COT -- Supplemental Report - Option and Futures Combined Positions as of June 5, 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 494,312
: Positions :
: 65,209 62,008 134,063 57,871 215,480 200,456 21,114 457,598 432,665: 36,714 61,647
: :
: Changes from: May 29, 2007 (Change in open interest: 42,459) :
: 15,720 -3,269 13,501 453 17,462 5,272 8,631 34,946 36,325: 7,513 6,134
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.2 12.5 27.1 11.7 43.6 40.6 4.3 92.6 87.5: 7.4 12.5
: :
: Total Traders: 367 Number of Traders in Each Category :
: 114 111 141 61 97 25 10 290 286:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 5, 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 135,820
: Positions :
: 27,576 16,990 16,124 33,835 67,364 33,472 242 111,007 100,720: 24,814 35,100
: :
: Changes from: May 29, 2007 (Change in open interest: 4,198) :
: 723 -2,595 25 -377 2,913 314 -470 686 -127: 3,512 4,325
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 20.3 12.5 11.9 24.9 49.6 24.6 0.2 81.7 74.2: 18.3 25.8
: :
: Total Traders: 184 Number of Traders in Each Category :
: 51 27 36 52 69 17 1 138 119:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 5, 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 1,861,219
: Positions :
: 223,960 73,944 573,251 468,212 913,473 371,089 13,813 1,636,511 1,574,480: 224,707 286,738
: :
: Changes from: May 29, 2007 (Change in open interest: 30,922) :
: 22,184 -22,236 18,848 -26,807 29,966 8,602 913 22,827 27,491: 8,095 3,431
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.0 4.0 30.8 25.2 49.1 19.9 0.7 87.9 84.6: 12.1 15.4
: :
: Total Traders: 808 Number of Traders in Each Category :
: 205 147 262 310 363 25 14 668 682:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 5, 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 723,283
: Positions :
: 146,803 26,227 212,043 137,214 377,650 146,998 3,363 643,059 619,283: 80,225 104,001
: :
: Changes from: May 29, 2007 (Change in open interest: 61,445) :
: 18,286 -582 27,720 6,209 28,988 2,305 321 54,519 56,446: 6,926 4,998
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 20.3 3.6 29.3 19.0 52.2 20.3 0.5 88.9 85.6: 11.1 14.4
: :
: Total Traders: 519 Number of Traders in Each Category :
: 181 103 196 125 168 26 10 438 405:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 5, 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 380,041
: Positions :
: 89,890 11,652 68,628 107,815 273,153 78,613 5,448 344,946 358,881: 35,095 21,160
: :
: Changes from: May 29, 2007 (Change in open interest: 26,355) :
: 437 -4,256 7,614 13,063 20,354 1,860 2,256 22,975 25,969: 3,380 386
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 23.7 3.1 18.1 28.4 71.9 20.7 1.4 90.8 94.4: 9.2 5.6
: :
: Total Traders: 226 Number of Traders in Each Category :
: 85 35 56 57 65 18 4 198 135:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 5, 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 328,204
: Positions :
: 48,320 49,079 90,068 59,287 169,602 102,410 3,707 300,085 312,457: 28,119 15,747
: :
: Changes from: May 29, 2007 (Change in open interest: 1,102) :
: 1,163 -5,233 2,936 -3,896 1,756 -939 -120 -736 -661: 1,838 1,763
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.7 15.0 27.4 18.1 51.7 31.2 1.1 91.4 95.2: 8.6 4.8
: :
: Total Traders: 325 Number of Traders in Each Category :
: 121 97 102 64 56 23 5 262 212:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 5, 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 193,654
: Positions :
: 29,795 37,420 46,439 13,948 82,248 80,876 1,655 171,057 167,762: 22,597 25,892
: :
: Changes from: May 29, 2007 (Change in open interest: 2,809) :
: 3,555 5,659 -2,077 533 -448 1,379 -33 3,390 3,100: -580 -291
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.4 19.3 24.0 7.2 42.5 41.8 0.9 88.3 86.6: 11.7 13.4
: :
: Total Traders: 217 Number of Traders in Each Category :
: 71 75 88 18 30 22 4 163 157:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 5, 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 269,546
: Positions :
: 44,145 24,905 59,771 28,152 129,587 112,456 460 244,525 214,722: 25,022 54,824
: :
: Changes from: May 29, 2007 (Change in open interest: -26,132) :
: -5,851 -3,751 -14,360 -3,302 -4,611 702 -95 -22,811 -22,817: -3,320 -3,315
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.4 9.2 22.2 10.4 48.1 41.7 0.2 90.7 79.7: 9.3 20.3
: :
: Total Traders: 319 Number of Traders in Each Category :
: 78 58 90 79 136 24 3 238 252:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 5, 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 23,001
: Positions :
: 4,804 2,725 2,572 2,724 5,640 8,088 0 18,188 10,937: 4,813 12,064
: :
: Changes from: May 29, 2007 (Change in open interest: 77) :
: -239 711 -113 661 -521 202 0 510 77: -434 -0
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 20.9 11.8 11.2 11.8 24.5 35.2 0.0 79.1 47.5: 20.9 52.5
: :
: Total Traders: 129 Number of Traders in Each Category :
: 31 21 17 24 48 18 0 84 76:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 5, 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 161,221
: Positions :
: 49,879 14,549 21,822 62,112 121,408 16,623 154 150,436 157,933: 10,785 3,288
: :
: Changes from: May 29, 2007 (Change in open interest: -8,430) :
: -5,700 -2,941 -3,092 2,380 -243 -477 2 -6,889 -6,274: -1,541 -2,156
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 30.9 9.0 13.5 38.5 75.3 10.3 0.1 93.3 98.0: 6.7 2.0
: :
: Total Traders: 174 Number of Traders in Each Category :
: 68 28 43 33 42 20 2 149 96:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 5, 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 970,800
: Positions :
: 119,030 117,921 183,414 316,080 545,140 242,825 50,793 861,349 897,267: 109,452 73,533
: :
: Changes from: May 29, 2007 (Change in open interest: -2,598) :
: -1,205 1,767 811 -18,617 -6,752 667 2,444 -18,344 -1,730: 15,746 -868
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.3 12.1 18.9 32.6 56.2 25.0 5.2 88.7 92.4: 11.3 7.6
: :
: Total Traders: 245 Number of Traders in Each Category :
: 66 66 72 76 74 26 10 208 185:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 5, 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 207,588
: Positions :
: 36,603 33,578 61,078 56,267 103,617 42,156 1,586 196,104 199,860: 11,484 7,728
: :
: Changes from: May 29, 2007 (Change in open interest: -2,292) :
: 1,481 -11,088 702 -3,461 7,244 -585 42 -1,863 -3,100: -429 809
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.6 16.2 29.4 27.1 49.9 20.3 0.8 94.5 96.3: 5.5 3.7
: :
: Total Traders: 444 Number of Traders in Each Category :
: 151 123 147 108 108 24 4 362 320:
-------------------------------------------------------------------------------------------------------------------
Updated June 8, 2007