COT -- Supplemental Report - Option and Futures Combined Positions as of January 16, 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 527,089
: Positions :
: 44,079 58,063 154,122 95,248 243,453 195,410 5,220 488,859 460,857: 38,230 66,232
: :
: Changes from: January 9, 2007 (Change in open interest: 1,057) :
: -4,221 50 10,768 8,299 -6,311 -13,559 -4,844 1,288 -337: -230 1,394
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 8.4 11.0 29.2 18.1 46.2 37.1 1.0 92.7 87.4: 7.3 12.6
: :
: Total Traders: 369 Number of Traders in Each Category :
: 97 117 144 68 107 25 7 282 302:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 16, 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 123,747
: Positions :
: 31,967 10,147 17,580 24,616 62,415 28,491 2,095 102,654 92,236: 21,093 31,511
: :
: Changes from: January 9, 2007 (Change in open interest: -3,162) :
: 1,921 -1,146 412 -2,172 -604 -1,721 28 -1,561 -1,310: -1,601 -1,851
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 25.8 8.2 14.2 19.9 50.4 23.0 1.7 83.0 74.5: 17.0 25.5
: :
: Total Traders: 172 Number of Traders in Each Category :
: 47 26 35 57 67 14 2 133 116:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 16, 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 2,116,104
: Positions :
: 334,479 59,166 659,505 491,197 1,051,403 378,673 9,918 1,863,855 1,779,992: 252,249 336,112
: :
: Changes from: January 9, 2007 (Change in open interest: 134,069) :
: 50,448 -12,651 52,705 15,694 73,238 -34,242 2,641 84,605 115,933: 49,464 18,135
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.8 2.8 31.2 23.2 49.7 17.9 0.5 88.1 84.1: 11.9 15.9
: :
: Total Traders: 809 Number of Traders in Each Category :
: 233 122 246 306 363 25 12 665 655:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 16, 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 541,420
: Positions :
: 88,662 38,689 145,810 98,499 257,514 134,705 3,471 467,675 445,484: 73,745 95,936
: :
: Changes from: January 9, 2007 (Change in open interest: 42,694) :
: 10,265 2,858 13,438 4,012 16,536 2,311 1,270 30,025 34,102: 12,669 8,592
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.4 7.1 26.9 18.2 47.6 24.9 0.6 86.4 82.3: 13.6 17.7
: :
: Total Traders: 422 Number of Traders in Each Category :
: 128 99 145 111 136 25 5 350 315:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 16, 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 285,977
: Positions :
: 54,045 15,699 58,646 74,656 187,727 67,221 518 254,568 262,590: 31,410 23,388
: :
: Changes from: January 9, 2007 (Change in open interest: 1,249) :
: -2,493 -2,060 4,772 107 -1,346 -1,856 -81 530 1,286: 719 -37
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.9 5.5 20.5 26.1 65.6 23.5 0.2 89.0 91.8: 11.0 8.2
: :
: Total Traders: 190 Number of Traders in Each Category :
: 66 28 49 51 57 16 4 163 123:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 16, 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 259,321
: Positions :
: 39,528 35,925 68,053 38,099 141,448 88,335 482 234,015 245,907: 25,306 13,413
: :
: Changes from: January 9, 2007 (Change in open interest: 15,117) :
: 1,429 2,780 7,344 -549 3,152 5,327 322 13,551 13,598: 1,566 1,519
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.2 13.9 26.2 14.7 54.5 34.1 0.2 90.2 94.8: 9.8 5.2
: :
: Total Traders: 293 Number of Traders in Each Category :
: 118 66 87 63 62 23 4 239 194:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 16, 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 179,403
: Positions :
: 23,034 22,701 41,065 14,224 82,061 75,526 337 153,849 146,165: 25,554 33,238
: :
: Changes from: January 9, 2007 (Change in open interest: 2,013) :
: 4,334 -1,384 4,756 -240 165 -7,389 -879 1,460 2,657: 552 -645
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.8 12.7 22.9 7.9 45.7 42.1 0.2 85.8 81.5: 14.2 18.5
: :
: Total Traders: 212 Number of Traders in Each Category :
: 56 68 82 26 40 23 4 152 167:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 16, 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 283,809
: Positions :
: 52,340 22,141 75,398 25,955 118,824 103,084 136 256,777 216,499: 27,032 67,310
: :
: Changes from: January 9, 2007 (Change in open interest: 7,458) :
: 3,243 2,339 3,083 -2,396 1,877 4,818 -1,422 8,747 5,877: -1,289 1,581
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.4 7.8 26.6 9.1 41.9 36.3 0.0 90.5 76.3: 9.5 23.7
: :
: Total Traders: 356 Number of Traders in Each Category :
: 88 66 104 78 148 24 2 257 282:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 16, 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 32,528
: Positions :
: 5,009 7,554 4,513 8,230 5,625 7,670 566 25,421 18,258: 7,106 14,270
: :
: Changes from: January 9, 2007 (Change in open interest: 1,955) :
: 382 163 210 649 296 42 22 1,283 690: 672 1,264
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.4 23.2 13.9 25.3 17.3 23.6 1.7 78.2 56.1: 21.8 43.9
: :
: Total Traders: 139 Number of Traders in Each Category :
: 28 39 28 35 38 17 1 98 94:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 16, 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 154,572
: Positions :
: 42,439 12,590 11,836 73,111 121,919 14,101 1,610 141,487 147,955: 13,085 6,617
: :
: Changes from: January 9, 2007 (Change in open interest: -4,225) :
: -2,022 613 593 -462 -3,939 30 484 -1,860 -2,248: -2,364 -1,977
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 27.5 8.1 7.7 47.3 78.9 9.1 1.0 91.5 95.7: 8.5 4.3
: :
: Total Traders: 178 Number of Traders in Each Category :
: 61 32 41 46 47 18 2 151 105:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 16, 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 830,722
: Positions :
: 72,139 81,220 176,804 298,800 473,405 204,202 17,665 751,945 749,093: 78,777 81,629
: :
: Changes from: January 9, 2007 (Change in open interest: 25,456) :
: -650 5,613 -5,647 3,875 21,609 26,415 -988 23,994 20,586: 1,462 4,870
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 8.7 9.8 21.3 36.0 57.0 24.6 2.1 90.5 90.2: 9.5 9.8
: :
: Total Traders: 221 Number of Traders in Each Category :
: 53 61 74 74 71 23 8 187 181:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 16, 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 171,887
: Positions :
: 31,534 17,252 48,807 37,116 97,413 39,931 760 157,388 164,232: 14,499 7,655
: :
: Changes from: January 9, 2007 (Change in open interest: 543) :
: -1,444 -540 256 -513 1,904 1,697 65 -4 1,684: 547 -1,141
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.3 10.0 28.4 21.6 56.7 23.2 0.4 91.6 95.5: 8.4 4.5
: :
: Total Traders: 410 Number of Traders in Each Category :
: 166 76 131 95 105 25 2 356 269:
-------------------------------------------------------------------------------------------------------------------
Updated January 19, 2007