COT -- Supplemental Report - Option and Futures Combined Positions as of May 15, 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 461,876
: Positions :
: 53,030 64,017 119,530 59,703 210,351 195,976 10,782 428,240 404,681: 33,637 57,195
: :
: Changes from: May 8, 2007 (Change in open interest: 13,651) :
: -408 2,297 8,265 4,068 -189 61 2,050 11,986 12,423: 1,665 1,227
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.5 13.9 25.9 12.9 45.5 42.4 2.3 92.7 87.6: 7.3 12.4
: :
: Total Traders: 356 Number of Traders in Each Category :
: 83 126 133 60 100 25 8 274 278:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 15, 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 133,904
: Positions :
: 30,836 23,200 16,699 32,951 64,523 32,187 712 112,673 105,134: 21,231 28,770
: :
: Changes from: May 8, 2007 (Change in open interest: -1,443) :
: 1,153 2,629 25 -492 -3,889 307 67 993 -1,168: -2,436 -275
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 23.0 17.3 12.5 24.6 48.2 24.0 0.5 84.1 78.5: 15.9 21.5
: :
: Total Traders: 191 Number of Traders in Each Category :
: 47 37 36 53 72 17 1 135 130:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 15, 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 1,854,647
: Positions :
: 219,462 84,111 571,798 493,459 905,830 358,826 11,158 1,643,546 1,572,896: 211,100 281,750
: :
: Changes from: May 8, 2007 (Change in open interest: 15,697) :
: 3,173 7,424 25,696 -5,557 -10,902 -4,584 -457 18,730 21,762: -3,032 -6,064
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.8 4.5 30.8 26.6 48.8 19.3 0.6 88.6 84.8: 11.4 15.2
: :
: Total Traders: 808 Number of Traders in Each Category :
: 187 159 246 309 366 25 13 653 672:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 15, 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 591,999
: Positions :
: 94,482 20,679 166,665 119,881 305,462 141,857 2,246 522,885 495,051: 69,114 96,948
: :
: Changes from: May 8, 2007 (Change in open interest: 42,318) :
: 20,740 -7,802 13,384 2,137 36,624 2,150 385 38,412 42,591: 3,906 -273
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.0 3.5 28.2 20.3 51.6 24.0 0.4 88.3 83.6: 11.7 16.4
: :
: Total Traders: 454 Number of Traders in Each Category :
: 147 91 160 127 150 26 8 386 346:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 15, 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 336,549
: Positions :
: 86,216 12,731 55,867 85,378 247,254 76,538 3,209 303,998 319,061: 32,550 17,487
: :
: Changes from: May 8, 2007 (Change in open interest: 11,423) :
: 5,513 -1,361 1,678 1,951 12,445 2,389 -152 11,530 12,609: -108 -1,187
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 25.6 3.8 16.6 25.4 73.5 22.7 1.0 90.3 94.8: 9.7 5.2
: :
: Total Traders: 217 Number of Traders in Each Category :
: 89 27 54 47 61 18 4 186 128:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 15, 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 320,226
: Positions :
: 47,953 69,985 77,356 68,511 153,095 101,690 3,948 295,510 304,385: 24,716 15,842
: :
: Changes from: May 8, 2007 (Change in open interest: 10,003) :
: -103 984 7,077 4,284 1,862 -1,411 106 9,847 10,028: 157 -25
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.0 21.9 24.2 21.4 47.8 31.8 1.2 92.3 95.1: 7.7 4.9
: :
: Total Traders: 350 Number of Traders in Each Category :
: 126 113 94 66 56 23 4 261 231:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 15, 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 184,042
: Positions :
: 23,225 26,972 46,933 13,070 83,716 77,605 386 160,833 158,007: 23,209 26,035
: :
: Changes from: May 8, 2007 (Change in open interest: 2,287) :
: 50 2,086 4,699 -1,259 -3,181 -346 -536 3,145 3,068: -858 -781
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.6 14.7 25.5 7.1 45.5 42.2 0.2 87.4 85.9: 12.6 14.1
: :
: Total Traders: 208 Number of Traders in Each Category :
: 64 59 84 21 32 21 3 153 155:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 15, 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 289,122
: Positions :
: 50,640 28,861 71,481 28,020 131,522 111,649 1,011 261,790 232,875: 27,332 56,247
: :
: Changes from: May 8, 2007 (Change in open interest: 8,495) :
: 2,901 378 2,154 2,827 4,679 144 -310 8,026 6,901: 469 1,594
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.5 10.0 24.7 9.7 45.5 38.6 0.3 90.5 80.5: 9.5 19.5
: :
: Total Traders: 336 Number of Traders in Each Category :
: 84 57 94 90 143 24 3 262 255:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 15, 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 25,089
: Positions :
: 5,297 1,251 3,777 3,159 6,886 7,730 0 19,964 11,914: 5,125 13,175
: :
: Changes from: May 8, 2007 (Change in open interest: 669) :
: 211 -916 485 -154 -52 -13 0 529 -484: 141 1,153
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 21.1 5.0 15.1 12.6 27.4 30.8 0.0 79.6 47.5: 20.4 52.5
: :
: Total Traders: 145 Number of Traders in Each Category :
: 43 16 21 32 52 18 0 104 82:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 15, 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 167,347
: Positions :
: 51,510 17,508 24,089 62,754 119,485 17,355 157 155,707 161,238: 11,640 6,110
: :
: Changes from: May 8, 2007 (Change in open interest: 6,026) :
: 1,889 4,338 -174 4,462 1,527 18 -4 6,195 5,687: -169 339
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 30.8 10.5 14.4 37.5 71.4 10.4 0.1 93.0 96.3: 7.0 3.7
: :
: Total Traders: 172 Number of Traders in Each Category :
: 57 33 47 39 44 20 2 147 106:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 15, 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 922,115
: Positions :
: 111,516 140,188 164,802 322,219 498,464 236,889 34,310 835,425 837,764: 86,690 84,351
: :
: Changes from: May 8, 2007 (Change in open interest: 33,848) :
: -5,750 8,373 7,341 17,497 391 4,411 6,276 23,499 22,381: 10,349 11,467
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.1 15.2 17.9 34.9 54.1 25.7 3.7 90.6 90.9: 9.4 9.1
: :
: Total Traders: 247 Number of Traders in Each Category :
: 69 63 68 75 70 26 10 201 187:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 15, 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 207,901
: Positions :
: 35,186 54,421 54,454 64,799 91,490 42,403 1,413 196,841 201,778: 11,059 6,123
: :
: Changes from: May 8, 2007 (Change in open interest: -1,566) :
: 130 -28 -346 -2,526 -1,759 557 227 -2,185 -1,906: 620 340
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.9 26.2 26.2 31.2 44.0 20.4 0.7 94.7 97.1: 5.3 2.9
: :
: Total Traders: 436 Number of Traders in Each Category :
: 141 136 127 113 99 24 4 338 318:
-------------------------------------------------------------------------------------------------------------------
Updated May 18, 2007