Disaggregated Commitments of Traders-All Futures Combined Positions as of November 15, 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 414,093 : : Positions : : 53,249 139,050 174,176 12,824 15,714 55,228 90,437 32,471 21,932 35,977 22,641 : : : : Changes from: November 8, 2011 : : -1,192 -12,238 -846 921 -78 -831 8,209 -7,033 972 -1,453 -1,702 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.9 33.6 42.1 3.1 3.8 13.3 21.8 7.8 5.3 8.7 5.5 : : : : Number of Traders in Each Category Total Traders: 390 : : 67 86 20 6 22 42 84 56 54 76 81 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 15, 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 157,129 : : Positions : : 37,586 75,956 22,871 0 4,664 33,462 20,187 17,329 12,730 4,225 5,298 : : : : Changes from: November 8, 2011 : : 4,578 772 682 -251 1,851 664 3,493 -1,377 -703 108 -1,208 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.9 48.3 14.6 0.0 3.0 21.3 12.8 11.0 8.1 2.7 3.4 : : : : Number of Traders in Each Category Total Traders: 169 : : 44 47 15 0 8 28 20 26 25 10 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 15, 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 47,209 : : Positions : : 13,316 31,486 508 28 307 14,071 750 443 2,926 318 2,252 : : : : Changes from: November 8, 2011 : : -767 -67 -53 0 -18 1,603 0 -442 164 10 16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.2 66.7 1.1 0.1 0.7 29.8 1.6 0.9 6.2 0.7 4.8 : : : : Number of Traders in Each Category Total Traders: 55 : : 20 17 . . . 12 . 4 9 . 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 15, 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 1,318,579 : : Positions : : 319,582 684,080 230,990 56,966 94,786 270,871 63,760 93,011 114,332 59,247 56,365 : : : : Changes from: November 8, 2011 : : 15,956 13,677 4,095 -4,851 20,146 2,476 8,850 5,685 -2,826 1,178 11,926 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.2 51.9 17.5 4.3 7.2 20.5 4.8 7.1 8.7 4.5 4.3 : : : : Number of Traders in Each Category Total Traders: 758 : : 201 309 17 11 24 83 54 72 107 109 132 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 15, 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 17,867 : : Positions : : 9,033 12,810 1,822 0 0 1,775 2,165 0 1,954 183 546 : : : : Changes from: November 8, 2011 : : 790 483 -12 0 -4 -174 3 0 203 0 -175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 71.7 10.2 0.0 0.0 9.9 12.1 0.0 10.9 1.0 3.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 12 10 4 0 0 6 7 0 9 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 15, 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 17,506 : : Positions : : 6,172 9,973 2,320 167 55 1,533 1,850 52 1,996 2,023 1,668 : : : : Changes from: November 8, 2011 : : 187 -994 -28 80 6 -337 291 0 353 301 -133 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.3 57.0 13.3 1.0 0.3 8.8 10.6 0.3 11.4 11.6 9.5 : : : : Number of Traders in Each Category Total Traders: 85 : : 15 15 8 . . 7 11 . 18 14 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 15, 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 249,630 : : Positions : : 27,296 127,290 70,600 2,333 7,084 71,814 14,384 18,667 9,162 24,207 16,522 : : : : Changes from: November 8, 2011 : : 2,802 -4,740 107 -233 2,712 -4,214 4,029 -3,250 778 1,331 -1,501 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.9 51.0 28.3 0.9 2.8 28.8 5.8 7.5 3.7 9.7 6.6 : : : : Number of Traders in Each Category Total Traders: 293 : : 35 73 17 . 10 74 27 56 35 35 52 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 15, 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 329,560 : : Positions : : 32,747 161,473 97,994 3,875 5,150 109,725 21,518 29,065 11,735 35,871 14,137 : : : : Changes from: November 8, 2011 : : 3,037 -1,420 -976 210 415 -4,437 1,198 2,951 1,903 2,874 -1,519 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.9 49.0 29.7 1.2 1.6 33.3 6.5 8.8 3.6 10.9 4.3 : : : : Number of Traders in Each Category Total Traders: 407 : : 60 150 16 6 10 95 30 56 40 48 62 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 15, 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 33,959 : : Positions : : 3,341 6,771 4,149 278 537 12,438 1,510 834 1,665 2,734 4,440 : : : : Changes from: November 8, 2011 : : -362 7 52 57 -319 538 -19 -151 -98 138 389 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.8 19.9 12.2 0.8 1.6 36.6 4.4 2.5 4.9 8.1 13.1 : : : : Number of Traders in Each Category Total Traders: 163 : : 26 43 12 . 7 40 11 15 16 21 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 15, 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 3,167 : : Positions : : 2,437 2,321 0 0 0 0 0 0 140 192 3 : : : : Changes from: November 8, 2011 : : -42 150 0 0 0 0 0 0 29 1 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 73.3 0.0 0.0 0.0 0.0 0.0 0.0 4.4 6.1 0.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 12 0 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 15, 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 32,389 : : Positions : : 20,243 16,196 0 1,740 0 1,495 63 30 4,706 7,357 1,274 : : : : Changes from: November 8, 2011 : : 602 854 0 35 0 11 -138 20 371 -67 96 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 50.0 0.0 5.4 0.0 4.6 0.2 0.1 14.5 22.7 3.9 : : : : Number of Traders in Each Category Total Traders: 76 : : 27 28 0 . 0 6 . . 10 14 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 15, 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 529,417 : : Positions : : 140,811 246,228 129,586 13,931 18,231 75,735 65,231 40,237 42,505 28,449 31,150 : : : : Changes from: November 8, 2011 : : 10,704 -14,199 -1,679 92 -330 -2,712 14,395 -602 1,966 5,690 2,195 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.6 46.5 24.5 2.6 3.4 14.3 12.3 7.6 8.0 5.4 5.9 : : : : Number of Traders in Each Category Total Traders: 487 : : 91 147 17 6 16 50 59 55 70 83 90 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 15, 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 293,991 : : Positions : : 87,444 152,110 74,110 1,015 7,522 45,030 50,390 10,400 17,225 18,862 22,330 : : : : Changes from: November 8, 2011 : : -4,469 308 631 -90 -1,056 447 -2,477 1,539 11 1,200 -2,585 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.7 51.7 25.2 0.3 2.6 15.3 17.1 3.5 5.9 6.4 7.6 : : : : Number of Traders in Each Category Total Traders: 255 : : 52 50 16 . 13 43 39 30 32 37 53 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 15, 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 207,010 : : Positions : : 91,322 85,350 15,975 1,588 1,155 29,362 49,551 11,594 10,046 10,229 12,902 : : : : Changes from: November 8, 2011 : : 8,686 2,245 175 0 -1,322 1,268 9,310 178 1,441 93 1,758 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.1 41.2 7.7 0.8 0.6 14.2 23.9 5.6 4.9 4.9 6.2 : : : : Number of Traders in Each Category Total Traders: 202 : : 60 50 13 . 9 23 44 18 23 18 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 15, 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 143,259 : : Positions : : 28,906 76,858 43,235 12,239 7,171 31,745 11,706 7,402 9,571 9,702 3,055 : : : : Changes from: November 8, 2011 : : -11,965 -3,573 2,491 -5,355 -3,356 -2,229 -4,031 -1,525 -3,497 -275 -2,591 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.2 53.6 30.2 8.5 5.0 22.2 8.2 5.2 6.7 6.8 2.1 : : : : Number of Traders in Each Category Total Traders: 218 : : 26 41 19 11 20 47 27 24 29 34 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 15, 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 26,354 : : Positions : : 5,578 21,012 3,130 392 62 12,274 416 0 634 2,240 1,307 : : : : Changes from: November 8, 2011 : : -24 -517 -16 0 62 -644 116 0 70 71 281 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.2 79.7 11.9 1.5 0.2 46.6 1.6 0.0 2.4 8.5 5.0 : : : : Number of Traders in Each Category Total Traders: 93 : : 15 13 7 . . 36 . 0 8 13 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 15, 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 155,162 : : Positions : : 82,660 85,614 16,536 10,051 1,100 26,472 28,262 11,826 3,424 3,808 4,532 : : : : Changes from: November 8, 2011 : : -8,795 -10,626 -1,585 -731 -2,275 -2,143 -1,420 -9,846 -742 -500 -1,730 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 55.2 10.7 6.5 0.7 17.1 18.2 7.6 2.2 2.5 2.9 : : : : Number of Traders in Each Category Total Traders: 176 : : 33 34 16 6 8 31 45 20 20 14 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 15, 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 488,004 : : Positions : : 118,259 233,199 123,589 85,514 16,009 103,258 31,116 27,197 27,145 23,618 13,926 : : : : Changes from: November 8, 2011 : : 11,579 -18,345 -1,222 -1,423 -1,629 -11,788 14,047 2,097 1,367 -152 -698 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.2 47.8 25.3 17.5 3.3 21.2 6.4 5.6 5.6 4.8 2.9 : : : : Number of Traders in Each Category Total Traders: 210 : : 51 55 19 12 22 39 16 24 30 28 36 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 15, 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 104,414 : : Positions : : 31,221 59,143 28,757 5,490 5,493 19,728 11,210 6,558 3,384 5,452 3,977 : : : : Changes from: November 8, 2011 : : -3,085 -1,501 243 -2,774 -586 719 -732 -2,243 -1,331 1,347 -1,706 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.9 56.6 27.5 5.3 5.3 18.9 10.7 6.3 3.2 5.2 3.8 : : : : Number of Traders in Each Category Total Traders: 281 : : 78 80 22 10 16 50 37 33 25 35 40 : ----------------------------------------------------------------------------------------------------------------
Updated November 18, 2011