COT -- Supplemental Report - Option and Futures Combined Positions as of June 19, 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 528,433
: Positions :
: 77,316 57,704 147,947 68,637 235,835 191,746 17,428 485,645 458,913: 42,788 69,519
: :
: Changes from: June 12, 2007 (Change in open interest: 25,094) :
: 6,211 -278 5,440 8,460 14,548 -122 92 19,989 19,802: 5,105 5,292
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.6 10.9 28.0 13.0 44.6 36.3 3.3 91.9 86.8: 8.1 13.2
: :
: Total Traders: 377 Number of Traders in Each Category :
: 107 116 143 69 108 25 12 305 291:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 19, 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 136,609
: Positions :
: 36,621 5,703 15,051 26,092 81,391 30,549 8 108,313 102,153: 28,296 34,456
: :
: Changes from: June 12, 2007 (Change in open interest: -4,904) :
: 3,437 -6,068 -879 -4,549 6,547 -955 -94 -2,947 -494: -1,957 -4,410
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 26.8 4.2 11.0 19.1 59.6 22.4 0.0 79.3 74.8: 20.7 25.2
: :
: Total Traders: 187 Number of Traders in Each Category :
: 59 21 30 56 77 17 1 144 117:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 19, 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 1,851,543
: Positions :
: 259,154 65,127 556,991 436,510 931,364 371,317 15,681 1,623,972 1,569,164: 227,571 282,379
: :
: Changes from: June 12, 2007 (Change in open interest: -2,068) :
: 29,224 -2,287 -10,279 -18,324 7,568 1,361 4,011 1,983 -987: -4,050 -1,081
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.0 3.5 30.1 23.6 50.3 20.1 0.8 87.7 84.7: 12.3 15.3
: :
: Total Traders: 821 Number of Traders in Each Category :
: 227 128 254 310 371 25 14 669 687:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 19, 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 736,533
: Positions :
: 139,054 21,778 234,136 136,408 372,892 145,608 3,685 655,205 632,491: 81,327 104,042
: :
: Changes from: June 12, 2007 (Change in open interest: 14,219) :
: -2,679 -4,675 13,990 3,980 1,155 857 905 16,147 11,375: -1,928 2,844
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.9 3.0 31.8 18.5 50.6 19.8 0.5 89.0 85.9: 11.0 14.1
: :
: Total Traders: 540 Number of Traders in Each Category :
: 193 98 209 128 174 26 9 454 422:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 19, 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 354,553
: Positions :
: 83,726 10,649 68,402 95,321 250,472 77,316 6,278 324,765 335,801: 29,787 18,752
: :
: Changes from: June 12, 2007 (Change in open interest: -4,574) :
: -1,319 -956 2,490 -1,500 -3,153 723 164 393 -1,454: -4,967 -3,119
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 23.6 3.0 19.3 26.9 70.6 21.8 1.8 91.6 94.7: 8.4 5.3
: :
: Total Traders: 212 Number of Traders in Each Category :
: 77 27 53 60 67 18 5 187 136:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 19, 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 291,064
: Positions :
: 50,958 33,120 66,939 48,157 176,515 98,357 2,897 264,412 279,471: 26,652 11,592
: :
: Changes from: June 12, 2007 (Change in open interest: -31,655) :
: 846 -11,176 -20,745 -12,682 1,574 -2,184 -928 -34,764 -31,276: 3,109 -380
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.5 11.4 23.0 16.5 60.6 33.8 1.0 90.8 96.0: 9.2 4.0
: :
: Total Traders: 286 Number of Traders in Each Category :
: 96 84 74 58 62 23 7 224 185:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 19, 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 186,925
: Positions :
: 29,712 39,082 42,123 14,539 80,410 79,692 879 166,066 162,495: 20,859 24,431
: :
: Changes from: June 12, 2007 (Change in open interest: -6,979) :
: -1,015 -931 -749 -1,367 -1,823 468 504 -2,663 -2,999: -4,316 -3,980
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.9 20.9 22.5 7.8 43.0 42.6 0.5 88.8 86.9: 11.2 13.1
: :
: Total Traders: 220 Number of Traders in Each Category :
: 78 66 92 20 35 22 3 173 155:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 19, 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 262,445
: Positions :
: 43,572 25,157 59,448 26,861 125,573 111,578 269 241,459 210,447: 20,986 51,998
: :
: Changes from: June 12, 2007 (Change in open interest: 147) :
: 2,054 335 1,435 152 1,628 135 -46 3,775 3,351: -3,629 -3,205
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.6 9.6 22.7 10.2 47.8 42.5 0.1 92.0 80.2: 8.0 19.8
: :
: Total Traders: 315 Number of Traders in Each Category :
: 76 67 84 74 136 24 3 221 254:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 19, 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 24,487
: Positions :
: 4,749 4,386 3,368 3,474 5,052 8,339 0 19,930 12,807: 4,557 11,680
: :
: Changes from: June 12, 2007 (Change in open interest: 505) :
: 2 586 431 154 -189 145 0 731 827: -227 -323
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.4 17.9 13.8 14.2 20.6 34.1 0.0 81.4 52.3: 18.6 47.7
: :
: Total Traders: 130 Number of Traders in Each Category :
: 26 29 17 26 48 18 0 80 87:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 19, 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 153,631
: Positions :
: 51,918 15,979 14,844 58,834 118,002 16,453 136 142,049 148,961: 11,582 4,670
: :
: Changes from: June 12, 2007 (Change in open interest: 173) :
: 3,741 492 -5,520 3,004 6,709 409 -37 1,635 1,644: -1,462 -1,471
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 33.8 10.4 9.7 38.3 76.8 10.7 0.1 92.5 97.0: 7.5 3.0
: :
: Total Traders: 173 Number of Traders in Each Category :
: 63 32 37 35 45 20 4 141 101:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 19, 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 838,395
: Positions :
: 118,876 122,937 133,725 252,241 468,240 246,397 43,485 751,238 768,387: 87,157 70,009
: :
: Changes from: June 12, 2007 (Change in open interest: 17,409) :
: -4,544 1,113 15,272 4,325 10,641 5,339 -1,279 20,393 25,747: -2,983 -8,337
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.2 14.7 16.0 30.1 55.8 29.4 5.2 89.6 91.6: 10.4 8.4
: :
: Total Traders: 235 Number of Traders in Each Category :
: 68 56 64 71 73 26 8 195 175:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 19, 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 192,663
: Positions :
: 39,201 30,028 48,442 54,569 106,846 40,493 1,069 182,704 186,385: 9,959 6,278
: :
: Changes from: June 12, 2007 (Change in open interest: -6,091) :
: 1,251 -630 -1,585 -2,181 -1,710 -931 -246 -3,446 -4,171: -2,645 -1,920
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 20.3 15.6 25.1 28.3 55.5 21.0 0.6 94.8 96.7: 5.2 3.3
: :
: Total Traders: 411 Number of Traders in Each Category :
: 140 111 122 105 105 24 4 321 300:
-------------------------------------------------------------------------------------------------------------------
Updated June 22, 2007