COT -- Supplemental Report - Option and Futures Combined Positions as of January 30, 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 526,759
: Positions :
: 46,581 60,832 155,915 91,039 239,236 196,294 4,866 489,829 460,850: 36,930 65,910
: :
: Changes from: January 23, 2007 (Change in open interest: -11,203) :
: -1,557 4,225 -7,179 -2,875 -7,667 858 -49 -10,753 -10,670: -449 -532
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 8.8 11.5 29.6 17.3 45.4 37.3 0.9 93.0 87.5: 7.0 12.5
: :
: Total Traders: 364 Number of Traders in Each Category :
: 102 100 137 68 102 25 6 280 290:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 30, 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 128,163
: Positions :
: 32,795 10,653 18,797 25,043 63,287 28,588 1,986 105,223 94,723: 22,940 33,440
: :
: Changes from: January 23, 2007 (Change in open interest: 1,823) :
: -1,279 556 1,457 790 -611 -12 -147 956 1,255: 867 569
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 25.6 8.3 14.7 19.5 49.4 22.3 1.5 82.1 73.9: 17.9 26.1
: :
: Total Traders: 172 Number of Traders in Each Category :
: 47 26 35 59 66 14 2 133 117:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 30, 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 2,117,734
: Positions :
: 335,590 55,647 636,082 509,633 1,074,147 364,320 14,311 1,845,625 1,780,186: 272,109 337,548
: :
: Changes from: January 23, 2007 (Change in open interest: -47,671) :
: -5,183 157 -35,248 -9,627 -21,184 -5,770 407 -55,829 -55,869: 8,158 8,197
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.8 2.6 30.0 24.1 50.7 17.2 0.7 87.2 84.1: 12.8 15.9
: :
: Total Traders: 819 Number of Traders in Each Category :
: 236 123 265 304 361 25 11 682 668:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 30, 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 571,574
: Positions :
: 101,786 30,349 156,177 98,327 281,995 137,831 3,945 494,120 472,465: 77,454 99,109
: :
: Changes from: January 23, 2007 (Change in open interest: 693) :
: 260 -4,943 -957 125 5,862 514 675 -58 637: 751 56
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.8 5.3 27.3 17.2 49.3 24.1 0.7 86.4 82.7: 13.6 17.3
: :
: Total Traders: 431 Number of Traders in Each Category :
: 131 93 149 110 138 26 5 366 314:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 30, 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 297,968
: Positions :
: 62,557 7,623 65,720 67,928 203,964 68,964 1,309 265,169 278,616: 32,799 19,353
: :
: Changes from: January 23, 2007 (Change in open interest: -3,072) :
: -547 -3,904 603 -1,650 491 -576 1,089 -2,170 -1,721: -902 -1,351
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 21.0 2.6 22.1 22.8 68.5 23.1 0.4 89.0 93.5: 11.0 6.5
: :
: Total Traders: 190 Number of Traders in Each Category :
: 68 25 47 47 59 18 4 165 116:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 30, 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 267,724
: Positions :
: 35,900 41,663 70,922 45,853 140,140 89,419 449 242,093 253,174: 25,630 14,550
: :
: Changes from: January 23, 2007 (Change in open interest: 629) :
: -4,293 6,071 894 6,322 -5,492 40 4 2,964 1,476: -2,335 -847
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.4 15.6 26.5 17.1 52.3 33.4 0.2 90.4 94.6: 9.6 5.4
: :
: Total Traders: 295 Number of Traders in Each Category :
: 105 77 87 63 63 24 4 234 202:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 30, 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 187,011
: Positions :
: 26,330 22,230 44,266 15,341 89,857 75,207 633 161,144 156,986: 25,866 30,025
: :
: Changes from: January 23, 2007 (Change in open interest: 9,942) :
: 4,340 -1,171 4,516 1,305 8,025 153 26 10,314 11,397: -372 -1,455
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.1 11.9 23.7 8.2 48.0 40.2 0.3 86.2 83.9: 13.8 16.1
: :
: Total Traders: 220 Number of Traders in Each Category :
: 65 67 95 27 39 23 3 179 160:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 30, 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 274,851
: Positions :
: 50,818 24,141 67,273 26,845 120,364 104,810 454 249,746 212,232: 25,105 62,618
: :
: Changes from: January 23, 2007 (Change in open interest: -3,843) :
: -1,076 2,073 -4,442 1,993 -972 217 -58 -3,308 -3,398: -535 -445
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.5 8.8 24.5 9.8 43.8 38.1 0.2 90.9 77.2: 9.1 22.8
: :
: Total Traders: 348 Number of Traders in Each Category :
: 87 63 102 76 146 24 3 250 276:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 30, 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 33,150
: Positions :
: 6,816 8,206 3,889 8,817 6,401 7,732 528 27,254 19,025: 5,896 14,126
: :
: Changes from: January 23, 2007 (Change in open interest: -518) :
: 850 137 -738 110 249 13 -30 235 -381: -754 -137
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 20.6 24.8 11.7 26.6 19.3 23.3 1.6 82.2 57.4: 17.8 42.6
: :
: Total Traders: 147 Number of Traders in Each Category :
: 26 39 24 39 46 17 1 98 100:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 30, 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 149,852
: Positions :
: 42,369 16,338 12,047 70,354 115,045 14,317 823 139,087 144,254: 10,765 5,599
: :
: Changes from: January 23, 2007 (Change in open interest: -3,020) :
: 63 198 131 -1,536 -2,560 -746 -938 -2,088 -3,170: -932 150
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 28.3 10.9 8.0 46.9 76.8 9.6 0.5 92.8 96.3: 7.2 3.7
: :
: Total Traders: 183 Number of Traders in Each Category :
: 67 34 44 47 44 19 2 156 108:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 30, 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 877,415
: Positions :
: 74,365 95,236 183,155 321,232 492,014 213,847 18,946 792,600 789,352: 84,816 88,064
: :
: Changes from: January 23, 2007 (Change in open interest: 25,566) :
: 55 10,977 5,408 9,424 1,957 2,632 1,192 17,518 19,533: 8,048 6,032
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 8.5 10.9 20.9 36.6 56.1 24.4 2.2 90.3 90.0: 9.7 10.0
: :
: Total Traders: 238 Number of Traders in Each Category :
: 63 67 82 74 72 24 7 200 193:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 30, 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 175,153
: Positions :
: 26,488 18,193 50,814 42,904 96,844 41,136 1,443 161,342 167,294: 13,811 7,859
: :
: Changes from: January 23, 2007 (Change in open interest: 6,029) :
: 508 917 2,709 1,761 1,788 1,088 619 6,065 6,033: -36 -4
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.1 10.4 29.0 24.5 55.3 23.5 0.8 92.1 95.5: 7.9 4.5
: :
: Total Traders: 398 Number of Traders in Each Category :
: 148 88 138 91 99 25 3 337 281:
-------------------------------------------------------------------------------------------------------------------
Updated February 2, 2007