Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 27, 2012 : 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 521,903 : : Positions : : 58,832 200,823 143,940 26,349 21,887 106,054 62,831 61,977 22,680 31,715 61,766 : : : : Changes from: November 20, 2012 : : -24,525 -10,058 -335 -1,429 -27,545 5,793 -5,380 -16,638 -652 -571 -54,880 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.3 38.5 27.6 5.0 4.2 20.3 12.0 11.9 4.3 6.1 11.8 : : : : Number of Traders in Each Category Total Traders: 416 : : 74 100 17 10 25 78 41 55 62 86 95 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 27, 2012 : 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 177,459 : : Positions : : 30,700 105,493 40,481 3,458 5,350 46,355 6,137 16,485 8,324 9,254 7,307 : : : : Changes from: November 20, 2012 : : 3,665 3,079 770 434 524 -800 -287 1,873 -156 -64 -758 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.3 59.4 22.8 1.9 3.0 26.1 3.5 9.3 4.7 5.2 4.1 : : : : Number of Traders in Each Category Total Traders: 191 : : 43 77 12 4 11 50 4 15 19 19 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 27, 2012 : 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 41,538 : : Positions : : 17,174 29,650 2,519 68 459 6,601 0 171 3,461 1,629 1,122 : : : : Changes from: November 20, 2012 : : -1,007 -471 -18 -280 27 342 0 13 127 -43 -332 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.3 71.4 6.1 0.2 1.1 15.9 0.0 0.4 8.3 3.9 2.7 : : : : Number of Traders in Each Category Total Traders: 54 : : 24 24 . . . 8 0 . 7 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 27, 2012 : 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 1,541,817 : : Positions : : 321,013 750,143 258,515 54,693 44,486 290,232 33,145 160,161 81,891 38,223 206,240 : : : : Changes from: November 20, 2012 : : -51,141 -32,951 2,266 549 -43,406 8,758 1,898 -64,364 -752 -1,890 -187,064 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.8 48.7 16.8 3.5 2.9 18.8 2.1 10.4 5.3 2.5 13.4 : : : : Number of Traders in Each Category Total Traders: 784 : : 260 363 18 9 22 101 39 77 94 119 154 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 27, 2012 : 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 11,052 : : Positions : : 4,346 8,883 1,410 0 0 1,865 0 72 337 6 244 : : : : Changes from: November 20, 2012 : : -1,200 -917 6 0 0 45 -221 -54 -37 4 -327 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.3 80.4 12.8 0.0 0.0 16.9 0.0 0.7 3.0 0.0 2.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 12 11 4 0 0 10 0 . 8 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 27, 2012 : 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 14,993 : : Positions : : 6,725 7,038 1,701 0 0 1,775 3,600 0 1,011 1,821 557 : : : : Changes from: November 20, 2012 : : -82 78 -2 0 0 69 0 0 72 0 16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.9 46.9 11.3 0.0 0.0 11.8 24.0 0.0 6.7 12.1 3.7 : : : : Number of Traders in Each Category Total Traders: 72 : : 21 14 6 0 0 7 14 0 14 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 27, 2012 : 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 296,666 : : Positions : : 12,119 105,197 62,713 2,230 7,497 63,790 19,120 28,869 15,882 9,003 76,011 : : : : Changes from: November 20, 2012 : : 1,390 1,717 -2,060 -62 923 3,370 -35 -970 -568 2,178 1,873 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.1 35.5 21.1 0.8 2.5 21.5 6.4 9.7 5.4 3.0 25.6 : : : : Number of Traders in Each Category Total Traders: 326 : : 49 72 17 . 11 72 39 55 46 58 79 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 27, 2012 : 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 414,107 : : Positions : : 64,603 180,505 89,710 2,809 4,272 80,113 34,245 46,157 17,191 8,213 74,071 : : : : Changes from: November 20, 2012 : : -6,129 14,431 -761 -48 873 7,411 -16,121 -1,649 1,595 -2,116 3,644 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.6 43.6 21.7 0.7 1.0 19.3 8.3 11.1 4.2 2.0 17.9 : : : : Number of Traders in Each Category Total Traders: 449 : : 104 161 18 4 7 75 53 68 54 52 100 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 27, 2012 : 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 29,337 : : Positions : : 4,063 2,315 3,581 166 641 6,179 7,467 568 2,508 2,225 5,687 : : : : Changes from: November 20, 2012 : : -149 -134 -148 22 211 -319 -773 22 29 32 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.8 7.9 12.2 0.6 2.2 21.1 25.5 1.9 8.5 7.6 19.4 : : : : Number of Traders in Each Category Total Traders: 145 : : 34 25 13 . 8 17 31 11 19 12 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 27, 2012 : 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 3,330 : : Positions : : 2,265 2,818 239 0 0 0 0 0 49 2 110 : : : : Changes from: November 20, 2012 : : 148 146 0 0 0 0 0 0 24 -5 -9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 84.6 7.2 0.0 0.0 0.0 0.0 0.0 1.5 0.1 3.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 15 12 . 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 27, 2012 : 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 44,003 : : Positions : : 21,482 20,628 52 1,898 191 2,453 0 123 2,367 3,400 10,331 : : : : Changes from: November 20, 2012 : : 475 -131 -20 -30 60 -96 0 30 155 453 312 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 46.9 0.1 4.3 0.4 5.6 0.0 0.3 5.4 7.7 23.5 : : : : Number of Traders in Each Category Total Traders: 76 : : 34 30 . . . 5 0 . 14 15 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF 20,000 POUNDS) : CFTC Code #063642 Open Interest is 6,754 : : Positions : : 4,777 3,771 0 0 0 43 0 0 71 1,577 1,188 : : : : Changes from: November 20, 2012 : : 174 96 0 0 0 11 0 0 20 101 160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 55.8 0.0 0.0 0.0 0.6 0.0 0.0 1.0 23.3 17.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 12 0 0 0 . 0 0 . 10 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 27, 2012 : 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 843,320 : : Positions : : 163,476 342,199 99,449 38,902 48,546 138,272 29,711 100,820 37,867 24,239 185,097 : : : : Changes from: November 20, 2012 : : -2,544 -10,808 -310 741 142 -984 3,243 -6,432 -721 3,370 -21,554 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.4 40.6 11.8 4.6 5.8 16.4 3.5 12.0 4.5 2.9 21.9 : : : : Number of Traders in Each Category Total Traders: 507 : : 122 146 17 7 24 82 42 73 91 98 142 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 27, 2012 : 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 370,218 : : Positions : : 109,099 139,117 86,656 830 4,899 36,172 85,327 33,877 14,179 15,918 49,218 : : : : Changes from: November 20, 2012 : : -24,991 -20,274 349 14 -3,398 3,138 -1,128 -9,168 -866 -2,079 -22,627 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.5 37.6 23.4 0.2 1.3 9.8 23.0 9.2 3.8 4.3 13.3 : : : : Number of Traders in Each Category Total Traders: 265 : : 64 58 17 . 14 22 56 37 20 48 62 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 27, 2012 : 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 253,348 : : Positions : : 73,384 139,319 18,398 2,812 5,085 43,290 19,575 24,263 12,011 3,937 28,029 : : : : Changes from: November 20, 2012 : : -3,110 -11,254 -3,742 147 -1,661 -1,033 2,779 -7,162 -444 52 -10,207 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.0 55.0 7.3 1.1 2.0 17.1 7.7 9.6 4.7 1.6 11.1 : : : : Number of Traders in Each Category Total Traders: 185 : : 59 56 14 . 12 34 16 18 25 15 37 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 27, 2012 : 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 213,082 : : Positions : : 24,693 91,353 62,572 5,507 10,017 29,430 39,292 17,007 25,261 5,890 28,685 : : : : Changes from: November 20, 2012 : : -4,480 -1,856 468 -594 -310 1,034 -1,625 568 -665 1,015 692 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.6 42.9 29.4 2.6 4.7 13.8 18.4 8.0 11.9 2.8 13.5 : : : : Number of Traders in Each Category Total Traders: 279 : : 30 45 21 8 16 41 57 28 70 27 41 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 27, 2012 : 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 29,787 : : Positions : : 7,104 19,079 3,386 0 242 5,042 1,992 744 4,304 168 5,784 : : : : Changes from: November 20, 2012 : : -1,537 1,203 0 0 0 1,048 -1,455 144 -178 67 645 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.8 64.1 11.4 0.0 0.8 16.9 6.7 2.5 14.4 0.6 19.4 : : : : Number of Traders in Each Category Total Traders: 84 : : 17 12 5 0 . 20 9 . 19 10 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 27, 2012 : 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 219,139 : : Positions : : 67,315 129,087 25,656 11,776 3,394 51,021 12,948 34,648 5,447 3,160 17,239 : : : : Changes from: November 20, 2012 : : -471 7,816 829 -127 184 3,090 -921 -199 617 -351 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.7 58.9 11.7 5.4 1.5 23.3 5.9 15.8 2.5 1.4 7.9 : : : : Number of Traders in Each Category Total Traders: 181 : : 32 37 19 . 8 52 20 19 21 19 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 27, 2012 : 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 864,059 : : Positions : : 257,857 424,402 199,527 50,809 42,949 129,440 118,943 63,923 30,552 11,930 67,926 : : : : Changes from: November 20, 2012 : : 9,267 3,792 5,009 -2,573 793 -1,211 7,247 -87 834 -15 2,579 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.8 49.1 23.1 5.9 5.0 15.0 13.8 7.4 3.5 1.4 7.9 : : : : Number of Traders in Each Category Total Traders: 213 : : 61 58 18 10 22 30 37 29 22 30 41 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 27, 2012 : 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 190,610 : : Positions : : 47,103 57,830 34,718 2,375 5,317 25,440 51,356 21,491 8,322 4,315 38,691 : : : : Changes from: November 20, 2012 : : -292 928 -276 24 314 253 -751 1,403 220 54 1,698 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.7 30.3 18.2 1.2 2.8 13.3 26.9 11.3 4.4 2.3 20.3 : : : : Number of Traders in Each Category Total Traders: 379 : : 107 87 22 10 20 45 80 36 64 32 64 : ----------------------------------------------------------------------------------------------------------------
Updated December 5, 2012