Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 543,834 : : Positions : : 74,121 162,825 174,490 15,634 38,945 57,613 93,153 55,024 15,659 28,696 88,988 : : : : Changes from: October 25, 2011 : : 4,238 -3,445 -765 1,141 1,818 -1,432 5,433 1,502 930 -535 2,592 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.6 29.9 32.1 2.9 7.2 10.6 17.1 10.1 2.9 5.3 16.4 : : : : Number of Traders in Each Category Total Traders: 430 : : 85 100 19 9 24 48 88 65 70 74 115 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 166,886 : : Positions : : 35,202 77,677 22,730 258 4,659 33,502 16,883 21,157 13,458 3,781 12,679 : : : : Changes from: October 25, 2011 : : 682 -73 -179 1 586 -525 229 -331 908 -104 1,171 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.1 46.5 13.6 0.2 2.8 20.1 10.1 12.7 8.1 2.3 7.6 : : : : Number of Traders in Each Category Total Traders: 176 : : 46 54 16 . 12 29 21 29 28 9 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 44,148 : : Positions : : 14,230 29,586 726 0 653 9,809 817 751 2,880 303 2,581 : : : : Changes from: October 25, 2011 : : 74 1,356 151 -44 28 778 -153 -26 8 -18 -335 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.2 67.0 1.6 0.0 1.5 22.2 1.9 1.7 6.5 0.7 5.8 : : : : Number of Traders in Each Category Total Traders: 54 : : 21 18 4 0 . 9 . 5 8 . 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 1,862,592 : : Positions : : 389,215 721,432 253,748 61,240 137,086 248,045 52,768 187,719 70,746 41,937 392,112 : : : : Changes from: October 25, 2011 : : 5,981 20,162 -286 -167 4,752 11,917 3,761 -2,871 3,457 1,022 -4,290 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.9 38.7 13.6 3.3 7.4 13.3 2.8 10.1 3.8 2.3 21.1 : : : : Number of Traders in Each Category Total Traders: 804 : : 263 334 17 10 24 99 48 86 121 131 211 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 18,084 : : Positions : : 8,716 11,998 1,842 0 0 2,399 1,910 0 343 202 1,760 : : : : Changes from: October 25, 2011 : : -503 -614 83 0 0 -101 51 0 136 -23 177 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.2 66.3 10.2 0.0 0.0 13.3 10.6 0.0 1.9 1.1 9.7 : : : : Number of Traders in Each Category Total Traders: 44 : : 12 9 4 0 0 9 7 0 7 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 18,323 : : Positions : : 5,763 11,545 2,555 0 35 2,695 1,196 122 1,193 2,168 2,254 : : : : Changes from: October 25, 2011 : : -450 -62 126 0 -22 264 -32 -314 -68 -121 -99 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.5 63.0 13.9 0.0 0.2 14.7 6.5 0.7 6.5 11.8 12.3 : : : : Number of Traders in Each Category Total Traders: 80 : : 18 19 9 0 . 13 5 . 12 14 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 326,219 : : Positions : : 29,851 159,184 69,705 3,162 7,019 83,630 7,389 30,749 8,854 7,952 61,534 : : : : Changes from: October 25, 2011 : : 3,721 -672 -3,532 446 676 -5,315 -1,208 1,032 1,262 -1,076 -1,364 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.2 48.8 21.4 1.0 2.2 25.6 2.3 9.4 2.7 2.4 18.9 : : : : Number of Traders in Each Category Total Traders: 323 : : 46 78 16 . 10 90 21 57 44 39 76 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 425,094 : : Positions : : 43,497 196,486 102,634 3,132 7,330 115,209 18,725 43,822 7,518 11,750 78,404 : : : : Changes from: October 25, 2011 : : 2,699 -14,034 -4,170 -597 1,725 -9,658 2,120 568 -6,663 -3,477 6,428 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.2 46.2 24.1 0.7 1.7 27.1 4.4 10.3 1.8 2.8 18.4 : : : : Number of Traders in Each Category Total Traders: 419 : : 80 161 17 4 9 98 36 66 38 47 71 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 36,326 : : Positions : : 3,381 7,291 4,095 317 718 12,690 1,260 1,071 1,506 1,071 6,505 : : : : Changes from: October 25, 2011 : : -411 -1,065 -204 168 140 -1,098 -39 -1,070 74 -158 -1,456 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.3 20.1 11.3 0.9 2.0 34.9 3.5 2.9 4.1 2.9 17.9 : : : : Number of Traders in Each Category Total Traders: 154 : : 26 43 11 . 8 33 11 15 17 20 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 3,812 : : Positions : : 3,091 2,877 0 0 0 0 0 0 151 431 31 : : : : Changes from: October 25, 2011 : : 142 206 0 0 0 0 0 0 48 -5 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 75.5 0.0 0.0 0.0 0.0 0.0 0.0 4.0 11.3 0.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 13 0 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 57,236 : : Positions : : 31,414 27,636 0 1,936 0 1,324 0 102 6,350 3,097 12,485 : : : : Changes from: October 25, 2011 : : 1,263 1,460 0 213 0 119 0 71 1,013 312 385 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 48.3 0.0 3.4 0.0 2.3 0.0 0.2 11.1 5.4 21.8 : : : : Number of Traders in Each Category Total Traders: 84 : : 38 37 0 . 0 6 0 . 15 13 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 3,714 : : Positions : : 2,667 2,747 0 0 0 0 0 0 610 8 211 : : : : Changes from: October 25, 2011 : : 150 164 0 0 0 0 0 0 5 -7 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 74.0 0.0 0.0 0.0 0.0 0.0 0.0 16.4 0.2 5.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 12 0 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 680,576 : : Positions : : 154,126 298,108 132,245 10,335 32,637 80,085 44,378 73,367 32,262 14,830 122,203 : : : : Changes from: October 25, 2011 : : -14,283 -20,849 4,232 2,308 -9,294 -5,728 5,571 1,169 777 -84 8,320 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.6 43.8 19.4 1.5 4.8 11.8 6.5 10.8 4.7 2.2 18.0 : : : : Number of Traders in Each Category Total Traders: 481 : : 114 164 18 5 21 59 52 63 81 64 126 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 386,447 : : Positions : : 132,908 180,479 68,580 394 19,808 40,794 54,892 25,668 12,318 14,835 57,195 : : : : Changes from: October 25, 2011 : : 4,239 3,285 -2,535 322 -879 747 3,437 -681 -1,899 -2,324 4,062 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.4 46.7 17.7 0.1 5.1 10.6 14.2 6.6 3.2 3.8 14.8 : : : : Number of Traders in Each Category Total Traders: 271 : : 56 61 17 . 14 36 46 29 34 36 64 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 218,180 : : Positions : : 97,535 96,884 16,545 1,336 3,993 22,690 38,090 14,961 5,754 9,530 22,909 : : : : Changes from: October 25, 2011 : : 4,212 1,089 -165 -441 1,429 -2,699 4,807 -3,317 1,343 -1,743 2,151 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.7 44.4 7.6 0.6 1.8 10.4 17.5 6.9 2.6 4.4 10.5 : : : : Number of Traders in Each Category Total Traders: 192 : : 61 57 13 . 10 17 40 17 17 19 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 262,904 : : Positions : : 62,676 107,865 41,186 18,780 23,278 33,556 10,801 25,467 8,795 5,436 54,974 : : : : Changes from: October 25, 2011 : : 481 7,698 339 -615 991 1,489 -3,395 -219 -981 -379 -2,517 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.8 41.0 15.7 7.1 8.9 12.8 4.1 9.7 3.3 2.1 20.9 : : : : Number of Traders in Each Category Total Traders: 251 : : 36 48 19 14 24 60 25 37 51 27 56 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 34,801 : : Positions : : 8,764 26,433 3,237 385 11 12,526 193 121 436 403 6,204 : : : : Changes from: October 25, 2011 : : -835 458 -190 -47 5 1,657 86 -4 -45 152 -51 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.2 76.0 9.3 1.1 0.0 36.0 0.6 0.3 1.3 1.2 17.8 : : : : Number of Traders in Each Category Total Traders: 94 : : 19 21 7 . . 36 . . 5 16 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 247,989 : : Positions : : 115,151 112,826 15,308 10,613 10,615 26,533 34,722 34,819 3,337 2,489 32,352 : : : : Changes from: October 25, 2011 : : 717 8,599 637 124 -246 -1,210 -5,197 1,900 157 -1,683 1,691 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.4 45.5 6.2 4.3 4.3 10.7 14.0 14.0 1.3 1.0 13.0 : : : : Number of Traders in Each Category Total Traders: 187 : : 37 40 14 7 12 30 48 27 25 12 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 694,589 : : Positions : : 130,270 298,395 127,487 87,715 53,737 124,650 16,506 38,866 24,423 8,228 126,413 : : : : Changes from: October 25, 2011 : : -1,598 -8,047 -961 -5,936 495 -5,054 2,523 1,513 -153 1,494 -2,078 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.8 43.0 18.4 12.6 7.7 17.9 2.4 5.6 3.5 1.2 18.2 : : : : Number of Traders in Each Category Total Traders: 228 : : 53 61 19 13 26 48 12 26 27 43 58 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 189,177 : : Positions : : 55,457 78,626 28,220 7,661 11,390 18,258 11,187 21,964 1,209 5,325 45,776 : : : : Changes from: October 25, 2011 : : 350 -3,726 262 -178 792 -2,150 1,546 2,595 -318 107 -1,977 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.3 41.6 14.9 4.0 6.0 9.7 5.9 11.6 0.6 2.8 24.2 : : : : Number of Traders in Each Category Total Traders: 325 : : 91 93 22 8 19 50 47 52 50 37 73 : ----------------------------------------------------------------------------------------------------------------
Updated November 10, 2011