COT -- Supplemental Report - Option and Futures Combined Positions as of November 27, 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 485,252
: Positions :
: 59,921 72,657 125,736 48,542 197,076 205,897 14,196 440,096 409,665: 45,156 75,587
: :
: Changes from: November 20, 2007 (Change in open interest: 10,330) :
: 3,927 -3,287 8,182 -402 13,924 3,565 407 15,272 19,227: -4,941 -8,896
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.3 15.0 25.9 10.0 40.6 42.4 2.9 90.7 84.4: 9.3 15.6
: :
: Total Traders: 394 Number of Traders in Each Category :
: 106 122 162 73 112 24 12 310 326:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 27, 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 133,917
: Positions :
: 35,423 7,400 10,497 35,971 84,321 32,295 269 114,186 102,487: 19,732 31,430
: :
: Changes from: November 20, 2007 (Change in open interest: -6,036) :
: -2,461 -644 75 -3,085 -2,341 150 34 -5,321 -2,876: -715 -3,159
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 26.5 5.5 7.8 26.9 63.0 24.1 0.2 85.3 76.5: 14.7 23.5
: :
: Total Traders: 174 Number of Traders in Each Category :
: 43 27 28 51 82 15 1 125 124:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 27, 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 1,426,948
: Positions :
: 227,874 74,010 297,713 365,612 770,601 357,354 10,849 1,248,553 1,153,173: 178,395 273,775
: :
: Changes from: November 20, 2007 (Change in open interest: -31,221) :
: -13,317 -11,402 830 51 -11,169 -12,328 -649 -24,764 -22,390: -6,457 -8,831
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.0 5.2 20.9 25.6 54.0 25.0 0.8 87.5 80.8: 12.5 19.2
: :
: Total Traders: 690 Number of Traders in Each Category :
: 166 118 202 253 312 24 11 554 566:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 27, 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 749,085
: Positions :
: 152,777 32,840 184,799 141,005 403,844 184,801 4,856 663,383 626,338: 85,702 122,746
: :
: Changes from: November 20, 2007 (Change in open interest: -15,650) :
: -12,081 2,894 -3,971 -12,291 -21,965 2,074 1,193 -26,270 -21,848: 10,619 6,198
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 20.4 4.4 24.7 18.8 53.9 24.7 0.6 88.6 83.6: 11.4 16.4
: :
: Total Traders: 536 Number of Traders in Each Category :
: 177 94 175 126 202 26 12 411 429:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 27, 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 360,244
: Positions :
: 67,472 16,413 76,554 106,360 245,727 74,906 1,695 325,293 340,389: 34,952 19,855
: :
: Changes from: November 20, 2007 (Change in open interest: 13,987) :
: -633 1,453 2,734 3,091 5,080 241 -142 5,432 9,126: 8,555 4,862
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.7 4.6 21.3 29.5 68.2 20.8 0.5 90.3 94.5: 9.7 5.5
: :
: Total Traders: 211 Number of Traders in Each Category :
: 71 36 68 52 57 17 4 186 140:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 27, 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 308,475
: Positions :
: 58,317 21,838 74,444 58,535 195,715 93,593 2,082 284,888 294,078: 23,586 14,396
: :
: Changes from: November 20, 2007 (Change in open interest: -8,790) :
: -2,583 3,475 180 1,466 -7,819 -164 -13 -1,101 -4,177: -7,688 -4,612
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.9 7.1 24.1 19.0 63.4 30.3 0.7 92.4 95.3: 7.6 4.7
: :
: Total Traders: 288 Number of Traders in Each Category :
: 121 72 79 57 57 22 5 235 182:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 27, 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 228,817
: Positions :
: 25,684 36,789 59,717 27,585 85,781 91,122 3,238 204,108 185,526: 24,708 43,291
: :
: Changes from: November 20, 2007 (Change in open interest: -2,274) :
: -3,609 -2,721 3,245 -840 -1,785 -182 348 -1,386 -913: -888 -1,361
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.2 16.1 26.1 12.1 37.5 39.8 1.4 89.2 81.1: 10.8 18.9
: :
: Total Traders: 232 Number of Traders in Each Category :
: 60 75 86 24 48 21 3 164 175:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 27, 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 259,339
: Positions :
: 36,120 40,076 45,725 35,659 120,251 119,054 350 236,558 206,401: 22,782 52,938
: :
: Changes from: November 20, 2007 (Change in open interest: -3,797) :
: 810 209 -2,824 -437 -239 -88 0 -2,539 -2,854: -1,258 -943
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.9 15.5 17.6 13.7 46.4 45.9 0.1 91.2 79.6: 8.8 20.4
: :
: Total Traders: 321 Number of Traders in Each Category :
: 59 87 84 75 132 23 2 201 274:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 27, 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 29,143
: Positions :
: 9,590 2,741 4,312 2,045 7,926 9,470 0 25,416 14,978: 3,726 14,164
: :
: Changes from: November 20, 2007 (Change in open interest: 917) :
: 359 -229 198 123 988 22 0 703 958: 214 -40
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 32.9 9.4 14.8 7.0 27.2 32.5 0.0 87.2 51.4: 12.8 48.6
: :
: Total Traders: 126 Number of Traders in Each Category :
: 35 17 26 22 43 18 0 88 79:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 27, 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 145,525
: Positions :
: 54,992 14,525 9,338 48,360 117,058 20,872 174 133,562 141,094: 11,963 4,430
: :
: Changes from: November 20, 2007 (Change in open interest: -493) :
: -681 -293 606 -1,547 -769 463 174 -1,158 -282: 666 -211
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 37.8 10.0 6.4 33.2 80.4 14.3 0.1 91.8 97.0: 8.2 3.0
: :
: Total Traders: 164 Number of Traders in Each Category :
: 67 27 28 32 42 19 1 135 83:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 27, 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 1,034,854
: Positions :
: 115,890 150,329 184,525 325,439 606,429 313,563 19,792 939,418 961,075: 95,436 73,779
: :
: Changes from: November 20, 2007 (Change in open interest: 3,959) :
: -2,436 17,868 78 14,115 -12,597 -2,630 980 9,128 6,329: -5,168 -2,370
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.2 14.5 17.8 31.4 58.6 30.3 1.9 90.8 92.9: 9.2 7.1
: :
: Total Traders: 248 Number of Traders in Each Category :
: 63 70 59 76 69 24 8 201 172:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 27, 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 194,411
: Positions :
: 51,810 17,515 54,698 27,381 113,327 49,152 613 183,041 186,152: 11,369 8,259
: :
: Changes from: November 20, 2007 (Change in open interest: -1,168) :
: -339 1,654 770 -1,919 -3,723 -96 0 -1,585 -1,299: 417 131
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 26.6 9.0 28.1 14.1 58.3 25.3 0.3 94.2 95.8: 5.8 4.2
: :
: Total Traders: 378 Number of Traders in Each Category :
: 138 71 97 94 125 23 1 297 261:
-------------------------------------------------------------------------------------------------------------------
Updated November 30, 2007