WHEAT - CHICAGO BOARD OF TRADE Code-001602 Disaggregated Commitments of Traders - Options and Futures Combined, 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 : 451,421: 43,044 132,781 171,950 15,543 24,450 60,895 90,147 43,946 12,775 27,679 59,644: 34,718 57,232 Old : 296,184: 30,073 97,039 109,987 14,106 8,867 49,697 72,697 20,758 17,254 13,670 34,580: 24,968 34,466 Other: 155,238: 12,971 35,741 63,034 2,508 14,511 22,884 29,136 11,502 3,450 21,938 17,135: 9,750 22,766 : : : : : Changes in Commitments from: December 20, 2011 : : 6,424: -835 11,695 29 -1,086 3,030 1,707 -10,929 1,577 -1,738 -468 3,875: -1,221 -1,271 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.5 29.4 38.1 3.4 5.4 13.5 20.0 9.7 2.8 6.1 13.2: 7.7 12.7 Old : 100.0: 10.2 32.8 37.1 4.8 3.0 16.8 24.5 7.0 5.8 4.6 11.7: 8.4 11.6 Other: 100.0: 8.4 23.0 40.6 1.6 9.3 14.7 18.8 7.4 2.2 14.1 11.0: 6.3 14.7 : : : : : Number of Traders in Each Category : All : 385: 70 89 19 6 21 48 77 66 45 80 94: Old : 366: 57 82 18 7 15 50 72 47 53 70 72: Other: 246: 36 68 15 7 15 29 27 19 32 53 50: :------------------------------------------------------------------------------------------------------------------------------------------------------- : 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 : 22.8 11.0 35.0 16.9 21.6 9.6 32.7 14.5 Old : 24.2 14.6 33.7 21.9 24.0 13.0 32.7 20.2 Other: 30.5 11.6 46.1 19.5 26.6 8.5 42.1 15.5 WHEAT - KANSAS CITY BOARD OF TRADE Code-001612 Disaggregated Commitments of Traders - Options and Futures Combined, 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 : 141,900: 31,096 68,198 24,304 0 2,894 26,799 17,671 20,722 12,027 2,623 5,676: 18,382 24,117 Old : 86,065: 14,174 40,931 18,057 0 1,168 28,152 19,166 3,518 5,671 2,170 2,785: 12,540 16,327 Other: 55,835: 16,921 27,266 6,249 2 1,724 13,863 13,721 1,988 7,850 1,947 1,398: 5,842 7,789 : : : : : Changes in Commitments from: December 20, 2011 : : -386: -315 2,339 -247 0 167 -624 -3,114 1,063 -655 -32 -358: 583 -451 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.9 48.1 17.1 0.0 2.0 18.9 12.5 14.6 8.5 1.8 4.0: 13.0 17.0 Old : 100.0: 16.5 47.6 21.0 0.0 1.4 32.7 22.3 4.1 6.6 2.5 3.2: 14.6 19.0 Other: 100.0: 30.3 48.8 11.2 0.0 3.1 24.8 24.6 3.6 14.1 3.5 2.5: 10.5 14.0 : : : : : Number of Traders in Each Category : All : 162: 44 49 16 0 9 27 16 22 25 5 16: Old : 147: 36 45 16 0 4 26 17 11 18 7 14: Other: 117: 29 40 14 . 7 12 10 5 16 8 12: :------------------------------------------------------------------------------------------------------------------------------------------------------- : 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 : 12.2 27.7 22.1 37.4 11.9 25.6 20.8 34.1 Old : 18.6 25.4 31.6 38.5 18.4 24.2 30.8 36.7 Other: 21.0 39.6 36.0 52.2 20.5 36.9 35.2 49.6 WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626 Disaggregated Commitments of Traders - Options and Futures Combined, 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 : 40,827: 12,626 24,299 269 95 458 11,579 1,500 448 2,954 710 3,125: 9,367 10,191 Old : 32,911: 8,568 20,153 520 114 188 10,869 1,100 448 2,267 689 2,632: 7,419 7,586 Other: 7,916: 4,058 4,146 19 251 0 710 400 0 874 207 307: 1,948 2,605 : : : : : Changes in Commitments from: December 20, 2011 : : -65: -1,008 152 0 35 -68 378 50 139 38 -6 43: 413 -411 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.9 59.5 0.7 0.2 1.1 28.4 3.7 1.1 7.2 1.7 7.7: 22.9 25.0 Old : 100.0: 26.0 61.2 1.6 0.3 0.6 33.0 3.3 1.4 6.9 2.1 8.0: 22.5 23.1 Other: 100.0: 51.3 52.4 0.2 3.2 0.0 9.0 5.1 0.0 11.0 2.6 3.9: 24.6 32.9 : : : : : Number of Traders in Each Category : All : 50: 19 18 . . . 7 . . 6 6 10: Old : 50: 19 18 . . . 7 . . 7 6 10: Other: 33: 9 12 . . 0 . . 0 6 . 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 : 32.9 43.1 49.0 52.9 32.4 39.5 44.1 47.3 Old : 37.4 45.3 53.0 55.3 37.3 41.7 49.1 50.1 Other: 38.8 43.8 55.9 56.6 38.8 43.8 55.8 56.4 CORN - CHICAGO BOARD OF TRADE Code-002602 Disaggregated Commitments of Traders - Options and Futures Combined, 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 : 1,558,918: 300,309 609,959 284,317 29,599 99,577 238,201 89,548 168,765 60,239 50,806 238,930: 168,580 271,734 Old : 1,248,121: 209,537 503,166 241,966 9,865 72,171 223,205 89,831 106,050 50,966 49,401 200,963: 143,263 216,673 Other: 310,798: 90,773 106,793 47,277 24,660 22,480 59,359 44,079 18,353 18,075 10,207 29,164: 25,317 55,061 : : : : : Changes in Commitments from: December 20, 2011 : : -9,176: -15,410 6,979 994 349 4,807 5,280 -16,912 -129 -78 -1,988 -8,071: 3,430 5,789 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.3 39.1 18.2 1.9 6.4 15.3 5.7 10.8 3.9 3.3 15.3: 10.8 17.4 Old : 100.0: 16.8 40.3 19.4 0.8 5.8 17.9 7.2 8.5 4.1 4.0 16.1: 11.5 17.4 Other: 100.0: 29.2 34.4 15.2 7.9 7.2 19.1 14.2 5.9 5.8 3.3 9.4: 8.1 17.7 : : : : : Number of Traders in Each Category : All : 694: 216 293 19 8 21 82 51 82 73 127 142: Old : 683: 211 287 20 7 20 81 50 66 73 125 130: Other: 460: 82 225 16 8 18 26 28 22 50 66 57: :------------------------------------------------------------------------------------------------------------------------------------------------------- : 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 : 12.3 8.7 20.2 14.0 10.4 6.5 15.4 10.5 Old : 12.5 9.1 20.1 14.3 11.6 7.7 17.2 12.3 Other: 24.2 18.1 36.1 26.2 17.4 11.1 25.5 17.7 OATS - CHICAGO BOARD OF TRADE Code-004603 Disaggregated Commitments of Traders - Options and Futures Combined, 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 : 13,758: 6,968 8,987 1,925 0 0 1,930 1,970 0 299 126 729: 1,908 1,946 Old : 13,335: 6,722 8,745 1,925 0 0 1,930 1,970 0 349 123 621: 1,788 1,876 Other: 423: 246 242 0 0 0 0 0 0 0 53 57: 120 70 : : : : : Changes in Commitments from: December 20, 2011 : : -172: -65 -47 -19 0 0 -80 73 0 115 -58 -62: -62 -79 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.6 65.3 14.0 0.0 0.0 14.0 14.3 0.0 2.2 0.9 5.3: 13.9 14.1 Old : 100.0: 50.4 65.6 14.4 0.0 0.0 14.5 14.8 0.0 2.6 0.9 4.7: 13.4 14.1 Other: 100.0: 58.1 57.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 12.6 13.6: 28.4 16.6 : : : : : Number of Traders in Each Category : All : 39: 12 8 4 0 0 7 7 0 5 . 5: Old : 39: 12 7 4 0 0 7 7 0 7 . 5: Other: 15: 6 7 0 0 0 0 0 0 0 5 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 : 40.3 69.5 57.2 77.7 38.3 65.1 53.8 71.0 Old : 41.2 71.1 57.8 79.0 39.5 67.8 55.4 73.9 Other: 61.0 59.5 70.7 79.8 45.0 48.8 46.4 57.7 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 Disaggregated Commitments of Traders - Options and Futures Combined, 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 : 17,429: 6,814 6,491 2,195 345 41 1,480 3,606 405 1,215 2,079 2,002: 3,277 2,459 Old : 17,242: 6,735 6,327 2,195 345 41 1,465 3,608 403 1,215 2,072 2,000: 3,188 2,445 Other: 187: 79 164 0 0 0 17 0 0 0 7 2: 89 14 : : : : : Changes in Commitments from: December 20, 2011 : : -1,640: -535 -720 -3 39 -6 -102 131 140 -0 106 -1,277: 145 -52 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.1 37.2 12.6 2.0 0.2 8.5 20.7 2.3 7.0 11.9 11.5: 18.8 14.1 Old : 100.0: 39.1 36.7 12.7 2.0 0.2 8.5 20.9 2.3 7.0 12.0 11.6: 18.5 14.2 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 : 86: 15 14 7 . . 7 15 . 13 16 14: Old : 86: 15 14 7 . . 6 16 . 13 16 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 : 28.4 28.0 42.3 41.1 28.4 21.2 41.8 33.0 Old : 28.7 27.6 42.7 40.8 28.7 20.8 42.3 33.1 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 - Options and Futures Combined, 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 : 281,093: 35,640 127,224 68,782 1,456 6,482 59,541 23,628 22,215 10,269 8,131 49,109: 29,054 42,848 Old : 274,604: 35,086 123,935 68,462 1,492 6,442 59,126 24,030 21,655 10,066 9,213 46,739: 27,027 41,098 Other: 6,489: 554 3,289 356 0 4 817 0 157 1,354 69 1,219: 2,027 1,750 : : : : : Changes in Commitments from: December 20, 2011 : : -1,588: 2,738 -4,352 680 -200 5 -3,983 3,108 -177 729 3,066 -2,494: 914 -544 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.7 45.3 24.5 0.5 2.3 21.2 8.4 7.9 3.7 2.9 17.5: 10.3 15.2 Old : 100.0: 12.8 45.1 24.9 0.5 2.3 21.5 8.8 7.9 3.7 3.4 17.0: 9.8 15.0 Other: 100.0: 8.5 50.7 5.5 0.0 0.1 12.6 0.0 2.4 20.9 1.1 18.8: 31.2 27.0 : : : : : Number of Traders in Each Category : All : 270: 46 68 17 . 9 53 42 51 40 30 58: Old : 270: 46 68 17 . 9 53 44 51 37 33 58: Other: 55: 12 21 4 0 . 4 . . 17 . 12: :------------------------------------------------------------------------------------------------------------------------------------------------------- : 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 : 17.3 19.5 28.6 27.8 17.2 16.6 27.1 23.7 Old : 17.6 19.6 29.2 28.0 17.5 16.7 27.5 23.9 Other: 27.5 32.8 40.6 46.6 23.7 30.6 32.8 41.5 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Disaggregated Commitments of Traders - Options and Futures Combined, 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 : 396,315: 54,008 177,693 97,731 4,937 8,919 95,529 27,424 38,380 9,610 8,872 65,501: 26,635 64,589 Old : 396,315: 54,008 177,693 97,731 4,937 8,919 95,529 27,424 38,380 9,610 8,872 65,501: 26,635 64,589 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 20, 2011 : : 5,751: 2,741 3,561 -159 591 -116 5,922 -809 -2,877 -898 2,115 1,894: -757 1,391 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.6 44.8 24.7 1.2 2.3 24.1 6.9 9.7 2.4 2.2 16.5: 6.7 16.3 Old : 100.0: 13.6 44.8 24.7 1.2 2.3 24.1 6.9 9.7 2.4 2.2 16.5: 6.7 16.3 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 : 385: 82 147 16 6 11 69 40 57 41 49 70: Old : 385: 82 147 16 6 11 69 40 57 41 49 70: 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 : 18.3 15.4 30.2 22.5 17.9 11.9 28.8 17.0 Old : 18.3 15.4 30.2 22.5 17.9 11.9 28.8 17.0 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 - Options and Futures Combined, 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 : 37,346: 3,357 6,422 4,345 302 930 12,458 1,697 1,695 1,927 1,172 6,201: 6,431 18,925 Old : 37,346: 3,357 6,422 4,345 302 930 12,458 1,697 1,695 1,927 1,172 6,201: 6,431 18,925 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 20, 2011 : : 2,621: 331 820 202 22 -55 1,142 -372 204 96 325 592: 109 1,084 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.0 17.2 11.6 0.8 2.5 33.4 4.5 4.5 5.2 3.1 16.6: 17.2 50.7 Old : 100.0: 9.0 17.2 11.6 0.8 2.5 33.4 4.5 4.5 5.2 3.1 16.6: 17.2 50.7 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 : 160: 26 40 11 . 6 33 9 15 23 19 32: Old : 160: 26 40 11 . 6 33 9 15 23 19 32: 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 : 13.9 8.4 25.4 14.2 13.7 6.2 23.0 10.4 Old : 13.9 8.4 25.4 14.2 13.7 6.2 23.0 10.4 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 - Options and Futures Combined, 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 : 4,168: 3,450 3,336 0 0 0 0 0 0 57 159 60: 602 613 Old : 4,168: 3,450 3,336 0 0 0 0 0 0 57 159 60: 602 613 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 20, 2011 : : 137: 77 151 0 0 0 0 0 0 50 1 -1: 11 -14 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.8 80.0 0.0 0.0 0.0 0.0 0.0 0.0 1.4 3.8 1.4: 14.4 14.7 Old : 100.0: 82.8 80.0 0.0 0.0 0.0 0.0 0.0 0.0 1.4 3.8 1.4: 14.4 14.7 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 : 26: 15 14 0 0 0 0 0 0 . . .: Old : 26: 15 14 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 : 51.6 61.0 75.3 77.2 51.0 60.2 69.0 72.5 Old : 51.6 61.0 75.3 77.2 51.0 60.2 69.0 72.5 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 - Options and Futures Combined, 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 : 55,867: 27,568 25,041 0 1,824 0 2,788 0 206 6,653 3,895 12,527: 6,125 12,376 Old : 55,867: 27,568 25,041 0 1,824 0 2,788 0 206 6,653 3,895 12,527: 6,125 12,376 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 20, 2011 : : 760: 406 481 0 24 0 112 0 51 35 329 161: -5 -287 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.3 44.8 0.0 3.3 0.0 5.0 0.0 0.4 11.9 7.0 22.4: 11.0 22.2 Old : 100.0: 49.3 44.8 0.0 3.3 0.0 5.0 0.0 0.4 11.9 7.0 22.4: 11.0 22.2 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 : 89: 39 37 0 . 0 8 0 . 15 15 19: Old : 89: 39 37 0 . 0 8 0 . 15 15 19: 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 : 37.1 27.7 51.6 40.6 35.3 26.4 44.8 33.8 Old : 37.1 27.7 51.6 40.6 35.3 26.4 44.8 33.8 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 - Options and Futures Combined, 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 : 639,929: 124,838 255,331 130,644 9,233 35,881 71,654 47,971 73,801 31,584 16,732 118,930: 52,597 82,048 Old : 547,570: 103,450 218,692 125,181 6,727 22,542 60,076 57,126 53,884 29,577 15,885 106,718: 46,141 65,997 Other: 92,359: 21,387 36,639 10,426 7,470 8,376 26,485 5,752 5,010 3,464 2,305 10,755: 6,455 16,051 : : : : : Changes in Commitments from: December 20, 2011 : : -99,383: -36,845 -20,053 1,303 4,020 -8,039 10,161 -10,947 -15,698 -2,000 722 -48,575: 310 -812 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.5 39.9 20.4 1.4 5.6 11.2 7.5 11.5 4.9 2.6 18.6: 8.2 12.8 Old : 100.0: 18.9 39.9 22.9 1.2 4.1 11.0 10.4 9.8 5.4 2.9 19.5: 8.4 12.1 Other: 100.0: 23.2 39.7 11.3 8.1 9.1 28.7 6.2 5.4 3.8 2.5 11.6: 7.0 17.4 : : : : : Number of Traders in Each Category : All : 449: 103 133 18 5 20 54 60 68 64 71 124: Old : 444: 101 130 18 4 19 49 64 59 70 69 118: Other: 244: 38 91 13 9 12 25 11 15 32 44 40: :------------------------------------------------------------------------------------------------------------------------------------------------------- : 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 : 12.5 14.9 22.0 22.1 10.8 11.2 17.1 15.8 Old : 14.4 15.2 24.6 22.1 12.9 12.4 20.7 18.2 Other: 33.0 27.3 45.8 40.7 25.7 24.8 36.2 32.0 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 Disaggregated Commitments of Traders - Options and Futures Combined, 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 : 334,218: 87,999 160,616 81,898 3,286 9,911 46,953 49,056 24,095 13,619 15,628 39,545: 30,198 32,081 Old : 306,878: 75,858 142,525 79,188 2,609 9,242 46,538 49,397 22,590 14,211 17,434 34,000: 25,251 29,080 Other: 27,340: 12,141 18,091 2,927 894 452 1,730 974 190 2,055 840 2,898: 4,947 3,001 : : : : : Changes in Commitments from: December 20, 2011 : : -20,098: -15,771 -169 3,951 -431 -656 -1,604 -10,774 -1,029 -183 1,143 -6,752: 1,945 -1,430 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.3 48.1 24.5 1.0 3.0 14.0 14.7 7.2 4.1 4.7 11.8: 9.0 9.6 Old : 100.0: 24.7 46.4 25.8 0.9 3.0 15.2 16.1 7.4 4.6 5.7 11.1: 8.2 9.5 Other: 100.0: 44.4 66.2 10.7 3.3 1.7 6.3 3.6 0.7 7.5 3.1 10.6: 18.1 11.0 : : : : : Number of Traders in Each Category : All : 250: 52 62 16 . 13 41 39 29 20 38 51: Old : 249: 51 62 16 . 13 40 40 27 25 44 49: Other: 77: 20 22 11 . 5 4 . . 17 9 15: :------------------------------------------------------------------------------------------------------------------------------------------------------- : 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 : 14.0 19.7 24.1 30.7 11.6 14.9 18.3 22.5 Old : 15.1 19.0 25.1 28.9 12.6 14.9 19.5 22.1 Other: 33.8 42.3 47.7 63.7 25.8 38.5 37.0 52.1 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 Disaggregated Commitments of Traders - Options and Futures Combined, 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 : 215,864: 96,647 94,697 17,282 1,132 3,328 26,261 41,493 14,133 3,686 7,133 24,237: 30,290 29,712 Old : 187,027: 84,632 80,164 15,720 587 2,895 24,016 40,148 12,559 4,154 7,753 16,568: 26,484 26,354 Other: 28,837: 12,016 14,532 1,898 881 97 3,085 2,185 734 945 792 6,257: 3,806 3,359 : : : : : Changes in Commitments from: December 20, 2011 : : -10,589: -8,107 2,049 468 -138 -195 1,654 -5,810 -3,299 -189 -1,034 773: -1,693 -2,935 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.8 43.9 8.0 0.5 1.5 12.2 19.2 6.5 1.7 3.3 11.2: 14.0 13.8 Old : 100.0: 45.3 42.9 8.4 0.3 1.5 12.8 21.5 6.7 2.2 4.1 8.9: 14.2 14.1 Other: 100.0: 41.7 50.4 6.6 3.1 0.3 10.7 7.6 2.5 3.3 2.7 21.7: 13.2 11.6 : : : : : Number of Traders in Each Category : All : 179: 59 53 14 . 10 21 32 20 11 17 33: Old : 179: 59 53 14 . 10 23 31 18 16 19 30: Other: 77: 27 20 6 . . . 4 . 14 9 18: :------------------------------------------------------------------------------------------------------------------------------------------------------- : 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 : 20.5 23.9 29.8 33.7 15.1 16.4 20.9 23.1 Old : 20.9 24.2 30.0 33.3 16.7 17.6 23.0 25.0 Other: 35.8 40.5 54.6 54.9 32.9 31.0 42.1 40.3 COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Disaggregated Commitments of Traders - Options and Futures Combined, 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 : 206,507: 46,060 87,027 43,543 13,137 12,145 32,589 25,906 16,624 12,338 4,650 30,356: 12,853 16,663 Old : 196,222: 43,438 79,132 40,387 13,314 11,775 31,517 26,068 15,979 12,214 5,007 29,128: 11,782 15,818 Other: 10,286: 2,621 7,894 3,350 18 175 1,717 483 0 844 363 508: 1,070 845 : : : : : Changes in Commitments from: December 20, 2011 : : 901: -907 -779 60 811 -148 144 307 1,019 -550 499 -90: 1,373 -719 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.3 42.1 21.1 6.4 5.9 15.8 12.5 8.1 6.0 2.3 14.7: 6.2 8.1 Old : 100.0: 22.1 40.3 20.6 6.8 6.0 16.1 13.3 8.1 6.2 2.6 14.8: 6.0 8.1 Other: 100.0: 25.5 76.8 32.6 0.2 1.7 16.7 4.7 0.0 8.2 3.5 4.9: 10.4 8.2 : : : : : Number of Traders in Each Category : All : 246: 31 45 18 12 22 44 46 34 51 25 44: Old : 246: 30 44 18 12 21 45 47 29 54 22 43: Other: 81: 13 25 15 . 6 7 . 0 11 14 13: :------------------------------------------------------------------------------------------------------------------------------------------------------- : 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 : 20.2 14.9 31.5 24.9 14.6 9.7 22.8 16.1 Old : 20.3 15.3 32.0 24.5 15.5 10.2 23.9 16.6 Other: 44.1 57.0 62.2 68.4 43.4 56.4 60.8 67.5 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Disaggregated Commitments of Traders - Options and Futures Combined, 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 : 30,478: 9,143 23,862 2,980 522 153 11,368 1,170 471 164 208 2,928: 3,272 1,164 Old : 30,469: 9,140 23,853 2,980 522 153 11,368 1,170 471 164 208 2,928: 3,266 1,164 Other: 9: 3 9 0 0 0 0 0 0 0 0 0: 6 0 : : : : : Changes in Commitments from: December 20, 2011 : : 154: -19 200 -13 0 -2 179 17 -8 -40 -23 162: -105 -192 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.0 78.3 9.8 1.7 0.5 37.3 3.8 1.5 0.5 0.7 9.6: 10.7 3.8 Old : 100.0: 30.0 78.3 9.8 1.7 0.5 37.3 3.8 1.5 0.5 0.7 9.6: 10.7 3.8 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 : 91: 21 21 7 . . 32 4 4 8 10 13: Old : 91: 21 21 7 . . 32 4 4 8 10 13: 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 : 25.5 67.6 36.3 77.0 23.8 58.6 32.5 66.6 Old : 25.5 67.6 36.3 77.0 23.8 58.5 32.5 66.6 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 - Options and Futures Combined, 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 : 192,416: 89,949 87,734 20,023 10,108 4,209 26,544 36,014 21,271 1,921 3,009 18,586: 9,913 11,485 Old : 168,357: 75,519 65,372 19,246 10,101 3,997 26,512 38,645 18,231 1,681 6,779 13,795: 9,375 11,437 Other: 24,059: 14,430 22,361 986 216 3 3,070 407 2 4,009 0 1,021: 537 48 : : : : : Changes in Commitments from: December 20, 2011 : : -473: -1,972 768 1,966 308 29 -685 -1,794 663 -31 -120 -566: 123 239 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.7 45.6 10.4 5.3 2.2 13.8 18.7 11.1 1.0 1.6 9.7: 5.2 6.0 Old : 100.0: 44.9 38.8 11.4 6.0 2.4 15.7 23.0 10.8 1.0 4.0 8.2: 5.6 6.8 Other: 100.0: 60.0 92.9 4.1 0.9 0.0 12.8 1.7 0.0 16.7 0.0 4.2: 2.2 0.2 : : : : : Number of Traders in Each Category : All : 174: 37 36 13 8 9 24 46 22 15 17 19: Old : 174: 37 34 13 8 8 23 47 21 11 22 18: Other: 55: 23 19 6 . . 5 . . 11 . 9: :------------------------------------------------------------------------------------------------------------------------------------------------------- : 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 : 23.7 25.4 38.9 42.3 21.5 17.4 30.9 24.5 Old : 24.7 25.6 41.0 41.3 24.3 18.7 36.1 27.2 Other: 44.7 72.3 62.9 85.2 36.2 71.1 52.0 78.5 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Disaggregated Commitments of Traders - Options and Futures Combined, 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 : 729,754: 187,743 282,576 132,629 75,907 60,311 96,306 52,514 51,911 18,786 10,656 117,331: 64,737 78,547 Old : 729,754: 187,743 282,576 132,629 75,907 60,311 96,306 52,514 51,911 18,786 10,656 117,331: 64,737 78,547 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 20, 2011 : : 5,192: 2,152 2,467 392 -61 237 1,217 3,189 1,510 -1,227 -122 -177: 1,087 -1,851 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.7 38.7 18.2 10.4 8.3 13.2 7.2 7.1 2.6 1.5 16.1: 8.9 10.8 Old : 100.0: 25.7 38.7 18.2 10.4 8.3 13.2 7.2 7.1 2.6 1.5 16.1: 8.9 10.8 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 : 227: 57 62 19 14 25 37 21 30 34 35 56: Old : 227: 57 62 19 14 25 37 21 30 34 35 56: 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 : 12.8 12.5 22.7 20.4 11.4 10.0 18.9 15.8 Old : 12.8 12.5 22.7 20.4 11.4 10.0 18.9 15.8 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 - Options and Futures Combined, 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 : 143,559: 37,993 56,157 25,976 6,020 9,672 20,576 17,671 12,048 1,162 3,983 30,077: 6,055 7,930 Old : 133,303: 31,967 52,553 27,110 4,339 7,034 20,209 17,784 11,861 1,217 3,782 28,153: 5,753 7,797 Other: 10,256: 6,026 3,604 798 3,613 706 536 56 18 246 502 1,624: 302 133 : : : : : Changes in Commitments from: December 20, 2011 : : 1,544: 1,039 343 -1,242 226 492 338 387 498 44 9 26: 349 -437 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.5 39.1 18.1 4.2 6.7 14.3 12.3 8.4 0.8 2.8 21.0: 4.2 5.5 Old : 100.0: 24.0 39.4 20.3 3.3 5.3 15.2 13.3 8.9 0.9 2.8 21.1: 4.3 5.8 Other: 100.0: 58.8 35.1 7.8 35.2 6.9 5.2 0.5 0.2 2.4 4.9 15.8: 2.9 1.3 : : : : : Number of Traders in Each Category : All : 322: 100 94 21 9 16 42 63 45 39 33 60: Old : 319: 98 93 21 8 16 40 65 44 39 33 60: Other: 101: 36 30 11 5 4 5 . . 13 12 13: :------------------------------------------------------------------------------------------------------------------------------------------------------- : 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 : 12.5 13.8 23.7 21.7 11.3 8.6 19.4 14.3 Old : 12.9 13.6 24.6 21.5 12.0 9.1 20.5 15.1 Other: 51.3 55.7 64.2 72.3 48.4 55.3 55.7 66.5
Updated December 30, 2011