COT -- Supplemental Report - Option and Futures Combined Positions as of June 12, 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 503,339
: Positions :
: 71,104 57,981 142,507 60,177 221,287 191,867 17,336 465,655 439,111: 37,683 64,227
: :
: Changes from: June 5, 2007 (Change in open interest: 9,027) :
: 5,896 -4,026 8,444 2,306 5,807 -8,589 -3,779 8,057 6,446: 970 2,581
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.1 11.5 28.3 12.0 44.0 38.1 3.4 92.5 87.2: 7.5 12.8
: :
: Total Traders: 374 Number of Traders in Each Category :
: 117 109 143 59 101 25 12 293 293:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 12, 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 141,513
: Positions :
: 33,185 11,771 15,930 30,641 74,844 31,504 102 111,260 102,647: 30,253 38,866
: :
: Changes from: June 5, 2007 (Change in open interest: 5,693) :
: 5,609 -5,219 -194 -3,193 7,480 -1,968 -140 254 1,927: 5,439 3,766
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 23.4 8.3 11.3 21.7 52.9 22.3 0.1 78.6 72.5: 21.4 27.5
: :
: Total Traders: 186 Number of Traders in Each Category :
: 54 28 34 54 71 17 2 141 120:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 12, 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 1,853,611
: Positions :
: 229,930 67,414 567,270 454,834 923,796 369,956 11,671 1,621,990 1,570,150: 231,621 283,460
: :
: Changes from: June 5, 2007 (Change in open interest: -7,608) :
: 5,970 -6,531 -5,981 -13,378 10,323 -1,133 -2,142 -14,521 -4,330: 6,914 -3,278
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.4 3.6 30.6 24.5 49.8 20.0 0.6 87.5 84.7: 12.5 15.3
: :
: Total Traders: 805 Number of Traders in Each Category :
: 204 146 271 305 363 25 12 664 688:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 12, 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 722,314
: Positions :
: 141,733 26,453 220,146 132,428 371,737 144,751 2,780 639,058 621,116: 83,255 101,197
: :
: Changes from: June 5, 2007 (Change in open interest: -970) :
: -5,070 226 8,103 -4,786 -5,912 -2,247 -583 -4,000 1,834: 3,031 -2,803
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.6 3.7 30.5 18.3 51.5 20.0 0.4 88.5 86.0: 11.5 14.0
: :
: Total Traders: 521 Number of Traders in Each Category :
: 186 104 196 127 164 26 8 441 399:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 12, 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 359,127
: Positions :
: 85,045 11,605 65,912 96,822 253,625 76,593 6,114 324,372 337,255: 34,755 21,871
: :
: Changes from: June 5, 2007 (Change in open interest: -20,915) :
: -4,844 -48 -2,716 -10,993 -19,528 -2,021 666 -20,574 -21,626: -340 711
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 23.7 3.2 18.4 27.0 70.6 21.3 1.7 90.3 93.9: 9.7 6.1
: :
: Total Traders: 221 Number of Traders in Each Category :
: 81 32 60 56 66 18 5 193 142:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 12, 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 322,719
: Positions :
: 50,112 44,296 87,684 60,839 174,942 100,541 3,825 299,176 310,747: 23,543 11,972
: :
: Changes from: June 5, 2007 (Change in open interest: -5,485) :
: 1,792 -4,784 -2,384 1,552 5,340 -1,869 118 -909 -1,710: -4,576 -3,776
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.5 13.7 27.2 18.9 54.2 31.2 1.2 92.7 96.3: 7.3 3.7
: :
: Total Traders: 321 Number of Traders in Each Category :
: 120 88 104 69 59 22 5 264 213:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 12, 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 193,904
: Positions :
: 30,726 40,014 42,872 15,906 82,233 79,224 375 168,729 165,494: 25,175 28,410
: :
: Changes from: June 5, 2007 (Change in open interest: 250) :
: 931 2,593 -3,566 1,959 -15 -1,652 -1,280 -2,328 -2,268: 2,579 2,519
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.8 20.6 22.1 8.2 42.4 40.9 0.2 87.0 85.3: 13.0 14.7
: :
: Total Traders: 216 Number of Traders in Each Category :
: 71 74 87 19 34 22 3 164 154:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 12, 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 262,298
: Positions :
: 41,518 24,822 58,013 26,709 123,945 111,443 315 237,684 207,096: 24,615 55,202
: :
: Changes from: June 5, 2007 (Change in open interest: -7,248) :
: -2,627 -82 -1,758 -1,443 -5,641 -1,013 -144 -6,841 -7,626: -407 378
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.8 9.5 22.1 10.2 47.3 42.5 0.1 90.6 79.0: 9.4 21.0
: :
: Total Traders: 311 Number of Traders in Each Category :
: 76 60 85 75 130 24 3 225 245:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 12, 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 23,982
: Positions :
: 4,746 3,800 2,937 3,320 5,241 8,194 0 19,198 11,979: 4,784 12,003
: :
: Changes from: June 5, 2007 (Change in open interest: 981) :
: -58 1,076 365 597 -399 106 0 1,010 1,042: -29 -61
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.8 15.8 12.2 13.8 21.9 34.2 0.0 80.1 50.0: 19.9 50.0
: :
: Total Traders: 129 Number of Traders in Each Category :
: 25 29 18 24 50 18 0 79 87:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 12, 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 153,458
: Positions :
: 48,176 15,488 20,364 55,829 111,292 16,044 173 140,413 147,317: 13,044 6,141
: :
: Changes from: June 5, 2007 (Change in open interest: -7,763) :
: -1,703 939 -1,458 -6,283 -10,116 -579 19 -10,023 -10,616: 2,260 2,853
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 31.4 10.1 13.3 36.4 72.5 10.5 0.1 91.5 96.0: 8.5 4.0
: :
: Total Traders: 172 Number of Traders in Each Category :
: 65 28 44 35 40 20 2 147 99:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 12, 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 820,986
: Positions :
: 123,419 121,824 118,453 247,915 457,599 241,058 44,765 730,846 742,640: 90,140 78,346
: :
: Changes from: June 5, 2007 (Change in open interest: -149,814) :
: 4,390 3,903 -64,961 -68,164 -87,541 -1,767 -6,028 -130,503 -154,627: -19,311 4,813
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.0 14.8 14.4 30.2 55.7 29.4 5.5 89.0 90.5: 11.0 9.5
: :
: Total Traders: 235 Number of Traders in Each Category :
: 64 58 60 74 74 26 9 194 174:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 12, 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 198,754
: Positions :
: 37,950 30,658 50,027 56,750 108,557 41,424 1,315 186,150 190,556: 12,603 8,197
: :
: Changes from: June 5, 2007 (Change in open interest: -8,834) :
: 1,348 -2,920 -11,052 483 4,939 -732 -271 -9,953 -9,304: 1,119 469
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.1 15.4 25.2 28.6 54.6 20.8 0.7 93.7 95.9: 6.3 4.1
: :
: Total Traders: 403 Number of Traders in Each Category :
: 135 104 119 105 107 23 3 317 294:
-------------------------------------------------------------------------------------------------------------------
Updated June 15, 2007