Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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 380,892 : : Positions : : 32,831 120,005 169,413 15,598 17,359 58,790 87,305 33,333 15,659 31,885 21,913 : : : : Changes from: December 20, 2011 : : -940 9,372 -93 -782 2,431 -600 -11,097 1,231 -1,275 262 1,660 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.6 31.5 44.5 4.1 4.6 15.4 22.9 8.8 4.1 8.4 5.8 : : : : Number of Traders in Each Category Total Traders: 373 : : 53 79 19 6 20 50 71 58 48 73 67 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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 137,302 : : Positions : : 29,700 66,454 24,209 0 2,827 26,799 17,671 20,722 12,136 3,089 3,072 : : : : Changes from: December 20, 2011 : : 11 2,313 -205 0 148 -624 -3,114 1,063 -824 95 -278 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.6 48.4 17.6 0.0 2.1 19.5 12.9 15.1 8.8 2.2 2.2 : : : : Number of Traders in Each Category Total Traders: 159 : : 40 45 16 0 9 27 16 22 19 10 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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 39,632 : : Positions : : 12,402 24,242 269 82 284 11,565 1,500 405 3,152 699 2,430 : : : : Changes from: December 20, 2011 : : -984 155 0 -20 -40 362 50 147 -27 -14 52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.3 61.2 0.7 0.2 0.7 29.2 3.8 1.0 8.0 1.8 6.1 : : : : Number of Traders in Each Category Total Traders: 50 : : 18 16 . . . 7 . . 8 4 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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 1,153,978 : : Positions : : 233,074 556,776 295,760 27,551 49,400 219,609 87,903 104,804 74,122 51,021 42,088 : : : : Changes from: December 20, 2011 : : -13,847 7,414 1,116 -1,139 2,311 2,226 -13,802 -1,006 1,182 -3,320 -5,864 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.2 48.2 25.6 2.4 4.3 19.0 7.6 9.1 6.4 4.4 3.6 : : : : Number of Traders in Each Category Total Traders: 660 : : 164 276 20 7 20 76 49 70 90 88 89 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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 12,618 : : Positions : : 6,211 8,695 1,925 0 0 1,930 1,970 0 670 134 49 : : : : Changes from: December 20, 2011 : : -57 -133 -19 0 0 -80 73 0 35 -82 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.2 68.9 15.3 0.0 0.0 15.3 15.6 0.0 5.3 1.1 0.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 12 7 4 0 0 7 7 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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 16,632 : : Positions : : 6,289 6,288 2,195 345 41 1,480 3,606 405 1,490 2,036 1,522 : : : : Changes from: December 20, 2011 : : 141 -722 -3 39 -6 -102 131 140 -728 73 -250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.8 37.8 13.2 2.1 0.2 8.9 21.7 2.4 9.0 12.2 9.2 : : : : Number of Traders in Each Category Total Traders: 84 : : 13 13 7 . . 7 15 . 16 12 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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 236,617 : : Positions : : 29,693 110,291 67,455 1,411 6,302 59,658 23,061 17,539 10,578 22,151 18,628 : : : : Changes from: December 20, 2011 : : 3,113 -3,849 504 -184 8 -4,033 3,707 -421 1,414 2,727 -1,511 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.5 46.6 28.5 0.6 2.7 25.2 9.7 7.4 4.5 9.4 7.9 : : : : Number of Traders in Each Category Total Traders: 264 : : 32 66 17 . 8 52 41 49 41 27 49 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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 316,393 : : Positions : : 43,317 147,788 97,287 4,316 8,129 95,590 32,918 24,267 11,244 31,500 12,590 : : : : Changes from: December 20, 2011 : : 4,094 2,261 -325 360 -126 4,171 -228 -1,877 -426 3,498 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.7 46.7 30.7 1.4 2.6 30.2 10.4 7.7 3.6 10.0 4.0 : : : : Number of Traders in Each Category Total Traders: 367 : : 58 136 16 6 10 69 38 54 32 50 51 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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 32,581 : : Positions : : 2,929 5,637 4,345 237 921 12,088 1,697 1,695 1,923 2,849 2,857 : : : : Changes from: December 20, 2011 : : 330 767 202 19 -64 1,052 -372 204 91 394 304 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.0 17.3 13.3 0.7 2.8 37.1 5.2 5.2 5.9 8.7 8.8 : : : : Number of Traders in Each Category Total Traders: 146 : : 18 32 11 . 6 32 9 15 15 20 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF 20,000 POUNDS) : CFTC Code #050642 Open Interest is 3,884 : : Positions : : 3,239 3,119 0 0 0 0 0 0 52 167 16 : : : : Changes from: December 20, 2011 : : 85 159 0 0 0 0 0 0 52 4 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 80.3 0.0 0.0 0.0 0.0 0.0 0.0 1.3 4.3 0.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 13 0 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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 34,695 : : Positions : : 20,469 16,943 0 1,776 0 2,932 0 31 5,396 9,275 1,089 : : : : Changes from: December 20, 2011 : : 519 649 0 26 0 160 0 10 148 325 83 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 48.8 0.0 5.1 0.0 8.5 0.0 0.1 15.6 26.7 3.1 : : : : Number of Traders in Each Category Total Traders: 81 : : 30 27 0 . 0 7 0 . 10 17 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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 480,007 : : Positions : : 106,446 228,622 131,681 10,079 18,914 68,344 46,914 45,773 36,479 28,900 24,689 : : : : Changes from: December 20, 2011 : : -24,323 -18,823 334 1,612 -4,883 2,392 -14,341 -3,432 -9,548 2,081 -14,916 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.2 47.6 27.4 2.1 3.9 14.2 9.8 9.5 7.6 6.0 5.1 : : : : Number of Traders in Each Category Total Traders: 428 : : 82 123 17 5 16 52 57 59 68 49 90 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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 290,339 : : Positions : : 73,384 142,332 82,734 3,269 7,926 46,037 55,649 11,928 17,986 16,567 21,812 : : : : Changes from: December 20, 2011 : : -14,491 2,373 3,839 -430 -516 -2,298 -9,135 -226 2,367 -303 -3,947 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.3 49.0 28.5 1.1 2.7 15.9 19.2 4.1 6.2 5.7 7.5 : : : : Number of Traders in Each Category Total Traders: 245 : : 49 53 16 . 12 42 38 28 27 28 43 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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 196,580 : : Positions : : 90,637 89,474 17,142 1,132 2,637 26,054 40,658 11,206 4,735 7,582 15,468 : : : : Changes from: December 20, 2011 : : -6,570 3,358 574 -167 -159 1,435 -5,630 -2,865 -143 -1,075 1,194 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.1 45.5 8.7 0.6 1.3 13.3 20.7 5.7 2.4 3.9 7.9 : : : : Number of Traders in Each Category Total Traders: 176 : : 55 51 14 . 10 20 31 18 14 13 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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 151,348 : : Positions : : 35,110 65,607 42,206 14,344 4,869 35,482 26,812 7,604 12,351 14,882 1,607 : : : : Changes from: December 20, 2011 : : -789 -994 -108 580 133 455 999 482 -426 603 8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.2 43.3 27.9 9.5 3.2 23.4 17.7 5.0 8.2 9.8 1.1 : : : : Number of Traders in Each Category Total Traders: 227 : : 25 39 18 12 16 43 45 28 25 38 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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 25,589 : : Positions : : 6,510 22,117 2,980 522 153 11,351 987 98 1,136 481 168 : : : : Changes from: December 20, 2011 : : -81 37 -13 0 -2 192 99 0 -22 31 -52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.4 86.4 11.6 2.0 0.6 44.4 3.9 0.4 4.4 1.9 0.7 : : : : Number of Traders in Each Category Total Traders: 90 : : 18 16 7 . . 31 5 . 13 4 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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 167,753 : : Positions : : 85,324 84,957 20,057 10,961 1,030 27,686 37,278 14,416 4,877 2,888 5,061 : : : : Changes from: December 20, 2011 : : -1,592 879 2,021 339 -17 -768 -2,113 1,164 -710 -304 267 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 50.6 12.0 6.5 0.6 16.5 22.2 8.6 2.9 1.7 3.0 : : : : Number of Traders in Each Category Total Traders: 171 : : 36 35 14 7 7 23 47 21 13 17 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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 544,792 : : Positions : : 157,212 244,098 134,031 72,771 27,386 93,074 46,297 39,109 20,413 28,674 15,121 : : : : Changes from: December 20, 2011 : : 1,775 1,718 262 -142 520 1,622 3,871 1,412 -1,218 -707 492 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.9 44.8 24.6 13.4 5.0 17.1 8.5 7.2 3.7 5.3 2.8 : : : : Number of Traders in Each Category Total Traders: 219 : : 53 61 18 14 18 35 20 28 21 44 41 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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 104,103 : : Positions : : 29,661 49,336 25,822 5,962 6,505 20,950 17,076 8,156 3,089 5,382 4,414 : : : : Changes from: December 20, 2011 : : 702 174 -1,244 252 335 452 452 139 160 -146 72 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.5 47.4 24.8 5.7 6.2 20.1 16.4 7.8 3.0 5.2 4.2 : : : : Number of Traders in Each Category Total Traders: 308 : : 89 81 21 9 15 43 60 36 29 37 43 : ----------------------------------------------------------------------------------------------------------------
Updated December 30, 2011