COT -- Supplemental Report - Option and Futures Combined Positions as of January 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 513,744
: Positions :
: 53,801 54,895 132,366 80,729 253,318 209,577 8,473 476,474 449,052: 37,269 64,692
: :
: Changes from: December 26, 2006 :
: -2,121 7,598 1,662 2,039 -6,339 2,807 502 4,386 3,424: -17 945
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.5 10.7 25.8 15.7 49.3 40.8 1.6 92.7 87.4: 7.3 12.6
: :
: Total Traders: 368 Number of Traders in Each Category :
: 106 107 127 64 106 26 5 280 279:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 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 127,957
: Positions :
: 32,525 9,842 15,827 21,925 65,753 31,437 1,474 101,714 92,896: 26,242 35,061
: :
: Changes from: December 26, 2006 :
: -967 1,736 248 2,243 -1,323 -219 177 1,305 839: 3,413 3,879
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 25.4 7.7 12.4 17.1 51.4 24.6 1.2 79.5 72.6: 20.5 27.4
: :
: Total Traders: 167 Number of Traders in Each Category :
: 44 29 32 51 64 14 3 126 111:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 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 1,962,900
: Positions :
: 305,387 57,741 574,129 442,017 1,008,578 427,445 5,866 1,748,979 1,646,315: 213,922 316,586
: :
: Changes from: December 26, 2006 :
: -14,715 2,189 3,843 912 -23,451 953 -149 -9,008 -17,567: 6,449 15,009
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.6 2.9 29.2 22.5 51.4 21.8 0.3 89.1 83.9: 10.9 16.1
: :
: Total Traders: 758 Number of Traders in Each Category :
: 205 110 203 282 358 26 10 597 611:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 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 497,953
: Positions :
: 80,132 33,061 130,550 93,443 246,073 132,509 2,782 436,634 412,467: 61,319 85,487
: :
: Changes from: December 26, 2006 :
: 9,624 -2,738 2,666 -14,009 3,095 2,288 -394 570 2,629: 1,215 -844
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.1 6.6 26.2 18.8 49.4 26.6 0.6 87.7 82.8: 12.3 17.2
: :
: Total Traders: 408 Number of Traders in Each Category :
: 126 71 129 102 139 26 4 328 299:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 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 287,650
: Positions :
: 58,604 15,190 54,449 73,391 193,864 68,874 1,005 255,317 264,508: 32,332 23,142
: :
: Changes from: December 26, 2006 :
: 2,773 2,904 -1,777 -4,410 -5,820 -205 -768 -3,618 -5,461: -744 1,099
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 20.4 5.3 18.9 25.5 67.4 23.9 0.3 88.8 92.0: 11.2 8.0
: :
: Total Traders: 191 Number of Traders in Each Category :
: 66 32 47 46 57 16 3 161 118:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 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 244,076
: Positions :
: 39,688 30,544 61,496 34,782 139,494 82,550 161 218,515 231,695: 25,561 12,381
: :
: Changes from: December 26, 2006 :
: -1,093 -2,834 2,851 482 70 837 -27 3,077 60: -1,662 1,355
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.3 12.5 25.2 14.3 57.2 33.8 0.1 89.5 94.9: 10.5 5.1
: :
: Total Traders: 284 Number of Traders in Each Category :
: 120 59 80 60 64 23 2 231 182:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 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 180,870
: Positions :
: 18,089 20,235 40,603 13,019 85,024 84,255 909 155,966 146,771: 24,903 34,099
: :
: Changes from: December 26, 2006 :
: -953 5,296 56 -1,579 -7,316 1,605 604 -871 -1,360: 1,071 1,560
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.0 11.2 22.4 7.2 47.0 46.6 0.5 86.2 81.1: 13.8 18.9
: :
: Total Traders: 202 Number of Traders in Each Category :
: 48 59 77 27 41 23 3 145 159:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 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 267,023
: Positions :
: 46,406 18,572 73,502 26,584 112,791 96,193 1,198 242,684 206,063: 24,339 60,961
: :
: Changes from: December 26, 2006 :
: 2,774 -4,032 13,583 1,180 7,619 1,722 820 19,259 17,989: 1,426 2,696
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.4 7.0 27.5 10.0 42.2 36.0 0.4 90.9 77.2: 9.1 22.8
: :
: Total Traders: 325 Number of Traders in Each Category :
: 81 59 88 74 144 25 3 226 264:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 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 30,462
: Positions :
: 4,303 7,097 4,766 7,403 5,555 7,730 357 24,201 17,775: 6,261 12,687
: :
: Changes from: December 26, 2006 :
: 221 10 467 244 557 2 8 934 1,041: -273 -380
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.1 23.3 15.6 24.3 18.2 25.4 1.2 79.4 58.4: 20.6 41.6
: :
: Total Traders: 132 Number of Traders in Each Category :
: 28 29 32 35 37 17 1 99 89:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 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 162,595
: Positions :
: 47,962 12,811 14,186 71,623 126,842 13,779 1,113 147,549 154,952: 15,046 7,643
: :
: Changes from: December 26, 2006 :
: 4,764 -761 1,598 -509 6,580 -128 -66 5,725 7,351: 1,480 -147
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 29.5 7.9 8.7 44.0 78.0 8.5 0.7 90.7 95.3: 9.3 4.7
: :
: Total Traders: 179 Number of Traders in Each Category :
: 59 36 39 45 44 19 2 151 101:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 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 786,586
: Positions :
: 76,228 60,414 176,716 282,857 465,982 174,101 17,487 709,902 720,599: 76,684 65,987
: :
: Changes from: December 26, 2006 :
: -2,907 16,069 798 10,563 -12,798 2,049 -908 10,503 3,161: -2,120 5,222
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.7 7.7 22.5 36.0 59.2 22.1 2.2 90.3 91.6: 9.7 8.4
: :
: Total Traders: 206 Number of Traders in Each Category :
: 51 57 67 69 65 22 8 177 164:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 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 177,345
: Positions :
: 40,713 17,883 49,919 35,653 101,549 37,792 810 164,078 170,161: 13,267 7,184
: :
: Changes from: December 26, 2006 :
: -500 1,282 1,458 1,861 631 620 -88 3,440 3,283: -1,109 -951
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 23.0 10.1 28.1 20.1 57.3 21.3 0.5 92.5 95.9: 7.5 4.1
: :
: Total Traders: 413 Number of Traders in Each Category :
: 181 73 117 100 113 25 2 358 263:
-------------------------------------------------------------------------------------------------------------------
Updated January 8, 2007