COT -- Supplemental Report - Option and Futures Combined Positions as of January 9, 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 526,032
: Positions :
: 48,300 58,013 143,354 86,949 249,763 208,969 10,063 487,572 461,194: 38,460 64,838
: :
: Changes from: January 3, 2007 :
: -5,502 3,118 10,988 6,220 -3,554 -609 1,591 11,097 12,142: 1,191 146
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.2 11.0 27.3 16.5 47.5 39.7 1.9 92.7 87.7: 7.3 12.3
: :
: Total Traders: 370 Number of Traders in Each Category :
: 106 111 141 67 101 26 8 283 297:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 9, 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 126,909
: Positions :
: 30,047 11,292 17,168 26,788 63,019 30,212 2,067 104,215 93,546: 22,694 33,363
: :
: Changes from: January 3, 2007 :
: -2,478 1,451 1,340 4,863 -2,734 -1,225 593 2,500 650: -3,548 -1,698
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 23.7 8.9 13.5 21.1 49.7 23.8 1.6 82.1 73.7: 17.9 26.3
: :
: Total Traders: 168 Number of Traders in Each Category :
: 41 30 34 58 63 14 2 130 112:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 9, 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 1,982,035
: Positions :
: 284,031 71,817 606,800 475,504 978,165 412,916 7,277 1,779,250 1,664,058: 202,785 317,977
: :
: Changes from: January 3, 2007 :
: -21,356 14,076 32,671 33,487 -30,414 -14,530 1,411 30,271 17,744: -11,137 1,391
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.3 3.6 30.6 24.0 49.4 20.8 0.4 89.8 84.0: 10.2 16.0
: :
: Total Traders: 760 Number of Traders in Each Category :
: 183 125 220 291 356 26 11 608 625:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 9, 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 498,726
: Positions :
: 78,397 35,831 132,372 94,486 240,978 132,394 2,201 437,650 411,382: 61,076 87,344
: :
: Changes from: January 3, 2007 :
: -1,735 2,770 1,822 1,043 -5,095 -115 -581 1,016 -1,085: -243 1,857
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.7 7.2 26.5 18.9 48.3 26.5 0.4 87.8 82.5: 12.2 17.5
: :
: Total Traders: 395 Number of Traders in Each Category :
: 118 81 129 104 135 26 5 319 297:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 9, 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 284,729
: Positions :
: 56,538 17,758 53,874 74,549 189,072 69,077 599 254,038 261,304: 30,691 23,425
: :
: Changes from: January 3, 2007 :
: -2,066 2,568 -575 1,158 -4,791 203 -406 -1,279 -3,204: -1,641 283
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.9 6.2 18.9 26.2 66.4 24.3 0.2 89.2 91.8: 10.8 8.2
: :
: Total Traders: 185 Number of Traders in Each Category :
: 61 29 48 49 57 16 3 158 119:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 9, 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 244,204
: Positions :
: 38,099 33,145 60,709 38,648 138,295 83,008 159 220,464 232,309: 23,740 11,895
: :
: Changes from: January 3, 2007 :
: -1,589 2,601 -787 3,866 -1,199 458 -2 1,948 614: -1,821 -487
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.6 13.6 24.9 15.8 56.6 34.0 0.1 90.3 95.1: 9.7 4.9
: :
: Total Traders: 285 Number of Traders in Each Category :
: 101 73 79 64 64 23 2 228 187:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 9, 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 177,390
: Positions :
: 18,700 24,085 36,309 14,464 81,897 82,915 1,216 152,389 143,507: 25,002 33,883
: :
: Changes from: January 3, 2007 :
: 611 3,851 -4,293 1,445 -3,127 -1,340 307 -3,577 -3,263: 98 -216
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.5 13.6 20.5 8.2 46.2 46.7 0.7 85.9 80.9: 14.1 19.1
: :
: Total Traders: 208 Number of Traders in Each Category :
: 55 69 75 23 38 23 5 143 164:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 9, 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 276,351
: Positions :
: 49,098 19,802 72,315 28,351 116,948 98,266 1,558 248,030 210,622: 28,321 65,729
: :
: Changes from: January 3, 2007 :
: 2,692 1,229 -1,187 1,768 4,157 2,073 360 5,346 4,559: 3,982 4,768
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.8 7.2 26.2 10.3 42.3 35.6 0.6 89.8 76.2: 10.2 23.8
: :
: Total Traders: 336 Number of Traders in Each Category :
: 80 64 95 82 148 24 5 244 274:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 9, 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 30,573
: Positions :
: 4,627 7,391 4,303 7,581 5,329 7,628 544 24,139 17,568: 6,434 13,005
: :
: Changes from: January 3, 2007 :
: 324 294 -463 178 -226 -102 187 -62 -207: 174 319
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.1 24.2 14.1 24.8 17.4 25.0 1.8 79.0 57.5: 21.0 42.5
: :
: Total Traders: 130 Number of Traders in Each Category :
: 27 29 26 35 37 17 2 97 84:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 9, 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 158,797
: Positions :
: 44,461 11,977 11,242 73,573 125,858 14,071 1,126 143,348 150,203: 15,449 8,594
: :
: Changes from: January 3, 2007 :
: -3,501 -834 -2,944 1,951 -984 292 12 -4,202 -4,750: 404 952
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 28.0 7.5 7.1 46.3 79.3 8.9 0.7 90.3 94.6: 9.7 5.4
: :
: Total Traders: 174 Number of Traders in Each Category :
: 59 32 36 46 46 18 2 145 100:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 9, 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 805,266
: Positions :
: 72,789 75,607 182,451 294,925 451,795 177,787 18,654 727,951 728,507: 77,315 76,759
: :
: Changes from: January 3, 2007 :
: -3,439 15,193 5,735 12,068 -14,186 3,686 1,166 18,049 7,908: 630 10,772
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.0 9.4 22.7 36.6 56.1 22.1 2.3 90.4 90.5: 9.6 9.5
: :
: Total Traders: 221 Number of Traders in Each Category :
: 65 51 74 76 69 22 9 191 178:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 9, 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 171,344
: Positions :
: 32,978 17,793 48,551 37,629 95,509 38,233 695 157,391 162,548: 13,952 8,795
: :
: Changes from: January 3, 2007 :
: -7,736 -90 -1,368 1,976 -6,039 441 -115 -6,686 -7,613: 685 1,611
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.2 10.4 28.3 22.0 55.7 22.3 0.4 91.9 94.9: 8.1 5.1
: :
: Total Traders: 401 Number of Traders in Each Category :
: 163 83 125 94 107 25 2 345 267:
-------------------------------------------------------------------------------------------------------------------
Updated January 12, 2007