COT -- Supplemental Report - Option and Futures Combined Positions as of July 29, 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 436,309
: Positions :
: 41,956 70,762 124,885 32,743 150,655 207,262 34,742 406,846 381,044: 29,463 55,265
: :
: Changes from: July 22, 2008 (Change in open interest: -1,925) :
: -1,293 -1,313 598 -1,377 -5,835 -2,147 1,395 -4,218 -5,155: 2,293 3,230
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.6 16.2 28.6 7.5 34.5 47.5 8.0 93.2 87.3: 6.8 12.7
: :
: Total Traders: 358 Number of Traders in Each Category :
: 92 119 137 64 97 27 17 272 297:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 29, 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 105,891
: Positions :
: 11,745 10,716 16,356 33,257 50,850 27,561 975 88,919 78,898: 16,972 26,992
: :
: Changes from: July 22, 2008 (Change in open interest: -1,372) :
: 888 -1,061 1,080 -2,584 -1,338 -741 36 -1,357 -1,282: -15 -89
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.1 10.1 15.4 31.4 48.0 26.0 0.9 84.0 74.5: 16.0 25.5
: :
: Total Traders: 153 Number of Traders in Each Category :
: 26 19 30 54 65 20 7 113 116:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 29, 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 1,939,753
: Positions :
: 175,878 71,403 688,692 504,330 867,830 417,229 44,824 1,786,129 1,672,748: 153,624 267,004
: :
: Changes from: July 22, 2008 (Change in open interest: -118,973) :
: -7,811 -21,225 -48,615 -43,622 -36,509 -15,434 -1,280 -115,481 -107,628: -3,492 -11,345
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.1 3.7 35.5 26.0 44.7 21.5 2.3 92.1 86.2: 7.9 13.8
: :
: Total Traders: 824 Number of Traders in Each Category :
: 187 155 277 260 381 29 19 618 725:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 29, 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 552,608
: Positions :
: 82,357 27,739 170,106 83,171 258,568 162,496 13,762 498,130 470,176: 54,478 82,433
: :
: Changes from: July 22, 2008 (Change in open interest: -54,442) :
: -12,202 -4,193 -23,547 -19,149 -25,616 -1,134 242 -56,032 -53,114: 1,590 -1,328
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.9 5.0 30.8 15.1 46.8 29.4 2.5 90.1 85.1: 9.9 14.9
: :
: Total Traders: 504 Number of Traders in Each Category :
: 140 114 178 113 194 28 16 369 436:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 29, 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 296,292
: Positions :
: 32,463 23,320 84,034 81,032 164,807 71,601 3,972 269,131 276,133: 27,161 20,159
: :
: Changes from: July 22, 2008 (Change in open interest: -14,179) :
: -321 899 -4,770 -7,134 -10,685 -628 795 -12,853 -13,761: -1,326 -418
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.0 7.9 28.4 27.3 55.6 24.2 1.3 90.8 93.2: 9.2 6.8
: :
: Total Traders: 197 Number of Traders in Each Category :
: 43 39 72 55 62 18 5 164 159:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 29, 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 379,775
: Positions :
: 36,916 31,155 125,968 81,157 198,474 113,559 8,999 357,600 364,596: 22,175 15,178
: :
: Changes from: July 22, 2008 (Change in open interest: 1,460) :
: 996 -1,218 795 854 2,397 -443 -156 2,201 1,818: -742 -358
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.7 8.2 33.2 21.4 52.3 29.9 2.4 94.2 96.0: 5.8 4.0
: :
: Total Traders: 299 Number of Traders in Each Category :
: 119 78 115 57 62 25 11 240 230:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 29, 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 256,020
: Positions :
: 31,904 33,320 63,764 14,624 121,457 116,860 1,966 227,151 220,508: 28,869 35,512
: :
: Changes from: July 22, 2008 (Change in open interest: -7,855) :
: -5,869 2,633 -450 465 -258 -2,043 -8,912 -7,897 -6,987: 42 -868
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.5 13.0 24.9 5.7 47.4 45.6 0.8 88.7 86.1: 11.3 13.9
: :
: Total Traders: 250 Number of Traders in Each Category :
: 79 70 97 32 51 25 6 196 183:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 29, 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 356,559
: Positions :
: 48,692 42,773 94,616 33,666 150,220 153,519 3,839 330,493 291,449: 26,067 65,111
: :
: Changes from: July 22, 2008 (Change in open interest: -5,348) :
: -4,234 6,440 -3,423 1,736 -4,145 1,777 -318 -4,145 -1,446: -1,203 -3,902
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.7 12.0 26.5 9.4 42.1 43.1 1.1 92.7 81.7: 7.3 18.3
: :
: Total Traders: 369 Number of Traders in Each Category :
: 80 89 114 88 150 27 8 268 307:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 29, 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 34,952
: Positions :
: 7,383 6,085 8,779 4,422 5,025 9,018 2,315 29,602 22,204: 5,350 12,748
: :
: Changes from: July 22, 2008 (Change in open interest: -1,959) :
: 828 -197 -306 -201 -1,186 -1,304 1,257 -982 -432: -977 -1,527
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 21.1 17.4 25.1 12.7 14.4 25.8 6.6 84.7 63.5: 15.3 36.5
: :
: Total Traders: 131 Number of Traders in Each Category :
: 29 31 36 32 32 20 6 108 85:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 29, 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 168,374
: Positions :
: 45,916 32,055 22,111 58,102 106,120 28,784 2,673 154,913 162,960: 13,461 5,414
: :
: Changes from: July 22, 2008 (Change in open interest: 2,319) :
: -5,474 -251 -534 7,908 4,069 -284 -419 1,616 2,864: 703 -546
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 27.3 19.0 13.1 34.5 63.0 17.1 1.6 92.0 96.8: 8.0 3.2
: :
: Total Traders: 159 Number of Traders in Each Category :
: 49 25 45 38 43 22 5 140 100:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 29, 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 1,117,624
: Positions :
: 127,421 74,482 254,740 225,594 650,755 421,264 75,559 1,029,020 1,055,536: 88,605 62,089
: :
: Changes from: July 22, 2008 (Change in open interest: -6,011) :
: -2,355 3,497 5,185 -3,144 -7,276 1,008 681 694 2,087: -6,705 -8,098
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.4 6.7 22.8 20.2 58.2 37.7 6.8 92.1 94.4: 7.9 5.6
: :
: Total Traders: 241 Number of Traders in Each Category :
: 61 59 76 73 79 26 15 204 191:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 29, 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 201,013
: Positions :
: 26,714 12,623 65,303 38,917 113,315 61,203 3,200 192,138 194,441: 8,875 6,573
: :
: Changes from: July 22, 2008 (Change in open interest: 1,125) :
: -2,855 3,504 2,170 2,562 -5,190 -367 21 1,510 505: -384 620
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.3 6.3 32.5 19.4 56.4 30.4 1.6 95.6 96.7: 4.4 3.3
: :
: Total Traders: 384 Number of Traders in Each Category :
: 134 77 114 107 117 27 8 318 277:
-------------------------------------------------------------------------------------------------------------------
Updated August 1, 2008