COT -- Supplemental Report - Option and Futures Combined Positions as of December 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 540,934
: Positions :
: 64,968 78,614 157,555 60,442 215,956 214,683 17,042 497,648 469,167: 43,286 71,767
: :
: Changes from: December 18, 2007 (Change in open interest: -2,224) :
: 1,138 -200 -3,106 -1,115 -2,056 945 755 -2,139 -4,608: -85 2,384
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.0 14.5 29.1 11.2 39.9 39.7 3.2 92.0 86.7: 8.0 13.3
: :
: Total Traders: 398 Number of Traders in Each Category :
: 110 118 146 79 120 25 13 315 317:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 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 132,810
: Positions :
: 37,246 6,848 11,758 33,651 82,480 31,736 153 114,390 101,240: 18,419 31,570
: :
: Changes from: December 18, 2007 (Change in open interest: -1,073) :
: -1,309 10 208 595 -2,386 -235 -63 -741 -2,232: -332 1,159
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 28.0 5.2 8.9 25.3 62.1 23.9 0.1 86.1 76.2: 13.9 23.8
: :
: Total Traders: 172 Number of Traders in Each Category :
: 41 28 26 48 77 16 1 119 118:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 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 1,651,670
: Positions :
: 304,701 79,268 376,355 416,020 908,118 373,855 10,884 1,470,931 1,374,624: 180,739 277,045
: :
: Changes from: December 18, 2007 (Change in open interest: 35,120) :
: 16,975 9,161 -3,941 15,393 29,814 4,103 -644 32,531 34,390: 2,590 730
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.4 4.8 22.8 25.2 55.0 22.6 0.7 89.1 83.2: 10.9 16.8
: :
: Total Traders: 719 Number of Traders in Each Category :
: 211 95 187 256 335 25 12 565 572:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 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 738,955
: Positions :
: 154,122 27,479 193,181 114,129 392,632 189,200 4,248 650,632 617,540: 88,324 121,415
: :
: Changes from: December 18, 2007 (Change in open interest: -40,178) :
: 2,431 1,552 -26,781 -10,175 -6,615 1,131 -185 -33,394 -32,029: -6,785 -8,149
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 20.9 3.7 26.1 15.4 53.1 25.6 0.6 88.0 83.6: 12.0 16.4
: :
: Total Traders: 549 Number of Traders in Each Category :
: 179 95 191 137 203 26 12 439 442:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 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 328,442
: Positions :
: 67,290 13,753 61,990 89,654 234,816 78,269 1,305 297,203 311,865: 31,239 16,577
: :
: Changes from: December 18, 2007 (Change in open interest: -12,456) :
: 4,364 -5,262 -5,023 -8,591 2,718 1,324 188 -7,925 -7,379: -4,532 -5,078
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 20.5 4.2 18.9 27.3 71.5 23.8 0.4 90.5 95.0: 9.5 5.0
: :
: Total Traders: 208 Number of Traders in Each Category :
: 72 32 61 57 64 17 4 180 142:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 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 - ICE FUTURES U.S.
CFTC Code #033661 Open Interest is 351,237
: Positions :
: 61,411 21,279 96,610 63,129 216,755 99,516 2,043 320,666 336,686: 30,572 14,551
: :
: Changes from: December 18, 2007 (Change in open interest: 4,307) :
: 2,981 -8,371 643 -1,725 17,685 1,853 -62 3,753 9,896: 554 -5,589
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.5 6.1 27.5 18.0 61.7 28.3 0.6 91.3 95.9: 8.7 4.1
: :
: Total Traders: 302 Number of Traders in Each Category :
: 122 79 81 53 64 22 5 247 187:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 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 225,305
: Positions :
: 26,840 44,768 58,670 25,888 80,238 92,345 3,239 203,743 186,915: 21,562 38,390
: :
: Changes from: December 18, 2007 (Change in open interest: 297) :
: 405 2,064 118 650 -564 23 -260 1,195 1,358: -899 -1,061
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.9 19.9 26.0 11.5 35.6 41.0 1.4 90.4 83.0: 9.6 17.0
: :
: Total Traders: 214 Number of Traders in Each Category :
: 46 79 77 18 48 23 4 144 165:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 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 259,105
: Positions :
: 38,345 48,051 50,735 29,310 106,401 120,157 549 238,547 205,736: 20,558 53,369
: :
: Changes from: December 18, 2007 (Change in open interest: -1,618) :
: 361 526 59 -914 -1,709 -48 0 -542 -1,124: -1,077 -495
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.8 18.5 19.6 11.3 41.1 46.4 0.2 92.1 79.4: 7.9 20.6
: :
: Total Traders: 324 Number of Traders in Each Category :
: 50 102 77 72 130 25 2 194 277:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 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 34,965
: Positions :
: 12,882 4,562 5,375 3,120 7,853 9,232 0 30,609 17,790: 4,356 17,175
: :
: Changes from: December 18, 2007 (Change in open interest: 1,338) :
: 1,464 503 -127 -140 207 -71 -1 1,126 582: 212 756
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 36.8 13.0 15.4 8.9 22.5 26.4 0.0 87.5 50.9: 12.5 49.1
: :
: Total Traders: 138 Number of Traders in Each Category :
: 33 28 31 25 46 17 0 93 95:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 24, 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 191,165
: Positions :
: 78,607 27,452 22,159 53,118 134,026 23,573 1,801 177,457 185,437: 13,708 5,728
: :
: Changes from: December 18, 2007 (Change in open interest: 7,108) :
: 3,144 1,079 4,157 621 1,624 -137 520 7,785 7,380: -677 -271
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 41.1 14.4 11.6 27.8 70.1 12.3 0.9 92.8 97.0: 7.2 3.0
: :
: Total Traders: 192 Number of Traders in Each Category :
: 82 33 40 36 47 19 3 161 105:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 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 - ICE FUTURES U.S.
CFTC Code #080732 Open Interest is 1,185,335
: Positions :
: 178,268 102,258 228,431 316,188 759,428 339,443 33,419 1,062,329 1,123,536: 123,006 61,799
: :
: Changes from: December 18, 2007 (Change in open interest: 59,038) :
: 7,573 -11,374 30,391 15,571 41,840 3,968 7,779 57,503 68,635: 1,535 -9,597
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.0 8.6 19.3 26.7 64.1 28.6 2.8 89.6 94.8: 10.4 5.2
: :
: Total Traders: 262 Number of Traders in Each Category :
: 93 49 71 71 79 24 10 229 174:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 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 - ICE FUTURES U.S.
CFTC Code #083731 Open Interest is 211,192
: Positions :
: 59,876 18,130 58,952 27,455 125,335 50,606 723 196,889 203,140: 14,303 8,053
: :
: Changes from: December 18, 2007 (Change in open interest: 2,120) :
: 1,749 291 1,100 634 1,157 100 60 3,583 2,608: -1,464 -489
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 28.4 8.6 27.9 13.0 59.3 24.0 0.3 93.2 96.2: 6.8 3.8
: :
: Total Traders: 398 Number of Traders in Each Category :
: 175 52 103 93 124 23 2 323 262:
-------------------------------------------------------------------------------------------------------------------
Updated December 28, 2007