Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 535,772 : : Positions : : 69,117 168,087 171,523 13,625 36,116 57,795 83,952 57,961 17,597 27,730 82,115 : : : : Changes from: November 1, 2011 : : -5,004 5,262 -2,967 -2,009 -2,829 182 -9,200 2,938 1,938 -965 -6,873 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.9 31.4 32.0 2.5 6.7 10.8 15.7 10.8 3.3 5.2 15.3 : : : : Number of Traders in Each Category Total Traders: 419 : : 87 100 19 7 23 44 81 67 62 78 114 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 164,072 : : Positions : : 35,425 76,625 22,749 258 3,027 33,435 16,694 18,763 11,504 4,244 12,929 : : : : Changes from: November 1, 2011 : : 223 -1,052 20 -1 -1,632 -67 -189 -2,394 -1,955 463 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.6 46.7 13.9 0.2 1.8 20.4 10.2 11.4 7.0 2.6 7.9 : : : : Number of Traders in Each Category Total Traders: 168 : : 47 52 14 . 11 30 18 25 20 15 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 49,645 : : Positions : : 14,491 31,689 276 116 684 12,560 750 889 2,650 308 3,227 : : : : Changes from: November 1, 2011 : : 261 2,102 -450 116 31 2,751 -67 138 -230 5 646 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.2 63.8 0.6 0.2 1.4 25.3 1.5 1.8 5.3 0.6 6.5 : : : : Number of Traders in Each Category Total Traders: 52 : : 21 18 . . . 9 . 7 8 . 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 1,890,003 : : Positions : : 400,712 762,348 250,372 57,731 142,928 263,088 44,091 201,346 67,493 47,500 383,929 : : : : Changes from: November 1, 2011 : : 11,497 40,916 -3,376 -3,509 5,841 15,043 -8,676 13,627 -3,253 5,563 -8,182 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.2 40.3 13.2 3.1 7.6 13.9 2.3 10.7 3.6 2.5 20.3 : : : : Number of Traders in Each Category Total Traders: 811 : : 267 340 17 9 23 98 48 92 131 121 211 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 19,602 : : Positions : : 9,863 12,557 1,834 0 4 1,949 2,162 0 448 187 2,492 : : : : Changes from: November 1, 2011 : : 1,147 560 -8 0 4 -450 252 0 105 -15 732 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 64.1 9.4 0.0 0.0 9.9 11.0 0.0 2.3 1.0 12.7 : : : : Number of Traders in Each Category Total Traders: 44 : : 12 9 4 0 . 7 7 0 10 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 17,705 : : Positions : : 6,645 11,289 2,348 87 49 1,901 1,559 52 1,268 1,758 2,595 : : : : Changes from: November 1, 2011 : : 883 -255 -207 87 14 -794 363 -70 76 -411 341 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.5 63.8 13.3 0.5 0.3 10.7 8.8 0.3 7.2 9.9 14.7 : : : : Number of Traders in Each Category Total Traders: 86 : : 20 18 8 . . 9 9 . 14 15 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 303,131 : : Positions : : 31,899 153,515 70,553 2,713 4,479 75,648 9,087 29,948 7,897 5,496 52,589 : : : : Changes from: November 1, 2011 : : 2,048 -5,669 848 -449 -2,540 -7,982 1,699 -801 -957 -2,455 -8,946 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.5 50.6 23.3 0.9 1.5 25.0 3.0 9.9 2.6 1.8 17.3 : : : : Number of Traders in Each Category Total Traders: 298 : : 43 77 17 . 10 81 24 60 43 30 61 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 423,200 : : Positions : : 41,291 199,559 101,337 4,284 4,927 119,806 15,491 42,346 8,689 10,915 77,268 : : : : Changes from: November 1, 2011 : : -2,207 3,073 -1,298 1,152 -2,403 4,597 -3,234 -1,476 1,172 -835 -1,136 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.8 47.2 23.9 1.0 1.2 28.3 3.7 10.0 2.1 2.6 18.3 : : : : Number of Traders in Each Category Total Traders: 417 : : 81 163 16 6 9 99 30 59 44 46 70 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 37,737 : : Positions : : 4,004 7,862 4,097 280 856 12,191 1,533 990 1,798 942 7,089 : : : : Changes from: November 1, 2011 : : 623 571 2 -37 138 -499 273 -82 292 -129 584 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.6 20.8 10.9 0.7 2.3 32.3 4.1 2.6 4.8 2.5 18.8 : : : : Number of Traders in Each Category Total Traders: 157 : : 29 45 11 . 7 35 12 15 25 12 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 3,154 : : Positions : : 2,590 2,289 0 0 0 0 0 0 111 191 1 : : : : Changes from: November 1, 2011 : : -501 -587 0 0 0 0 0 0 -40 -240 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 72.6 0.0 0.0 0.0 0.0 0.0 0.0 3.5 6.1 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 12 0 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 52,638 : : Positions : : 27,460 24,286 0 1,766 0 1,485 168 301 5,751 2,618 12,609 : : : : Changes from: November 1, 2011 : : -3,954 -3,350 0 -170 0 161 168 200 -598 -479 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 46.1 0.0 3.4 0.0 2.8 0.3 0.6 10.9 5.0 24.0 : : : : Number of Traders in Each Category Total Traders: 80 : : 34 32 0 . 0 7 . . 15 11 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 681,033 : : Positions : : 152,909 288,487 131,848 10,524 34,420 75,584 47,312 73,584 33,440 14,797 128,253 : : : : Changes from: November 1, 2011 : : -1,217 -9,621 -397 189 1,783 -4,501 2,934 217 1,178 -34 6,050 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.5 42.4 19.4 1.5 5.1 11.1 6.9 10.8 4.9 2.2 18.8 : : : : Number of Traders in Each Category Total Traders: 490 : : 118 165 18 5 21 53 60 67 88 69 132 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 372,493 : : Positions : : 121,731 178,473 72,089 1,210 12,352 43,657 51,622 21,587 12,036 14,429 57,836 : : : : Changes from: November 1, 2011 : : -11,178 -2,006 3,509 816 -7,456 2,863 -3,270 -4,081 -281 -407 641 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.7 47.9 19.4 0.3 3.3 11.7 13.9 5.8 3.2 3.9 15.5 : : : : Number of Traders in Each Category Total Traders: 268 : : 55 58 15 . 14 35 47 29 31 40 64 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 230,751 : : Positions : : 96,102 92,677 16,521 1,588 3,320 26,051 40,891 17,517 4,902 9,080 27,008 : : : : Changes from: November 1, 2011 : : -1,434 -4,206 -25 252 -674 3,361 2,802 2,556 -852 -450 4,100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.6 40.2 7.2 0.7 1.4 11.3 17.7 7.6 2.1 3.9 11.7 : : : : Number of Traders in Each Category Total Traders: 196 : : 58 53 13 . 10 21 44 23 14 22 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 259,549 : : Positions : : 67,148 107,953 40,883 18,867 23,209 33,157 13,333 22,044 9,602 5,705 44,798 : : : : Changes from: November 1, 2011 : : 4,472 88 -302 87 -69 -399 2,532 -3,423 807 269 -10,175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.9 41.6 15.8 7.3 8.9 12.8 5.1 8.5 3.7 2.2 17.3 : : : : Number of Traders in Each Category Total Traders: 256 : : 37 48 18 14 26 55 33 36 53 28 53 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 35,260 : : Positions : : 8,899 26,894 3,146 392 0 12,903 307 127 509 254 5,328 : : : : Changes from: November 1, 2011 : : 135 461 -91 7 -11 376 113 6 73 -149 -876 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.2 76.3 8.9 1.1 0.0 36.6 0.9 0.4 1.4 0.7 15.1 : : : : Number of Traders in Each Category Total Traders: 94 : : 19 21 7 . 0 37 4 . 7 11 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 198,952 : : Positions : : 95,666 100,743 18,226 10,094 4,938 28,845 30,499 23,456 3,048 3,199 14,478 : : : : Changes from: November 1, 2011 : : -19,484 -12,084 2,918 -518 -5,677 2,311 -4,223 -11,363 -289 710 -17,874 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 50.6 9.2 5.1 2.5 14.5 15.3 11.8 1.5 1.6 7.3 : : : : Number of Traders in Each Category Total Traders: 181 : : 38 42 15 6 9 26 50 25 14 20 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 682,842 : : Positions : : 134,886 289,671 128,432 91,841 50,932 117,415 19,673 35,673 23,729 7,155 115,320 : : : : Changes from: November 1, 2011 : : 4,616 -8,724 945 4,126 -2,804 -7,235 3,167 -3,193 -694 -1,073 -11,093 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.8 42.4 18.8 13.4 7.5 17.2 2.9 5.2 3.5 1.0 16.9 : : : : Number of Traders in Each Category Total Traders: 226 : : 55 59 18 14 25 49 11 26 33 35 57 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 177,744 : : Positions : : 52,445 72,607 27,939 8,226 11,394 18,341 12,089 17,187 1,193 4,640 38,108 : : : : Changes from: November 1, 2011 : : -3,012 -6,019 -281 565 4 83 902 -4,777 -16 -685 -7,668 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.5 40.8 15.7 4.6 6.4 10.3 6.8 9.7 0.7 2.6 21.4 : : : : Number of Traders in Each Category Total Traders: 300 : : 84 87 20 11 21 45 45 48 40 37 64 : ----------------------------------------------------------------------------------------------------------------
Updated November 14, 2011