Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 514,755 : : Positions : : 69,077 139,438 169,707 16,382 36,698 51,874 102,456 51,705 19,130 26,299 78,301 : : : : Changes from: November 15, 2011 : : 389 -13,948 -606 1,498 315 -3,759 9,971 1,118 1,240 -501 -790 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.4 27.1 33.0 3.2 7.1 10.1 19.9 10.0 3.7 5.1 15.2 : : : : Number of Traders in Each Category Total Traders: 417 : : 83 96 19 7 23 42 93 66 61 78 108 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 156,575 : : Positions : : 39,204 71,185 22,525 0 4,286 31,377 21,621 15,047 10,799 4,240 11,521 : : : : Changes from: November 15, 2011 : : -1,175 -6,303 -756 0 -562 -2,240 1,434 -2,366 -200 87 -206 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.0 45.5 14.4 0.0 2.7 20.0 13.8 9.6 6.9 2.7 7.4 : : : : Number of Traders in Each Category Total Traders: 167 : : 47 49 16 0 10 29 22 20 19 14 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 45,076 : : Positions : : 11,833 27,903 834 48 521 13,310 750 290 2,407 318 3,499 : : : : Changes from: November 15, 2011 : : -1,889 -3,696 563 -51 -152 -853 0 -157 -322 0 362 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.3 61.9 1.8 0.1 1.2 29.5 1.7 0.6 5.3 0.7 7.8 : : : : Number of Traders in Each Category Total Traders: 55 : : 22 17 . . 4 10 . . 8 . 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 1,897,477 : : Positions : : 420,106 730,128 277,061 43,852 146,199 223,151 74,067 202,360 72,928 49,393 382,600 : : : : Changes from: November 15, 2011 : : 7,399 -33,231 24,065 -9,069 -13,738 -31,002 17,541 -247 2,718 2,163 -933 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.1 38.5 14.6 2.3 7.7 11.8 3.9 10.7 3.8 2.6 20.2 : : : : Number of Traders in Each Category Total Traders: 802 : : 276 324 18 9 23 81 69 92 120 129 210 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 19,885 : : Positions : : 10,190 11,660 1,840 0 1 1,743 2,527 0 431 224 3,198 : : : : Changes from: November 15, 2011 : : -769 -1,376 18 0 1 -32 362 0 37 -14 695 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 58.6 9.3 0.0 0.0 8.8 12.7 0.0 2.2 1.1 16.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 13 9 4 0 . 6 9 0 7 6 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 19,429 : : Positions : : 7,407 9,251 2,270 194 50 1,403 2,228 52 1,402 2,131 3,146 : : : : Changes from: November 15, 2011 : : 492 -925 -50 27 -5 -142 378 0 -46 77 519 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.1 47.6 11.7 1.0 0.3 7.2 11.5 0.3 7.2 11.0 16.2 : : : : Number of Traders in Each Category Total Traders: 86 : : 19 16 8 . . 7 11 . 13 18 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 304,995 : : Positions : : 34,679 148,147 71,358 2,817 6,939 71,171 10,501 24,721 8,417 6,713 55,996 : : : : Changes from: November 15, 2011 : : 354 23 602 325 -269 -535 -2,239 -1,743 572 -241 4,729 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.4 48.6 23.4 0.9 2.3 23.3 3.4 8.1 2.8 2.2 18.4 : : : : Number of Traders in Each Category Total Traders: 298 : : 45 75 18 . 10 76 28 55 43 34 62 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 420,625 : : Positions : : 46,771 191,059 99,053 4,723 6,942 105,658 19,646 43,520 9,854 9,076 77,137 : : : : Changes from: November 15, 2011 : : 2,593 -7,443 -585 235 878 -10,236 3,246 -1,220 -218 -4,017 -48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.1 45.4 23.5 1.1 1.7 25.1 4.7 10.3 2.3 2.2 18.3 : : : : Number of Traders in Each Category Total Traders: 412 : : 89 163 16 7 12 91 28 64 52 40 75 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 36,227 : : Positions : : 2,160 6,405 4,396 353 760 12,065 1,593 1,136 2,111 898 7,189 : : : : Changes from: November 15, 2011 : : -1,406 -1,330 247 5 223 -757 83 296 345 -114 -805 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.0 17.7 12.1 1.0 2.1 33.3 4.4 3.1 5.8 2.5 19.8 : : : : Number of Traders in Each Category Total Traders: 158 : : 26 43 12 . 7 34 11 14 24 17 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 3,613 : : Positions : : 2,733 2,652 0 0 0 0 0 0 158 201 9 : : : : Changes from: November 15, 2011 : : 177 200 0 0 0 0 0 0 18 9 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 73.4 0.0 0.0 0.0 0.0 0.0 0.0 4.4 5.6 0.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 13 0 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 58,583 : : Positions : : 29,402 26,680 0 1,854 0 2,447 63 295 6,936 3,111 13,471 : : : : Changes from: November 15, 2011 : : 807 663 0 47 0 765 0 -60 299 346 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.2 45.5 0.0 3.2 0.0 4.2 0.1 0.5 11.8 5.3 23.0 : : : : Number of Traders in Each Category Total Traders: 85 : : 36 35 0 . 0 7 . . 18 10 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 721,811 : : Positions : : 176,417 266,669 132,309 9,471 37,958 61,883 70,505 82,954 34,134 17,578 148,240 : : : : Changes from: November 15, 2011 : : 11,904 -7,363 2,818 -914 2,390 -11,707 7,049 9,535 -1,710 -2,586 14,735 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.4 36.9 18.3 1.3 5.3 8.6 9.8 11.5 4.7 2.4 20.5 : : : : Number of Traders in Each Category Total Traders: 492 : : 109 138 19 4 20 50 75 66 76 89 132 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 385,822 : : Positions : : 130,821 182,670 80,095 998 11,310 38,437 55,166 24,602 11,796 15,579 59,844 : : : : Changes from: November 15, 2011 : : 14,747 3,863 7,033 -244 453 -6,528 6,639 1,658 -488 -830 5,425 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.9 47.3 20.8 0.3 2.9 10.0 14.3 6.4 3.1 4.0 15.5 : : : : Number of Traders in Each Category Total Traders: 270 : : 57 62 17 . 13 34 49 35 32 43 62 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 245,592 : : Positions : : 113,033 95,999 17,579 1,033 3,728 22,312 50,462 17,923 5,703 10,405 29,720 : : : : Changes from: November 15, 2011 : : 6,092 808 895 -555 1,617 -3,643 318 -1,313 -402 1,181 334 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.0 39.1 7.2 0.4 1.5 9.1 20.5 7.3 2.3 4.2 12.1 : : : : Number of Traders in Each Category Total Traders: 205 : : 64 60 13 . 9 18 51 19 20 20 36 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 182,300 : : Positions : : 37,964 84,576 44,178 8,228 11,973 30,905 18,920 14,130 9,534 4,964 23,843 : : : : Changes from: November 15, 2011 : : 985 -5,211 848 -4,860 -220 -1,803 7,522 2,911 -235 -311 2,439 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.8 46.4 24.2 4.5 6.6 17.0 10.4 7.8 5.2 2.7 13.1 : : : : Number of Traders in Each Category Total Traders: 244 : : 30 46 18 13 22 47 37 29 53 25 48 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 37,700 : : Positions : : 9,007 27,981 3,174 402 63 13,616 587 574 617 111 6,879 : : : : Changes from: November 15, 2011 : : 340 2,235 44 10 1 1,356 108 453 91 -280 706 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.9 74.2 8.4 1.1 0.2 36.1 1.6 1.5 1.6 0.3 18.2 : : : : Number of Traders in Each Category Total Traders: 102 : : 20 21 7 . . 41 4 . 13 8 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 172,164 : : Positions : : 87,651 86,686 14,836 9,181 2,948 25,169 28,103 16,938 2,481 4,338 13,324 : : : : Changes from: November 15, 2011 : : 1,057 -3,071 -1,894 -331 208 -698 370 1,760 -32 892 556 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 50.4 8.6 5.3 1.7 14.6 16.3 9.8 1.4 2.5 7.7 : : : : Number of Traders in Each Category Total Traders: 181 : : 35 38 15 6 10 28 50 27 22 16 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 703,033 : : Positions : : 167,083 257,070 132,210 87,210 54,537 96,248 47,001 44,160 19,269 9,393 125,911 : : : : Changes from: November 15, 2011 : : 18,748 -13,403 4,650 -769 4,255 -6,786 11,993 4,803 -4,069 2,486 4,405 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.8 36.6 18.8 12.4 7.8 13.7 6.7 6.3 2.7 1.3 17.9 : : : : Number of Traders in Each Category Total Traders: 219 : : 55 59 20 13 25 33 24 27 23 40 51 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 134,383 : : Positions : : 35,274 64,923 28,749 6,022 7,412 20,871 9,375 8,920 999 4,207 27,742 : : : : Changes from: November 15, 2011 : : -5,076 -3,810 104 -13 -379 1,055 -773 -2,114 -800 266 -87 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.2 48.3 21.4 4.5 5.5 15.5 7.0 6.6 0.7 3.1 20.6 : : : : Number of Traders in Each Category Total Traders: 300 : : 86 89 20 11 18 48 42 42 36 34 56 : ----------------------------------------------------------------------------------------------------------------
Updated November 28, 2011