COT -- Supplemental Report - Option and Futures Combined Positions as of July 17, 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 499,203
: Positions :
: 75,084 73,801 129,973 63,496 216,239 188,702 9,332 457,255 429,345: 41,948 69,859
: :
: Changes from: July 10, 2007 (Change in open interest: 16,331) :
: 2,301 7,060 4,196 3,830 645 1,356 -2,824 11,683 9,076: 4,647 7,254
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.0 14.8 26.0 12.7 43.3 37.8 1.9 91.6 86.0: 8.4 14.0
: :
: Total Traders: 389 Number of Traders in Each Category :
: 107 126 135 65 112 25 9 299 298:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 17, 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 149,689
: Positions :
: 45,710 10,412 12,740 29,548 99,523 35,528 203 123,526 122,879: 26,163 26,810
: :
: Changes from: July 10, 2007 (Change in open interest: 7,278) :
: -1,050 2,796 408 5,510 6,095 1,625 115 6,493 9,414: 784 -2,137
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 30.5 7.0 8.5 19.7 66.5 23.7 0.1 82.5 82.1: 17.5 17.9
: :
: Total Traders: 205 Number of Traders in Each Category :
: 66 23 27 45 84 17 2 141 125:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 17, 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 1,719,601
: Positions :
: 209,342 120,243 511,480 435,557 791,248 375,679 10,581 1,532,056 1,433,552: 187,545 286,049
: :
: Changes from: July 10, 2007 (Change in open interest: 44,260) :
: -13,192 16,753 31,366 19,088 -20,308 4,282 714 41,543 28,524: 2,716 15,736
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.2 7.0 29.7 25.3 46.0 21.8 0.6 89.1 83.4: 10.9 16.6
: :
: Total Traders: 788 Number of Traders in Each Category :
: 185 157 245 299 349 25 12 636 663:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 17, 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 724,567
: Positions :
: 133,931 25,169 210,279 139,294 379,763 162,094 7,499 645,598 622,711: 78,969 101,857
: :
: Changes from: July 10, 2007 (Change in open interest: 4,032) :
: -15,129 -5,134 2,811 10,686 2,301 7,913 3,181 6,281 3,159: -2,249 873
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.5 3.5 29.0 19.2 52.4 22.4 1.0 89.1 85.9: 10.9 14.1
: :
: Total Traders: 555 Number of Traders in Each Category :
: 201 95 202 133 186 25 10 456 431:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 17, 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 336,816
: Positions :
: 73,097 13,166 60,253 96,456 244,668 78,613 3,234 308,419 321,321: 28,397 15,495
: :
: Changes from: July 10, 2007 (Change in open interest: 14,301) :
: -3,481 133 5,701 13,897 8,191 -1,159 408 14,958 14,433: -657 -132
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 21.7 3.9 17.9 28.6 72.6 23.3 1.0 91.6 95.4: 8.4 4.6
: :
: Total Traders: 214 Number of Traders in Each Category :
: 78 33 57 52 64 18 4 185 135:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 17, 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 372,707
: Positions :
: 63,541 12,821 115,490 71,970 228,296 95,007 4,727 346,008 361,334: 26,700 11,373
: :
: Changes from: July 10, 2007 (Change in open interest: 24,085) :
: -852 -4,631 17,090 13,741 10,634 -4,747 462 25,233 23,554: -1,147 531
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.0 3.4 31.0 19.3 61.3 25.5 1.3 92.8 96.9: 7.2 3.1
: :
: Total Traders: 312 Number of Traders in Each Category :
: 136 65 102 59 66 23 6 272 196:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 17, 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 187,387
: Positions :
: 20,622 35,297 46,990 20,564 70,350 81,010 197 169,186 152,833: 18,202 34,554
: :
: Changes from: July 10, 2007 (Change in open interest: 3,334) :
: 332 -14,472 2,459 1,875 13,831 -200 -314 4,467 1,504: -1,133 1,830
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.0 18.8 25.1 11.0 37.5 43.2 0.1 90.3 81.6: 9.7 18.4
: :
: Total Traders: 203 Number of Traders in Each Category :
: 45 69 77 20 36 22 3 141 153:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 17, 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 261,751
: Positions :
: 41,791 29,250 58,518 23,759 121,265 114,870 1,640 238,939 210,674: 22,812 51,077
: :
: Changes from: July 10, 2007 (Change in open interest: 6,315) :
: 832 -3,419 2,392 703 6,462 1,544 950 5,470 6,385: 844 -70
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.0 11.2 22.4 9.1 46.3 43.9 0.6 91.3 80.5: 8.7 19.5
: :
: Total Traders: 315 Number of Traders in Each Category :
: 87 60 88 61 131 24 6 223 245:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 17, 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 32,320
: Positions :
: 7,735 3,320 6,640 3,453 6,663 8,230 0 26,059 16,623: 6,261 15,697
: :
: Changes from: July 10, 2007 (Change in open interest: 4,021) :
: 1,951 -207 1,140 211 1,401 221 0 3,523 2,334: 498 1,687
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 23.9 10.3 20.5 10.7 20.6 25.5 0.0 80.6 51.4: 19.4 48.6
: :
: Total Traders: 141 Number of Traders in Each Category :
: 39 25 30 28 48 17 0 105 89:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 17, 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 181,451
: Positions :
: 70,534 17,936 18,060 61,002 137,282 17,138 78 166,733 173,355: 14,718 8,096
: :
: Changes from: July 10, 2007 (Change in open interest: -1,622) :
: -704 525 -602 -1,377 -3,022 173 -29 -2,510 -3,128: 888 1,506
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 38.9 9.9 10.0 33.6 75.7 9.4 0.0 91.9 95.5: 8.1 4.5
: :
: Total Traders: 191 Number of Traders in Each Category :
: 79 30 38 37 44 20 2 160 100:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 17, 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 849,479
: Positions :
: 131,711 117,739 143,233 223,990 479,553 253,893 45,829 752,826 786,354: 96,653 63,126
: :
: Changes from: July 10, 2007 (Change in open interest: 7,866) :
: 6,033 241 -7,700 -3,037 15,270 2,650 597 -2,054 8,407: 9,920 -541
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.5 13.9 16.9 26.4 56.5 29.9 5.4 88.6 92.6: 11.4 7.4
: :
: Total Traders: 251 Number of Traders in Each Category :
: 80 53 64 73 77 26 8 207 177:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 17, 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 210,634
: Positions :
: 41,291 46,301 56,301 53,977 99,072 46,623 1,068 198,192 202,742: 12,442 7,891
: :
: Changes from: July 10, 2007 (Change in open interest: 3,108) :
: 478 2,550 238 -186 -640 681 150 1,211 2,299: 1,897 809
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.6 22.0 26.7 25.6 47.0 22.1 0.5 94.1 96.3: 5.9 3.7
: :
: Total Traders: 432 Number of Traders in Each Category :
: 140 128 123 99 109 24 3 310 325:
-------------------------------------------------------------------------------------------------------------------
Updated July 20, 2007