COT -- Supplemental Report - Option and Futures Combined Positions as of September 25, 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 514,428
: Positions :
: 68,448 67,754 143,040 65,083 209,806 196,019 15,143 472,591 435,743: 41,837 78,685
: :
: Changes from: September 18, 2007 (Change in open interest: 5,441) :
: 1,615 -2,438 2,624 -343 1,197 437 34 4,333 1,417: 1,108 4,024
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.3 13.2 27.8 12.7 40.8 38.1 2.9 91.9 84.7: 8.1 15.3
: :
: Total Traders: 398 Number of Traders in Each Category :
: 120 127 137 71 111 24 11 304 308:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 25, 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 161,192
: Positions :
: 45,506 13,015 15,625 42,777 103,939 33,814 267 137,722 132,846: 23,470 28,346
: :
: Changes from: September 18, 2007 (Change in open interest: -2,244) :
: -1,952 57 -444 341 -2,471 -211 -94 -2,267 -2,952: 22 707
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 28.2 8.1 9.7 26.5 64.5 21.0 0.2 85.4 82.4: 14.6 17.6
: :
: Total Traders: 206 Number of Traders in Each Category :
: 62 25 28 49 85 16 1 136 131:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 25, 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 1,597,369
: Positions :
: 229,731 82,995 437,397 392,890 795,875 367,972 11,433 1,427,990 1,327,700: 169,379 269,669
: :
: Changes from: September 18, 2007 (Change in open interest: 45,123) :
: 25,899 -3,005 13,845 -7,772 38,664 3,414 -169 35,385 49,335: 9,738 -4,212
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.4 5.2 27.4 24.6 49.8 23.0 0.7 89.4 83.1: 10.6 16.9
: :
: Total Traders: 718 Number of Traders in Each Category :
: 157 152 215 264 326 24 9 570 596:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 25, 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 748,040
: Positions :
: 133,065 19,266 211,669 160,075 399,883 168,984 9,127 673,793 639,944: 74,246 108,095
: :
: Changes from: September 18, 2007 (Change in open interest: 10,059) :
: 4,409 -3,638 1,502 6,526 15,622 740 -1,342 13,177 12,144: -3,118 -2,085
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.8 2.6 28.3 21.4 53.5 22.6 1.2 90.1 85.5: 9.9 14.5
: :
: Total Traders: 512 Number of Traders in Each Category :
: 169 92 180 118 180 26 9 406 400:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 25, 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 311,430
: Positions :
: 63,982 12,581 49,584 91,069 230,216 74,977 2,507 279,612 294,888: 31,818 16,541
: :
: Changes from: September 18, 2007 (Change in open interest: -3,630) :
: 873 37 -1,263 -2,894 -2,579 46 196 -3,238 -3,608: -392 -22
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 20.5 4.0 15.9 29.2 73.9 24.1 0.8 89.8 94.7: 10.2 5.3
: :
: Total Traders: 209 Number of Traders in Each Category :
: 68 30 58 59 64 17 5 181 140:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 25, 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 414,218
: Positions :
: 67,846 9,045 141,758 73,824 245,367 100,524 6,097 383,951 402,267: 30,267 11,951
: :
: Changes from: September 18, 2007 (Change in open interest: 20,910) :
: 8,644 -2,314 7,578 1,285 13,623 1,059 1,576 18,566 20,463: 2,343 446
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.4 2.2 34.2 17.8 59.2 24.3 1.5 92.7 97.1: 7.3 2.9
: :
: Total Traders: 311 Number of Traders in Each Category :
: 148 60 106 59 62 22 5 282 189:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 25, 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 197,495
: Positions :
: 20,637 27,642 48,964 26,818 83,910 80,957 234 177,377 160,751: 20,118 36,744
: :
: Changes from: September 18, 2007 (Change in open interest: 1,169) :
: 697 5,465 1,181 -1,757 -5,357 -37 -1 84 1,289: 1,084 -120
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.4 14.0 24.8 13.6 42.5 41.0 0.1 89.8 81.4: 10.2 18.6
: :
: Total Traders: 227 Number of Traders in Each Category :
: 56 79 82 22 50 22 2 156 171:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 25, 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 269,851
: Positions :
: 41,701 27,225 60,474 29,488 125,659 114,581 190 246,244 213,547: 23,608 56,304
: :
: Changes from: September 18, 2007 (Change in open interest: 17,395) :
: 3,583 114 5,630 5,177 6,011 -203 -1 14,188 11,754: 3,207 5,640
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.5 10.1 22.4 10.9 46.6 42.5 0.1 91.3 79.1: 8.7 20.9
: :
: Total Traders: 308 Number of Traders in Each Category :
: 88 52 97 76 123 24 2 238 240:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 25, 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 31,648
: Positions :
: 8,598 1,783 6,715 2,984 6,522 8,431 0 26,729 15,019: 4,919 16,629
: :
: Changes from: September 18, 2007 (Change in open interest: 446) :
: -677 290 503 578 -59 94 0 498 734: -52 -288
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 27.2 5.6 21.2 9.4 20.6 26.6 0.0 84.5 47.5: 15.5 52.5
: :
: Total Traders: 136 Number of Traders in Each Category :
: 38 23 34 25 43 18 0 103 87:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 25, 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 138,930
: Positions :
: 43,203 9,117 15,021 50,913 109,851 18,812 40 127,950 134,029: 10,980 4,901
: :
: Changes from: September 18, 2007 (Change in open interest: 6,061) :
: 10,146 -3,252 -738 -2,963 10,771 -346 -111 6,099 6,670: -37 -609
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 31.1 6.6 10.8 36.6 79.1 13.5 0.0 92.1 96.5: 7.9 3.5
: :
: Total Traders: 161 Number of Traders in Each Category :
: 60 28 41 37 43 18 1 136 98:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 25, 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 824,027
: Positions :
: 108,671 107,346 120,290 228,606 508,104 272,362 20,518 729,928 756,258: 94,099 67,769
: :
: Changes from: September 18, 2007 (Change in open interest: 34,826) :
: 19,523 -31,408 10,131 -12,762 65,293 7,886 22 24,779 44,038: 10,047 -9,212
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.2 13.0 14.6 27.7 61.7 33.1 2.5 88.6 91.8: 11.4 8.2
: :
: Total Traders: 217 Number of Traders in Each Category :
: 67 47 53 64 67 23 6 178 151:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 25, 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 224,809
: Positions :
: 53,689 20,573 72,653 38,264 121,364 46,658 598 211,263 215,187: 13,546 9,622
: :
: Changes from: September 18, 2007 (Change in open interest: 10,086) :
: 2,539 -6,261 5,008 532 11,319 951 83 9,030 10,149: 1,056 -63
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 23.9 9.2 32.3 17.0 54.0 20.8 0.3 94.0 95.7: 6.0 4.3
: :
: Total Traders: 420 Number of Traders in Each Category :
: 167 91 124 88 121 23 1 334 287:
-------------------------------------------------------------------------------------------------------------------
Updated September 28, 2007