We document a new empirical phenomenon in which the positions of managed money (MM) traders, who are sophisticated speculators in the commodity futures market, as disclosed by the CFTC Disaggregated Commitments of Traders (DCOT) reports, can predict the cross-section of commodity producers' stock returns in the subsequent week. A trading strategy based on this finding generates a sizeable alpha that is robust to the Fama-French Five-Factor model, and the mispricing factor model. The results are more pronounced in firms with higher information asymmetry, proxied by analyst dispersion and historical volatility.