COT -- Supplemental Report - Option and Futures Combined Positions as of September 11, 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 500,032
: Positions :
: 66,611 68,824 128,177 66,437 212,870 199,144 14,138 460,369 424,010: 39,662 76,022
: :
: Changes from: September 4, 2007 (Change in open interest: 20,964) :
: -4,764 6,874 9,143 9,946 1,453 8,178 4,251 22,503 21,721: -1,539 -757
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.3 13.8 25.6 13.3 42.6 39.8 2.8 92.1 84.8: 7.9 15.2
: :
: Total Traders: 386 Number of Traders in Each Category :
: 119 116 130 71 115 24 12 293 303:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 11, 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 171,367
: Positions :
: 49,407 12,118 14,956 44,250 113,627 34,243 78 142,856 140,780: 28,511 30,587
: :
: Changes from: September 4, 2007 (Change in open interest: 19,920) :
: -583 269 2,363 2,186 -167 -316 -40 3,650 2,426: 16,270 17,495
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 28.8 7.1 8.7 25.8 66.3 20.0 0.0 83.4 82.2: 16.6 17.8
: :
: Total Traders: 208 Number of Traders in Each Category :
: 67 21 27 50 91 16 1 136 137:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 11, 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 1,532,637
: Positions :
: 194,941 92,660 418,313 406,333 734,863 361,440 11,022 1,381,027 1,256,858: 151,609 275,778
: :
: Changes from: September 4, 2007 (Change in open interest: 10,708) :
: 4,490 1,932 6,571 12,777 -4,332 -8,099 959 15,740 5,130: -5,032 5,578
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.7 6.0 27.3 26.5 47.9 23.6 0.7 90.1 82.0: 9.9 18.0
: :
: Total Traders: 716 Number of Traders in Each Category :
: 164 146 219 267 328 24 8 564 607:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 11, 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 679,157
: Positions :
: 117,917 23,835 186,523 137,869 358,353 167,672 8,703 609,981 577,415: 69,175 101,742
: :
: Changes from: September 4, 2007 (Change in open interest: 19,616) :
: 3,789 1,010 4,474 11,210 12,793 1,990 173 21,463 18,449: -1,847 1,166
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.4 3.5 27.5 20.3 52.8 24.7 1.3 89.8 85.0: 10.2 15.0
: :
: Total Traders: 487 Number of Traders in Each Category :
: 150 93 155 116 185 25 7 366 389:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 11, 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 302,768
: Positions :
: 56,753 12,185 49,127 90,927 221,653 76,765 3,374 273,573 286,340: 29,195 16,428
: :
: Changes from: September 4, 2007 (Change in open interest: 5,356) :
: 8,254 -3,202 -6,902 783 16,540 287 -768 2,422 5,667: 2,934 -311
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.7 4.0 16.2 30.0 73.2 25.4 1.1 90.4 94.6: 9.6 5.4
: :
: Total Traders: 197 Number of Traders in Each Category :
: 59 35 58 59 64 17 5 171 140:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 11, 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 - ICE FUTURES U.S.
CFTC Code #033661 Open Interest is 370,640
: Positions :
: 50,747 16,076 126,110 74,972 214,179 95,468 4,069 347,296 360,434: 23,344 10,206
: :
: Changes from: September 4, 2007 (Change in open interest: 5,099) :
: 3,382 -101 5,244 -4,338 254 298 106 4,586 5,504: 513 -405
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.7 4.3 34.0 20.2 57.8 25.8 1.1 93.7 97.2: 6.3 2.8
: :
: Total Traders: 302 Number of Traders in Each Category :
: 116 71 99 67 63 22 4 258 198:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 11, 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 191,525
: Positions :
: 21,319 21,261 43,824 26,587 90,529 81,491 742 173,221 156,355: 18,304 35,170
: :
: Changes from: September 4, 2007 (Change in open interest: -4,021) :
: 306 34 -3,190 -2,194 -1,734 -408 -83 -5,487 -4,973: 1,465 952
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.1 11.1 22.9 13.9 47.3 42.5 0.4 90.4 81.6: 9.6 18.4
: :
: Total Traders: 206 Number of Traders in Each Category :
: 55 63 71 21 48 22 2 145 148:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 11, 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 248,039
: Positions :
: 40,696 25,416 49,535 24,208 121,133 114,657 391 229,096 196,475: 18,942 51,563
: :
: Changes from: September 4, 2007 (Change in open interest: -5,539) :
: -1,704 1,760 -5,462 2,809 -2,784 -542 -454 -4,899 -6,941: -640 1,401
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.4 10.2 20.0 9.8 48.8 46.2 0.2 92.4 79.2: 7.6 20.8
: :
: Total Traders: 284 Number of Traders in Each Category :
: 79 48 87 56 117 25 3 206 222:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 11, 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 33,175
: Positions :
: 9,876 1,113 6,857 3,065 7,399 8,256 0 28,053 15,369: 5,122 17,806
: :
: Changes from: September 4, 2007 (Change in open interest: 1,006) :
: 709 -439 -194 410 771 -146 0 779 138: 227 868
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 29.8 3.4 20.7 9.2 22.3 24.9 0.0 84.6 46.3: 15.4 53.7
: :
: Total Traders: 136 Number of Traders in Each Category :
: 46 19 31 22 44 17 0 102 84:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 11, 2007
: Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- : Positions
: Non-Commercial : Commercial : Index Traders : Total
: Long : Short :Spreading: Long : Short : Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
COCOA - ICE FUTURES U.S.
CFTC Code #073732 Open Interest is 132,036
: Positions :
: 31,551 13,306 15,553 55,101 96,864 19,105 177 121,310 125,900: 10,726 6,136
: :
: Changes from: September 4, 2007 (Change in open interest: -1,955) :
: 1,152 -1,403 -358 -3,773 -488 447 -69 -2,531 -2,317: 576 362
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 23.9 10.1 11.8 41.7 73.4 14.5 0.1 91.9 95.4: 8.1 4.6
: :
: Total Traders: 158 Number of Traders in Each Category :
: 51 35 33 40 36 19 1 130 90:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 11, 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 - ICE FUTURES U.S.
CFTC Code #080732 Open Interest is 872,886
: Positions :
: 93,828 142,717 154,979 289,129 471,458 250,978 31,875 788,913 801,029: 83,973 71,856
: :
: Changes from: September 4, 2007 (Change in open interest: -4,981) :
: -1,610 12,011 -9,744 2,117 -16,417 -1,083 2,199 -10,319 -11,951: 5,338 6,970
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.7 16.4 17.8 33.1 54.0 28.8 3.7 90.4 91.8: 9.6 8.2
: :
: Total Traders: 238 Number of Traders in Each Category :
: 63 63 68 76 75 23 6 198 180:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 11, 2007
: Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- : Positions
: Non-Commercial : Commercial : Index Traders : Total
: Long : Short :Spreading: Long : Short : Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
COFFEE C - ICE FUTURES U.S.
CFTC Code #083731 Open Interest is 199,830
: Positions :
: 46,525 32,114 61,124 37,213 98,794 44,419 392 189,282 192,425: 10,548 7,405
: :
: Changes from: September 4, 2007 (Change in open interest: 1,225) :
: 2,097 2,554 900 -1,842 -1,124 951 25 2,106 2,355: -881 -1,130
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 23.3 16.1 30.6 18.6 49.4 22.2 0.2 94.7 96.3: 5.3 3.7
: :
: Total Traders: 422 Number of Traders in Each Category :
: 113 144 140 98 118 23 1 322 323:
-------------------------------------------------------------------------------------------------------------------
Updated September 14, 2007