Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 444,998 : : Positions : : 43,880 121,086 171,921 16,629 21,419 59,188 101,076 42,369 14,513 28,147 55,769 : : : : Changes from: December 13, 2011 : : 111 268 2,097 1,448 1,766 1,776 615 1,439 -3,084 -898 4,507 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.9 27.2 38.6 3.7 4.8 13.3 22.7 9.5 3.3 6.3 12.5 : : : : Number of Traders in Each Category Total Traders: 400 : : 72 88 19 6 21 45 86 65 57 75 97 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 142,286 : : Positions : : 31,411 65,859 24,551 0 2,727 27,423 20,785 19,659 12,682 2,655 6,035 : : : : Changes from: December 13, 2011 : : 1,473 369 813 0 26 -3,368 -1,128 920 -122 -503 -330 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.1 46.3 17.3 0.0 1.9 19.3 14.6 13.8 8.9 1.9 4.2 : : : : Number of Traders in Each Category Total Traders: 161 : : 44 51 16 0 9 27 17 19 25 5 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 40,892 : : Positions : : 13,634 24,147 269 60 526 11,201 1,450 309 2,917 716 3,082 : : : : Changes from: December 13, 2011 : : -202 -1,002 -8 19 -10 64 550 49 43 10 219 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.3 59.1 0.7 0.1 1.3 27.4 3.5 0.8 7.1 1.8 7.5 : : : : Number of Traders in Each Category Total Traders: 49 : : 20 17 . . . 7 . . 6 4 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 1,568,094 : : Positions : : 315,719 602,980 283,322 29,250 94,771 232,921 106,460 168,894 60,317 52,794 247,000 : : : : Changes from: December 13, 2011 : : -9,171 -9,066 5,098 -888 1,742 354 1,559 11,805 -3,330 1,169 13,415 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.1 38.5 18.1 1.9 6.0 14.9 6.8 10.8 3.8 3.4 15.8 : : : : Number of Traders in Each Category Total Traders: 721 : : 221 292 20 6 21 74 67 90 73 141 153 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 13,930 : : Positions : : 7,033 9,034 1,944 0 0 2,010 1,897 0 184 184 790 : : : : Changes from: December 13, 2011 : : 222 92 -26 0 0 -186 -94 0 20 -1 59 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.5 64.9 14.0 0.0 0.0 14.4 13.6 0.0 1.3 1.3 5.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 12 8 4 0 0 7 6 0 6 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 19,069 : : Positions : : 7,349 7,212 2,198 306 47 1,582 3,475 265 1,215 1,973 3,280 : : : : Changes from: December 13, 2011 : : -177 -418 -57 -31 -3 99 282 40 -94 -35 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.5 37.8 11.5 1.6 0.2 8.3 18.2 1.4 6.4 10.3 17.2 : : : : Number of Traders in Each Category Total Traders: 87 : : 16 15 7 . . 9 13 . 15 15 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 282,681 : : Positions : : 32,902 131,576 68,102 1,656 6,477 63,524 20,519 22,393 9,540 5,065 51,603 : : : : Changes from: December 13, 2011 : : 125 -14,592 500 -1,155 492 -6,039 7,230 -3,042 -949 -528 -9,986 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.6 46.5 24.1 0.6 2.3 22.5 7.3 7.9 3.4 1.8 18.3 : : : : Number of Traders in Each Category Total Traders: 272 : : 46 70 17 . 9 59 38 53 29 32 57 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 390,564 : : Positions : : 51,267 174,132 97,891 4,345 9,034 89,607 28,233 41,257 10,508 6,757 63,607 : : : : Changes from: December 13, 2011 : : 2,087 -4,055 -777 -237 1,543 -139 2,619 55 -826 635 1,018 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.1 44.6 25.1 1.1 2.3 22.9 7.2 10.6 2.7 1.7 16.3 : : : : Number of Traders in Each Category Total Traders: 376 : : 86 143 16 7 12 64 47 61 45 40 63 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 34,725 : : Positions : : 3,026 5,602 4,143 280 985 11,316 2,069 1,491 1,832 847 5,609 : : : : Changes from: December 13, 2011 : : 638 263 -77 24 -160 191 138 28 22 30 -153 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.7 16.1 11.9 0.8 2.8 32.6 6.0 4.3 5.3 2.4 16.2 : : : : Number of Traders in Each Category Total Traders: 147 : : 26 34 12 . 7 27 12 16 20 17 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 4,031 : : Positions : : 3,373 3,186 0 0 0 0 0 0 7 158 60 : : : : Changes from: December 13, 2011 : : 276 165 0 0 0 0 0 0 -2 6 49 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 79.0 0.0 0.0 0.0 0.0 0.0 0.0 0.2 3.9 1.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 12 0 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 55,107 : : Positions : : 27,162 24,559 0 1,800 0 2,676 0 155 6,618 3,566 12,366 : : : : Changes from: December 13, 2011 : : -251 1,043 0 38 0 -167 -170 -33 430 -373 -313 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 44.6 0.0 3.3 0.0 4.9 0.0 0.3 12.0 6.5 22.4 : : : : Number of Traders in Each Category Total Traders: 85 : : 38 35 0 . 0 7 0 . 16 13 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 739,312 : : Positions : : 161,682 275,384 129,341 5,213 43,921 61,493 58,918 89,500 33,584 16,011 167,505 : : : : Changes from: December 13, 2011 : : -17,674 -6,054 3,844 249 -5,302 -2,467 -8,201 -3,250 -1,470 1,071 -2,373 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.9 37.2 17.5 0.7 5.9 8.3 8.0 12.1 4.5 2.2 22.7 : : : : Number of Traders in Each Category Total Traders: 494 : : 111 136 18 4 20 49 72 74 87 81 164 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 354,317 : : Positions : : 103,770 160,785 77,947 3,717 10,568 48,557 59,830 25,124 13,802 14,485 46,298 : : : : Changes from: December 13, 2011 : : -8,120 -8,402 -1,911 1,065 -2,921 616 2,630 881 -831 -1,186 1,803 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.3 45.4 22.0 1.0 3.0 13.7 16.9 7.1 3.9 4.1 13.1 : : : : Number of Traders in Each Category Total Traders: 255 : : 49 61 16 . 12 37 46 29 29 32 51 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 226,453 : : Positions : : 104,754 92,647 16,814 1,270 3,523 24,607 47,303 17,431 3,875 8,167 23,464 : : : : Changes from: December 13, 2011 : : -5,669 2,964 1,088 -275 -719 -759 -5,530 1,158 -706 -2,869 -657 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.3 40.9 7.4 0.6 1.6 10.9 20.9 7.7 1.7 3.6 10.4 : : : : Number of Traders in Each Category Total Traders: 191 : : 62 56 11 4 10 23 43 23 11 14 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 205,607 : : Positions : : 46,966 87,805 43,483 12,326 12,293 32,446 25,599 15,605 12,888 4,151 30,445 : : : : Changes from: December 13, 2011 : : -1,889 -261 -157 130 203 -639 1,292 -62 621 568 1,330 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.8 42.7 21.1 6.0 6.0 15.8 12.5 7.6 6.3 2.0 14.8 : : : : Number of Traders in Each Category Total Traders: 247 : : 30 46 19 11 22 43 47 35 55 21 46 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 30,324 : : Positions : : 9,162 23,662 2,993 522 155 11,189 1,153 479 204 230 2,766 : : : : Changes from: December 13, 2011 : : -1,052 -1,730 -48 -45 15 -1,029 -183 -298 -79 -217 -2,923 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.2 78.0 9.9 1.7 0.5 36.9 3.8 1.6 0.7 0.8 9.1 : : : : Number of Traders in Each Category Total Traders: 89 : : 22 19 7 . 4 30 6 4 5 12 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 192,889 : : Positions : : 91,921 86,966 18,058 9,800 4,180 27,229 37,808 20,608 1,952 3,130 19,152 : : : : Changes from: December 13, 2011 : : -2,090 -1,771 1,795 457 533 -694 -2,084 1,742 -964 54 763 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 45.1 9.4 5.1 2.2 14.1 19.6 10.7 1.0 1.6 9.9 : : : : Number of Traders in Each Category Total Traders: 180 : : 38 35 13 7 9 28 50 23 12 21 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 724,562 : : Positions : : 185,590 280,109 132,237 75,968 60,075 95,089 49,325 50,401 20,013 10,778 117,509 : : : : Changes from: December 13, 2011 : : 10,495 6,992 2,042 992 -3,741 -7,813 -1,254 -117 1,181 465 -9,607 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.6 38.7 18.3 10.5 8.3 13.1 6.8 7.0 2.8 1.5 16.2 : : : : Number of Traders in Each Category Total Traders: 224 : : 56 60 19 14 24 34 21 30 39 30 57 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 142,015 : : Positions : : 36,954 55,814 27,218 5,794 9,180 20,238 17,284 11,550 1,118 3,974 30,052 : : : : Changes from: December 13, 2011 : : 1,188 -2,434 -317 68 1,057 -1,466 1,300 610 100 -429 1,281 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.0 39.3 19.2 4.1 6.5 14.3 12.2 8.1 0.8 2.8 21.2 : : : : Number of Traders in Each Category Total Traders: 324 : : 100 95 20 10 18 42 63 43 34 39 61 : ----------------------------------------------------------------------------------------------------------------
Updated December 23, 2011