Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 526,548 : : Positions : : 69,647 164,138 175,491 16,368 36,496 53,741 85,698 53,756 16,556 27,012 82,990 : : : : Changes from: September 27, 2011 : : 4,359 6,407 -4,420 33 2,609 -599 -4,857 315 996 -2,390 9,350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.2 31.2 33.3 3.1 6.9 10.2 16.3 10.2 3.1 5.1 15.8 : : : : Number of Traders in Each Category Total Traders: 426 : : 80 94 19 8 25 50 87 66 67 80 109 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 170,193 : : Positions : : 32,693 82,011 22,839 0 2,614 41,228 14,910 21,790 9,945 3,745 14,755 : : : : Changes from: September 27, 2011 : : 3,169 -6,286 589 -59 157 -10,045 1,865 3,634 13 -595 3,805 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.2 48.2 13.4 0.0 1.5 24.2 8.8 12.8 5.8 2.2 8.7 : : : : Number of Traders in Each Category Total Traders: 178 : : 44 57 15 0 8 32 21 25 26 10 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 42,806 : : Positions : : 14,305 26,031 504 0 203 7,753 1,018 1,034 2,674 284 3,657 : : : : Changes from: September 27, 2011 : : -57 116 -2 0 37 -527 178 -304 161 -289 -961 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.4 60.8 1.2 0.0 0.5 18.1 2.4 2.4 6.2 0.7 8.5 : : : : Number of Traders in Each Category Total Traders: 49 : : 20 17 . 0 . 5 . . 8 . 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 1,912,911 : : Positions : : 405,201 697,697 261,466 67,910 128,196 217,948 46,614 185,996 77,145 49,651 453,614 : : : : Changes from: September 27, 2011 : : 42,744 -7,876 -11,664 -2,086 6,520 -29,384 3,151 10,933 -5,533 6,019 52,291 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.2 36.5 13.7 3.6 6.7 11.4 2.4 9.7 4.0 2.6 23.7 : : : : Number of Traders in Each Category Total Traders: 834 : : 263 346 17 11 25 104 42 85 136 125 214 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 17,637 : : Positions : : 8,884 11,424 1,940 0 0 1,824 2,020 0 383 264 1,784 : : : : Changes from: September 27, 2011 : : 1,029 248 -55 0 0 -294 201 0 -3 4 159 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 64.8 11.0 0.0 0.0 10.3 11.5 0.0 2.2 1.5 10.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 11 9 4 0 0 7 9 0 7 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 19,102 : : Positions : : 7,131 11,909 2,562 0 94 2,791 1,350 17 1,003 2,387 2,099 : : : : Changes from: September 27, 2011 : : 1,291 -261 -441 0 -47 -489 29 14 126 48 606 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.3 62.3 13.4 0.0 0.5 14.6 7.1 0.1 5.3 12.5 11.0 : : : : Number of Traders in Each Category Total Traders: 86 : : 19 18 9 0 . 15 8 . 12 17 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 321,731 : : Positions : : 35,541 139,142 74,636 2,628 6,515 67,350 7,082 33,351 5,727 17,443 65,377 : : : : Changes from: September 27, 2011 : : 1,034 8,740 -2,893 325 1,165 2,071 -10,289 833 145 1,393 15,056 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.0 43.2 23.2 0.8 2.0 20.9 2.2 10.4 1.8 5.4 20.3 : : : : Number of Traders in Each Category Total Traders: 298 : : 41 72 18 . 12 82 30 56 39 32 66 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 455,176 : : Positions : : 53,724 206,390 105,908 3,977 6,059 110,154 12,273 49,107 5,300 17,518 94,659 : : : : Changes from: September 27, 2011 : : -889 12,483 485 -1,642 -1,456 11,617 -6,077 3,099 -1,919 5,588 10,569 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.8 45.3 23.3 0.9 1.3 24.2 2.7 10.8 1.2 3.8 20.8 : : : : Number of Traders in Each Category Total Traders: 440 : : 93 174 17 4 12 96 32 59 41 60 84 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 39,106 : : Positions : : 4,160 8,043 4,163 92 1,000 11,780 2,462 2,465 1,876 1,199 6,445 : : : : Changes from: September 27, 2011 : : -446 430 -353 92 238 254 -574 -532 72 -1,013 -965 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.6 20.6 10.6 0.2 2.6 30.1 6.3 6.3 4.8 3.1 16.5 : : : : Number of Traders in Each Category Total Traders: 158 : : 28 43 11 . 8 32 13 18 19 18 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 51,983 : : Positions : : 29,175 25,447 0 1,346 0 2,035 0 49 3,922 2,158 11,760 : : : : Changes from: September 27, 2011 : : -2,042 -4,759 0 -125 -7 -1,141 0 13 -1,175 -91 -1,675 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 49.0 0.0 2.6 0.0 3.9 0.0 0.1 7.5 4.2 22.6 : : : : Number of Traders in Each Category Total Traders: 75 : : 37 34 0 . 0 7 0 . 13 8 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 889,103 : : Positions : : 224,325 333,889 111,676 19,569 59,931 79,937 29,815 89,349 30,170 22,003 239,007 : : : : Changes from: September 27, 2011 : : 21,151 -14,676 -12,739 -362 12,827 -16,112 2,976 10,270 3,383 1,098 49,006 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.2 37.6 12.6 2.2 6.7 9.0 3.4 10.0 3.4 2.5 26.9 : : : : Number of Traders in Each Category Total Traders: 568 : : 107 162 17 10 24 59 61 79 97 113 180 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 19,968 : : Positions : : 9 4,198 0 0 0 0 410 0 16,352 2,661 186 : : : : Changes from: September 27, 2011 : : 1 177 0 0 0 0 0 0 -645 80 86 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.0 21.0 0.0 0.0 0.0 0.0 2.1 0.0 81.9 13.3 0.9 : : : : Number of Traders in Each Category Total Traders: 38 : : . 11 0 0 0 0 . 0 16 9 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 374,395 : : Positions : : 126,777 173,972 62,584 1,513 17,202 43,111 42,882 25,122 14,215 21,846 56,811 : : : : Changes from: September 27, 2011 : : 10,221 -1,058 -1,828 127 4,354 -3,116 9,048 5,446 316 -2,913 15,241 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.9 46.5 16.7 0.4 4.6 11.5 11.5 6.7 3.8 5.8 15.2 : : : : Number of Traders in Each Category Total Traders: 253 : : 54 60 16 . 13 35 44 23 31 38 56 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 215,479 : : Positions : : 85,882 96,877 17,124 1,555 1,615 28,929 29,527 19,576 6,112 12,300 22,394 : : : : Changes from: September 27, 2011 : : 4,649 -3,400 -70 -3,698 106 -4,285 6,660 4,754 999 592 3,878 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.9 45.0 7.9 0.7 0.7 13.4 13.7 9.1 2.8 5.7 10.4 : : : : Number of Traders in Each Category Total Traders: 200 : : 65 57 13 . 8 26 31 20 20 21 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 258,286 : : Positions : : 61,443 111,714 43,104 19,054 19,575 34,005 11,294 20,206 9,071 3,033 59,046 : : : : Changes from: September 27, 2011 : : 5,015 2,833 -992 -777 -802 2,702 959 442 -1,291 167 507 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.8 43.3 16.7 7.4 7.6 13.2 4.4 7.8 3.5 1.2 22.9 : : : : Number of Traders in Each Category Total Traders: 244 : : 38 47 21 16 26 59 21 30 41 33 53 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 33,841 : : Positions : : 11,542 22,777 3,563 410 6 8,001 1,471 708 664 263 6,596 : : : : Changes from: September 27, 2011 : : 1,479 227 -204 0 -3 -695 66 142 10 105 309 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.1 67.3 10.5 1.2 0.0 23.6 4.3 2.1 2.0 0.8 19.5 : : : : Number of Traders in Each Category Total Traders: 86 : : 22 22 9 . . 18 9 . 14 8 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 229,941 : : Positions : : 108,788 97,412 18,008 11,449 5,855 25,936 40,056 32,959 2,388 3,464 27,591 : : : : Changes from: September 27, 2011 : : 5,541 -588 -1,045 745 527 -1,917 -266 7,283 -291 395 4,048 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.3 42.4 7.8 5.0 2.5 11.3 17.4 14.3 1.0 1.5 12.0 : : : : Number of Traders in Each Category Total Traders: 194 : : 39 40 15 9 11 27 56 26 19 18 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 655,530 : : Positions : : 126,595 271,311 129,365 83,881 48,121 104,387 20,925 36,425 24,448 5,652 123,184 : : : : Changes from: September 27, 2011 : : 10,041 -6,974 -6,965 -120 -2,386 -5,256 1,704 -3,387 1,995 -422 7,670 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.3 41.4 19.7 12.8 7.3 15.9 3.2 5.6 3.7 0.9 18.8 : : : : Number of Traders in Each Category Total Traders: 222 : : 53 61 19 13 26 44 10 27 33 34 57 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 195,733 : : Positions : : 54,140 77,088 29,230 8,281 9,572 18,453 11,524 25,286 1,082 5,362 52,778 : : : : Changes from: September 27, 2011 : : -379 -1,293 -1,028 -2,317 1,090 -2,298 -1,199 6,906 98 716 2,406 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.7 39.4 14.9 4.2 4.9 9.4 5.9 12.9 0.6 2.7 27.0 : : : : Number of Traders in Each Category Total Traders: 328 : : 92 92 22 12 18 53 47 50 39 44 67 : ----------------------------------------------------------------------------------------------------------------
Updated October 7, 2011