Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 416,371 : : Positions : : 51,012 126,644 167,769 14,223 15,593 52,862 96,065 34,389 17,189 27,507 43,008 : : : : Changes from: November 22, 2011 : : -18,065 -12,794 -1,937 -2,158 -21,105 988 -6,392 -17,316 -1,942 1,209 -35,294 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.3 30.4 40.3 3.4 3.7 12.7 23.1 8.3 4.1 6.6 10.3 : : : : Number of Traders in Each Category Total Traders: 383 : : 71 89 19 6 21 43 88 56 45 75 83 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 139,021 : : Positions : : 32,143 66,041 23,442 0 1,887 30,872 21,404 14,654 11,454 3,770 7,039 : : : : Changes from: November 22, 2011 : : -7,061 -5,144 916 0 -2,399 -505 -217 -393 655 -470 -4,482 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.1 47.5 16.9 0.0 1.4 22.2 15.4 10.5 8.2 2.7 5.1 : : : : Number of Traders in Each Category Total Traders: 163 : : 47 47 16 0 9 27 19 19 20 9 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 42,459 : : Positions : : 12,427 25,498 684 48 388 11,429 1,033 638 2,557 323 2,292 : : : : Changes from: November 22, 2011 : : 594 -2,405 -150 0 -133 -1,881 283 348 150 5 -1,207 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.3 60.1 1.6 0.1 0.9 26.9 2.4 1.5 6.0 0.8 5.4 : : : : Number of Traders in Each Category Total Traders: 46 : : 20 17 . . . 6 . 4 5 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 1,479,265 : : Positions : : 336,609 666,540 286,685 29,924 76,634 217,367 76,350 133,209 68,419 49,773 204,172 : : : : Changes from: November 22, 2011 : : -83,497 -63,588 9,624 -13,928 -69,564 -5,784 2,283 -69,151 -4,508 380 -178,427 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.8 45.1 19.4 2.0 5.2 14.7 5.2 9.0 4.6 3.4 13.8 : : : : Number of Traders in Each Category Total Traders: 718 : : 232 309 18 7 22 74 58 82 92 108 150 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 15,064 : : Positions : : 7,799 9,369 1,888 0 0 2,097 2,403 0 372 210 793 : : : : Changes from: November 22, 2011 : : -2,391 -2,290 48 0 -1 354 -124 0 -59 -14 -2,405 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 62.2 12.5 0.0 0.0 13.9 16.0 0.0 2.5 1.4 5.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 11 8 4 0 0 7 8 0 5 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 19,846 : : Positions : : 7,448 8,669 2,243 194 38 1,378 2,872 52 1,336 2,217 3,600 : : : : Changes from: November 22, 2011 : : 41 -582 -27 0 -12 -25 644 0 -66 86 454 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.5 43.7 11.3 1.0 0.2 6.9 14.5 0.3 6.7 11.2 18.1 : : : : Number of Traders in Each Category Total Traders: 88 : : 18 15 7 . . 7 14 . 16 16 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 314,762 : : Positions : : 34,998 153,275 70,342 2,825 6,480 76,770 9,498 24,674 8,554 10,478 59,153 : : : : Changes from: November 22, 2011 : : 319 5,128 -1,016 8 -458 5,599 -1,002 -47 137 3,765 3,157 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.1 48.7 22.3 0.9 2.1 24.4 3.0 7.8 2.7 3.3 18.8 : : : : Number of Traders in Each Category Total Traders: 317 : : 47 79 18 . 11 84 26 60 38 43 64 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 414,001 : : Positions : : 48,134 190,596 98,259 4,963 6,170 103,178 20,610 38,878 11,047 9,532 78,373 : : : : Changes from: November 22, 2011 : : 1,363 -463 -794 241 -772 -2,480 963 -4,642 1,193 457 1,236 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.6 46.0 23.7 1.2 1.5 24.9 5.0 9.4 2.7 2.3 18.9 : : : : Number of Traders in Each Category Total Traders: 415 : : 94 162 16 7 9 87 32 63 57 43 78 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 35,505 : : Positions : : 2,032 5,870 4,443 329 818 11,443 1,765 1,597 2,411 891 6,531 : : : : Changes from: November 22, 2011 : : -128 -535 47 -24 58 -622 172 461 299 -7 -659 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.7 16.5 12.5 0.9 2.3 32.2 5.0 4.5 6.8 2.5 18.4 : : : : Number of Traders in Each Category Total Traders: 159 : : 26 37 12 . 6 34 13 15 24 16 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 3,687 : : Positions : : 2,836 2,730 0 0 0 0 0 0 157 212 9 : : : : Changes from: November 22, 2011 : : 103 78 0 0 0 0 0 0 -1 11 -0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 74.0 0.0 0.0 0.0 0.0 0.0 0.0 4.2 5.8 0.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 12 0 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 59,963 : : Positions : : 29,825 27,281 0 1,901 0 2,541 63 288 7,545 2,983 13,411 : : : : Changes from: November 22, 2011 : : 423 600 0 47 0 94 0 -7 609 -128 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 45.5 0.0 3.2 0.0 4.2 0.1 0.5 12.6 5.0 22.4 : : : : Number of Traders in Each Category Total Traders: 84 : : 36 36 0 . 0 7 . . 19 8 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 720,395 : : Positions : : 169,276 262,486 129,971 9,605 40,179 62,623 70,070 82,684 33,107 16,050 147,376 : : : : Changes from: November 22, 2011 : : -7,141 -4,183 -2,338 134 2,221 740 -435 -271 -1,027 -1,529 -864 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.5 36.4 18.0 1.3 5.6 8.7 9.7 11.5 4.6 2.2 20.5 : : : : Number of Traders in Each Category Total Traders: 480 : : 112 136 18 4 20 51 76 72 78 77 132 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 367,164 : : Positions : : 118,375 172,208 81,920 1,573 7,264 43,080 57,159 24,003 14,439 18,719 47,413 : : : : Changes from: November 22, 2011 : : -12,446 -10,461 1,825 575 -4,046 4,643 1,993 -598 2,644 3,140 -12,431 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.2 46.9 22.3 0.4 2.0 11.7 15.6 6.5 3.9 5.1 12.9 : : : : Number of Traders in Each Category Total Traders: 273 : : 55 63 17 . 14 33 49 28 35 38 59 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 228,919 : : Positions : : 103,349 88,422 18,246 913 2,961 24,903 47,538 13,561 5,033 12,173 25,199 : : : : Changes from: November 22, 2011 : : -9,684 -7,576 668 -120 -768 2,591 -2,924 -4,362 -670 1,768 -4,521 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.1 38.6 8.0 0.4 1.3 10.9 20.8 5.9 2.2 5.3 11.0 : : : : Number of Traders in Each Category Total Traders: 203 : : 58 53 12 . 7 25 44 20 13 25 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 185,257 : : Positions : : 39,163 82,423 44,190 9,726 10,411 31,789 19,498 14,878 10,080 3,478 24,678 : : : : Changes from: November 22, 2011 : : 1,199 -2,153 13 1,498 -1,562 884 578 748 546 -1,486 834 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.1 44.5 23.9 5.3 5.6 17.2 10.5 8.0 5.4 1.9 13.3 : : : : Number of Traders in Each Category Total Traders: 239 : : 31 46 18 13 22 44 38 29 53 21 46 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 37,830 : : Positions : : 8,742 27,905 3,113 402 121 14,080 609 737 571 188 6,664 : : : : Changes from: November 22, 2011 : : -266 -76 -61 0 58 464 21 163 -46 77 -215 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.1 73.8 8.2 1.1 0.3 37.2 1.6 1.9 1.5 0.5 17.6 : : : : Number of Traders in Each Category Total Traders: 103 : : 19 20 7 . . 42 4 . 10 11 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 178,209 : : Positions : : 89,749 87,945 15,666 9,202 3,159 26,024 31,953 16,865 2,526 3,349 15,499 : : : : Changes from: November 22, 2011 : : 2,098 1,259 830 20 211 855 3,850 -72 44 -989 2,175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 49.3 8.8 5.2 1.8 14.6 17.9 9.5 1.4 1.9 8.7 : : : : Number of Traders in Each Category Total Traders: 190 : : 34 37 15 7 8 31 53 26 19 18 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 705,437 : : Positions : : 170,595 265,308 133,181 73,789 55,403 94,984 48,885 44,144 18,367 10,743 126,725 : : : : Changes from: November 22, 2011 : : 3,512 8,237 971 -13,421 865 -1,263 1,884 -15 -901 1,350 814 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.2 37.6 18.9 10.5 7.9 13.5 6.9 6.3 2.6 1.5 18.0 : : : : Number of Traders in Each Category Total Traders: 225 : : 56 60 19 14 25 36 20 32 24 45 58 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 138,240 : : Positions : : 35,816 64,754 28,076 5,549 7,870 22,479 10,790 9,027 789 4,491 28,510 : : : : Changes from: November 22, 2011 : : 542 -169 -673 -473 458 1,609 1,415 107 -210 284 768 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.9 46.8 20.3 4.0 5.7 16.3 7.8 6.5 0.6 3.2 20.6 : : : : Number of Traders in Each Category Total Traders: 305 : : 90 91 21 11 20 49 44 42 33 36 57 : ----------------------------------------------------------------------------------------------------------------
Updated December 2, 2011