Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 434,641 : : Positions : : 43,769 120,818 169,824 15,181 19,654 57,412 100,461 40,929 17,597 29,045 51,262 : : : : Changes from: December 6, 2011 : : 8 -4,468 596 695 2,312 -2,758 1,613 1,290 760 1,067 1,729 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.1 27.8 39.1 3.5 4.5 13.2 23.1 9.4 4.0 6.7 11.8 : : : : Number of Traders in Each Category Total Traders: 407 : : 70 91 19 6 21 43 90 67 55 78 92 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 142,425 : : Positions : : 29,937 65,490 23,738 0 2,701 30,791 21,913 18,739 12,804 3,158 6,365 : : : : Changes from: December 6, 2011 : : -979 -901 88 0 1,061 540 125 1,533 -1,241 -294 146 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.0 46.0 16.7 0.0 1.9 21.6 15.4 13.2 9.0 2.2 4.5 : : : : Number of Traders in Each Category Total Traders: 168 : : 44 50 16 0 10 29 20 18 22 10 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 41,329 : : Positions : : 13,837 25,149 277 41 536 11,137 900 260 2,874 706 2,863 : : : : Changes from: December 6, 2011 : : 757 255 -93 41 50 -192 -23 -206 -165 -71 299 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.5 60.9 0.7 0.1 1.3 26.9 2.2 0.6 7.0 1.7 6.9 : : : : Number of Traders in Each Category Total Traders: 47 : : 20 17 . . . 6 . . 7 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 1,544,339 : : Positions : : 324,890 612,046 278,224 30,138 93,028 232,567 104,901 157,089 63,647 51,625 233,585 : : : : Changes from: December 6, 2011 : : 5,329 -11,558 -3,354 1,015 13,222 10,995 8,974 6,521 -1,973 1,859 15,896 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.0 39.6 18.0 2.0 6.0 15.1 6.8 10.2 4.1 3.3 15.1 : : : : Number of Traders in Each Category Total Traders: 730 : : 214 296 18 8 22 76 65 88 84 132 148 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 13,894 : : Positions : : 6,811 8,942 1,970 0 0 2,196 1,991 0 164 185 732 : : : : Changes from: December 6, 2011 : : -156 56 4 0 0 -6 -305 0 -123 -2 17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.0 64.4 14.2 0.0 0.0 15.8 14.3 0.0 1.2 1.3 5.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 11 8 4 0 0 7 6 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ROUGH RICE - CHICAGO BOARD OF TRADE (CONTRACTS OF 200,000 POUNDS) : CFTC Code #039601 Open Interest is 19,644 : : Positions : : 7,526 7,629 2,255 337 50 1,484 3,193 225 1,310 2,009 3,479 : : : : Changes from: December 6, 2011 : : 197 -653 -20 0 42 -86 181 0 -82 -14 65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.3 38.8 11.5 1.7 0.3 7.6 16.3 1.1 6.7 10.2 17.7 : : : : Number of Traders in Each Category Total Traders: 89 : : 17 15 7 . 4 8 13 . 17 15 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 306,231 : : Positions : : 32,777 146,169 67,603 2,812 5,985 69,563 13,290 25,435 10,490 5,593 61,590 : : : : Changes from: December 6, 2011 : : -1,960 -9,021 -1,679 74 -1,358 -9,125 3,842 1,131 2,285 -3,014 2,714 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.7 47.7 22.1 0.9 2.0 22.7 4.3 8.3 3.4 1.8 20.1 : : : : Number of Traders in Each Category Total Traders: 291 : : 46 75 18 . 10 72 30 59 47 26 65 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 390,292 : : Positions : : 49,180 178,187 98,668 4,583 7,491 89,746 25,614 41,202 11,335 6,122 62,589 : : : : Changes from: December 6, 2011 : : 925 -9,363 -904 -5 935 -5,888 5,688 986 -550 -2,672 1,593 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.6 45.7 25.3 1.2 1.9 23.0 6.6 10.6 2.9 1.6 16.0 : : : : Number of Traders in Each Category Total Traders: 391 : : 92 150 16 6 12 73 44 62 55 30 62 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 34,383 : : Positions : : 2,388 5,339 4,220 256 1,145 11,125 1,931 1,463 1,810 817 5,762 : : : : Changes from: December 6, 2011 : : 249 -232 -258 17 -441 325 286 -583 -215 43 236 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.9 15.5 12.3 0.7 3.3 32.4 5.6 4.3 5.3 2.4 16.8 : : : : Number of Traders in Each Category Total Traders: 143 : : 24 31 12 . 7 26 12 18 23 15 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 3,799 : : Positions : : 3,097 3,021 0 0 0 0 0 0 8 152 11 : : : : Changes from: December 6, 2011 : : 587 597 0 0 0 0 0 0 -1 9 -0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 79.5 0.0 0.0 0.0 0.0 0.0 0.0 0.2 4.0 0.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 13 0 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 54,905 : : Positions : : 27,414 23,516 0 1,761 0 2,843 170 188 6,189 3,939 12,679 : : : : Changes from: December 6, 2011 : : 838 325 0 38 0 -45 14 121 397 407 172 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 42.8 0.0 3.2 0.0 5.2 0.3 0.3 11.3 7.2 23.1 : : : : Number of Traders in Each Category Total Traders: 88 : : 38 34 0 . 0 8 . . 15 14 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 767,702 : : Positions : : 179,356 281,438 125,496 4,964 49,223 63,961 67,119 92,749 35,055 14,939 169,878 : : : : Changes from: December 6, 2011 : : -2,715 7,871 -5,213 -4,418 9,852 3,588 -3,447 10,374 -585 -2,168 14,183 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.4 36.7 16.3 0.6 6.4 8.3 8.7 12.1 4.6 1.9 22.1 : : : : Number of Traders in Each Category Total Traders: 503 : : 106 129 19 4 21 51 76 78 90 81 168 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MINI SOYBEANS - CHICAGO BOARD OF TRADE (Contracts of 1,000 Bushels) : CFTC Code #005603 Open Interest is 11,218 : : Positions : : 389 2,137 0 0 0 0 315 0 7,109 1,186 448 : : : : Changes from: December 6, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.5 19.0 0.0 0.0 0.0 0.0 2.8 0.0 63.4 10.6 4.0 : : : : Number of Traders in Each Category Total Traders: 20 : : . 4 0 0 0 0 . 0 10 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 363,495 : : Positions : : 111,890 169,187 79,858 2,652 13,489 47,941 57,200 24,243 14,632 15,671 44,494 : : : : Changes from: December 6, 2011 : : -4,683 -3,744 -684 879 1,464 152 -440 -1,773 2,657 -533 3,911 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.8 46.5 22.0 0.7 3.7 13.2 15.7 6.7 4.0 4.3 12.2 : : : : Number of Traders in Each Category Total Traders: 259 : : 51 65 16 4 13 37 43 27 28 37 53 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 234,500 : : Positions : : 110,424 89,683 15,726 1,545 4,242 25,366 52,834 16,274 4,581 11,035 24,121 : : : : Changes from: December 6, 2011 : : 5,412 4,403 -716 586 -1,250 1,088 1,415 1,492 551 -43 425 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.1 38.2 6.7 0.7 1.8 10.8 22.5 6.9 2.0 4.7 10.3 : : : : Number of Traders in Each Category Total Traders: 204 : : 58 56 12 . 9 21 48 22 13 18 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 204,371 : : Positions : : 48,856 88,067 43,640 12,196 12,089 33,084 24,307 15,667 12,267 3,583 29,115 : : : : Changes from: December 6, 2011 : : 13,660 4,550 -510 1,124 1,207 -1,664 4,676 -21 648 -290 4,299 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.9 43.1 21.4 6.0 5.9 16.2 11.9 7.7 6.0 1.8 14.2 : : : : Number of Traders in Each Category Total Traders: 255 : : 30 46 19 12 21 47 46 34 57 22 46 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 35,863 : : Positions : : 10,213 25,392 3,041 567 140 12,218 1,336 777 283 447 5,689 : : : : Changes from: December 6, 2011 : : 531 -3,507 8 5 43 -2,231 715 96 -134 300 -1,180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.5 70.8 8.5 1.6 0.4 34.1 3.7 2.2 0.8 1.2 15.9 : : : : Number of Traders in Each Category Total Traders: 97 : : 22 20 7 . . 31 9 4 9 11 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 192,346 : : Positions : : 94,010 88,737 16,263 9,342 3,648 27,923 39,892 18,866 2,916 3,076 18,389 : : : : Changes from: December 6, 2011 : : 3,023 448 163 52 -127 1,304 5,286 -254 163 -1,351 633 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.9 46.1 8.5 4.9 1.9 14.5 20.7 9.8 1.5 1.6 9.6 : : : : Number of Traders in Each Category Total Traders: 192 : : 37 37 14 7 11 31 53 24 19 18 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 731,430 : : Positions : : 175,096 273,117 130,195 74,975 63,816 102,902 50,579 50,518 18,832 10,313 127,116 : : : : Changes from: December 6, 2011 : : 7,422 1,922 -1,818 -73 8,560 1,245 974 4,033 -977 783 5,046 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.9 37.3 17.8 10.3 8.7 14.1 6.9 6.9 2.6 1.4 17.4 : : : : Number of Traders in Each Category Total Traders: 225 : : 56 59 19 14 26 36 23 33 27 40 55 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 140,236 : : Positions : : 35,766 58,248 27,534 5,726 8,123 21,705 15,984 10,940 1,018 4,403 28,771 : : : : Changes from: December 6, 2011 : : 3,218 -5,952 -84 -151 376 -3,489 4,948 276 -68 117 -552 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.5 41.5 19.6 4.1 5.8 15.5 11.4 7.8 0.7 3.1 20.5 : : : : Number of Traders in Each Category Total Traders: 324 : : 97 94 20 11 17 45 62 42 35 36 59 : ----------------------------------------------------------------------------------------------------------------
Updated December 16, 2011