COT -- Supplemental Report - Option and Futures Combined Positions as of January 23, 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 537,962
: Positions :
: 48,138 56,607 163,094 93,914 246,902 195,435 4,915 500,582 471,520: 37,379 66,442
: :
: Changes from: January 16, 2007 (Change in open interest: 10,873) :
: 4,059 -1,455 8,972 -1,334 3,450 25 -304 11,723 10,662: -851 210
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 8.9 10.5 30.3 17.5 45.9 36.3 0.9 93.1 87.6: 6.9 12.4
: :
: Total Traders: 364 Number of Traders in Each Category :
: 99 107 137 71 104 25 8 285 291:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 23, 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 126,340
: Positions :
: 34,074 10,097 17,340 24,253 63,898 28,600 2,133 104,267 93,468: 22,073 32,871
: :
: Changes from: January 16, 2007 (Change in open interest: 2,593) :
: 2,106 -50 -239 -363 1,484 109 38 1,613 1,232: 980 1,360
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 27.0 8.0 13.7 19.2 50.6 22.6 1.7 82.5 74.0: 17.5 26.0
: :
: Total Traders: 176 Number of Traders in Each Category :
: 47 26 37 57 69 14 2 133 121:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 23, 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 2,165,406
: Positions :
: 340,774 55,490 671,330 519,260 1,095,331 370,090 13,904 1,901,454 1,836,055: 263,952 329,351
: :
: Changes from: January 16, 2007 (Change in open interest: 49,302) :
: 6,295 -3,676 11,825 28,063 43,928 -8,583 3,986 37,599 56,063: 11,702 -6,761
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.7 2.6 31.0 24.0 50.6 17.1 0.6 87.8 84.8: 12.2 15.2
: :
: Total Traders: 823 Number of Traders in Each Category :
: 240 120 255 312 368 25 12 683 667:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 23, 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 570,881
: Positions :
: 101,525 35,292 157,134 98,201 276,132 137,317 3,270 494,177 471,828: 76,704 99,053
: :
: Changes from: January 16, 2007 (Change in open interest: 29,461) :
: 12,864 -3,397 11,324 -297 18,618 2,612 -201 26,502 26,344: 2,959 3,117
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.8 6.2 27.5 17.2 48.4 24.1 0.6 86.6 82.6: 13.4 17.4
: :
: Total Traders: 430 Number of Traders in Each Category :
: 134 96 139 114 142 25 6 357 316:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 23, 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 301,040
: Positions :
: 63,104 11,527 65,117 69,578 203,473 69,540 220 267,339 280,337: 33,701 20,703
: :
: Changes from: January 16, 2007 (Change in open interest: 15,063) :
: 9,059 -4,172 6,471 -5,078 15,746 2,319 -298 12,771 17,747: 2,291 -2,685
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 21.0 3.8 21.6 23.1 67.6 23.1 0.1 88.8 93.1: 11.2 6.9
: :
: Total Traders: 198 Number of Traders in Each Category :
: 78 21 49 48 59 17 3 171 119:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 23, 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 267,095
: Positions :
: 40,192 35,593 70,028 39,530 145,632 89,379 445 239,130 251,698: 27,965 15,397
: :
: Changes from: January 16, 2007 (Change in open interest: 7,775) :
: 664 -332 1,975 1,432 4,184 1,044 -37 5,115 5,791: 2,659 1,984
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.0 13.3 26.2 14.8 54.5 33.5 0.2 89.5 94.2: 10.5 5.8
: :
: Total Traders: 288 Number of Traders in Each Category :
: 109 71 85 62 62 23 4 236 190:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 23, 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 177,069
: Positions :
: 21,990 23,400 39,750 14,036 81,832 75,054 607 150,831 145,589: 26,238 31,480
: :
: Changes from: January 16, 2007 (Change in open interest: -2,334) :
: -1,043 699 -1,315 -188 -230 -472 270 -3,018 -575: 684 -1,759
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.4 13.2 22.4 7.9 46.2 42.4 0.3 85.2 82.2: 14.8 17.8
: :
: Total Traders: 215 Number of Traders in Each Category :
: 61 68 89 29 39 23 5 165 166:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 23, 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 278,693
: Positions :
: 51,895 22,068 71,714 24,851 121,336 104,593 512 253,054 215,630: 25,640 63,063
: :
: Changes from: January 16, 2007 (Change in open interest: -5,115) :
: -445 -73 -3,683 -1,104 2,512 1,509 376 -3,723 -868: -1,392 -4,247
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.6 7.9 25.7 8.9 43.5 37.5 0.2 90.8 77.4: 9.2 22.6
: :
: Total Traders: 355 Number of Traders in Each Category :
: 88 68 103 74 147 24 4 252 282:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 23, 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 33,669
: Positions :
: 5,966 8,069 4,627 8,708 6,152 7,719 558 27,019 19,406: 6,650 14,263
: :
: Changes from: January 16, 2007 (Change in open interest: 1,141) :
: 957 515 114 478 527 49 -8 1,598 1,148: -457 -7
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.7 24.0 13.7 25.9 18.3 22.9 1.7 80.2 57.6: 19.8 42.4
: :
: Total Traders: 148 Number of Traders in Each Category :
: 27 45 28 35 42 17 1 99 101:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 23, 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 152,872
: Positions :
: 42,306 16,140 11,916 71,890 117,605 15,063 1,761 141,175 147,423: 11,697 5,449
: :
: Changes from: January 16, 2007 (Change in open interest: -1,700) :
: -133 3,550 81 -1,222 -4,313 962 151 -312 -531: -1,388 -1,169
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 27.7 10.6 7.8 47.0 76.9 9.9 1.2 92.3 96.4: 7.7 3.6
: :
: Total Traders: 183 Number of Traders in Each Category :
: 66 34 42 46 46 18 2 154 108:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 23, 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 851,850
: Positions :
: 74,311 84,259 177,747 311,809 490,058 211,215 17,754 775,082 769,818: 76,768 82,031
: :
: Changes from: January 16, 2007 (Change in open interest: 21,127) :
: 2,172 3,040 944 13,009 16,653 7,013 89 23,137 20,725: -2,009 403
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 8.7 9.9 20.9 36.6 57.5 24.8 2.1 91.0 90.4: 9.0 9.6
: :
: Total Traders: 229 Number of Traders in Each Category :
: 52 70 75 74 70 24 7 194 182:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 23, 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 169,124
: Positions :
: 25,980 17,276 48,105 41,143 95,056 40,048 824 155,277 161,261: 13,847 7,863
: :
: Changes from: January 16, 2007 (Change in open interest: -2,763) :
: -5,554 24 -702 4,028 -2,357 117 64 -2,111 -2,971: -652 208
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.4 10.2 28.4 24.3 56.2 23.7 0.5 91.8 95.4: 8.2 4.6
: :
: Total Traders: 404 Number of Traders in Each Category :
: 150 88 139 98 104 25 3 349 281:
-------------------------------------------------------------------------------------------------------------------
Updated January 26, 2007