COT -- Supplemental Report - Option and Futures Combined Positions as of July 24, 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 524,336
: Positions :
: 74,946 73,733 150,210 68,755 222,046 190,828 10,818 484,737 456,807: 39,598 67,529
: :
: Changes from: July 17, 2007 (Change in open interest: 25,132) :
: -138 -69 20,236 5,259 5,808 2,125 1,487 27,482 27,462: -2,350 -2,330
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.3 14.1 28.6 13.1 42.3 36.4 2.1 92.4 87.1: 7.6 12.9
: :
: Total Traders: 405 Number of Traders in Each Category :
: 108 130 153 66 113 25 11 317 317:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 24, 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 158,439
: Positions :
: 49,177 10,804 13,820 33,453 106,375 35,660 696 132,110 131,695: 26,329 26,744
: :
: Changes from: July 17, 2007 (Change in open interest: 8,750) :
: 3,467 392 1,079 3,905 6,852 132 493 8,584 8,816: 166 -66
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 31.0 6.8 8.7 21.1 67.1 22.5 0.4 83.4 83.1: 16.6 16.9
: :
: Total Traders: 214 Number of Traders in Each Category :
: 74 22 33 48 85 17 3 148 135:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 24, 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 1,714,010
: Positions :
: 202,609 112,969 509,675 448,485 793,452 378,112 11,448 1,538,881 1,427,543: 175,129 286,467
: :
: Changes from: July 17, 2007 (Change in open interest: -5,591) :
: -6,732 -7,275 -1,805 12,928 2,203 2,433 867 6,824 -6,009: -12,416 417
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.8 6.6 29.7 26.2 46.3 22.1 0.7 89.8 83.3: 10.2 16.7
: :
: Total Traders: 784 Number of Traders in Each Category :
: 188 149 248 299 346 25 12 639 662:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 24, 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 699,603
: Positions :
: 120,870 27,058 201,882 143,184 363,966 162,998 8,866 628,933 601,772: 70,670 97,831
: :
: Changes from: July 17, 2007 (Change in open interest: -24,965) :
: -13,061 1,888 -8,398 3,890 -15,797 903 1,368 -16,666 -20,939: -8,299 -4,026
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.3 3.9 28.9 20.5 52.0 23.3 1.3 89.9 86.0: 10.1 14.0
: :
: Total Traders: 545 Number of Traders in Each Category :
: 187 94 199 140 183 25 10 450 428:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 24, 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 333,832
: Positions :
: 70,681 14,160 61,835 98,193 239,076 76,461 3,722 307,170 318,792: 26,662 15,039
: :
: Changes from: July 17, 2007 (Change in open interest: -2,984) :
: -2,416 993 1,582 1,737 -5,592 -2,151 488 -1,249 -2,528: -1,735 -456
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 21.2 4.2 18.5 29.4 71.6 22.9 1.1 92.0 95.5: 8.0 4.5
: :
: Total Traders: 209 Number of Traders in Each Category :
: 70 33 61 51 64 18 3 181 139:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 24, 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 368,869
: Positions :
: 60,032 13,397 116,754 70,464 224,946 94,202 3,612 341,452 358,709: 27,417 10,160
: :
: Changes from: July 17, 2007 (Change in open interest: -3,839) :
: -3,509 576 1,263 -1,505 -3,349 -805 -1,116 -4,556 -2,625: 717 -1,214
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.3 3.6 31.7 19.1 61.0 25.5 1.0 92.6 97.2: 7.4 2.8
: :
: Total Traders: 305 Number of Traders in Each Category :
: 139 60 96 58 64 23 6 266 189:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 24, 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 188,792
: Positions :
: 22,460 34,239 44,665 24,189 74,430 80,554 93 171,867 153,426: 16,924 35,366
: :
: Changes from: July 17, 2007 (Change in open interest: 1,404) :
: 1,838 -1,058 -2,325 3,624 4,080 -456 -104 2,681 592: -1,277 812
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.9 18.1 23.7 12.8 39.4 42.7 0.0 91.0 81.3: 9.0 18.7
: :
: Total Traders: 205 Number of Traders in Each Category :
: 55 65 74 23 41 22 1 148 147:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 24, 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 268,048
: Positions :
: 42,922 27,532 61,205 26,604 126,992 114,777 368 245,507 216,096: 22,541 51,952
: :
: Changes from: July 17, 2007 (Change in open interest: 6,298) :
: 1,130 -1,718 2,686 2,845 5,726 -93 -1,272 6,568 5,423: -271 875
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.0 10.3 22.8 9.9 47.4 42.8 0.1 91.6 80.6: 8.4 19.4
: :
: Total Traders: 315 Number of Traders in Each Category :
: 87 59 85 71 133 24 4 231 243:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 24, 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 34,382
: Positions :
: 7,968 3,077 7,885 3,593 6,802 8,337 0 27,784 17,764: 6,598 16,618
: :
: Changes from: July 17, 2007 (Change in open interest: 2,062) :
: 233 -243 1,245 140 139 107 0 1,725 1,140: 336 921
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 23.2 8.9 22.9 10.5 19.8 24.2 0.0 80.8 51.7: 19.2 48.3
: :
: Total Traders: 145 Number of Traders in Each Category :
: 43 22 34 30 46 18 0 113 91:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 24, 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 182,664
: Positions :
: 69,781 17,746 20,050 61,066 137,557 17,313 68 168,210 175,422: 14,454 7,242
: :
: Changes from: July 17, 2007 (Change in open interest: 1,213) :
: -753 -190 1,990 64 275 175 -9 1,476 2,066: -264 -854
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 38.2 9.7 11.0 33.4 75.3 9.5 0.0 92.1 96.0: 7.9 4.0
: :
: Total Traders: 198 Number of Traders in Each Category :
: 81 31 48 35 46 20 2 164 113:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 24, 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 914,225
: Positions :
: 133,784 105,894 155,055 269,360 545,715 256,026 48,084 814,225 854,747: 99,999 59,477
: :
: Changes from: July 17, 2007 (Change in open interest: 64,745) :
: 2,073 -11,845 11,822 45,370 66,162 2,133 2,255 61,399 68,394: 3,346 -3,648
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.6 11.6 17.0 29.5 59.7 28.0 5.3 89.1 93.5: 10.9 6.5
: :
: Total Traders: 255 Number of Traders in Each Category :
: 89 50 66 71 77 25 8 213 175:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 24, 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 214,522
: Positions :
: 42,518 41,358 62,862 51,482 101,603 45,524 1,768 202,387 207,591: 12,135 6,932
: :
: Changes from: July 17, 2007 (Change in open interest: 3,889) :
: 1,227 -4,944 6,561 -2,494 2,530 -1,099 700 4,195 4,848: -307 -960
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.8 19.3 29.3 24.0 47.4 21.2 0.8 94.3 96.8: 5.7 3.2
: :
: Total Traders: 439 Number of Traders in Each Category :
: 150 119 129 107 117 24 3 334 325:
-------------------------------------------------------------------------------------------------------------------
Updated July 27, 2007