Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 420,557 : : Positions : : 34,300 157,840 189,444 7,026 17,885 59,892 69,833 39,090 15,322 41,545 25,250 : : : : Changes from: July 19, 2011 : : 1,447 -3,494 1,740 -3,721 861 -2,247 4,628 -3,651 -1,364 1,254 -1,123 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.2 37.5 45.0 1.7 4.3 14.2 16.6 9.3 3.6 9.9 6.0 : : : : Number of Traders in Each Category Total Traders: 383 : : 51 89 18 9 22 46 73 55 47 79 68 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 169,877 : : Positions : : 32,055 97,800 30,112 522 5,503 41,389 7,378 20,078 12,587 4,979 8,208 : : : : Changes from: July 19, 2011 : : -1,867 2,135 -812 -2 280 2,215 -1,240 1,460 729 286 776 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.9 57.6 17.7 0.3 3.2 24.4 4.3 11.8 7.4 2.9 4.8 : : : : Number of Traders in Each Category Total Traders: 176 : : 41 61 14 . 8 29 16 27 23 12 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 57,127 : : Positions : : 21,710 35,295 1,104 0 177 8,536 791 3,365 5,306 973 3,969 : : : : Changes from: July 19, 2011 : : 164 -76 41 0 0 32 3 200 -79 31 -395 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.0 61.8 1.9 0.0 0.3 14.9 1.4 5.9 9.3 1.7 6.9 : : : : Number of Traders in Each Category Total Traders: 82 : : 31 27 4 0 . 8 . 7 16 4 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 1,203,373 : : Positions : : 217,303 662,341 267,152 63,602 59,907 288,255 39,888 51,651 141,516 59,877 37,247 : : : : Changes from: July 19, 2011 : : -9,443 -6,040 7,363 528 -219 8,663 6,331 879 -4,756 -2,994 1,812 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.1 55.0 22.2 5.3 5.0 24.0 3.3 4.3 11.8 5.0 3.1 : : : : Number of Traders in Each Category Total Traders: 799 : : 183 345 15 13 21 105 36 60 109 107 108 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 12,267 : : Positions : : 3,370 9,186 2,081 0 0 2,349 693 0 795 93 1,034 : : : : Changes from: July 19, 2011 : : -508 -464 2 0 0 97 34 0 -12 0 195 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.5 74.9 17.0 0.0 0.0 19.1 5.6 0.0 6.5 0.8 8.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 8 9 4 0 0 10 . 0 9 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 17,390 : : Positions : : 3,622 12,741 3,768 122 5 3,161 565 268 1,424 1,805 683 : : : : Changes from: July 19, 2011 : : 4 364 51 58 0 470 0 50 -264 183 -282 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.8 73.3 21.7 0.7 0.0 18.2 3.2 1.5 8.2 10.4 3.9 : : : : Number of Traders in Each Category Total Traders: 84 : : 11 16 8 . . 19 . . 14 14 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 247,692 : : Positions : : 18,017 112,786 82,973 1,978 3,974 62,252 16,526 20,746 11,262 33,310 20,588 : : : : Changes from: July 19, 2011 : : -1,326 2,762 -1,355 191 1,249 2,282 -3,055 78 -565 -251 1,592 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.3 45.5 33.5 0.8 1.6 25.1 6.7 8.4 4.5 13.4 8.3 : : : : Number of Traders in Each Category Total Traders: 268 : : 33 67 16 . 11 72 25 49 37 31 44 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 313,397 : : Positions : : 41,119 150,145 110,113 5,500 2,834 82,654 24,412 26,951 10,864 33,286 13,331 : : : : Changes from: July 19, 2011 : : -605 -7,007 163 357 -17 -1,736 5,087 -663 321 1,126 -4,701 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.1 47.9 35.1 1.8 0.9 26.4 7.8 8.6 3.5 10.6 4.3 : : : : Number of Traders in Each Category Total Traders: 381 : : 66 148 18 5 10 66 40 58 32 51 49 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 39,567 : : Positions : : 4,638 8,070 6,165 299 962 13,291 1,744 2,808 1,005 4,492 3,160 : : : : Changes from: July 19, 2011 : : 211 127 -99 2 68 -897 368 292 32 30 -747 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.7 20.4 15.6 0.8 2.4 33.6 4.4 7.1 2.5 11.4 8.0 : : : : Number of Traders in Each Category Total Traders: 171 : : 27 59 14 . 8 32 11 19 12 23 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 4,142 : : Positions : : 3,181 3,053 0 0 0 0 0 0 266 862 6 : : : : Changes from: July 19, 2011 : : 3 97 0 0 0 0 0 0 92 6 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 73.7 0.0 0.0 0.0 0.0 0.0 0.0 6.4 20.8 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 11 0 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 37,916 : : Positions : : 20,539 23,370 24 1,888 86 5,025 0 0 4,129 5,669 2,008 : : : : Changes from: July 19, 2011 : : 21 980 24 -7 60 146 0 -10 154 -83 190 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 61.6 0.1 5.0 0.2 13.3 0.0 0.0 10.9 15.0 5.3 : : : : Number of Traders in Each Category Total Traders: 91 : : 30 30 . . . 9 0 0 20 11 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CME MILK IV - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF 200,000 POUNDS) : CFTC Code #052644 Open Interest is 3,843 : : Positions : : 1,739 3,146 0 0 0 0 0 0 1,936 143 1 : : : : Changes from: July 19, 2011 : : 72 16 0 0 0 0 0 0 -5 33 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.3 81.9 0.0 0.0 0.0 0.0 0.0 0.0 50.4 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 5 11 0 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 537,568 : : Positions : : 91,623 320,365 124,334 15,896 18,218 138,626 24,384 26,643 52,933 31,500 26,927 : : : : Changes from: July 19, 2011 : : -6,226 -2,160 1,643 390 -2,032 10,941 1,577 -3,401 -6,791 210 -2,058 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.0 59.6 23.1 3.0 3.4 25.8 4.5 5.0 9.8 5.9 5.0 : : : : Number of Traders in Each Category Total Traders: 536 : : 91 170 18 7 19 112 21 43 90 86 89 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 23,871 : : Positions : : 0 5,510 0 0 0 0 290 0 20,835 2,045 96 : : : : Changes from: July 19, 2011 : : -3 6 0 0 0 -172 290 0 467 190 -22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.0 23.1 0.0 0.0 0.0 0.0 1.2 0.0 87.3 8.6 0.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 0 14 0 0 0 0 . 0 18 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 278,890 : : Positions : : 66,065 169,345 73,525 502 7,851 54,720 24,894 11,365 15,516 20,962 18,579 : : : : Changes from: July 19, 2011 : : -1,858 -15,938 -3,039 -607 -863 -4,798 2,475 -1,453 -264 -251 -1,950 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.7 60.7 26.4 0.2 2.8 19.6 8.9 4.1 5.6 7.5 6.7 : : : : Number of Traders in Each Category Total Traders: 229 : : 45 54 16 . 11 43 26 26 20 42 38 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 184,730 : : Positions : : 48,458 112,265 18,201 4,599 1,457 48,235 8,746 10,920 4,986 10,295 10,610 : : : : Changes from: July 19, 2011 : : -3,617 9,957 3,543 289 -517 5,519 -4,584 -82 -2,022 885 2,056 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.2 60.8 9.9 2.5 0.8 26.1 4.7 5.9 2.7 5.6 5.7 : : : : Number of Traders in Each Category Total Traders: 184 : : 42 47 10 . 8 49 11 19 14 20 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 138,911 : : Positions : : 17,735 79,780 45,689 19,286 4,283 34,283 10,802 3,096 17,400 9,116 2,645 : : : : Changes from: July 19, 2011 : : -1,073 2,778 438 254 312 805 -819 131 1,613 -135 583 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.8 57.4 32.9 13.9 3.1 24.7 7.8 2.2 12.5 6.6 1.9 : : : : Number of Traders in Each Category Total Traders: 233 : : 25 38 19 15 13 61 23 21 37 36 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 36,194 : : Positions : : 4,648 28,238 4,062 1,931 48 20,763 317 142 1,322 3,713 456 : : : : Changes from: July 19, 2011 : : 31 622 10 0 0 365 -39 45 18 3 167 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.8 78.0 11.2 5.3 0.1 57.4 0.9 0.4 3.7 10.3 1.3 : : : : Number of Traders in Each Category Total Traders: 114 : : 13 18 7 5 . 46 . . 12 19 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 174,115 : : Positions : : 68,295 102,775 24,391 9,465 3,106 36,401 21,012 21,089 6,409 5,797 3,883 : : : : Changes from: July 19, 2011 : : 3,784 170 31 -256 1,498 -3,728 -459 1,303 110 -621 -357 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.2 59.0 14.0 5.4 1.8 20.9 12.1 12.1 3.7 3.3 2.2 : : : : Number of Traders in Each Category Total Traders: 171 : : 32 39 20 5 10 44 27 26 17 12 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 637,140 : : Positions : : 102,570 378,185 152,605 70,805 26,267 185,064 20,102 34,527 32,576 34,185 14,993 : : : : Changes from: July 19, 2011 : : -5,191 5,058 2,856 2,295 -1,711 2,369 -9,072 1,621 -395 482 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.1 59.4 24.0 11.1 4.1 29.0 3.2 5.4 5.1 5.4 2.4 : : : : Number of Traders in Each Category Total Traders: 235 : : 45 59 18 12 22 62 11 23 26 41 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 107,293 : : Positions : : 26,769 56,096 31,003 8,893 4,004 18,890 16,813 5,992 7,784 3,080 5,686 : : : : Changes from: July 19, 2011 : : -1,468 -4,896 -122 272 -2,508 -925 2,006 2,237 991 76 537 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.9 52.3 28.9 8.3 3.7 17.6 15.7 5.6 7.3 2.9 5.3 : : : : Number of Traders in Each Category Total Traders: 319 : : 89 96 20 13 14 55 38 43 47 31 47 : ----------------------------------------------------------------------------------------------------------------
Updated July 29, 2011