COT -- Supplemental Report - Option and Futures Combined Positions as of March 13, 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 478,199
: Positions :
: 50,909 64,244 128,138 69,475 223,439 197,130 4,429 445,651 420,250: 32,547 57,949
: :
: Changes from: March 6, 2007 (Change in open interest: 4,147) :
: -60 759 4,023 592 -2,924 -1,106 155 3,449 2,013: 698 2,134
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.6 13.4 26.8 14.5 46.7 41.2 0.9 93.2 87.9: 6.8 12.1
: :
: Total Traders: 372 Number of Traders in Each Category :
: 99 114 138 69 104 26 7 285 295:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 13, 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 125,126
: Positions :
: 38,512 10,231 17,234 22,013 67,304 28,739 147 106,498 94,916: 18,628 30,210
: :
: Changes from: March 6, 2007 (Change in open interest: 1,770) :
: -1,298 572 1,019 1,190 -1,701 -119 0 792 -110: 978 1,880
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 30.8 8.2 13.8 17.6 53.8 23.0 0.1 85.1 75.9: 14.9 24.1
: :
: Total Traders: 175 Number of Traders in Each Category :
: 52 25 32 54 65 14 1 137 108:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 13, 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 2,040,518
: Positions :
: 305,464 64,835 614,344 503,585 1,035,900 372,021 10,977 1,795,414 1,726,057: 245,104 314,461
: :
: Changes from: March 6, 2007 (Change in open interest: -4,180) :
: -32,972 -1,796 21,684 21,453 -12,271 -684 1,516 9,481 9,133: -13,661 -13,313
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.0 3.2 30.1 24.7 50.8 18.2 0.5 88.0 84.6: 12.0 15.4
: :
: Total Traders: 848 Number of Traders in Each Category :
: 237 134 275 316 381 26 14 700 708:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 13, 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 610,320
: Positions :
: 92,372 28,258 162,359 125,510 309,077 139,200 3,505 519,441 503,199: 90,879 107,121
: :
: Changes from: March 6, 2007 (Change in open interest: 1,729) :
: 3,778 -6,955 -3,615 -1,297 10,167 1,455 220 321 -184: 1,408 1,912
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.1 4.6 26.6 20.6 50.6 22.8 0.6 85.1 82.4: 14.9 17.6
: :
: Total Traders: 440 Number of Traders in Each Category :
: 139 95 144 119 151 25 8 357 340:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 13, 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 301,952
: Positions :
: 68,978 9,242 59,665 70,168 215,570 73,524 0 272,335 284,477: 29,617 17,475
: :
: Changes from: March 6, 2007 (Change in open interest: 5,171) :
: 415 -9,632 4,562 1,164 13,688 -187 0 5,954 8,619: -783 -3,447
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 22.8 3.1 19.8 23.2 71.4 24.3 0.0 90.2 94.2: 9.8 5.8
: :
: Total Traders: 197 Number of Traders in Each Category :
: 74 25 48 47 59 18 0 169 115:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 13, 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 297,695
: Positions :
: 47,183 45,182 74,607 50,249 163,958 97,236 1,012 269,275 284,759: 28,419 12,936
: :
: Changes from: March 6, 2007 (Change in open interest: 12,187) :
: 3,682 -7,584 7,478 -898 11,870 975 44 11,237 11,807: 949 380
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.8 15.2 25.1 16.9 55.1 32.7 0.3 90.5 95.7: 9.5 4.3
: :
: Total Traders: 327 Number of Traders in Each Category :
: 130 90 92 64 63 23 6 262 211:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 13, 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 186,559
: Positions :
: 26,228 17,213 43,017 13,345 97,922 76,754 70 159,345 158,223: 27,214 28,336
: :
: Changes from: March 6, 2007 (Change in open interest: -1,447) :
: 2,278 -2,083 1,227 -3,339 1,100 -676 -233 -510 11: -937 -1,458
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.1 9.2 23.1 7.2 52.5 41.1 0.0 85.4 84.8: 14.6 15.2
: :
: Total Traders: 207 Number of Traders in Each Category :
: 73 49 81 20 41 22 2 165 140:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 13, 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 331,580
: Positions :
: 63,673 27,494 96,891 31,867 138,950 109,044 1,355 301,475 264,689: 30,105 66,891
: :
: Changes from: March 6, 2007 (Change in open interest: 20,535) :
: 1,817 518 19,793 -1,937 -128 717 286 20,390 20,469: 145 66
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.2 8.3 29.2 9.6 41.9 32.9 0.4 90.9 79.8: 9.1 20.2
: :
: Total Traders: 367 Number of Traders in Each Category :
: 112 63 99 84 145 25 5 280 270:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 13, 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 37,825
: Positions :
: 7,086 4,407 7,712 7,940 10,773 8,111 0 30,850 22,892: 6,975 14,932
: :
: Changes from: March 6, 2007 (Change in open interest: -1,447) :
: -586 -111 -237 -608 195 236 0 -1,196 -153: -252 -1,294
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.7 11.7 20.4 21.0 28.5 21.4 0.0 81.6 60.5: 18.4 39.5
: :
: Total Traders: 152 Number of Traders in Each Category :
: 35 19 37 39 58 18 0 117 102:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 13, 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 182,728
: Positions :
: 59,155 15,978 23,263 68,642 135,484 17,582 195 168,642 174,921: 14,086 7,807
: :
: Changes from: March 6, 2007 (Change in open interest: 4,687) :
: 264 2,364 937 2,821 1,557 64 -42 4,086 4,816: 601 -129
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 32.4 8.7 12.7 37.6 74.1 9.6 0.1 92.3 95.7: 7.7 4.3
: :
: Total Traders: 199 Number of Traders in Each Category :
: 79 39 55 40 47 19 2 166 123:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 13, 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 795,928
: Positions :
: 87,456 66,177 135,105 263,304 510,650 227,672 22,817 713,537 734,749: 82,391 61,179
: :
: Changes from: March 6, 2007 (Change in open interest: -733) :
: -4,405 5,561 -479 -9,667 -11,709 3,805 1,142 -10,746 -5,485: 10,013 4,752
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.0 8.3 17.0 33.1 64.2 28.6 2.9 89.6 92.3: 10.4 7.7
: :
: Total Traders: 212 Number of Traders in Each Category :
: 60 49 64 68 68 24 6 182 159:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 13, 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 174,985
: Positions :
: 28,731 29,000 42,917 50,144 95,040 41,633 1,312 163,426 168,269: 11,560 6,716
: :
: Changes from: March 6, 2007 (Change in open interest: 2,917) :
: -637 3,072 3,113 887 -2,459 3 -140 3,366 3,586: -449 -670
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.4 16.6 24.5 28.7 54.3 23.8 0.7 93.4 96.2: 6.6 3.8
: :
: Total Traders: 404 Number of Traders in Each Category :
: 142 107 108 110 99 24 3 321 279:
-------------------------------------------------------------------------------------------------------------------
Updated March 16, 2007