COT -- Supplemental Report - Option and Futures Combined Positions as of May 22, 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 445,752
: Positions :
: 47,013 68,905 116,542 58,275 195,073 195,495 11,159 417,326 391,679: 28,427 54,073
: :
: Changes from: May 15, 2007 (Change in open interest: -16,124) :
: -6,017 4,888 -2,988 -1,428 -15,278 -481 377 -10,914 -13,001: -5,210 -3,122
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.5 15.5 26.1 13.1 43.8 43.9 2.5 93.6 87.9: 6.4 12.1
: :
: Total Traders: 356 Number of Traders in Each Category :
: 84 127 135 61 98 25 10 267 290:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 22, 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 137,235
: Positions :
: 27,591 20,566 18,351 34,676 64,262 32,551 712 113,169 103,892: 24,065 33,343
: :
: Changes from: May 15, 2007 (Change in open interest: 3,331) :
: -3,245 -2,634 1,653 1,725 -261 364 0 496 -1,242: 2,835 4,573
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 20.1 15.0 13.4 25.3 46.8 23.7 0.5 82.5 75.7: 17.5 24.3
: :
: Total Traders: 180 Number of Traders in Each Category :
: 46 32 32 50 68 17 1 129 119:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 22, 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 1,824,437
: Positions :
: 205,939 86,605 560,379 487,747 887,677 357,197 12,432 1,611,263 1,547,093: 213,174 277,344
: :
: Changes from: May 15, 2007 (Change in open interest: -30,209) :
: -13,523 2,494 -11,419 -5,712 -18,152 -1,629 1,274 -32,283 -25,803: 2,074 -4,406
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.3 4.7 30.7 26.7 48.7 19.6 0.7 88.3 84.8: 11.7 15.2
: :
: Total Traders: 810 Number of Traders in Each Category :
: 179 168 259 312 364 25 13 656 687:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 22, 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 632,012
: Positions :
: 120,073 21,702 177,949 122,972 334,427 143,603 2,414 564,597 536,492: 67,415 95,519
: :
: Changes from: May 15, 2007 (Change in open interest: 40,013) :
: 25,591 1,023 11,285 3,091 28,965 1,745 168 41,712 41,441: -1,700 -1,429
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.0 3.4 28.2 19.5 52.9 22.7 0.4 89.3 84.9: 10.7 15.1
: :
: Total Traders: 481 Number of Traders in Each Category :
: 174 84 175 123 163 26 8 401 376:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 22, 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 341,846
: Positions :
: 87,172 13,823 58,007 89,547 246,951 76,852 3,235 311,577 322,016: 30,269 19,830
: :
: Changes from: May 15, 2007 (Change in open interest: 5,297) :
: 956 1,092 2,140 4,169 -303 314 25 7,579 2,954: -2,282 2,343
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 25.5 4.0 17.0 26.2 72.2 22.5 0.9 91.1 94.2: 8.9 5.8
: :
: Total Traders: 218 Number of Traders in Each Category :
: 85 33 55 51 63 18 4 189 131:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 22, 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 323,998
: Positions :
: 49,677 57,748 81,825 62,932 166,302 104,002 3,540 298,435 309,414: 25,563 14,584
: :
: Changes from: May 15, 2007 (Change in open interest: 3,772) :
: 1,724 -12,238 4,468 -5,579 13,208 2,312 -408 2,925 5,030: 847 -1,258
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.3 17.8 25.3 19.4 51.3 32.1 1.1 92.1 95.5: 7.9 4.5
: :
: Total Traders: 344 Number of Traders in Each Category :
: 124 103 101 66 62 23 4 263 232:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 22, 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 184,353
: Positions :
: 24,303 28,924 46,609 13,267 83,710 79,181 1,688 163,360 160,930: 20,993 23,423
: :
: Changes from: May 15, 2007 (Change in open interest: 311) :
: 1,077 1,952 -324 198 -6 1,576 1,302 2,527 2,924: -2,216 -2,612
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.2 15.7 25.3 7.2 45.4 43.0 0.9 88.6 87.3: 11.4 12.7
: :
: Total Traders: 208 Number of Traders in Each Category :
: 59 70 83 21 33 22 5 152 157:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 22, 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 295,592
: Positions :
: 53,956 31,055 75,004 28,698 133,361 111,688 712 269,346 240,132: 26,246 55,460
: :
: Changes from: May 15, 2007 (Change in open interest: 6,470) :
: 3,316 2,194 3,522 678 1,840 40 -299 7,556 7,257: -1,086 -787
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.3 10.5 25.4 9.7 45.1 37.8 0.2 91.1 81.2: 8.9 18.8
: :
: Total Traders: 344 Number of Traders in Each Category :
: 87 65 99 91 141 24 4 271 262:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 22, 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 25,778
: Positions :
: 6,004 1,589 3,594 2,680 7,081 7,918 0 20,196 12,263: 5,582 13,515
: :
: Changes from: May 15, 2007 (Change in open interest: 689) :
: 707 338 -184 -479 195 188 0 232 349: 457 340
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 23.3 6.2 13.9 10.4 27.5 30.7 0.0 78.3 47.6: 21.7 52.4
: :
: Total Traders: 153 Number of Traders in Each Category :
: 39 23 22 29 54 18 0 104 87:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 22, 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 169,463
: Positions :
: 53,452 17,977 25,176 61,265 120,521 17,173 145 157,066 163,818: 12,396 5,645
: :
: Changes from: May 15, 2007 (Change in open interest: 2,115) :
: 1,942 469 1,087 -1,489 1,036 -182 -12 1,359 2,580: 756 -465
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 31.5 10.6 14.9 36.2 71.1 10.1 0.1 92.7 96.7: 7.3 3.3
: :
: Total Traders: 180 Number of Traders in Each Category :
: 65 35 51 34 41 20 2 150 110:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 22, 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 941,869
: Positions :
: 112,509 131,111 176,210 329,420 513,509 239,353 43,828 857,493 864,659: 84,376 77,210
: :
: Changes from: May 15, 2007 (Change in open interest: 19,754) :
: 993 -9,076 11,408 7,201 15,045 2,465 9,518 22,068 26,895: -2,314 -7,141
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.9 13.9 18.7 35.0 54.5 25.4 4.7 91.0 91.8: 9.0 8.2
: :
: Total Traders: 247 Number of Traders in Each Category :
: 62 66 71 76 73 26 10 204 187:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 22, 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 208,191
: Positions :
: 34,711 47,179 59,806 62,644 95,894 42,249 1,566 199,409 204,445: 8,782 3,746
: :
: Changes from: May 15, 2007 (Change in open interest: 290) :
: -475 -7,242 5,352 -2,156 4,404 -154 153 2,567 2,667: -2,277 -2,377
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.7 22.7 28.7 30.1 46.1 20.3 0.8 95.8 98.2: 4.2 1.8
: :
: Total Traders: 440 Number of Traders in Each Category :
: 149 126 138 116 103 24 4 350 324:
-------------------------------------------------------------------------------------------------------------------
Updated May 25, 2007