COT -- Supplemental Report - Option and Futures Combined Positions as of May 29, 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 451,853
: Positions :
: 49,489 65,277 120,562 57,418 198,019 195,184 12,483 422,652 396,340: 29,200 55,512
: :
: Changes from: May 22, 2007 (Change in open interest: 6,100) :
: 2,476 -3,628 4,020 -857 2,946 -312 1,324 5,327 4,661: 774 1,440
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.0 14.4 26.7 12.7 43.8 43.2 2.8 93.5 87.7: 6.5 12.3
: :
: Total Traders: 347 Number of Traders in Each Category :
: 79 122 133 61 95 25 10 265 282:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 29, 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 131,623
: Positions :
: 26,852 19,586 16,099 34,211 64,451 33,158 712 110,321 100,848: 21,302 30,775
: :
: Changes from: May 22, 2007 (Change in open interest: -5,612) :
: -739 -981 -2,252 -465 189 607 0 -2,849 -3,044: -2,763 -2,568
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 20.4 14.9 12.2 26.0 49.0 25.2 0.5 83.8 76.6: 16.2 23.4
: :
: Total Traders: 185 Number of Traders in Each Category :
: 47 32 34 53 71 17 1 133 124:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 29, 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 1,830,297
: Positions :
: 201,776 96,181 554,403 495,019 883,506 362,487 12,900 1,613,684 1,546,990: 216,613 283,307
: :
: Changes from: May 22, 2007 (Change in open interest: 5,859) :
: -4,163 9,576 -5,977 7,271 -4,171 5,289 468 2,421 -103: 3,438 5,963
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.0 5.3 30.3 27.0 48.3 19.8 0.7 88.2 84.5: 11.8 15.5
: :
: Total Traders: 808 Number of Traders in Each Category :
: 173 177 251 315 360 25 13 651 683:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 29, 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 661,839
: Positions :
: 128,518 26,808 184,323 131,005 348,662 144,694 3,043 588,540 562,836: 73,299 99,002
: :
: Changes from: May 22, 2007 (Change in open interest: 29,827) :
: 8,444 5,106 6,374 8,033 14,235 1,091 629 23,943 26,344: 5,884 3,483
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.4 4.1 27.9 19.8 52.7 21.9 0.5 88.9 85.0: 11.1 15.0
: :
: Total Traders: 495 Number of Traders in Each Category :
: 171 92 173 128 167 26 9 413 382:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 29, 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 353,686
: Positions :
: 89,453 15,909 61,014 94,752 252,799 76,753 3,191 321,971 332,912: 31,715 20,774
: :
: Changes from: May 22, 2007 (Change in open interest: 11,840) :
: 2,281 2,086 3,007 5,205 5,847 -100 -44 10,394 10,897: 1,446 944
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 25.3 4.5 17.3 26.8 71.5 21.7 0.9 91.0 94.1: 9.0 5.9
: :
: Total Traders: 224 Number of Traders in Each Category :
: 86 33 60 53 62 18 4 195 137:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 29, 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 - NEW YORK BOARD OF TRADE
CFTC Code #033661 Open Interest is 327,102
: Positions :
: 47,157 54,312 87,132 63,183 167,846 103,350 3,828 300,822 313,118: 26,281 13,984
: :
: Changes from: May 22, 2007 (Change in open interest: 3,104) :
: -2,519 -3,435 5,307 251 1,544 -652 288 2,386 3,704: 718 -599
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.4 16.6 26.6 19.3 51.3 31.6 1.2 92.0 95.7: 8.0 4.3
: :
: Total Traders: 340 Number of Traders in Each Category :
: 117 107 104 65 63 23 4 264 230:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 29, 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 190,844
: Positions :
: 26,240 31,762 48,516 13,415 82,696 79,497 1,688 167,668 164,662: 23,177 26,182
: :
: Changes from: May 22, 2007 (Change in open interest: 6,491) :
: 1,937 2,838 1,907 148 -1,013 316 0 4,307 3,732: 2,184 2,759
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.7 16.6 25.4 7.0 43.3 41.7 0.9 87.9 86.3: 12.1 13.7
: :
: Total Traders: 213 Number of Traders in Each Category :
: 56 79 87 20 32 23 5 155 162:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 29, 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 295,678
: Positions :
: 49,997 28,656 74,131 31,454 134,197 111,755 555 267,336 237,539: 28,342 58,139
: :
: Changes from: May 22, 2007 (Change in open interest: 86) :
: -3,959 -2,399 -873 2,755 836 67 -157 -2,010 -2,593: 2,096 2,679
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.9 9.7 25.1 10.6 45.4 37.8 0.2 90.4 80.3: 9.6 19.7
: :
: Total Traders: 342 Number of Traders in Each Category :
: 87 64 99 94 144 24 4 269 267:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 29, 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 22,924
: Positions :
: 5,043 2,013 2,686 2,063 6,161 7,886 0 17,678 10,860: 5,247 12,064
: :
: Changes from: May 22, 2007 (Change in open interest: -2,853) :
: -961 425 -908 -617 -920 -32 0 -2,518 -1,403: -335 -1,451
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 22.0 8.8 11.7 9.0 26.9 34.4 0.0 77.1 47.4: 22.9 52.6
: :
: Total Traders: 130 Number of Traders in Each Category :
: 31 20 16 21 48 18 0 81 75:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 29, 2007
: Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- : Positions
: Non-Commercial : Commercial : Index Traders : Total
: Long : Short :Spreading: Long : Short : Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
COCOA - NEW YORK BOARD OF TRADE
CFTC Code #073732 Open Interest is 169,651
: Positions :
: 55,579 17,490 24,915 59,732 121,650 17,100 152 157,326 164,207: 12,325 5,444
: :
: Changes from: May 22, 2007 (Change in open interest: 188) :
: 2,127 -487 -261 -1,533 1,130 -73 7 259 389: -71 -201
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 32.8 10.3 14.7 35.2 71.7 10.1 0.1 92.7 96.8: 7.3 3.2
: :
: Total Traders: 188 Number of Traders in Each Category :
: 68 36 54 36 44 19 2 161 112:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 29, 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 - NEW YORK BOARD OF TRADE
CFTC Code #080732 Open Interest is 973,398
: Positions :
: 120,235 116,154 182,603 334,697 551,892 242,158 48,349 879,692 898,997: 93,706 74,401
: :
: Changes from: May 22, 2007 (Change in open interest: 31,529) :
: 7,726 -14,958 6,392 5,277 38,383 2,805 4,521 22,199 34,338: 9,330 -2,809
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.4 11.9 18.8 34.4 56.7 24.9 5.0 90.4 92.4: 9.6 7.6
: :
: Total Traders: 239 Number of Traders in Each Category :
: 71 53 67 75 74 26 10 201 180:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 29, 2007
: Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- : Positions
: Non-Commercial : Commercial : Index Traders : Total
: Long : Short :Spreading: Long : Short : Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
COFFEE C - NEW YORK BOARD OF TRADE
CFTC Code #083731 Open Interest is 209,880
: Positions :
: 35,122 44,666 60,377 59,727 96,373 42,741 1,544 197,967 202,960: 11,913 6,920
: :
: Changes from: May 22, 2007 (Change in open interest: 1,689) :
: 411 -2,512 571 -2,916 479 492 -22 -1,442 -1,484: 3,131 3,173
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.7 21.3 28.8 28.5 45.9 20.4 0.7 94.3 96.7: 5.7 3.3
: :
: Total Traders: 448 Number of Traders in Each Category :
: 153 128 141 112 107 24 4 352 333:
-------------------------------------------------------------------------------------------------------------------
Updated June 1, 2007