COT -- Supplemental Report - Option and Futures Combined Positions as of June 24, 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 440,593
: Positions :
: 48,345 71,649 113,597 32,224 164,814 211,902 32,674 406,068 382,735: 34,525 57,859
: :
: Changes from: June 17, 2008 (Change in open interest: -65,946) :
: -3,035 -5,826 -42,960 -13,029 -11,070 -4,741 -3,938 -63,766 -63,794: -2,180 -2,152
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.0 16.3 25.8 7.3 37.4 48.1 7.4 92.2 86.9: 7.8 13.1
: :
: Total Traders: 345 Number of Traders in Each Category :
: 82 103 134 55 91 27 17 262 281:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 24, 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 109,434
: Positions :
: 14,621 8,878 13,421 29,717 54,854 30,335 749 88,094 77,902: 21,340 31,532
: :
: Changes from: June 17, 2008 (Change in open interest: -16,873) :
: -2,288 -340 -8,742 -5,278 -6,152 -614 -12 -16,922 -15,246: 49 -1,628
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.4 8.1 12.3 27.2 50.1 27.7 0.7 80.5 71.2: 19.5 28.8
: :
: Total Traders: 160 Number of Traders in Each Category :
: 35 21 33 48 70 16 5 117 117:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 24, 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 2,067,462
: Positions :
: 259,351 73,018 686,683 472,468 989,525 473,380 45,070 1,891,883 1,794,296: 175,579 273,165
: :
: Changes from: June 17, 2008 (Change in open interest: -270,192) :
: -8,337 3,802 -167,699 -49,215 -71,529 -12,815 -10,584 -238,066 -246,010: -32,125 -24,182
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.5 3.5 33.2 22.9 47.9 22.9 2.2 91.5 86.8: 8.5 13.2
: :
: Total Traders: 893 Number of Traders in Each Category :
: 221 153 310 266 394 28 16 680 775:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 24, 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 631,526
: Positions :
: 114,143 26,742 174,262 99,597 325,600 180,930 12,073 568,932 538,678: 62,595 92,849
: :
: Changes from: June 17, 2008 (Change in open interest: -101,590) :
: -7,790 -177 -83,387 773 -12,102 -6,280 -2,451 -96,685 -98,117: -4,905 -3,473
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.1 4.2 27.6 15.8 51.6 28.6 1.9 90.1 85.3: 9.9 14.7
: :
: Total Traders: 495 Number of Traders in Each Category :
: 143 102 158 119 192 29 18 374 408:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 24, 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 299,269
: Positions :
: 41,339 17,114 80,616 71,064 180,919 71,709 1,616 264,728 280,265: 34,541 19,004
: :
: Changes from: June 17, 2008 (Change in open interest: -25,900) :
: 839 -1,246 -17,964 -7,477 -6,630 -119 193 -24,720 -25,647: -1,180 -253
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.8 5.7 26.9 23.7 60.5 24.0 0.5 88.5 93.6: 11.5 6.4
: :
: Total Traders: 175 Number of Traders in Each Category :
: 50 24 55 49 58 18 6 152 126:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 24, 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 378,675
: Positions :
: 45,318 14,831 122,318 76,100 221,192 111,828 7,626 355,565 365,967: 23,111 12,708
: :
: Changes from: June 17, 2008 (Change in open interest: -6,999) :
: -3,027 -2,027 206 -4,266 -2,454 491 -1,118 -6,596 -5,393: -403 -1,606
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.0 3.9 32.3 20.1 58.4 29.5 2.0 93.9 96.6: 6.1 3.4
: :
: Total Traders: 290 Number of Traders in Each Category :
: 136 57 111 53 62 24 11 246 210:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 24, 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 266,061
: Positions :
: 33,543 41,754 65,541 13,979 120,282 124,024 4,345 237,088 231,922: 28,973 34,138
: :
: Changes from: June 17, 2008 (Change in open interest: 7,859) :
: 416 -2,479 2,114 1,106 4,264 3,570 2,445 7,206 6,345: 654 1,515
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.6 15.7 24.6 5.3 45.2 46.6 1.6 89.1 87.2: 10.9 12.8
: :
: Total Traders: 235 Number of Traders in Each Category :
: 70 78 94 24 46 25 9 182 177:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 24, 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 375,865
: Positions :
: 72,257 20,556 81,016 26,262 185,439 169,878 13,149 349,413 300,160: 26,451 75,705
: :
: Changes from: June 17, 2008 (Change in open interest: 9,392) :
: -890 -2,741 5,959 -3,344 1,095 4,917 4,939 6,642 9,253: 2,750 140
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.2 5.5 21.6 7.0 49.3 45.2 3.5 93.0 79.9: 7.0 20.1
: :
: Total Traders: 395 Number of Traders in Each Category :
: 125 60 101 80 166 27 8 279 303:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 24, 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 34,833
: Positions :
: 4,400 5,043 9,732 4,478 5,946 11,371 709 29,980 21,429: 4,853 13,404
: :
: Changes from: June 17, 2008 (Change in open interest: -458) :
: -146 -112 251 -517 -304 -216 10 -628 -155: 169 -304
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.6 14.5 27.9 12.9 17.1 32.6 2.0 86.1 61.5: 13.9 38.5
: :
: Total Traders: 135 Number of Traders in Each Category :
: 26 35 34 29 42 20 2 101 91:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 24, 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 171,704
: Positions :
: 66,033 36,029 16,609 41,556 106,418 31,833 1,445 156,031 160,500: 15,673 11,204
: :
: Changes from: June 17, 2008 (Change in open interest: 4,446) :
: 3,667 1,557 76 -766 1,719 281 -18 3,258 3,335: 1,188 1,111
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 38.5 21.0 9.7 24.2 62.0 18.5 0.8 90.9 93.5: 9.1 6.5
: :
: Total Traders: 182 Number of Traders in Each Category :
: 79 25 36 37 45 21 4 157 96:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 24, 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 1,154,898
: Positions :
: 148,233 77,707 223,555 262,738 718,921 422,246 71,363 1,056,772 1,091,547: 98,126 63,351
: :
: Changes from: June 17, 2008 (Change in open interest: -14,056) :
: 3,011 -8,495 5,473 -28,370 -8,864 2,833 1,173 -17,053 -10,712: 2,997 -3,344
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.8 6.7 19.4 22.7 62.2 36.6 6.2 91.5 94.5: 8.5 5.5
: :
: Total Traders: 262 Number of Traders in Each Category :
: 71 65 77 74 83 26 15 216 202:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 24, 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 203,186
: Positions :
: 34,156 11,134 61,981 33,316 118,813 59,963 698 189,416 192,626: 13,770 10,560
: :
: Changes from: June 17, 2008 (Change in open interest: 3,502) :
: 3,402 -1,462 5,219 -8,402 -982 317 -113 536 2,661: 2,965 840
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.8 5.5 30.5 16.4 58.5 29.5 0.3 93.2 94.8: 6.8 5.2
: :
: Total Traders: 396 Number of Traders in Each Category :
: 166 69 113 90 117 26 5 325 268:
-------------------------------------------------------------------------------------------------------------------
Updated June 27, 2008