COT -- Supplemental Report - Option and Futures Combined Positions as of March 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 484,551
: Positions :
: 49,332 75,405 135,379 71,175 210,273 196,085 3,522 451,971 424,579: 32,580 59,972
: :
: Changes from: March 13, 2007 (Change in open interest: 6,352) :
: -1,577 11,161 7,242 1,700 -13,166 -1,045 -907 6,319 4,329: 33 2,023
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.2 15.6 27.9 14.7 43.4 40.5 0.7 93.3 87.6: 6.7 12.4
: :
: Total Traders: 374 Number of Traders in Each Category :
: 89 129 137 69 103 26 7 276 305:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 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 130,044
: Positions :
: 39,736 12,858 18,614 25,982 68,974 27,126 148 111,458 100,595: 18,586 29,449
: :
: Changes from: March 13, 2007 (Change in open interest: 4,918) :
: 1,224 2,628 1,381 3,969 1,670 -1,613 1 4,960 5,679: -42 -761
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 30.6 9.9 14.3 20.0 53.0 20.9 0.1 85.7 77.4: 14.3 22.6
: :
: Total Traders: 178 Number of Traders in Each Category :
: 52 25 37 58 66 14 1 142 114:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 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 2,069,720
: Positions :
: 299,516 60,086 637,895 513,502 1,046,816 370,351 10,461 1,821,264 1,755,259: 248,455 314,461
: :
: Changes from: March 13, 2007 (Change in open interest: 29,201) :
: -5,948 -4,749 23,551 9,917 10,916 -1,670 -516 25,850 29,202: 3,351 -1
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.5 2.9 30.8 24.8 50.6 17.9 0.5 88.0 84.8: 12.0 15.2
: :
: Total Traders: 840 Number of Traders in Each Category :
: 239 133 275 315 378 26 13 697 702:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 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 629,459
: Positions :
: 97,472 29,546 169,983 132,160 318,718 138,250 3,191 537,866 521,438: 91,594 108,021
: :
: Changes from: March 13, 2007 (Change in open interest: 19,139) :
: 5,100 1,288 7,624 6,650 9,641 -950 -314 18,425 18,239: 715 900
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.5 4.7 27.0 21.0 50.6 22.0 0.5 85.4 82.8: 14.6 17.2
: :
: Total Traders: 452 Number of Traders in Each Category :
: 151 93 153 121 152 26 8 376 343:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 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 315,477
: Positions :
: 73,256 10,229 63,316 75,331 224,264 74,060 30 285,963 297,839: 29,514 17,638
: :
: Changes from: March 13, 2007 (Change in open interest: 13,525) :
: 4,278 987 3,651 5,163 8,695 536 30 13,628 13,362: -103 163
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 23.2 3.2 20.1 23.9 71.1 23.5 0.0 90.6 94.4: 9.4 5.6
: :
: Total Traders: 208 Number of Traders in Each Category :
: 78 31 55 49 60 19 1 181 125:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 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 304,794
: Positions :
: 49,262 45,423 79,673 49,316 164,915 97,140 1,252 275,392 291,263: 29,402 13,531
: :
: Changes from: March 13, 2007 (Change in open interest: 7,099) :
: 2,079 241 5,066 -933 957 -95 240 6,116 6,504: 983 595
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.2 14.9 26.1 16.2 54.1 31.9 0.4 90.4 95.6: 9.6 4.4
: :
: Total Traders: 323 Number of Traders in Each Category :
: 129 88 91 63 61 23 6 260 207:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 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 184,822
: Positions :
: 21,570 18,065 46,414 13,279 92,651 76,447 56 157,710 157,187: 27,112 27,636
: :
: Changes from: March 13, 2007 (Change in open interest: -1,737) :
: -4,658 852 3,396 -66 -5,271 -307 -14 -1,635 -1,036: -102 -700
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.7 9.8 25.1 7.2 50.1 41.4 0.0 85.3 85.0: 14.7 15.0
: :
: Total Traders: 194 Number of Traders in Each Category :
: 62 51 78 21 39 22 1 147 142:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 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 330,649
: Positions :
: 60,756 28,418 100,437 29,452 135,514 108,816 1,521 299,461 265,890: 31,188 64,759
: :
: Changes from: March 13, 2007 (Change in open interest: -931) :
: -2,917 924 3,547 -2,415 -3,435 -228 166 -2,014 1,201: 1,083 -2,132
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.4 8.6 30.4 8.9 41.0 32.9 0.5 90.6 80.4: 9.4 19.6
: :
: Total Traders: 363 Number of Traders in Each Category :
: 109 57 100 83 142 26 5 282 262:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 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 37,341
: Positions :
: 7,198 3,683 7,022 7,975 11,165 8,136 0 30,331 21,870: 7,010 15,471
: :
: Changes from: March 13, 2007 (Change in open interest: -484) :
: 112 -724 -691 35 392 25 0 -519 -1,023: 35 539
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.3 9.9 18.8 21.4 29.9 21.8 0.0 81.2 58.6: 18.8 41.4
: :
: Total Traders: 152 Number of Traders in Each Category :
: 34 19 35 38 59 18 0 116 99:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 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 187,281
: Positions :
: 60,530 16,093 26,819 67,452 136,393 17,691 218 172,492 179,523: 14,789 7,758
: :
: Changes from: March 13, 2007 (Change in open interest: 4,553) :
: 1,375 115 3,556 -1,189 909 109 22 3,850 4,602: 703 -49
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 32.3 8.6 14.3 36.0 72.8 9.4 0.1 92.1 95.9: 7.9 4.1
: :
: Total Traders: 215 Number of Traders in Each Category :
: 77 47 59 40 48 20 3 175 135:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 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 805,044
: Positions :
: 87,118 88,138 147,754 260,042 477,470 228,755 23,177 723,670 736,539: 81,374 68,505
: :
: Changes from: March 13, 2007 (Change in open interest: 9,116) :
: -338 21,961 12,650 -3,262 -33,180 1,083 360 10,133 1,790: -1,017 7,326
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.8 10.9 18.4 32.3 59.3 28.4 2.9 89.9 91.5: 10.1 8.5
: :
: Total Traders: 230 Number of Traders in Each Category :
: 67 53 67 74 73 24 8 192 177:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 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 183,371
: Positions :
: 30,393 34,390 45,303 53,306 94,370 41,807 1,394 170,807 175,456: 12,563 7,914
: :
: Changes from: March 13, 2007 (Change in open interest: 8,385) :
: 1,662 5,389 2,385 3,161 -670 173 83 7,382 7,187: 1,004 1,198
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.6 18.8 24.7 29.1 51.5 22.8 0.8 93.1 95.7: 6.9 4.3
: :
: Total Traders: 415 Number of Traders in Each Category :
: 143 114 113 114 103 24 4 331 292:
-------------------------------------------------------------------------------------------------------------------
Updated March 23, 2007