Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 456,560 : : Positions : : 46,014 198,606 172,734 17,039 24,368 72,343 42,256 37,778 28,526 42,616 33,760 : : : : Changes from: May 24, 2011 : : -4,225 -3,330 -2,509 -2,169 -305 432 -2,126 2,498 1,435 1,114 -402 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.1 43.5 37.8 3.7 5.3 15.8 9.3 8.3 6.2 9.3 7.4 : : : : Number of Traders in Each Category Total Traders: 431 : : 63 101 18 10 24 66 50 63 65 91 96 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 179,600 : : Positions : : 39,340 107,619 28,659 6,778 9,195 46,141 4,729 10,918 12,351 6,518 8,090 : : : : Changes from: May 24, 2011 : : 449 0 178 -341 199 149 38 -640 751 2,425 1,353 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.9 59.9 16.0 3.8 5.1 25.7 2.6 6.1 6.9 3.6 4.5 : : : : Number of Traders in Each Category Total Traders: 195 : : 42 66 13 . 8 41 . 18 27 20 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 58,589 : : Positions : : 15,124 41,189 1,616 0 0 16,484 0 1,190 6,842 975 1,729 : : : : Changes from: May 24, 2011 : : -1,934 1,899 -82 0 0 675 -1 628 454 27 -105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.8 70.3 2.8 0.0 0.0 28.1 0.0 2.0 11.7 1.7 3.0 : : : : Number of Traders in Each Category Total Traders: 79 : : 25 25 5 0 0 20 0 . 17 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 1,435,358 : : Positions : : 234,945 810,110 271,195 91,075 57,925 379,147 32,539 90,895 175,768 58,858 64,193 : : : : Changes from: May 24, 2011 : : -3,793 9,356 -1,377 3,112 1,465 15,626 -666 5,434 7,099 -668 1,706 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.4 56.4 18.9 6.3 4.0 26.4 2.3 6.3 12.2 4.1 4.5 : : : : Number of Traders in Each Category Total Traders: 856 : : 190 360 17 10 22 120 30 67 148 104 130 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MINI CORN - CHICAGO BOARD OF TRADE (Contracts of 1,000 Bushels) : CFTC Code #002603 Open Interest is 20,387 : : Positions : : 9 3,842 0 0 0 0 0 0 16,309 1,604 96 : : : : Changes from: May 24, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.0 18.8 0.0 0.0 0.0 0.0 0.0 0.0 80.0 7.9 0.5 : : : : Number of Traders in Each Category Total Traders: 20 : : . 8 0 0 0 0 0 0 9 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 12,706 : : Positions : : 2,958 9,944 2,432 0 132 2,355 260 61 1,074 499 613 : : : : Changes from: May 24, 2011 : : -63 409 5 0 0 376 -156 0 -102 -36 247 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.3 78.3 19.1 0.0 1.0 18.5 2.0 0.5 8.5 3.9 4.8 : : : : Number of Traders in Each Category Total Traders: 45 : : 10 10 5 0 . 9 . . 11 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 21,693 : : Positions : : 3,752 16,971 4,578 0 0 4,037 728 8 3,125 1,298 1,087 : : : : Changes from: May 24, 2011 : : -664 -504 16 0 0 241 -96 -2 -338 54 3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.3 78.2 21.1 0.0 0.0 18.6 3.4 0.0 14.4 6.0 5.0 : : : : Number of Traders in Each Category Total Traders: 93 : : 13 19 11 0 0 20 4 . 22 8 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 222,640 : : Positions : : 26,128 86,403 79,717 1,290 4,404 38,818 35,989 24,901 10,017 22,644 16,798 : : : : Changes from: May 24, 2011 : : 682 -6,136 -54 134 58 -908 3,455 1,144 877 4,746 410 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.7 38.8 35.8 0.6 2.0 17.4 16.2 11.2 4.5 10.2 7.5 : : : : Number of Traders in Each Category Total Traders: 261 : : 30 55 16 . 12 48 56 50 29 31 50 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 336,780 : : Positions : : 49,998 153,466 108,278 6,838 3,394 93,480 34,866 25,169 13,681 33,704 17,143 : : : : Changes from: May 24, 2011 : : 1,763 -3,717 -189 99 386 -1,722 5,124 -2,133 -1,122 -1,531 101 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.8 45.6 32.2 2.0 1.0 27.8 10.4 7.5 4.1 10.0 5.1 : : : : Number of Traders in Each Category Total Traders: 384 : : 69 136 18 5 13 57 53 60 28 56 59 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 34,259 : : Positions : : 5,571 7,065 5,756 224 316 11,609 1,670 640 1,376 4,378 2,700 : : : : Changes from: May 24, 2011 : : 846 -597 -255 -107 138 -1,011 -36 -378 -763 684 -373 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.3 20.6 16.8 0.7 0.9 33.9 4.9 1.9 4.0 12.8 7.9 : : : : Number of Traders in Each Category Total Traders: 146 : : 24 50 15 . 4 19 12 9 13 24 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 3,492 : : Positions : : 2,118 1,968 138 0 0 0 0 0 362 1,213 2 : : : : Changes from: May 24, 2011 : : 85 188 0 0 0 0 0 0 9 -1 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 56.4 4.0 0.0 0.0 0.0 0.0 0.0 10.4 34.7 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 10 . 0 0 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 36,608 : : Positions : : 24,045 23,587 0 1,997 4 2,839 0 0 3,165 4,516 1,126 : : : : Changes from: May 24, 2011 : : 115 625 0 94 0 508 0 0 434 282 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 64.4 0.0 5.5 0.0 7.8 0.0 0.0 8.6 12.3 3.1 : : : : Number of Traders in Each Category Total Traders: 78 : : 31 29 0 . . 7 0 0 14 10 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 578,376 : : Positions : : 122,074 321,534 118,446 19,099 18,648 126,045 27,256 45,476 59,827 33,747 32,636 : : : : Changes from: May 24, 2011 : : -1,478 10,110 1,376 15 -1,354 6,319 3,415 8,899 1,392 -422 1,910 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.1 55.6 20.5 3.3 3.2 21.8 4.7 7.9 10.3 5.8 5.6 : : : : Number of Traders in Each Category Total Traders: 538 : : 87 166 17 9 19 103 20 63 89 93 93 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MINI SOYBEANS - CHICAGO BOARD OF TRADE (Contracts of 1,000 Bushels) : CFTC Code #005603 Open Interest is 27,076 : : Positions : : 3 6,638 0 0 0 185 0 0 24,103 3,943 87 : : : : Changes from: May 24, 2011 : : 0 131 0 0 0 0 0 0 1,065 567 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.0 24.5 0.0 0.0 0.0 0.7 0.0 0.0 89.0 14.6 0.3 : : : : Number of Traders in Each Category Total Traders: 50 : : . 19 0 0 0 . 0 0 18 12 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 321,598 : : Positions : : 57,426 207,692 77,495 1,238 10,677 72,138 14,747 11,941 25,064 19,968 27,758 : : : : Changes from: May 24, 2011 : : -5,076 8,097 -142 -1,063 250 5,396 -4,507 -91 -121 -466 594 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.9 64.6 24.1 0.4 3.3 22.4 4.6 3.7 7.8 6.2 8.6 : : : : Number of Traders in Each Category Total Traders: 263 : : 45 56 16 . 12 61 19 25 34 40 52 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 228,197 : : Positions : : 68,635 130,729 19,060 4,332 5,124 42,801 18,174 23,154 14,544 7,958 13,598 : : : : Changes from: May 24, 2011 : : -981 -6,335 1,115 1,135 -1,567 198 3,317 981 -489 312 -381 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.1 57.3 8.4 1.9 2.2 18.8 8.0 10.1 6.4 3.5 6.0 : : : : Number of Traders in Each Category Total Traders: 186 : : 48 48 9 5 10 34 15 26 26 17 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 155,142 : : Positions : : 28,843 90,357 41,241 15,985 9,219 31,926 5,615 7,956 13,350 9,147 5,137 : : : : Changes from: May 24, 2011 : : -23 -72 -1,171 371 928 874 -1,044 96 147 842 -142 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.6 58.2 26.6 10.3 5.9 20.6 3.6 5.1 8.6 5.9 3.3 : : : : Number of Traders in Each Category Total Traders: 220 : : 23 36 18 13 17 64 15 28 34 31 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 35,716 : : Positions : : 5,256 27,108 4,379 1,990 33 19,033 167 0 2,001 4,624 358 : : : : Changes from: May 24, 2011 : : 195 1,271 -12 25 17 700 -28 -65 528 149 -178 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.7 75.9 12.3 5.6 0.1 53.3 0.5 0.0 5.6 12.9 1.0 : : : : Number of Traders in Each Category Total Traders: 123 : : 11 20 7 5 . 47 . 0 17 21 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 162,681 : : Positions : : 62,941 87,496 23,614 8,664 5,414 33,381 31,355 11,857 8,479 2,412 6,492 : : : : Changes from: May 24, 2011 : : 3,659 1,658 529 72 1,505 -2,421 -177 436 1,134 308 407 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.7 53.8 14.5 5.3 3.3 20.5 19.3 7.3 5.2 1.5 4.0 : : : : Number of Traders in Each Category Total Traders: 170 : : 35 36 21 4 14 38 28 19 19 16 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 606,482 : : Positions : : 152,135 313,649 141,570 89,694 31,736 129,359 36,190 29,844 37,044 22,913 21,039 : : : : Changes from: May 24, 2011 : : 7,458 12,694 1,786 1,593 -225 -38 2,368 2,808 -287 3,102 4,194 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.1 51.7 23.3 14.8 5.2 21.3 6.0 4.9 6.1 3.8 3.5 : : : : Number of Traders in Each Category Total Traders: 245 : : 60 60 19 13 20 46 21 31 29 42 47 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 112,192 : : Positions : : 22,126 66,156 32,601 9,005 5,683 24,902 6,651 7,699 4,566 4,107 6,191 : : : : Changes from: May 24, 2011 : : -2,497 -1,818 -541 301 642 -462 -331 1,116 593 -397 771 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.7 59.0 29.1 8.0 5.1 22.2 5.9 6.9 4.1 3.7 5.5 : : : : Number of Traders in Each Category Total Traders: 318 : : 75 90 22 12 16 75 28 39 40 36 41 : ----------------------------------------------------------------------------------------------------------------
Updated June 3, 2011