COT -- Supplemental Report - Option and Futures Combined Positions as of September 18, 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 508,987
: Positions :
: 66,833 70,192 140,417 65,427 208,608 195,582 15,109 468,258 434,326: 40,729 74,661
: :
: Changes from: September 11, 2007 (Change in open interest: 8,955) :
: 221 1,367 12,240 -1,010 -4,262 -3,562 971 7,889 10,316: 1,066 -1,361
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.1 13.8 27.6 12.9 41.0 38.4 3.0 92.0 85.3: 8.0 14.7
: :
: Total Traders: 399 Number of Traders in Each Category :
: 117 129 137 72 118 24 12 299 319:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 18, 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 163,436
: Positions :
: 47,458 12,958 16,069 42,436 106,410 34,025 361 139,988 135,798: 23,448 27,638
: :
: Changes from: September 11, 2007 (Change in open interest: -7,930) :
: -1,949 839 1,113 -1,814 -7,217 -218 283 -2,868 -4,982: -5,063 -2,949
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 29.0 7.9 9.8 26.0 65.1 20.8 0.2 85.7 83.1: 14.3 16.9
: :
: Total Traders: 207 Number of Traders in Each Category :
: 64 26 27 47 85 16 1 135 131:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 18, 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 1,552,246
: Positions :
: 203,833 86,000 423,552 400,662 757,212 364,558 11,602 1,392,605 1,278,365: 159,641 273,881
: :
: Changes from: September 11, 2007 (Change in open interest: 19,610) :
: 8,892 -6,660 5,239 -5,671 22,348 3,117 579 11,578 21,506: 8,032 -1,897
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.1 5.5 27.3 25.8 48.8 23.5 0.7 89.7 82.4: 10.3 17.6
: :
: Total Traders: 717 Number of Traders in Each Category :
: 171 138 218 265 324 24 9 568 600:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 18, 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 737,980
: Positions :
: 128,656 22,904 210,167 153,549 384,261 168,244 10,469 660,616 627,800: 77,364 110,180
: :
: Changes from: September 11, 2007 (Change in open interest: 58,823) :
: 10,740 -932 23,644 15,680 25,908 572 1,765 50,635 50,385: 8,188 8,438
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.4 3.1 28.5 20.8 52.1 22.8 1.4 89.5 85.1: 10.5 14.9
: :
: Total Traders: 508 Number of Traders in Each Category :
: 175 95 175 119 175 26 9 399 400:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 18, 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 315,060
: Positions :
: 63,109 12,544 50,847 93,963 232,795 74,930 2,311 282,850 298,496: 32,210 16,563
: :
: Changes from: September 11, 2007 (Change in open interest: 12,292) :
: 6,356 358 1,720 3,036 11,142 -1,835 -1,064 9,277 12,157: 3,014 135
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 20.0 4.0 16.1 29.8 73.9 23.8 0.7 89.8 94.7: 10.2 5.3
: :
: Total Traders: 206 Number of Traders in Each Category :
: 72 29 54 58 65 17 5 176 138:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 18, 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 393,309
: Positions :
: 59,202 11,359 134,180 72,538 231,743 99,465 4,522 365,385 381,804: 27,924 11,505
: :
: Changes from: September 11, 2007 (Change in open interest: 22,668) :
: 8,455 -4,717 8,070 -2,433 17,564 3,998 452 18,089 21,370: 4,579 1,298
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.1 2.9 34.1 18.4 58.9 25.3 1.1 92.9 97.1: 7.1 2.9
: :
: Total Traders: 297 Number of Traders in Each Category :
: 134 58 103 60 65 22 5 262 192:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 18, 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 196,326
: Positions :
: 19,940 22,177 47,783 28,576 89,266 80,994 235 177,293 159,462: 19,034 36,864
: :
: Changes from: September 11, 2007 (Change in open interest: 4,801) :
: -1,380 917 3,959 1,989 -1,262 -498 -507 4,071 3,107: 730 1,694
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.2 11.3 24.3 14.6 45.5 41.3 0.1 90.3 81.2: 9.7 18.8
: :
: Total Traders: 216 Number of Traders in Each Category :
: 57 65 82 20 49 22 2 151 163:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 18, 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 252,457
: Positions :
: 38,119 27,111 54,843 24,310 119,648 114,784 191 232,056 201,793: 20,401 50,664
: :
: Changes from: September 11, 2007 (Change in open interest: 4,418) :
: -2,578 1,694 5,308 102 -1,485 127 -200 2,960 5,318: 1,458 -900
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.1 10.7 21.7 9.6 47.4 45.5 0.1 91.9 79.9: 8.1 20.1
: :
: Total Traders: 298 Number of Traders in Each Category :
: 86 49 92 66 120 24 2 221 234:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 18, 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 31,202
: Positions :
: 9,275 1,493 6,212 2,407 6,580 8,337 0 26,231 14,286: 4,971 16,916
: :
: Changes from: September 11, 2007 (Change in open interest: -1,973) :
: -601 380 -644 -658 -818 81 0 -1,822 -1,083: -151 -890
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 29.7 4.8 19.9 7.7 21.1 26.7 0.0 84.1 45.8: 15.9 54.2
: :
: Total Traders: 138 Number of Traders in Each Category :
: 44 23 31 22 42 18 0 103 84:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 18, 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 132,869
: Positions :
: 33,057 12,368 15,760 53,877 99,080 19,158 151 121,851 127,358: 11,018 5,510
: :
: Changes from: September 11, 2007 (Change in open interest: 833) :
: 1,505 -937 206 -1,224 2,215 53 -26 541 1,459: 292 -626
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 24.9 9.3 11.9 40.5 74.6 14.4 0.1 91.7 95.9: 8.3 4.1
: :
: Total Traders: 159 Number of Traders in Each Category :
: 51 33 32 42 39 19 1 130 93:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 18, 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 789,201
: Positions :
: 89,148 138,754 110,159 241,368 442,811 264,476 20,496 705,150 712,220: 84,051 76,981
: :
: Changes from: September 11, 2007 (Change in open interest: -83,684) :
: -4,680 -3,963 -44,820 -47,761 -28,646 13,498 -11,380 -83,763 -88,809: 79 5,125
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.3 17.6 14.0 30.6 56.1 33.5 2.6 89.3 90.2: 10.7 9.8
: :
: Total Traders: 218 Number of Traders in Each Category :
: 52 60 53 69 68 24 7 176 160:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 18, 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 214,723
: Positions :
: 51,150 26,834 67,645 37,732 110,045 45,706 515 202,234 205,039: 12,489 9,684
: :
: Changes from: September 11, 2007 (Change in open interest: 14,894) :
: 4,625 -5,280 6,521 519 11,250 1,287 123 12,952 12,614: 1,942 2,280
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 23.8 12.5 31.5 17.6 51.2 21.3 0.2 94.2 95.5: 5.8 4.5
: :
: Total Traders: 408 Number of Traders in Each Category :
: 145 104 125 92 118 23 1 320 293:
-------------------------------------------------------------------------------------------------------------------
Updated September 21, 2007