,227 71,976 : : : : Changes from: October 18, 2011 : : -1,014 -2,989 -2,575 -149 1,457 -523 1,430 3,885 1,413 -378 508 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.4 48.4 24.5 0.9 1.3 28.7 3.8 9.9 3.3 3.5 16.5 : : : : Number of Traders in Each Category Total Traders: 438 : : 79 172 18 5 10 113 30 61 45 42 69 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 41,105 : : Positions : : 3,793 8,356 4,299 149 578 13,788 1,299 2,141 1,432 1,229 7,962 : : : : Changes from: October 18, 2011 : : 135 -544 -203 -12 93 695 -305 -367 -399 -244 366 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.2 20.3 10.5 0.4 1.4 33.5 3.2 5.2 3.5 3.0 19.4 : : : : Number of Traders in Each Category Total Traders: 162 : : 28 46 11 . 6 35 11 18 19 19 36 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 3,599 : : Positions : : 2,950 2,671 0 0 0 0 0 0 103 436 35 : : : : Changes from: October 18, 2011 : : 251 199 0 0 0 0 0 0 0 29 3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 74.2 0.0 0.0 0.0 0.0 0.0 0.0 2.9 12.1 1.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 12 0 0 0 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 53,705 : : Positions : : 30,150 26,176 0 1,723 0 1,205 0 30 5,336 2,785 12,100 : : : : Changes from: October 18, 2011 : : 146 26 0 178 0 171 0 -27 854 937 388 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 48.7 0.0 3.2 0.0 2.2 0.0 0.1 9.9 5.2 22.5 : : : : Number of Traders in Each Category Total Traders: 82 : : 38 37 0 . 0 5 0 . 14 13 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 3,561 : : Positions : : 2,517 2,583 0 0 0 0 0 0 605 16 209 : : : : Changes from: October 18, 2011 : : -13 1 0 0 0 0 0 0 -2 -7 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 72.5 0.0 0.0 0.0 0.0 0.0 0.0 17.0 0.4 5.9 : : : : 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 25, 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 696,883 : : Positions : : 168,408 318,957 128,013 8,027 41,931 85,813 38,807 72,198 31,485 14,914 113,883 : : : : Changes from: October 18, 2011 : : -44,596 -31,255 6,451 -8,308 -28,015 -5,747 1,635 -10,628 -580 -6,466 -96,723 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.2 45.8 18.4 1.2 6.0 12.3 5.6 10.4 4.5 2.1 16.3 : : : : Number of Traders in Each Category Total Traders: 466 : : 125 158 19 6 21 66 46 67 73 64 119 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 380,477 : : Positions : : 128,669 177,194 71,115 72 20,687 40,046 51,455 26,350 14,216 17,160 53,133 : : : : Changes from: October 18, 2011 : : 9,306 890 -216 0 1,577 -4,438 5,902 -524 1,411 -924 2,362 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.8 46.6 18.7 0.0 5.4 10.5 13.5 6.9 3.7 4.5 14.0 : : : : Number of Traders in Each Category Total Traders: 263 : : 53 58 18 . 14 35 47 27 34 39 59 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 216,888 : : Positions : : 93,323 95,794 16,710 1,777 2,564 25,389 33,283 18,278 4,410 11,272 20,758 : : : : Changes from: October 18, 2011 : : -1,474 3,310 1,577 -275 39 2,123 -2,349 -863 -1,184 -247 1,315 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.0 44.2 7.7 0.8 1.2 11.7 15.3 8.4 2.0 5.2 9.6 : : : : Number of Traders in Each Category Total Traders: 193 : : 61 57 13 . 8 25 35 19 18 19 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 262,630 : : Positions : : 62,195 100,167 40,846 19,395 22,287 32,067 14,195 25,686 9,776 5,814 57,491 : : : : Changes from: October 18, 2011 : : 3,174 -4,877 -1,152 1,050 626 58 2,447 3,707 -73 1,888 -1,218 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.7 38.1 15.6 7.4 8.5 12.2 5.4 9.8 3.7 2.2 21.9 : : : : Number of Traders in Each Category Total Traders: 261 : : 37 47 19 15 24 62 29 37 52 30 58 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 33,870 : : Positions : : 9,599 25,974 3,427 432 6 10,869 107 126 481 252 6,255 : : : : Changes from: October 18, 2011 : : -2,031 544 -190 10 -4 1,828 -386 -438 84 -39 -1,159 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.3 76.7 10.1 1.3 0.0 32.1 0.3 0.4 1.4 0.7 18.5 : : : : Number of Traders in Each Category Total Traders: 95 : : 21 21 8 . . 34 . . 14 7 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 244,690 : : Positions : : 114,434 104,227 14,672 10,489 10,861 27,744 39,919 32,919 3,180 4,173 30,661 : : : : Changes from: October 18, 2011 : : 2,352 1,247 -1,835 213 2,820 2,018 1,082 829 -160 563 -1,979 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.8 42.6 6.0 4.3 4.4 11.3 16.3 13.5 1.3 1.7 12.5 : : : : Number of Traders in Each Category Total Traders: 200 : : 39 39 17 8 13 31 56 28 20 19 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 705,725 : : Positions : : 131,868 306,442 128,448 93,651 53,242 129,704 13,983 37,352 24,576 6,734 128,491 : : : : Changes from: October 18, 2011 : : 4,304 5,153 622 385 1,589 3,795 29 3,624 -319 1,376 -1,635 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.7 43.4 18.2 13.3 7.5 18.4 2.0 5.3 3.5 1.0 18.2 : : : : Number of Traders in Each Category Total Traders: 230 : : 54 62 19 14 24 50 11 25 34 34 57 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 188,901 : : Positions : : 55,107 82,353 27,958 7,839 10,597 20,408 9,640 19,368 1,528 5,218 47,753 : : : : Changes from: October 18, 2011 : : -942 5,242 -536 358 559 1,946 -3,393 2,653 250 -537 -405 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.2 43.6 14.8 4.1 5.6 10.8 5.1 10.3 0.8 2.8 25.3 : : : : Number of Traders in Each Category Total Traders: 328 : : 91 94 20 12 18 54 39 48 45 44 78 : ----------------------------------------------------------------------------------------------------------------
Updated October 28, 2011