COT -- Supplemental Report - Option and Futures Combined Positions as of July 3, 2007
: Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- : Positions
: Non-Commercial : Commercial : Index Traders : Total
: Long : Short :Spreading: Long : Short : Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
WHEAT - CHICAGO BOARD OF TRADE
CFTC Code #001602 Open Interest is 466,463
: Positions :
: 71,428 66,528 112,014 59,006 211,903 186,590 13,128 429,038 403,573: 37,425 62,890
: :
: Changes from: June 26, 2007 (Change in open interest: -28,713) :
: -11,066 7,805 -8,319 -3,451 -21,545 -2,218 -1,300 -25,054 -23,359: -3,659 -5,354
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.3 14.3 24.0 12.6 45.4 40.0 2.8 92.0 86.5: 8.0 13.5
: :
: Total Traders: 375 Number of Traders in Each Category :
: 96 124 131 60 108 25 10 284 288:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 3, 2007
: Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- : Positions
: Non-Commercial : Commercial : Index Traders : Total
: Long : Short :Spreading: Long : Short : Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
WHEAT - KANSAS CITY BOARD OF TRADE
CFTC Code #001612 Open Interest is 136,869
: Positions :
: 44,428 7,125 12,234 22,969 89,219 33,900 0 113,531 108,578: 23,338 28,290
: :
: Changes from: June 26, 2007 (Change in open interest: 5,212) :
: 5,064 2,731 843 -1,427 3,145 1,876 -17 6,355 6,701: -1,143 -1,489
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 32.5 5.2 8.9 16.8 65.2 24.8 0.0 82.9 79.3: 17.1 20.7
: :
: Total Traders: 190 Number of Traders in Each Category :
: 70 19 30 39 73 17 0 137 112:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 3, 2007
: Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- : Positions
: Non-Commercial : Commercial : Index Traders : Total
: Long : Short :Spreading: Long : Short : Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
CORN - CHICAGO BOARD OF TRADE
CFTC Code #002602 Open Interest is 1,661,833
: Positions :
: 214,974 102,485 465,692 431,748 813,310 371,033 10,510 1,483,448 1,391,997: 178,385 269,836
: :
: Changes from: June 26, 2007 (Change in open interest: 5,458) :
: -8,290 34,002 8,564 24,489 -43,081 -2,507 -293 22,256 -807: -16,798 6,265
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.9 6.2 28.0 26.0 48.9 22.3 0.6 89.3 83.8: 10.7 16.2
: :
: Total Traders: 802 Number of Traders in Each Category :
: 184 158 247 302 362 25 11 643 675:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 3, 2007
: Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- : Positions
: Non-Commercial : Commercial : Index Traders : Total
: Long : Short :Spreading: Long : Short : Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
SOYBEANS - CHICAGO BOARD OF TRADE
CFTC Code #005602 Open Interest is 682,760
: Positions :
: 132,731 27,135 193,916 125,783 357,477 151,220 4,104 603,650 582,632: 79,111 100,129
: :
: Changes from: June 26, 2007 (Change in open interest: 23,695) :
: 9,240 4,785 761 3,212 8,915 3,703 1,035 16,916 15,495: 6,779 8,201
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.4 4.0 28.4 18.4 52.4 22.1 0.6 88.4 85.3: 11.6 14.7
: :
: Total Traders: 513 Number of Traders in Each Category :
: 162 113 179 125 175 26 11 421 394:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 3, 2007
: Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- : Positions
: Non-Commercial : Commercial : Index Traders : Total
: Long : Short :Spreading: Long : Short : Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
SOYBEAN OIL - CHICAGO BOARD OF TRADE
CFTC Code #007601 Open Interest is 319,675
: Positions :
: 73,405 12,983 53,761 83,248 232,573 79,567 3,358 289,980 302,675: 29,695 17,000
: :
: Changes from: June 26, 2007 (Change in open interest: 174) :
: 8,469 1,915 -5,251 -2,332 6,557 926 186 1,811 3,408: -1,637 -3,234
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 23.0 4.1 16.8 26.0 72.8 24.9 1.1 90.7 94.7: 9.3 5.3
: :
: Total Traders: 219 Number of Traders in Each Category :
: 77 40 59 51 62 18 3 188 136:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 3, 2007
: Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- : Positions
: Non-Commercial : Commercial : Index Traders : Total
: Long : Short :Spreading: Long : Short : Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
COTTON NO. 2 - NEW YORK BOARD OF TRADE
CFTC Code #033661 Open Interest is 323,396
: Positions :
: 59,569 22,548 86,697 52,736 201,715 98,538 3,070 297,539 314,029: 25,857 9,367
: :
: Changes from: June 26, 2007 (Change in open interest: 20,123) :
: 5,608 -3,968 12,223 2,028 13,228 465 402 20,324 21,885: -201 -1,762
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.4 7.0 26.8 16.3 62.4 30.5 0.9 92.0 97.1: 8.0 2.9
: :
: Total Traders: 303 Number of Traders in Each Category :
: 130 63 87 62 62 23 4 256 183:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 3, 2007
: Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- : Positions
: Non-Commercial : Commercial : Index Traders : Total
: Long : Short :Spreading: Long : Short : Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
CFTC Code #054642 Open Interest is 183,293
: Positions :
: 19,841 46,295 46,632 17,290 58,418 81,424 589 165,188 151,935: 18,106 31,359
: :
: Changes from: June 26, 2007 (Change in open interest: 1,062) :
: -1,685 6,447 1,863 1,858 -9,009 421 -982 2,457 -1,680: -1,396 2,742
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.8 25.3 25.4 9.4 31.9 44.4 0.3 90.1 82.9: 9.9 17.1
: :
: Total Traders: 207 Number of Traders in Each Category :
: 48 79 79 22 33 23 4 142 162:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 3, 2007
: Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- : Positions
: Non-Commercial : Commercial : Index Traders : Total
: Long : Short :Spreading: Long : Short : Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
CFTC Code #057642 Open Interest is 243,801
: Positions :
: 33,277 31,397 54,880 23,659 110,566 113,639 287 225,455 197,129: 18,346 46,672
: :
: Changes from: June 26, 2007 (Change in open interest: -5,577) :
: -3,854 3,554 -2,567 411 -4,260 1,057 34 -4,953 -3,238: -624 -2,339
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.6 12.9 22.5 9.7 45.4 46.6 0.1 92.5 80.9: 7.5 19.1
: :
: Total Traders: 296 Number of Traders in Each Category :
: 68 73 74 64 125 24 5 196 240:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 3, 2007
: Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- : Positions
: Non-Commercial : Commercial : Index Traders : Total
: Long : Short :Spreading: Long : Short : Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
CFTC Code #061641 Open Interest is 26,084
: Positions :
: 4,558 4,139 4,544 3,025 4,741 8,153 0 20,280 13,423: 5,804 12,661
: :
: Changes from: June 26, 2007 (Change in open interest: 717) :
: -191 -350 834 -589 -200 -271 0 -217 284: 934 434
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.5 15.9 17.4 11.6 18.2 31.3 0.0 77.7 51.5: 22.3 48.5
: :
: Total Traders: 129 Number of Traders in Each Category :
: 30 23 26 24 49 18 0 88 88:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 3, 2007
: Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- : Positions
: Non-Commercial : Commercial : Index Traders : Total
: Long : Short :Spreading: Long : Short : Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
COCOA - NEW YORK BOARD OF TRADE
CFTC Code #073732 Open Interest is 180,839
: Positions :
: 68,841 18,405 18,249 62,530 137,427 16,946 93 166,566 174,174: 14,272 6,664
: :
: Changes from: June 26, 2007 (Change in open interest: 14,741) :
: 12,544 1,430 2,033 -220 10,626 209 -23 14,565 14,067: 176 674
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 38.1 10.2 10.1 34.6 76.0 9.4 0.1 92.1 96.3: 7.9 3.7
: :
: Total Traders: 199 Number of Traders in Each Category :
: 74 40 45 37 46 20 2 162 112:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 3, 2007
: Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- : Positions
: Non-Commercial : Commercial : Index Traders : Total
: Long : Short :Spreading: Long : Short : Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
CFTC Code #080732 Open Interest is 831,077
: Positions :
: 121,382 123,524 149,400 234,112 447,370 248,816 46,047 753,709 766,340: 77,368 64,737
: :
: Changes from: June 26, 2007 (Change in open interest: -14,579) :
: 294 12,027 -958 -11,018 -22,656 2,313 42 -9,369 -11,544: -5,210 -3,034
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.6 14.9 18.0 28.2 53.8 29.9 5.5 90.7 92.2: 9.3 7.8
: :
: Total Traders: 245 Number of Traders in Each Category :
: 72 56 66 76 75 26 8 204 179:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 3, 2007
: Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- : Positions
: Non-Commercial : Commercial : Index Traders : Total
: Long : Short :Spreading: Long : Short : Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
COFFEE C - NEW YORK BOARD OF TRADE
CFTC Code #083731 Open Interest is 200,884
: Positions :
: 39,782 38,645 54,290 52,610 100,597 44,831 836 191,513 194,368: 9,371 6,516
: :
: Changes from: June 26, 2007 (Change in open interest: 8,228) :
: -694 5,887 3,584 2,741 -145 4,215 38 9,845 9,364: -1,617 -1,136
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.8 19.2 27.0 26.2 50.1 22.3 0.4 95.3 96.8: 4.7 3.2
: :
: Total Traders: 428 Number of Traders in Each Category :
: 139 126 129 101 110 24 3 321 321:
-------------------------------------------------------------------------------------------------------------------
Updated July 9, 2007