Disaggregated Commitments of Traders- Options and 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 451,421 : : Positions : : 43,044 132,781 171,950 15,543 24,450 60,895 90,147 43,946 12,775 27,679 59,644 : : : : Changes from: December 20, 2011 : : -835 11,695 29 -1,086 3,030 1,707 -10,929 1,577 -1,738 -468 3,875 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.5 29.4 38.1 3.4 5.4 13.5 20.0 9.7 2.8 6.1 13.2 : : : : Number of Traders in Each Category Total Traders: 385 : : 70 89 19 6 21 48 77 66 45 80 94 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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 141,900 : : Positions : : 31,096 68,198 24,304 0 2,894 26,799 17,671 20,722 12,027 2,623 5,676 : : : : Changes from: December 20, 2011 : : -315 2,339 -247 0 167 -624 -3,114 1,063 -655 -32 -358 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.9 48.1 17.1 0.0 2.0 18.9 12.5 14.6 8.5 1.8 4.0 : : : : Number of Traders in Each Category Total Traders: 162 : : 44 49 16 0 9 27 16 22 25 5 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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 40,827 : : Positions : : 12,626 24,299 269 95 458 11,579 1,500 448 2,954 710 3,125 : : : : Changes from: December 20, 2011 : : -1,008 152 0 35 -68 378 50 139 38 -6 43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.9 59.5 0.7 0.2 1.1 28.4 3.7 1.1 7.2 1.7 7.7 : : : : Number of Traders in Each Category Total Traders: 50 : : 19 18 . . . 7 . . 6 6 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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 1,558,918 : : Positions : : 300,309 609,959 284,317 29,599 99,577 238,201 89,548 168,765 60,239 50,806 238,930 : : : : Changes from: December 20, 2011 : : -15,410 6,979 994 349 4,807 5,280 -16,912 -129 -78 -1,988 -8,071 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.3 39.1 18.2 1.9 6.4 15.3 5.7 10.8 3.9 3.3 15.3 : : : : Number of Traders in Each Category Total Traders: 694 : : 216 293 19 8 21 82 51 82 73 127 142 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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 13,758 : : Positions : : 6,968 8,987 1,925 0 0 1,930 1,970 0 299 126 729 : : : : Changes from: December 20, 2011 : : -65 -47 -19 0 0 -80 73 0 115 -58 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 65.3 14.0 0.0 0.0 14.0 14.3 0.0 2.2 0.9 5.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 12 8 4 0 0 7 7 0 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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 17,429 : : Positions : : 6,814 6,491 2,195 345 41 1,480 3,606 405 1,215 2,079 2,002 : : : : Changes from: December 20, 2011 : : -535 -720 -3 39 -6 -102 131 140 -0 106 -1,277 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.1 37.2 12.6 2.0 0.2 8.5 20.7 2.3 7.0 11.9 11.5 : : : : Number of Traders in Each Category Total Traders: 86 : : 15 14 7 . . 7 15 . 13 16 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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 281,093 : : Positions : : 35,640 127,224 68,782 1,456 6,482 59,541 23,628 22,215 10,269 8,131 49,109 : : : : Changes from: December 20, 2011 : : 2,738 -4,352 680 -200 5 -3,983 3,108 -177 729 3,066 -2,494 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.7 45.3 24.5 0.5 2.3 21.2 8.4 7.9 3.7 2.9 17.5 : : : : Number of Traders in Each Category Total Traders: 270 : : 46 68 17 . 9 53 42 51 40 30 58 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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 396,315 : : Positions : : 54,008 177,693 97,731 4,937 8,919 95,529 27,424 38,380 9,610 8,872 65,501 : : : : Changes from: December 20, 2011 : : 2,741 3,561 -159 591 -116 5,922 -809 -2,877 -898 2,115 1,894 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.6 44.8 24.7 1.2 2.3 24.1 6.9 9.7 2.4 2.2 16.5 : : : : Number of Traders in Each Category Total Traders: 385 : : 82 147 16 6 11 69 40 57 41 49 70 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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 37,346 : : Positions : : 3,357 6,422 4,345 302 930 12,458 1,697 1,695 1,927 1,172 6,201 : : : : Changes from: December 20, 2011 : : 331 820 202 22 -55 1,142 -372 204 96 325 592 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.0 17.2 11.6 0.8 2.5 33.4 4.5 4.5 5.2 3.1 16.6 : : : : Number of Traders in Each Category Total Traders: 160 : : 26 40 11 . 6 33 9 15 23 19 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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 4,168 : : Positions : : 3,450 3,336 0 0 0 0 0 0 57 159 60 : : : : Changes from: December 20, 2011 : : 77 151 0 0 0 0 0 0 50 1 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 80.0 0.0 0.0 0.0 0.0 0.0 0.0 1.4 3.8 1.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 14 0 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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 55,867 : : Positions : : 27,568 25,041 0 1,824 0 2,788 0 206 6,653 3,895 12,527 : : : : Changes from: December 20, 2011 : : 406 481 0 24 0 112 0 51 35 329 161 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 44.8 0.0 3.3 0.0 5.0 0.0 0.4 11.9 7.0 22.4 : : : : Number of Traders in Each Category Total Traders: 89 : : 39 37 0 . 0 8 0 . 15 15 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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 639,929 : : Positions : : 124,838 255,331 130,644 9,233 35,881 71,654 47,971 73,801 31,584 16,732 118,930 : : : : Changes from: December 20, 2011 : : -36,845 -20,053 1,303 4,020 -8,039 10,161 -10,947 -15,698 -2,000 722 -48,575 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.5 39.9 20.4 1.4 5.6 11.2 7.5 11.5 4.9 2.6 18.6 : : : : Number of Traders in Each Category Total Traders: 449 : : 103 133 18 5 20 54 60 68 64 71 124 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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 334,218 : : Positions : : 87,999 160,616 81,898 3,286 9,911 46,953 49,056 24,095 13,619 15,628 39,545 : : : : Changes from: December 20, 2011 : : -15,771 -169 3,951 -431 -656 -1,604 -10,774 -1,029 -183 1,143 -6,752 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.3 48.1 24.5 1.0 3.0 14.0 14.7 7.2 4.1 4.7 11.8 : : : : Number of Traders in Each Category Total Traders: 250 : : 52 62 16 . 13 41 39 29 20 38 51 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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 215,864 : : Positions : : 96,647 94,697 17,282 1,132 3,328 26,261 41,493 14,133 3,686 7,133 24,237 : : : : Changes from: December 20, 2011 : : -8,107 2,049 468 -138 -195 1,654 -5,810 -3,299 -189 -1,034 773 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.8 43.9 8.0 0.5 1.5 12.2 19.2 6.5 1.7 3.3 11.2 : : : : Number of Traders in Each Category Total Traders: 179 : : 59 53 14 . 10 21 32 20 11 17 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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 206,507 : : Positions : : 46,060 87,027 43,543 13,137 12,145 32,589 25,906 16,624 12,338 4,650 30,356 : : : : Changes from: December 20, 2011 : : -907 -779 60 811 -148 144 307 1,019 -550 499 -90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.3 42.1 21.1 6.4 5.9 15.8 12.5 8.1 6.0 2.3 14.7 : : : : Number of Traders in Each Category Total Traders: 246 : : 31 45 18 12 22 44 46 34 51 25 44 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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 30,478 : : Positions : : 9,143 23,862 2,980 522 153 11,368 1,170 471 164 208 2,928 : : : : Changes from: December 20, 2011 : : -19 200 -13 0 -2 179 17 -8 -40 -23 162 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.0 78.3 9.8 1.7 0.5 37.3 3.8 1.5 0.5 0.7 9.6 : : : : Number of Traders in Each Category Total Traders: 91 : : 21 21 7 . . 32 4 4 8 10 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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 192,416 : : Positions : : 89,949 87,734 20,023 10,108 4,209 26,544 36,014 21,271 1,921 3,009 18,586 : : : : Changes from: December 20, 2011 : : -1,972 768 1,966 308 29 -685 -1,794 663 -31 -120 -566 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.7 45.6 10.4 5.3 2.2 13.8 18.7 11.1 1.0 1.6 9.7 : : : : Number of Traders in Each Category Total Traders: 174 : : 37 36 13 8 9 24 46 22 15 17 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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 729,754 : : Positions : : 187,743 282,576 132,629 75,907 60,311 96,306 52,514 51,911 18,786 10,656 117,331 : : : : Changes from: December 20, 2011 : : 2,152 2,467 392 -61 237 1,217 3,189 1,510 -1,227 -122 -177 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.7 38.7 18.2 10.4 8.3 13.2 7.2 7.1 2.6 1.5 16.1 : : : : Number of Traders in Each Category Total Traders: 227 : : 57 62 19 14 25 37 21 30 34 35 56 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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 143,559 : : Positions : : 37,993 56,157 25,976 6,020 9,672 20,576 17,671 12,048 1,162 3,983 30,077 : : : : Changes from: December 20, 2011 : : 1,039 343 -1,242 226 492 338 387 498 44 9 26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.5 39.1 18.1 4.2 6.7 14.3 12.3 8.4 0.8 2.8 21.0 : : : : Number of Traders in Each Category Total Traders: 322 : : 100 94 21 9 16 42 63 45 39 33 60 : ----------------------------------------------------------------------------------------------------------------
Updated December 30, 2011