WHEAT - CHICAGO BOARD OF TRADE Code-001602 Disaggregated Commitments of Traders - Futures Only, December 27, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 5,000 BUSHELS) : : : Positions : All : 380,892: 32,831 120,005 169,413 15,598 17,359 58,790 87,305 33,333 15,659 31,885 21,913: 31,594 53,494 Old : 243,016: 20,598 85,925 108,351 14,346 4,308 47,519 72,134 12,919 20,399 15,366 6,513: 22,409 31,505 Other: 137,876: 12,233 34,080 62,248 2,438 11,865 22,320 26,220 9,365 3,141 24,400 7,519: 9,185 21,989 : : : : : Changes in Commitments from: December 20, 2011 : : 1,257: -940 9,372 -93 -782 2,431 -600 -11,097 1,231 -1,275 262 1,660: -1,157 -1,820 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.6 31.5 44.5 4.1 4.6 15.4 22.9 8.8 4.1 8.4 5.8: 8.3 14.0 Old : 100.0: 8.5 35.4 44.6 5.9 1.8 19.6 29.7 5.3 8.4 6.3 2.7: 9.2 13.0 Other: 100.0: 8.9 24.7 45.1 1.8 8.6 16.2 19.0 6.8 2.3 17.7 5.5: 6.7 15.9 : : : : : Number of Traders in Each Category : All : 373: 53 79 19 6 20 50 71 58 48 73 67: Old : 353: 37 72 18 7 7 50 70 37 62 57 34: Other: 241: 32 66 15 7 15 27 28 16 22 60 27: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 26.4 12.6 40.2 19.5 25.2 11.3 38.2 17.1 Old : 28.7 17.1 40.1 26.0 28.7 15.8 39.3 24.6 Other: 33.3 12.4 50.7 21.3 29.7 8.8 47.1 16.2 WHEAT - KANSAS CITY BOARD OF TRADE Code-001612 Disaggregated Commitments of Traders - Futures Only, December 27, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 5,000 BUSHELS) : : : Positions : All : 137,302: 29,700 66,454 24,209 0 2,827 26,799 17,671 20,722 12,136 3,089 3,072: 17,837 23,467 Old : 83,533: 13,286 40,371 17,975 0 1,102 28,152 19,166 3,518 6,074 2,168 1,250: 12,176 15,958 Other: 53,769: 16,414 26,083 6,236 2 1,723 13,863 13,721 1,988 7,809 2,668 75: 5,661 7,509 : : : : : Changes in Commitments from: December 20, 2011 : : -190: 11 2,313 -205 0 148 -624 -3,114 1,063 -824 95 -278: 519 -417 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.6 48.4 17.6 0.0 2.1 19.5 12.9 15.1 8.8 2.2 2.2: 13.0 17.1 Old : 100.0: 15.9 48.3 21.5 0.0 1.3 33.7 22.9 4.2 7.3 2.6 1.5: 14.6 19.1 Other: 100.0: 30.5 48.5 11.6 0.0 3.2 25.8 25.5 3.7 14.5 5.0 0.1: 10.5 14.0 : : : : : Number of Traders in Each Category : All : 159: 40 45 16 0 9 27 16 22 19 10 15: Old : 145: 30 42 16 0 . 26 17 11 18 6 11: Other: 115: 27 37 14 . 7 12 10 5 10 14 .: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 12.6 28.5 22.7 38.5 12.3 26.6 21.5 35.4 Old : 19.0 26.1 32.4 39.6 18.8 25.1 31.6 38.0 Other: 21.9 41.1 37.4 54.2 21.3 38.4 36.7 51.5 WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626 Disaggregated Commitments of Traders - Futures Only, December 27, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 5,000 BUSHELS) : : : Positions : All : 39,632: 12,402 24,242 269 82 284 11,565 1,500 405 3,152 699 2,430: 9,125 9,990 Old : 31,744: 8,344 20,098 520 101 14 10,855 1,100 405 2,479 682 1,940: 7,187 7,404 Other: 7,888: 4,058 4,144 19 251 0 710 400 0 872 216 291: 1,938 2,586 : : : : : Changes in Commitments from: December 20, 2011 : : -91: -984 155 0 -20 -40 362 50 147 -27 -14 52: 399 -421 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.3 61.2 0.7 0.2 0.7 29.2 3.8 1.0 8.0 1.8 6.1: 23.0 25.2 Old : 100.0: 26.3 63.3 1.6 0.3 0.0 34.2 3.5 1.3 7.8 2.1 6.1: 22.6 23.3 Other: 100.0: 51.4 52.5 0.2 3.2 0.0 9.0 5.1 0.0 11.1 2.7 3.7: 24.6 32.8 : : : : : Number of Traders in Each Category : All : 50: 18 16 . . . 7 . . 8 4 9: Old : 50: 17 16 . . . 7 . . 8 5 8: Other: 32: 9 12 . . 0 . . 0 4 . .: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.4 44.4 49.4 54.4 33.0 40.7 44.6 48.8 Old : 38.3 46.9 53.7 57.3 38.3 43.4 49.9 52.1 Other: 38.9 43.9 56.1 56.8 38.9 43.9 56.0 56.6 CORN - CHICAGO BOARD OF TRADE Code-002602 Disaggregated Commitments of Traders - Futures Only, December 27, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 5,000 BUSHELS) : : : Positions : All : 1,153,978: 233,074 556,776 295,760 27,551 49,400 219,609 87,903 104,804 74,122 51,021 42,088: 135,121 234,435 Old : 905,241: 147,760 456,919 251,521 7,751 34,890 208,306 90,485 51,945 70,858 49,600 25,405: 114,556 188,246 Other: 248,737: 85,314 99,857 49,547 25,108 9,202 57,487 43,602 6,675 15,914 14,071 4,033: 20,565 46,189 : : : : : Changes in Commitments from: December 20, 2011 : : -11,341: -13,847 7,414 1,116 -1,139 2,311 2,226 -13,802 -1,006 1,182 -3,320 -5,864: 2,541 4,065 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.2 48.2 25.6 2.4 4.3 19.0 7.6 9.1 6.4 4.4 3.6: 11.7 20.3 Old : 100.0: 16.3 50.5 27.8 0.9 3.9 23.0 10.0 5.7 7.8 5.5 2.8: 12.7 20.8 Other: 100.0: 34.3 40.1 19.9 10.1 3.7 23.1 17.5 2.7 6.4 5.7 1.6: 8.3 18.6 : : : : : Number of Traders in Each Category : All : 660: 164 276 20 7 20 76 49 70 90 88 89: Old : 646: 154 269 21 6 15 78 45 52 93 85 72: Other: 441: 62 217 16 8 12 25 27 10 38 68 17: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 15.3 9.8 24.4 16.0 14.5 8.7 21.7 14.1 Old : 16.5 10.7 25.2 17.2 16.4 10.7 24.5 17.0 Other: 29.1 21.8 42.4 31.3 21.6 13.5 32.1 21.6 OATS - CHICAGO BOARD OF TRADE Code-004603 Disaggregated Commitments of Traders - Futures Only, December 27, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 5,000 BUSHELS) : : : Positions : All : 12,618: 6,211 8,695 1,925 0 0 1,930 1,970 0 670 134 49: 1,833 1,770 Old : 12,347: 6,093 8,474 1,925 0 0 1,930 1,970 0 648 137 38: 1,713 1,728 Other: 271: 118 221 0 0 0 0 0 0 27 2 6: 120 42 : : : : : Changes in Commitments from: December 20, 2011 : : -190: -57 -133 -19 0 0 -80 73 0 35 -82 -6: -63 -42 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.2 68.9 15.3 0.0 0.0 15.3 15.6 0.0 5.3 1.1 0.4: 14.5 14.0 Old : 100.0: 49.3 68.6 15.6 0.0 0.0 15.6 16.0 0.0 5.2 1.1 0.3: 13.9 14.0 Other: 100.0: 43.5 81.5 0.0 0.0 0.0 0.0 0.0 0.0 10.0 0.7 2.2: 44.3 15.5 : : : : : Number of Traders in Each Category : All : 39: 12 7 4 0 0 7 7 0 4 . 4: Old : 39: 11 4 4 0 0 7 7 0 4 4 .: Other: 13: 5 6 0 0 0 0 0 0 . . .: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.8 75.5 58.6 81.9 41.5 73.9 58.2 80.3 Old : 42.5 76.6 59.5 83.2 42.5 75.5 59.5 82.1 Other: 48.0 78.2 55.7 84.5 40.6 70.5 44.3 73.1 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 Disaggregated Commitments of Traders - Futures Only, December 27, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 200,000 POUNDS) : : : Positions : All : 16,632: 6,289 6,288 2,195 345 41 1,480 3,606 405 1,490 2,036 1,522: 3,210 2,389 Old : 16,445: 6,210 6,124 2,195 345 41 1,465 3,608 403 1,497 2,036 1,513: 3,121 2,375 Other: 187: 79 164 0 0 0 17 0 0 0 7 2: 89 14 : : : : : Changes in Commitments from: December 20, 2011 : : -668: 141 -722 -3 39 -6 -102 131 140 -728 73 -250: 140 -73 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.8 37.8 13.2 2.1 0.2 8.9 21.7 2.4 9.0 12.2 9.2: 19.3 14.4 Old : 100.0: 37.8 37.2 13.3 2.1 0.2 8.9 21.9 2.5 9.1 12.4 9.2: 19.0 14.4 Other: 100.0: 42.2 87.7 0.0 0.0 0.0 9.1 0.0 0.0 0.0 3.7 1.1: 47.6 7.5 : : : : : Number of Traders in Each Category : All : 84: 13 13 7 . . 7 15 . 16 12 14: Old : 84: 13 13 7 . . 6 16 . 16 12 14: Other: 12: . 5 0 0 0 . 0 0 0 . .: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.0 29.2 43.4 42.9 29.0 24.0 43.0 36.8 Old : 29.4 28.8 43.9 42.7 29.4 23.5 43.5 37.0 Other: 50.8 84.0 52.4 92.5 50.8 84.0 51.3 91.4 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 Disaggregated Commitments of Traders - Futures Only, December 27, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 40,000 POUNDS) : : : Positions : All : 236,617: 29,693 110,291 67,455 1,411 6,302 59,658 23,061 17,539 10,578 22,151 18,628: 26,764 37,234 Old : 232,070: 29,259 107,843 67,135 1,447 6,262 59,243 23,346 17,137 10,365 22,159 17,736: 24,933 36,140 Other: 4,547: 434 2,448 356 0 4 817 117 0 970 749 135: 1,831 1,094 : : : : : Changes in Commitments from: December 20, 2011 : : 22: 3,113 -3,849 504 -184 8 -4,033 3,707 -421 1,414 2,727 -1,511: 948 -455 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.5 46.6 28.5 0.6 2.7 25.2 9.7 7.4 4.5 9.4 7.9: 11.3 15.7 Old : 100.0: 12.6 46.5 28.9 0.6 2.7 25.5 10.1 7.4 4.5 9.5 7.6: 10.7 15.6 Other: 100.0: 9.5 53.8 7.8 0.0 0.1 18.0 2.6 0.0 21.3 16.5 3.0: 40.3 24.1 : : : : : Number of Traders in Each Category : All : 264: 32 66 17 . 8 52 41 49 41 27 49: Old : 264: 31 66 17 . 8 52 43 49 38 30 48: Other: 48: 5 16 4 0 . 4 . 0 11 8 5: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.8 19.9 33.1 27.2 19.6 18.4 31.3 25.3 Old : 20.0 20.1 33.5 27.4 19.9 18.5 31.6 25.5 Other: 33.0 35.4 43.9 52.8 33.0 35.4 43.9 52.8 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Disaggregated Commitments of Traders - Futures Only, December 27, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 40,000 POUNDS) : : : Positions : All : 316,393: 43,317 147,788 97,287 4,316 8,129 95,590 32,918 24,267 11,244 31,500 12,590: 23,969 54,885 Old : 316,393: 43,317 147,788 97,287 4,316 8,129 95,590 32,918 24,267 11,244 31,500 12,590: 23,969 54,885 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 20, 2011 : : 5,489: 4,094 2,261 -325 360 -126 4,171 -228 -1,877 -426 3,498 150: -172 1,451 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.7 46.7 30.7 1.4 2.6 30.2 10.4 7.7 3.6 10.0 4.0: 7.6 17.3 Old : 100.0: 13.7 46.7 30.7 1.4 2.6 30.2 10.4 7.7 3.6 10.0 4.0: 7.6 17.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 367: 58 136 16 6 10 69 38 54 32 50 51: Old : 367: 58 136 16 6 10 69 38 54 32 50 51: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 22.5 13.5 36.6 20.7 22.1 12.9 35.1 19.4 Old : 22.5 13.5 36.6 20.7 22.1 12.9 35.1 19.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 Disaggregated Commitments of Traders - Futures Only, December 27, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 50,000 POUNDS) : : : Positions : All : 32,581: 2,929 5,637 4,345 237 921 12,088 1,697 1,695 1,923 2,849 2,857: 5,823 16,688 Old : 32,581: 2,929 5,637 4,345 237 921 12,088 1,697 1,695 1,923 2,849 2,857: 5,823 16,688 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 20, 2011 : : 2,284: 330 767 202 19 -64 1,052 -372 204 91 394 304: 165 1,032 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.0 17.3 13.3 0.7 2.8 37.1 5.2 5.2 5.9 8.7 8.8: 17.9 51.2 Old : 100.0: 9.0 17.3 13.3 0.7 2.8 37.1 5.2 5.2 5.9 8.7 8.8: 17.9 51.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 146: 18 32 11 . 6 32 9 15 15 20 23: Old : 146: 18 32 11 . 6 32 9 15 15 20 23: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 15.9 7.5 28.2 13.2 15.7 7.4 26.4 12.4 Old : 15.9 7.5 28.2 13.2 15.7 7.4 26.4 12.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 Disaggregated Commitments of Traders - Futures Only, December 27, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 20,000 POUNDS) : : : Positions : All : 3,884: 3,239 3,119 0 0 0 0 0 0 52 167 16: 577 582 Old : 3,884: 3,239 3,119 0 0 0 0 0 0 52 167 16: 577 582 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 20, 2011 : : 149: 85 159 0 0 0 0 0 0 52 4 -1: 13 -13 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.4 80.3 0.0 0.0 0.0 0.0 0.0 0.0 1.3 4.3 0.4: 14.9 15.0 Old : 100.0: 83.4 80.3 0.0 0.0 0.0 0.0 0.0 0.0 1.3 4.3 0.4: 14.9 15.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 13 13 0 0 0 0 0 0 . . .: Old : 24: 13 13 0 0 0 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.3 62.3 78.0 79.6 53.6 61.6 71.3 74.1 Old : 54.3 62.3 78.0 79.6 53.6 61.6 71.3 74.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 Disaggregated Commitments of Traders - Futures Only, December 27, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 200,000 POUNDS) : : : Positions : All : 34,695: 20,469 16,943 0 1,776 0 2,932 0 31 5,396 9,275 1,089: 4,778 5,581 Old : 34,695: 20,469 16,943 0 1,776 0 2,932 0 31 5,396 9,275 1,089: 4,778 5,581 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 20, 2011 : : 939: 519 649 0 26 0 160 0 10 148 325 83: 19 -154 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.0 48.8 0.0 5.1 0.0 8.5 0.0 0.1 15.6 26.7 3.1: 13.8 16.1 Old : 100.0: 59.0 48.8 0.0 5.1 0.0 8.5 0.0 0.1 15.6 26.7 3.1: 13.8 16.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 81: 30 27 0 . 0 7 0 . 10 17 11: Old : 81: 30 27 0 . 0 7 0 . 10 17 11: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.7 32.4 59.5 49.5 43.5 32.4 57.3 47.5 Old : 45.7 32.4 59.5 49.5 43.5 32.4 57.3 47.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 Disaggregated Commitments of Traders - Futures Only, December 27, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 5,000 BUSHELS) : : : Positions : All : 480,007: 106,446 228,622 131,681 10,079 18,914 68,344 46,914 45,773 36,479 28,900 24,689: 47,681 76,116 Old : 405,841: 86,441 196,117 126,395 7,697 8,381 58,316 56,366 29,260 35,484 27,050 19,986: 41,578 60,984 Other: 74,166: 20,005 32,505 10,453 7,549 5,366 25,028 5,548 1,513 3,850 4,705 1,848: 6,103 15,132 : : : : : Changes in Commitments from: December 20, 2011 : : -52,231: -24,323 -18,823 334 1,612 -4,883 2,392 -14,341 -3,432 -9,548 2,081 -14,916: 2,145 471 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.2 47.6 27.4 2.1 3.9 14.2 9.8 9.5 7.6 6.0 5.1: 9.9 15.9 Old : 100.0: 21.3 48.3 31.1 1.9 2.1 14.4 13.9 7.2 8.7 6.7 4.9: 10.2 15.0 Other: 100.0: 27.0 43.8 14.1 10.2 7.2 33.7 7.5 2.0 5.2 6.3 2.5: 8.2 20.4 : : : : : Number of Traders in Each Category : All : 428: 82 123 17 5 16 52 57 59 68 49 90: Old : 422: 81 119 18 4 12 50 58 50 72 50 83: Other: 234: 27 89 12 10 8 23 9 10 27 44 19: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 15.8 16.7 26.8 24.6 14.5 14.2 23.3 20.5 Old : 18.1 17.3 29.7 25.5 17.3 16.0 28.0 24.0 Other: 40.7 30.0 56.4 46.0 32.1 27.6 45.0 36.0 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 Disaggregated Commitments of Traders - Futures Only, December 27, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 60,000 POUNDS) : : : Positions : All : 290,339: 73,384 142,332 82,734 3,269 7,926 46,037 55,649 11,928 17,986 16,567 21,812: 28,532 30,856 Old : 264,258: 61,802 124,679 79,954 2,592 7,401 45,622 56,133 10,533 18,603 18,307 16,758: 23,585 27,855 Other: 26,081: 11,582 17,653 2,997 894 308 1,730 831 80 2,043 920 2,394: 4,947 3,001 : : : : : Changes in Commitments from: December 20, 2011 : : -13,497: -14,491 2,373 3,839 -430 -516 -2,298 -9,135 -226 2,367 -303 -3,947: 1,775 -1,313 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.3 49.0 28.5 1.1 2.7 15.9 19.2 4.1 6.2 5.7 7.5: 9.8 10.6 Old : 100.0: 23.4 47.2 30.3 1.0 2.8 17.3 21.2 4.0 7.0 6.9 6.3: 8.9 10.5 Other: 100.0: 44.4 67.7 11.5 3.4 1.2 6.6 3.2 0.3 7.8 3.5 9.2: 19.0 11.5 : : : : : Number of Traders in Each Category : All : 245: 49 53 16 . 12 42 38 28 27 28 43: Old : 244: 48 53 16 . 12 41 39 25 32 34 41: Other: 75: 20 19 11 . 4 4 . . 13 12 7: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 14.9 20.2 24.7 31.6 13.5 16.4 21.1 26.3 Old : 16.1 19.2 25.8 29.7 14.8 16.6 22.9 25.7 Other: 34.2 44.3 47.6 65.8 27.3 40.4 38.5 54.1 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 Disaggregated Commitments of Traders - Futures Only, December 27, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 100 TONS) : : : Positions : All : 196,580: 90,637 89,474 17,142 1,132 2,637 26,054 40,658 11,206 4,735 7,582 15,468: 28,701 28,423 Old : 170,005: 80,170 75,293 15,732 646 2,202 23,803 40,057 9,848 4,617 8,237 8,624: 25,009 25,098 Other: 26,575: 10,467 14,181 1,805 881 40 3,085 1,435 524 1,561 788 5,401: 3,692 3,325 : : : : : Changes in Commitments from: December 20, 2011 : : -7,908: -6,570 3,358 574 -167 -159 1,435 -5,630 -2,865 -143 -1,075 1,194: -1,374 -2,564 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.1 45.5 8.7 0.6 1.3 13.3 20.7 5.7 2.4 3.9 7.9: 14.6 14.5 Old : 100.0: 47.2 44.3 9.3 0.4 1.3 14.0 23.6 5.8 2.7 4.8 5.1: 14.7 14.8 Other: 100.0: 39.4 53.4 6.8 3.3 0.2 11.6 5.4 2.0 5.9 3.0 20.3: 13.9 12.5 : : : : : Number of Traders in Each Category : All : 176: 55 51 14 . 10 20 31 18 14 13 31: Old : 176: 55 51 13 . 9 21 31 16 18 16 27: Other: 76: 26 19 6 . . . 4 . 16 7 10: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 21.8 24.6 30.3 34.1 16.5 17.3 23.1 24.6 Old : 22.2 25.1 31.2 34.0 18.2 18.5 25.2 26.6 Other: 38.8 40.0 56.9 55.1 35.7 31.5 45.5 41.8 COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Disaggregated Commitments of Traders - Futures Only, December 27, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 50,000 POUNDS) : : : Positions : All : 151,348: 35,110 65,607 42,206 14,344 4,869 35,482 26,812 7,604 12,351 14,882 1,607: 12,119 15,623 Old : 141,686: 32,586 57,949 39,212 14,693 4,365 34,410 26,974 6,959 12,154 14,978 921: 11,079 14,847 Other: 9,662: 2,524 7,658 3,361 18 137 1,717 483 0 854 561 29: 1,040 776 : : : : : Changes in Commitments from: December 20, 2011 : : 1,162: -789 -994 -108 580 133 455 999 482 -426 603 8: 1,407 -649 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.2 43.3 27.9 9.5 3.2 23.4 17.7 5.0 8.2 9.8 1.1: 8.0 10.3 Old : 100.0: 23.0 40.9 27.7 10.4 3.1 24.3 19.0 4.9 8.6 10.6 0.7: 7.8 10.5 Other: 100.0: 26.1 79.3 34.8 0.2 1.4 17.8 5.0 0.0 8.8 5.8 0.3: 10.8 8.0 : : : : : Number of Traders in Each Category : All : 227: 25 39 18 12 16 43 45 28 25 38 16: Old : 227: 23 37 17 13 12 44 46 23 27 36 15: Other: 77: 10 23 15 . 4 7 . 0 9 14 .: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 22.4 14.5 36.1 23.9 20.5 12.2 29.8 20.2 Old : 23.4 15.0 36.9 24.1 21.5 13.0 30.7 21.2 Other: 46.9 60.4 65.9 71.6 46.3 60.1 64.8 71.4 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Disaggregated Commitments of Traders - Futures Only, December 27, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 15,000 POUNDS) : : : Positions : All : 25,589: 6,510 22,117 2,980 522 153 11,351 987 98 1,136 481 168: 3,193 1,063 Old : 25,580: 6,507 22,108 2,980 522 153 11,351 987 98 1,136 481 168: 3,187 1,063 Other: 9: 3 9 0 0 0 0 0 0 0 0 0: 6 0 : : : : : Changes in Commitments from: December 20, 2011 : : -88: -81 37 -13 0 -2 192 99 0 -22 31 -52: -110 -201 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.4 86.4 11.6 2.0 0.6 44.4 3.9 0.4 4.4 1.9 0.7: 12.5 4.2 Old : 100.0: 25.4 86.4 11.6 2.0 0.6 44.4 3.9 0.4 4.4 1.9 0.7: 12.5 4.2 Other: 100.0: 33.3 100.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 66.7 0.0 : : : : : Number of Traders in Each Category : All : 90: 18 16 7 . . 31 5 . 13 4 9: Old : 90: 18 16 7 . . 31 5 . 13 4 9: Other: .: . . 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.6 76.6 40.2 85.4 27.7 72.2 37.9 80.5 Old : 29.6 76.6 40.2 85.3 27.7 72.2 37.9 80.5 Other: 33.3 100.0 33.3 100.0 33.3 100.0 33.3 100.0 COCOA - ICE FUTURES U.S. Code-073732 Disaggregated Commitments of Traders - Futures Only, December 27, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 10 METRIC TONS) : : : Positions : All : 167,753: 85,324 84,957 20,057 10,961 1,030 27,686 37,278 14,416 4,877 2,888 5,061: 9,302 11,162 Old : 144,533: 71,136 62,717 19,395 10,838 934 27,358 39,613 11,672 4,230 6,627 1,018: 8,790 11,114 Other: 23,220: 14,188 22,240 755 216 3 3,070 407 2 4,409 23 281: 512 48 : : : : : Changes in Commitments from: December 20, 2011 : : 504: -1,592 879 2,021 339 -17 -768 -2,113 1,164 -710 -304 267: 139 289 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.9 50.6 12.0 6.5 0.6 16.5 22.2 8.6 2.9 1.7 3.0: 5.5 6.7 Old : 100.0: 49.2 43.4 13.4 7.5 0.6 18.9 27.4 8.1 2.9 4.6 0.7: 6.1 7.7 Other: 100.0: 61.1 95.8 3.3 0.9 0.0 13.2 1.8 0.0 19.0 0.1 1.2: 2.2 0.2 : : : : : Number of Traders in Each Category : All : 171: 36 35 14 7 7 23 47 21 13 17 17: Old : 171: 36 33 14 7 5 23 47 20 12 19 15: Other: 55: 22 18 6 . . 5 . . 10 . 4: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 27.1 27.8 42.0 44.4 24.7 20.1 35.5 28.6 Old : 28.7 27.9 45.1 43.3 28.3 22.7 42.0 32.6 Other: 46.4 74.8 65.2 88.2 37.5 73.7 53.9 81.4 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Disaggregated Commitments of Traders - Futures Only, December 27, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 112,000 POUNDS) : : : Positions : All : 544,792: 157,212 244,098 134,031 72,771 27,386 93,074 46,297 39,109 20,413 28,674 15,121: 58,446 71,336 Old : 544,792: 157,212 244,098 134,031 72,771 27,386 93,074 46,297 39,109 20,413 28,674 15,121: 58,446 71,336 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 20, 2011 : : 5,697: 1,775 1,718 262 -142 520 1,622 3,871 1,412 -1,218 -707 492: 832 -1,467 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.9 44.8 24.6 13.4 5.0 17.1 8.5 7.2 3.7 5.3 2.8: 10.7 13.1 Old : 100.0: 28.9 44.8 24.6 13.4 5.0 17.1 8.5 7.2 3.7 5.3 2.8: 10.7 13.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 219: 53 61 18 14 18 35 20 28 21 44 41: Old : 219: 53 61 18 14 18 35 20 28 21 44 41: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 15.8 14.9 28.6 23.6 15.3 13.2 25.2 20.1 Old : 15.8 14.9 28.6 23.6 15.3 13.2 25.2 20.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COFFEE C - ICE FUTURES U.S. Code-083731 Disaggregated Commitments of Traders - Futures Only, December 27, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 37,500 POUNDS) : : : Positions : All : 104,103: 29,661 49,336 25,822 5,962 6,505 20,950 17,076 8,156 3,089 5,382 4,414: 5,506 7,272 Old : 95,765: 23,711 45,819 27,010 4,480 4,329 20,523 17,194 8,038 3,115 4,923 3,829: 5,210 7,153 Other: 8,338: 5,950 3,517 875 3,545 113 545 0 0 197 682 362: 296 119 : : : : : Changes in Commitments from: December 20, 2011 : : 960: 702 174 -1,244 252 335 452 452 139 160 -146 72: 344 -318 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.5 47.4 24.8 5.7 6.2 20.1 16.4 7.8 3.0 5.2 4.2: 5.3 7.0 Old : 100.0: 24.8 47.8 28.2 4.7 4.5 21.4 18.0 8.4 3.3 5.1 4.0: 5.4 7.5 Other: 100.0: 71.4 42.2 10.5 42.5 1.4 6.5 0.0 0.0 2.4 8.2 4.3: 3.6 1.4 : : : : : Number of Traders in Each Category : All : 308: 89 81 21 9 15 43 60 36 29 37 43: Old : 306: 85 80 19 10 13 41 62 35 30 36 43: Other: 95: 35 30 12 4 . 6 0 0 8 13 4: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 16.4 15.2 30.6 23.8 15.6 12.0 26.7 19.9 Old : 17.3 14.9 31.7 23.8 16.6 12.8 28.5 21.2 Other: 59.5 68.0 69.7 82.8 59.5 67.7 67.7 81.2
Updated December 30, 2011