COT -- Supplemental Report - Option and Futures Combined Positions as of February 26, 2008
: 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 563,215
: Positions :
: 71,707 67,719 176,665 50,978 219,257 223,702 34,803 523,052 498,443: 40,163 64,772
: :
: Changes from: February 19, 2008 (Change in open interest: -43,011) :
: -945 -5,226 -33,281 -11,176 -11,034 3,106 6,618 -42,296 -42,922: -715 -89
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.7 12.0 31.4 9.1 38.9 39.7 6.2 92.9 88.5: 7.1 11.5
: :
: Total Traders: 400 Number of Traders in Each Category :
: 113 117 157 85 120 25 15 321 332:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 26, 2008
: 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 127,446
: Positions :
: 31,574 3,731 12,077 32,923 77,896 30,603 304 107,177 94,007: 20,269 33,439
: :
: Changes from: February 19, 2008 (Change in open interest: -11,936) :
: -916 -671 -5,342 -2,966 -2,499 -87 2 -9,311 -8,510: -2,625 -3,427
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 24.8 2.9 9.5 25.8 61.1 24.0 0.2 84.1 73.8: 15.9 26.2
: :
: Total Traders: 169 Number of Traders in Each Category :
: 44 17 28 53 78 16 2 125 116:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 26, 2008
: 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 2,063,360
: Positions :
: 323,564 74,028 564,001 496,307 1,092,605 452,959 32,376 1,836,831 1,763,011: 226,529 300,349
: :
: Changes from: February 19, 2008 (Change in open interest: -94,370) :
: -4,977 625 -102,302 -969 16,516 10,735 2,060 -97,512 -83,100: 3,143 -11,270
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.7 3.6 27.3 24.1 53.0 22.0 1.6 89.0 85.4: 11.0 14.6
: :
: Total Traders: 838 Number of Traders in Each Category :
: 256 109 273 287 368 25 13 683 693:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 26, 2008
: 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 819,428
: Positions :
: 140,757 29,147 239,656 128,638 407,938 206,274 8,455 715,324 685,195: 104,104 134,232
: :
: Changes from: February 19, 2008 (Change in open interest: -58,950) :
: -9,376 -3,617 -36,297 -3,857 -8,866 -2,984 -2,096 -52,514 -50,875: -6,436 -8,075
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.2 3.6 29.2 15.7 49.8 25.2 1.0 87.3 83.6: 12.7 16.4
: :
: Total Traders: 587 Number of Traders in Each Category :
: 195 107 222 139 204 24 12 471 481:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 26, 2008
: 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 347,138
: Positions :
: 55,160 19,798 78,119 100,516 228,528 73,368 489 307,163 326,934: 39,975 20,204
: :
: Changes from: February 19, 2008 (Change in open interest: -6,344) :
: 2,571 -3,181 -8,791 -2,658 3,643 230 -352 -8,648 -8,681: 2,303 2,337
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.9 5.7 22.5 29.0 65.8 21.1 0.1 88.5 94.2: 11.5 5.8
: :
: Total Traders: 214 Number of Traders in Each Category :
: 69 41 63 53 62 16 3 182 143:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 26, 2008
: 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 453,167
: Positions :
: 98,688 6,357 119,051 75,968 314,087 124,529 1,974 418,237 441,469: 34,930 11,698
: :
: Changes from: February 19, 2008 (Change in open interest: 71,820) :
: 21,003 -3,641 27,970 13,987 50,867 12,952 250 75,911 75,446: -4,090 -3,625
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 21.8 1.4 26.3 16.8 69.3 27.5 0.4 92.3 97.4: 7.7 2.6
: :
: Total Traders: 339 Number of Traders in Each Category :
: 181 46 89 53 72 23 7 298 178:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 26, 2008
: 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 244,909
: Positions :
: 32,607 53,116 53,812 27,627 101,389 106,376 2,694 220,422 211,011: 24,487 33,898
: :
: Changes from: February 19, 2008 (Change in open interest: 2,088) :
: -3,628 2,369 451 2,968 -1,905 1,309 693 1,099 1,608: 988 480
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.3 21.7 22.0 11.3 41.4 43.4 1.1 90.0 86.2: 10.0 13.8
: :
: Total Traders: 249 Number of Traders in Each Category :
: 60 88 93 20 47 24 4 168 193:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 26, 2008
: 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 310,381
: Positions :
: 55,373 51,324 66,788 23,147 131,069 139,757 2,306 285,065 251,487: 25,316 58,894
: :
: Changes from: February 19, 2008 (Change in open interest: 11,732) :
: 5,855 -583 4,672 -4,158 6,222 2,396 -132 8,764 10,180: 2,968 1,553
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.8 16.5 21.5 7.5 42.2 45.0 0.7 91.8 81.0: 8.2 19.0
: :
: Total Traders: 364 Number of Traders in Each Category :
: 82 89 84 74 151 26 7 231 292:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 26, 2008
: 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 42,982
: Positions :
: 15,997 7,239 7,356 5,284 9,892 8,946 53 37,582 24,539: 5,400 18,443
: :
: Changes from: February 19, 2008 (Change in open interest: -1,078) :
: -1,296 105 -323 26 -742 32 0 -1,561 -960: 483 -118
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 37.2 16.8 17.1 12.3 23.0 20.8 0.1 87.4 57.1: 12.6 42.9
: :
: Total Traders: 162 Number of Traders in Each Category :
: 33 37 39 36 57 18 1 113 117:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 26, 2008
: 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 196,887
: Positions :
: 80,687 32,138 23,395 45,712 133,147 31,628 1,265 181,422 189,944: 15,465 6,943
: :
: Changes from: February 19, 2008 (Change in open interest: 4,475) :
: -5,620 246 4,776 2,262 519 2,682 -421 4,100 5,121: 375 -646
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 41.0 16.3 11.9 23.2 67.6 16.1 0.6 92.1 96.5: 7.9 3.5
: :
: Total Traders: 194 Number of Traders in Each Category :
: 84 35 38 38 44 20 2 167 98:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 26, 2008
: 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 1,442,222
: Positions :
: 198,449 56,106 322,520 343,318 942,275 421,704 53,681 1,285,991 1,374,581: 156,232 67,641
: :
: Changes from: February 19, 2008 (Change in open interest: 77,681) :
: -2,236 -7,482 32,230 31,498 37,687 10,805 8,341 72,299 70,777: 5,383 6,904
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.8 3.9 22.4 23.8 65.3 29.2 3.7 89.2 95.3: 10.8 4.7
: :
: Total Traders: 273 Number of Traders in Each Category :
: 111 40 85 73 82 23 12 241 190:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 26, 2008
: 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 273,568
: Positions :
: 68,207 13,684 85,133 38,994 167,679 67,698 677 260,033 267,173: 13,536 6,395
: :
: Changes from: February 19, 2008 (Change in open interest: -5,494) :
: -1,331 -37 3,883 -7,243 -8,715 625 -13 -4,065 -4,882: -1,429 -612
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 24.9 5.0 31.1 14.3 61.3 24.7 0.2 95.1 97.7: 4.9 2.3
: :
: Total Traders: 424 Number of Traders in Each Category :
: 201 52 108 88 132 24 5 345 272:
-------------------------------------------------------------------------------------------------------------------
Updated February 29, 2008