COT -- Supplemental Report - Option and Futures Combined Positions as of February 20, 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 515,071
: Positions :
: 53,214 63,804 148,299 78,396 235,421 196,933 4,595 476,842 452,118: 38,229 62,953
: :
: Changes from: February 13, 2007 (Change in open interest: -9,900) :
: 1,677 1,496 -5,199 -3,737 -4,662 -2,584 -326 -9,843 -8,692: -56 -1,208
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.3 12.4 28.8 15.2 45.7 38.2 0.9 92.6 87.8: 7.4 12.2
: :
: Total Traders: 389 Number of Traders in Each Category :
: 111 110 156 71 102 25 8 307 312:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 20, 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 127,469
: Positions :
: 35,396 11,450 19,118 23,761 67,012 29,141 147 107,416 97,727: 20,053 29,742
: :
: Changes from: February 13, 2007 (Change in open interest: -2,013) :
: 3,035 299 1,426 -3,095 754 19 -1,392 1,384 1,087: -3,398 -3,100
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 27.8 9.0 15.0 18.6 52.6 22.9 0.1 84.3 76.7: 15.7 23.3
: :
: Total Traders: 181 Number of Traders in Each Category :
: 53 26 37 62 69 14 1 145 120:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 20, 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 2,178,460
: Positions :
: 375,803 62,882 647,645 512,949 1,119,150 368,253 15,184 1,904,651 1,844,861: 273,809 333,599
: :
: Changes from: February 13, 2007 (Change in open interest: 32,145) :
: 10,691 2,304 1,894 10,261 31,641 10,207 1,665 33,053 37,504: -908 -5,359
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.3 2.9 29.7 23.5 51.4 16.9 0.7 87.4 84.7: 12.6 15.3
: :
: Total Traders: 888 Number of Traders in Each Category :
: 263 128 299 323 388 25 12 749 733:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 20, 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 660,578
: Positions :
: 115,249 34,012 196,177 119,318 318,751 140,531 3,739 571,276 552,679: 89,302 107,899
: :
: Changes from: February 13, 2007 (Change in open interest: 31,720) :
: 1,528 2,168 14,782 12,056 15,920 1,751 497 30,118 33,367: 1,602 -1,647
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.4 5.1 29.7 18.1 48.3 21.3 0.6 86.5 83.7: 13.5 16.3
: :
: Total Traders: 502 Number of Traders in Each Category :
: 149 109 191 135 164 25 7 432 390:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 20, 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 331,389
: Positions :
: 74,978 10,853 74,773 69,979 225,203 73,061 201 292,791 311,030: 38,598 20,359
: :
: Changes from: February 13, 2007 (Change in open interest: -1,579) :
: -2,216 -2,823 4,487 -7,006 -4,843 57 0 -4,679 -3,180: 3,100 1,601
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 22.6 3.3 22.6 21.1 68.0 22.0 0.1 88.4 93.9: 11.6 6.1
: :
: Total Traders: 205 Number of Traders in Each Category :
: 79 25 56 47 60 17 2 182 122:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 20, 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 264,930
: Positions :
: 35,895 62,326 59,371 50,094 129,266 93,549 409 238,909 251,372: 26,021 13,558
: :
: Changes from: February 13, 2007 (Change in open interest: -7,797) :
: 570 4,448 1,402 -10,236 -10,203 2,189 -297 -6,074 -4,649: -1,723 -3,148
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.5 23.5 22.4 18.9 48.8 35.3 0.2 90.2 94.9: 9.8 5.1
: :
: Total Traders: 318 Number of Traders in Each Category :
: 104 102 78 70 64 24 5 234 216:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 20, 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 191,816
: Positions :
: 27,996 22,212 46,714 14,713 94,332 76,492 192 165,916 163,450: 25,900 28,366
: :
: Changes from: February 13, 2007 (Change in open interest: 201) :
: 1,582 272 -515 -727 678 867 5 1,207 440: -1,006 -239
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.6 11.6 24.4 7.7 49.2 39.9 0.1 86.5 85.2: 13.5 14.8
: :
: Total Traders: 223 Number of Traders in Each Category :
: 75 60 88 24 42 22 2 180 151:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 20, 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 294,636
: Positions :
: 60,997 27,944 65,623 32,961 135,164 106,422 65 266,003 228,796: 28,634 65,840
: :
: Changes from: February 13, 2007 (Change in open interest: 1,325) :
: 2,440 1,411 -908 -691 650 537 0 1,377 1,154: -52 171
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 20.7 9.5 22.3 11.2 45.9 36.1 0.0 90.3 77.7: 9.7 22.3
: :
: Total Traders: 377 Number of Traders in Each Category :
: 95 73 99 95 163 24 2 279 287:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 20, 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 38,569
: Positions :
: 8,222 6,264 7,314 9,831 9,897 7,200 0 32,567 23,475: 6,002 15,094
: :
: Changes from: February 13, 2007 (Change in open interest: 206) :
: -852 -1,051 567 866 1,592 21 -392 601 715: -396 -510
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 21.3 16.2 19.0 25.5 25.7 18.7 0.0 84.4 60.9: 15.6 39.1
: :
: Total Traders: 155 Number of Traders in Each Category :
: 36 31 38 37 50 16 0 115 106:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 20, 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 170,394
: Positions :
: 60,662 17,446 17,732 63,647 125,304 14,558 1,827 156,599 162,308: 13,795 8,085
: :
: Changes from: February 13, 2007 (Change in open interest: 19,570) :
: 5,825 3,332 8,635 2,891 5,619 590 97 17,940 17,683: 1,630 1,887
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 35.6 10.2 10.4 37.4 73.5 8.5 1.1 91.9 95.3: 8.1 4.7
: :
: Total Traders: 195 Number of Traders in Each Category :
: 76 40 43 40 44 20 3 162 112:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 20, 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 823,882
: Positions :
: 73,612 83,762 139,175 308,182 492,578 215,139 20,406 736,108 735,922: 87,774 87,961
: :
: Changes from: February 13, 2007 (Change in open interest: -303) :
: 2,887 -20,745 660 -9,632 8,656 -84 1,834 -6,170 -9,594: 5,866 9,290
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 8.9 10.2 16.9 37.4 59.8 26.1 2.5 89.3 89.3: 10.7 10.7
: :
: Total Traders: 214 Number of Traders in Each Category :
: 53 55 62 71 70 23 6 179 167:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 20, 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 163,978
: Positions :
: 26,715 23,271 33,578 47,877 95,914 41,038 1,140 149,208 153,904: 14,770 10,074
: :
: Changes from: February 13, 2007 (Change in open interest: -1,555) :
: 1,171 3,221 -1,411 -5,244 -6,327 213 -281 -5,271 -4,799: 3,716 3,243
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.3 14.2 20.5 29.2 58.5 25.0 0.7 91.0 93.9: 9.0 6.1
: :
: Total Traders: 380 Number of Traders in Each Category :
: 137 94 101 101 100 25 3 304 264:
-------------------------------------------------------------------------------------------------------------------
Updated February 23, 2007