Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 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 513,744 : : Positions : : 65,288 157,731 179,911 16,335 33,887 54,340 90,555 53,441 15,560 29,402 73,640 : : : : Changes from: September 20, 2011 : : 9,323 -442 378 -151 -970 -2,083 9,223 -665 274 637 85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.7 30.7 35.0 3.2 6.6 10.6 17.6 10.4 3.0 5.7 14.3 : : : : Number of Traders in Each Category Total Traders: 418 : : 77 89 20 9 25 55 80 59 62 82 105 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 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 166,400 : : Positions : : 29,524 88,297 22,250 59 2,457 51,273 13,045 18,156 9,932 4,340 10,950 : : : : Changes from: September 20, 2011 : : 1,778 -5,227 -2,121 59 343 -1,315 3,924 1,439 297 -1,283 514 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.7 53.1 13.4 0.0 1.5 30.8 7.8 10.9 6.0 2.6 6.6 : : : : Number of Traders in Each Category Total Traders: 178 : : 43 61 13 . 8 34 19 25 17 17 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 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 44,424 : : Positions : : 14,361 25,915 506 0 166 8,280 840 1,338 2,513 573 4,619 : : : : Changes from: September 20, 2011 : : 1,496 1,160 -23 0 -1 -592 85 -77 52 53 66 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.3 58.3 1.1 0.0 0.4 18.6 1.9 3.0 5.7 1.3 10.4 : : : : Number of Traders in Each Category Total Traders: 56 : : 20 18 . 0 . 7 . 4 9 4 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 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 1,844,339 : : Positions : : 362,457 705,573 273,130 69,996 121,675 247,332 43,463 175,063 82,679 43,632 401,324 : : : : Changes from: September 20, 2011 : : 31,626 -33,350 -14,378 -58 1,539 -33,834 12,274 -8,076 -2,395 -4,794 -18,328 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.7 38.3 14.8 3.8 6.6 13.4 2.4 9.5 4.5 2.4 21.8 : : : : Number of Traders in Each Category Total Traders: 833 : : 243 348 17 11 25 105 44 81 131 129 205 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 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 16,722 : : Positions : : 7,856 11,176 1,995 0 0 2,118 1,819 0 385 259 1,624 : : : : Changes from: September 20, 2011 : : 1,353 43 -14 0 0 -24 599 0 7 115 -71 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.0 66.8 11.9 0.0 0.0 12.7 10.9 0.0 2.3 1.6 9.7 : : : : Number of Traders in Each Category Total Traders: 43 : : 11 9 4 0 0 9 6 0 7 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 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 18,494 : : Positions : : 5,840 12,171 3,003 0 141 3,279 1,321 3 877 2,340 1,493 : : : : Changes from: September 20, 2011 : : 1,531 -890 -327 0 106 -974 134 3 -168 108 424 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.6 65.8 16.2 0.0 0.8 17.7 7.1 0.0 4.7 12.7 8.1 : : : : Number of Traders in Each Category Total Traders: 83 : : 19 17 9 0 . 15 7 . 10 18 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 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 300,130 : : Positions : : 34,507 130,401 77,529 2,303 5,351 65,279 17,372 32,518 5,582 16,051 50,321 : : : : Changes from: September 20, 2011 : : 1,729 3,374 -854 85 785 3,521 -5,021 -3,216 -3,403 256 2,237 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.5 43.4 25.8 0.8 1.8 21.8 5.8 10.8 1.9 5.3 16.8 : : : : Number of Traders in Each Category Total Traders: 282 : : 40 69 17 . 10 72 38 58 34 33 60 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 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 432,838 : : Positions : : 54,613 193,907 105,423 5,619 7,515 98,537 18,349 46,009 7,220 11,930 84,089 : : : : Changes from: September 20, 2011 : : 2,050 5,249 -1,517 -347 990 -1,878 -2,899 2,068 -143 -767 3,249 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.6 44.8 24.4 1.3 1.7 22.8 4.2 10.6 1.7 2.8 19.4 : : : : Number of Traders in Each Category Total Traders: 413 : : 89 163 16 5 12 85 34 64 48 47 79 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 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 41,992 : : Positions : : 4,606 7,612 4,516 0 762 11,526 3,036 2,997 1,804 2,212 7,410 : : : : Changes from: September 20, 2011 : : 297 -475 -406 0 -11 146 187 -192 372 -18 943 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.0 18.1 10.8 0.0 1.8 27.4 7.2 7.1 4.3 5.3 17.6 : : : : Number of Traders in Each Category Total Traders: 167 : : 32 44 11 0 6 29 20 23 20 24 36 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF 20,000 POUNDS) : CFTC Code #050642 Open Interest is 3,573 : : Positions : : 2,878 2,641 0 0 0 0 0 0 186 488 24 : : : : Changes from: September 20, 2011 : : 97 24 0 0 0 0 0 0 -0 34 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 73.9 0.0 0.0 0.0 0.0 0.0 0.0 5.2 13.7 0.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 12 0 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 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 58,603 : : Positions : : 31,217 30,206 0 1,471 7 3,176 0 35 5,097 2,248 13,436 : : : : Changes from: September 20, 2011 : : 2,507 1,227 0 50 0 131 0 -25 459 541 811 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 51.5 0.0 2.5 0.0 5.4 0.0 0.1 8.7 3.8 22.9 : : : : Number of Traders in Each Category Total Traders: 85 : : 39 40 0 . . 7 0 . 15 12 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 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 823,913 : : Positions : : 203,174 348,566 124,415 19,930 47,105 96,049 26,839 79,078 26,786 20,905 190,001 : : : : Changes from: September 20, 2011 : : 35,353 -30,527 -11,112 -2,368 2,980 -32,027 14,554 10,654 -619 -5,554 11,902 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.7 42.3 15.1 2.4 5.7 11.7 3.3 9.6 3.3 2.5 23.1 : : : : Number of Traders in Each Category Total Traders: 572 : : 101 174 19 8 23 74 56 79 104 104 173 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 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 : ---------------------------------------------------------------------------------------------------------------- MINI SOYBEANS - CHICAGO BOARD OF TRADE (Contracts of 1,000 Bushels) : CFTC Code #005603 Open Interest is 20,183 : : Positions : : 8 4,021 0 0 0 0 410 0 16,997 2,581 100 : : : : Changes from: September 20, 2011 : : 0 -36 0 0 0 0 225 0 -815 321 87 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.0 19.9 0.0 0.0 0.0 0.0 2.0 0.0 84.2 12.8 0.5 : : : : Number of Traders in Each Category Total Traders: 40 : : . 10 0 0 0 0 . 0 19 9 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 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 343,155 : : Positions : : 116,556 175,030 64,412 1,386 12,848 46,227 33,834 19,677 13,898 24,759 41,570 : : : : Changes from: September 20, 2011 : : 21,384 -17,646 -461 0 -456 -7,480 13,562 -319 -2,635 4,489 1,275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.0 51.0 18.8 0.4 3.7 13.5 9.9 5.7 4.1 7.2 12.1 : : : : Number of Traders in Each Category Total Traders: 245 : : 57 60 16 . 13 42 39 22 23 44 47 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 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 204,395 : : Positions : : 81,233 100,278 17,194 5,253 1,509 33,214 22,867 14,821 5,113 11,708 18,516 : : : : Changes from: September 20, 2011 : : 15,128 -11,776 1,228 -422 592 -12,269 3,129 3,519 -1,304 5,083 -386 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.7 49.1 8.4 2.6 0.7 16.2 11.2 7.3 2.5 5.7 9.1 : : : : Number of Traders in Each Category Total Traders: 192 : : 63 61 11 . 6 26 30 15 19 22 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 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 253,102 : : Positions : : 56,428 108,881 44,096 19,831 20,377 31,304 10,335 19,764 10,362 2,866 58,539 : : : : Changes from: September 20, 2011 : : 6,909 -9,126 -587 103 818 -4,931 5,083 224 -328 281 -1,201 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.3 43.0 17.4 7.8 8.1 12.4 4.1 7.8 4.1 1.1 23.1 : : : : Number of Traders in Each Category Total Traders: 247 : : 39 45 19 16 23 57 25 33 41 36 52 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 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 32,847 : : Positions : : 10,063 22,550 3,767 410 9 8,696 1,405 566 654 158 6,287 : : : : Changes from: September 20, 2011 : : 1,844 -2,306 -428 10 3 -1,315 968 210 -167 -26 399 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.6 68.7 11.5 1.2 0.0 26.5 4.3 1.7 2.0 0.5 19.1 : : : : Number of Traders in Each Category Total Traders: 84 : : 22 21 9 . . 17 8 . 12 7 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 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 216,648 : : Positions : : 103,247 98,000 19,053 10,704 5,328 27,854 40,322 25,676 2,679 3,069 23,544 : : : : Changes from: September 20, 2011 : : 1,705 -3,994 -856 72 42 -808 3,901 -129 -19 47 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 45.2 8.8 4.9 2.5 12.9 18.6 11.9 1.2 1.4 10.9 : : : : Number of Traders in Each Category Total Traders: 201 : : 41 42 16 8 12 33 55 24 21 17 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 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 658,083 : : Positions : : 116,554 278,285 136,330 84,000 50,507 109,644 19,221 39,812 22,453 6,073 115,514 : : : : Changes from: September 20, 2011 : : 828 -35,570 -3,934 -4,378 371 -15,230 12,709 -2,339 -2,854 568 6,898 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.7 42.3 20.7 12.8 7.7 16.7 2.9 6.0 3.4 0.9 17.6 : : : : Number of Traders in Each Category Total Traders: 215 : : 53 60 20 11 24 43 12 24 29 34 55 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 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 189,170 : : Positions : : 54,518 78,381 30,258 10,598 8,483 20,751 12,723 18,380 984 4,645 50,371 : : : : Changes from: September 20, 2011 : : 8,348 -4,010 -669 -1,034 1,003 -8,040 3,211 5,349 168 -89 6,380 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.8 41.4 16.0 5.6 4.5 11.0 6.7 9.7 0.5 2.5 26.6 : : : : Number of Traders in Each Category Total Traders: 332 : : 89 96 23 11 19 61 39 54 34 46 69 : ----------------------------------------------------------------------------------------------------------------
Updated September 30, 2011