Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 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 429,051 : : Positions : : 43,760 125,285 169,228 14,486 17,342 60,170 98,848 39,639 16,837 27,979 49,533 : : : : Changes from: November 29, 2011 : : -7,252 -1,359 1,459 263 1,748 7,309 2,783 5,250 -351 471 6,525 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.2 29.2 39.4 3.4 4.0 14.0 23.0 9.2 3.9 6.5 11.5 : : : : Number of Traders in Each Category Total Traders: 391 : : 68 90 19 6 21 45 83 63 60 64 88 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 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 140,933 : : Positions : : 30,916 66,391 23,650 0 1,640 30,251 21,788 17,206 14,045 3,452 6,219 : : : : Changes from: November 29, 2011 : : -1,226 350 208 0 -247 -621 384 2,552 2,591 -318 -820 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.9 47.1 16.8 0.0 1.2 21.5 15.5 12.2 10.0 2.4 4.4 : : : : Number of Traders in Each Category Total Traders: 164 : : 44 49 16 0 10 28 19 18 25 7 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 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 42,286 : : Positions : : 13,080 24,894 370 0 486 11,329 923 466 3,039 777 2,565 : : : : Changes from: November 29, 2011 : : 653 -604 -314 -48 98 -100 -110 -172 482 454 272 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.9 58.9 0.9 0.0 1.1 26.8 2.2 1.1 7.2 1.8 6.1 : : : : Number of Traders in Each Category Total Traders: 48 : : 20 16 . 0 . 7 . 5 7 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 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 1,499,287 : : Positions : : 319,561 623,604 281,578 29,123 79,806 221,572 95,927 150,569 65,620 49,766 217,689 : : : : Changes from: November 29, 2011 : : -17,048 -42,936 -5,107 -801 3,172 4,205 19,576 17,360 -2,799 -7 13,517 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.3 41.6 18.8 1.9 5.3 14.8 6.4 10.0 4.4 3.3 14.5 : : : : Number of Traders in Each Category Total Traders: 712 : : 215 301 18 7 21 77 58 87 82 117 142 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 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 14,039 : : Positions : : 6,967 8,887 1,966 0 0 2,202 2,296 0 288 188 715 : : : : Changes from: November 29, 2011 : : -832 -483 78 0 0 105 -107 0 -84 -22 -78 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.6 63.3 14.0 0.0 0.0 15.7 16.4 0.0 2.0 1.3 5.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 11 8 4 0 0 7 9 0 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 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 19,666 : : Positions : : 7,328 8,282 2,275 337 8 1,570 3,012 225 1,392 2,022 3,414 : : : : Changes from: November 29, 2011 : : -120 -387 32 143 -30 192 140 173 56 -195 -186 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.3 42.1 11.6 1.7 0.0 8.0 15.3 1.1 7.1 10.3 17.4 : : : : Number of Traders in Each Category Total Traders: 89 : : 18 15 7 . . 9 11 . 17 15 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 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 314,499 : : Positions : : 34,737 155,190 69,282 2,738 7,343 78,688 9,448 24,303 8,205 8,607 58,876 : : : : Changes from: November 29, 2011 : : -261 1,915 -1,060 -87 863 1,918 -51 -371 -349 -1,871 -277 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.0 49.3 22.0 0.9 2.3 25.0 3.0 7.7 2.6 2.7 18.7 : : : : Number of Traders in Each Category Total Traders: 305 : : 51 80 18 . 11 79 27 56 36 39 62 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 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 393,893 : : Positions : : 48,254 187,550 99,572 4,588 6,557 95,634 19,927 40,215 11,885 8,794 60,996 : : : : Changes from: November 29, 2011 : : 120 -3,046 1,313 -376 386 -7,544 -683 1,337 838 -739 -17,377 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.3 47.6 25.3 1.2 1.7 24.3 5.1 10.2 3.0 2.2 15.5 : : : : Number of Traders in Each Category Total Traders: 398 : : 91 159 16 6 10 88 32 58 53 29 64 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 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 35,054 : : Positions : : 2,138 5,571 4,478 239 1,586 10,800 1,645 2,046 2,025 774 5,526 : : : : Changes from: November 29, 2011 : : 107 -298 35 -89 768 -643 -120 449 -386 -117 -1,005 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.1 15.9 12.8 0.7 4.5 30.8 4.7 5.8 5.8 2.2 15.8 : : : : Number of Traders in Each Category Total Traders: 143 : : 25 33 12 . 9 26 13 18 20 16 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 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 3,175 : : Positions : : 2,510 2,425 0 0 0 0 0 0 9 143 11 : : : : Changes from: November 29, 2011 : : -326 -305 0 0 0 0 0 0 -147 -69 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 76.4 0.0 0.0 0.0 0.0 0.0 0.0 0.3 4.5 0.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 11 0 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 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 53,450 : : Positions : : 26,575 23,191 0 1,723 0 2,888 156 66 5,792 3,532 12,507 : : : : Changes from: November 29, 2011 : : -3,249 -4,089 0 -177 0 347 93 -222 -1,753 548 -905 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 43.4 0.0 3.2 0.0 5.4 0.3 0.1 10.8 6.6 23.4 : : : : Number of Traders in Each Category Total Traders: 87 : : 37 34 0 . 0 8 . . 18 10 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 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 741,404 : : Positions : : 182,072 273,567 130,710 9,382 39,371 60,373 70,566 82,375 35,639 17,108 155,695 : : : : Changes from: November 29, 2011 : : 12,796 11,081 739 -223 -808 -2,250 496 -309 2,533 1,058 8,319 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.6 36.9 17.6 1.3 5.3 8.1 9.5 11.1 4.8 2.3 21.0 : : : : Number of Traders in Each Category Total Traders: 484 : : 108 130 18 4 20 47 81 70 81 85 149 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 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 362,220 : : Positions : : 116,573 172,931 80,542 1,773 12,025 47,790 57,639 26,016 11,975 16,203 40,583 : : : : Changes from: November 29, 2011 : : -1,802 723 -1,379 200 4,761 4,709 480 2,013 -2,464 -2,516 -6,830 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.2 47.7 22.2 0.5 3.3 13.2 15.9 7.2 3.3 4.5 11.2 : : : : Number of Traders in Each Category Total Traders: 254 : : 52 61 17 . 13 37 48 32 21 39 46 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 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 227,677 : : Positions : : 105,012 85,280 16,442 959 5,492 24,278 51,419 14,781 4,030 11,078 23,695 : : : : Changes from: November 29, 2011 : : 1,663 -3,143 -1,804 46 2,532 -625 3,881 1,220 -1,003 -1,095 -1,504 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.1 37.5 7.2 0.4 2.4 10.7 22.6 6.5 1.8 4.9 10.4 : : : : Number of Traders in Each Category Total Traders: 196 : : 58 53 12 . 12 22 47 21 9 22 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 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 187,650 : : Positions : : 35,195 83,517 44,151 11,073 10,883 34,748 19,631 15,688 11,619 3,873 24,816 : : : : Changes from: November 29, 2011 : : -3,967 1,094 -40 1,346 472 2,959 133 810 1,539 395 138 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.8 44.5 23.5 5.9 5.8 18.5 10.5 8.4 6.2 2.1 13.2 : : : : Number of Traders in Each Category Total Traders: 249 : : 30 47 19 13 22 46 43 32 51 26 46 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 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 39,099 : : Positions : : 9,682 28,900 3,033 562 97 14,449 622 681 417 147 6,869 : : : : Changes from: November 29, 2011 : : 941 995 -80 160 -24 369 13 -57 -154 -42 205 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.8 73.9 7.8 1.4 0.2 37.0 1.6 1.7 1.1 0.4 17.6 : : : : Number of Traders in Each Category Total Traders: 102 : : 18 21 7 . . 40 4 . 14 7 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 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 186,921 : : Positions : : 90,987 88,289 16,100 9,290 3,775 26,619 34,605 19,120 2,754 4,427 17,755 : : : : Changes from: November 29, 2011 : : 1,238 345 434 88 616 596 2,652 2,255 228 1,078 2,257 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.7 47.2 8.6 5.0 2.0 14.2 18.5 10.2 1.5 2.4 9.5 : : : : Number of Traders in Each Category Total Traders: 189 : : 34 38 13 8 10 31 53 22 18 19 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 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 709,669 : : Positions : : 167,674 271,195 132,013 75,049 55,256 101,657 49,605 46,485 19,810 9,530 122,070 : : : : Changes from: November 29, 2011 : : -2,921 5,887 -1,168 1,259 -146 6,673 720 2,341 1,442 -1,214 -4,656 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.6 38.2 18.6 10.6 7.8 14.3 7.0 6.6 2.8 1.3 17.2 : : : : Number of Traders in Each Category Total Traders: 226 : : 56 60 19 14 27 38 21 30 37 31 55 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 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 140,274 : : Positions : : 32,549 64,201 27,618 5,876 7,748 25,194 11,037 10,664 1,086 4,287 29,323 : : : : Changes from: November 29, 2011 : : -3,267 -554 -458 327 -122 2,714 246 1,636 297 -204 813 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.2 45.8 19.7 4.2 5.5 18.0 7.9 7.6 0.8 3.1 20.9 : : : : Number of Traders in Each Category Total Traders: 306 : : 98 96 20 11 19 49 42 44 33 38 58 : ----------------------------------------------------------------------------------------------------------------
Updated December 9, 2011