Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 522,496 : : Positions : : 68,688 153,386 170,313 14,884 36,382 55,634 92,486 50,587 17,891 26,799 79,092 : : : : Changes from: November 8, 2011 : : -429 -14,701 -1,210 1,259 267 -2,162 8,533 -7,375 294 -931 -3,023 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.1 29.4 32.6 2.8 7.0 10.6 17.7 9.7 3.4 5.1 15.1 : : : : Number of Traders in Each Category Total Traders: 415 : : 83 97 19 7 23 43 86 64 58 85 111 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 165,982 : : Positions : : 40,379 77,488 23,281 0 4,847 33,617 20,187 17,413 10,999 4,152 11,727 : : : : Changes from: November 8, 2011 : : 4,954 863 532 -258 1,821 182 3,493 -1,350 -505 -91 -1,202 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.3 46.7 14.0 0.0 2.9 20.3 12.2 10.5 6.6 2.5 7.1 : : : : Number of Traders in Each Category Total Traders: 171 : : 47 51 15 0 9 30 20 26 25 10 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 48,844 : : Positions : : 13,722 31,599 270 99 672 14,163 750 447 2,729 318 3,137 : : : : Changes from: November 8, 2011 : : -769 -90 -6 -17 -12 1,603 0 -442 79 10 -90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.1 64.7 0.6 0.2 1.4 29.0 1.5 0.9 5.6 0.7 6.4 : : : : Number of Traders in Each Category Total Traders: 55 : : 22 18 . . . 12 . 5 9 . 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 1,910,946 : : Positions : : 412,707 763,359 252,995 52,921 159,936 254,153 56,526 202,606 70,210 47,230 383,533 : : : : Changes from: November 8, 2011 : : 11,996 1,010 2,624 -4,809 17,009 -8,935 12,435 1,261 2,717 -271 -396 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.6 39.9 13.2 2.8 8.4 13.3 3.0 10.6 3.7 2.5 20.1 : : : : Number of Traders in Each Category Total Traders: 814 : : 267 335 18 10 26 96 55 94 132 121 213 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 20,244 : : Positions : : 10,958 13,036 1,822 0 0 1,775 2,165 0 394 238 2,503 : : : : Changes from: November 8, 2011 : : 1,095 479 -12 0 -4 -174 3 0 -53 51 11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 64.4 9.0 0.0 0.0 8.8 10.7 0.0 1.9 1.2 12.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 13 10 4 0 0 6 7 0 8 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 18,790 : : Positions : : 6,915 10,176 2,320 167 55 1,545 1,850 52 1,448 2,055 2,627 : : : : Changes from: November 8, 2011 : : 270 -1,113 -28 80 6 -356 291 0 180 297 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.8 54.2 12.3 0.9 0.3 8.2 9.8 0.3 7.7 10.9 14.0 : : : : Number of Traders in Each Category Total Traders: 87 : : 18 17 8 . . 8 11 . 15 17 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 299,672 : : Positions : : 34,324 148,124 70,756 2,492 7,208 71,706 12,740 26,464 7,845 6,954 51,267 : : : : Changes from: November 8, 2011 : : 2,425 -5,391 203 -221 2,729 -3,942 3,653 -3,484 -52 1,457 -1,322 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.5 49.4 23.6 0.8 2.4 23.9 4.3 8.8 2.6 2.3 17.1 : : : : Number of Traders in Each Category Total Traders: 297 : : 43 76 17 . 12 76 27 58 42 31 61 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 429,323 : : Positions : : 44,178 198,502 99,638 4,488 6,064 115,894 16,401 44,740 10,072 13,093 77,185 : : : : Changes from: November 8, 2011 : : 2,887 -1,057 -1,698 204 1,137 -3,912 910 2,394 1,383 2,178 -82 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.3 46.2 23.2 1.0 1.4 27.0 3.8 10.4 2.3 3.0 18.0 : : : : Number of Traders in Each Category Total Traders: 425 : : 87 162 16 6 11 100 29 63 47 51 78 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 38,588 : : Positions : : 3,565 7,735 4,149 348 537 12,821 1,510 840 1,766 1,012 7,995 : : : : Changes from: November 8, 2011 : : -439 -127 52 68 -319 630 -24 -149 -31 70 906 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.2 20.0 10.8 0.9 1.4 33.2 3.9 2.2 4.6 2.6 20.7 : : : : Number of Traders in Each Category Total Traders: 170 : : 30 46 12 . 7 40 11 16 21 21 37 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 3,344 : : Positions : : 2,556 2,452 0 0 0 0 0 0 140 192 3 : : : : Changes from: November 8, 2011 : : -34 162 0 0 0 0 0 0 29 1 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 73.3 0.0 0.0 0.0 0.0 0.0 0.0 4.2 5.7 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 12 0 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 57,283 : : Positions : : 28,596 26,017 0 1,806 0 1,683 63 356 6,638 2,765 13,474 : : : : Changes from: November 8, 2011 : : 1,136 1,731 0 41 0 198 -105 54 887 147 865 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 45.4 0.0 3.2 0.0 2.9 0.1 0.6 11.6 4.8 23.5 : : : : Number of Traders in Each Category Total Traders: 81 : : 35 34 0 . 0 7 . . 17 9 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 702,174 : : Positions : : 164,514 274,032 129,491 10,385 35,567 73,589 63,456 73,419 35,844 20,164 133,505 : : : : Changes from: November 8, 2011 : : 11,604 -14,455 -2,357 -139 1,148 -1,995 16,145 -165 2,404 5,367 5,252 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.4 39.0 18.4 1.5 5.1 10.5 9.0 10.5 5.1 2.9 19.0 : : : : Number of Traders in Each Category Total Traders: 507 : : 117 161 18 5 22 56 62 65 76 92 134 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 365,937 : : Positions : : 116,074 178,807 73,062 1,241 10,857 44,965 48,528 22,944 12,284 16,409 54,419 : : : : Changes from: November 8, 2011 : : -5,656 334 973 31 -1,495 1,308 -3,095 1,357 248 1,980 -3,417 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.7 48.9 20.0 0.3 3.0 12.3 13.3 6.3 3.4 4.5 14.9 : : : : Number of Traders in Each Category Total Traders: 266 : : 59 59 15 . 14 40 43 33 37 39 61 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 243,329 : : Positions : : 106,940 95,190 16,683 1,588 2,111 25,954 50,144 19,236 6,106 9,224 29,387 : : : : Changes from: November 8, 2011 : : 10,839 2,513 163 0 -1,209 -97 9,252 1,719 1,204 144 2,378 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.9 39.1 6.9 0.7 0.9 10.7 20.6 7.9 2.5 3.8 12.1 : : : : Number of Traders in Each Category Total Traders: 204 : : 62 54 13 . 9 19 48 22 18 24 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 180,303 : : Positions : : 36,979 89,788 43,330 13,088 12,193 32,708 11,398 11,220 9,770 5,276 21,404 : : : : Changes from: November 8, 2011 : : -30,170 -18,165 2,446 -5,779 -11,016 -448 -1,935 -10,824 167 -430 -23,394 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.5 49.8 24.0 7.3 6.8 18.1 6.3 6.2 5.4 2.9 11.9 : : : : Number of Traders in Each Category Total Traders: 230 : : 31 44 18 12 23 49 27 27 47 25 46 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 34,502 : : Positions : : 8,667 25,746 3,130 392 62 12,260 480 121 526 391 6,173 : : : : Changes from: November 8, 2011 : : -232 -1,148 -16 0 62 -643 173 -6 17 137 845 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.1 74.6 9.1 1.1 0.2 35.5 1.4 0.4 1.5 1.1 17.9 : : : : Number of Traders in Each Category Total Traders: 97 : : 19 19 7 . . 36 4 . 9 14 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 171,319 : : Positions : : 86,594 89,756 16,731 9,513 2,740 25,867 27,733 15,177 2,513 3,447 12,768 : : : : Changes from: November 8, 2011 : : -9,073 -10,986 -1,495 -582 -2,198 -2,978 -2,766 -8,278 -535 248 -1,709 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.5 52.4 9.8 5.6 1.6 15.1 16.2 8.9 1.5 2.0 7.5 : : : : Number of Traders in Each Category Total Traders: 177 : : 34 36 17 5 9 31 45 24 18 17 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 677,465 : : Positions : : 148,334 270,473 127,560 87,979 50,283 103,033 35,008 39,357 23,337 6,907 121,506 : : : : Changes from: November 8, 2011 : : 13,448 -19,197 -873 -3,862 -650 -14,382 15,335 3,684 -392 -248 6,186 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.9 39.9 18.8 13.0 7.4 15.2 5.2 5.8 3.4 1.0 17.9 : : : : Number of Traders in Each Category Total Traders: 220 : : 55 58 20 13 27 39 18 30 29 35 53 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 142,985 : : Positions : : 40,350 68,733 28,645 6,035 7,791 19,816 10,148 11,034 1,799 3,941 27,829 : : : : Changes from: November 8, 2011 : : -12,095 -3,874 706 -2,191 -3,603 1,475 -1,940 -6,153 606 -699 -10,279 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.2 48.1 20.0 4.2 5.4 13.9 7.1 7.7 1.3 2.8 19.5 : : : : Number of Traders in Each Category Total Traders: 294 : : 83 88 20 12 19 51 39 40 40 27 53 : ----------------------------------------------------------------------------------------------------------------
Updated November 18, 2011