COT -- Supplemental Report - Option and Futures Combined Positions as of February 27, 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 492,314
: Positions :
: 63,310 61,963 127,072 67,400 238,167 198,352 3,925 456,134 431,127: 36,180 61,187
: :
: Changes from: February 20, 2007 (Change in open interest: -22,756) :
: 10,096 -1,841 -21,227 -10,995 2,746 1,419 -669 -20,708 -20,991: -2,049 -1,765
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.9 12.6 25.8 13.7 48.4 40.3 0.8 92.7 87.6: 7.3 12.4
: :
: Total Traders: 382 Number of Traders in Each Category :
: 100 110 152 65 103 25 6 301 299:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 27, 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 127,742
: Positions :
: 39,197 10,361 15,454 22,013 69,575 28,837 147 105,501 95,538: 22,240 32,204
: :
: Changes from: February 20, 2007 (Change in open interest: 273) :
: 3,801 -1,088 -3,664 -1,748 2,563 -304 0 -1,914 -2,189: 2,187 2,462
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 30.7 8.1 12.1 17.2 54.5 22.6 0.1 82.6 74.8: 17.4 25.2
: :
: Total Traders: 180 Number of Traders in Each Category :
: 55 26 33 51 68 14 1 137 112:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 27, 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 2,056,876
: Positions :
: 369,688 57,696 581,920 468,559 1,069,368 371,204 9,484 1,791,371 1,718,467: 265,506 338,409
: :
: Changes from: February 20, 2007 (Change in open interest: -121,583) :
: -6,115 -5,187 -65,725 -44,390 -49,782 2,951 -5,700 -113,280 -126,394: -8,303 4,810
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.0 2.8 28.3 22.8 52.0 18.0 0.5 87.1 83.5: 12.9 16.5
: :
: Total Traders: 891 Number of Traders in Each Category :
: 258 120 303 314 385 25 13 741 739:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 27, 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 622,588
: Positions :
: 118,912 35,061 170,806 110,740 310,984 138,745 3,106 539,203 519,956: 83,386 102,632
: :
: Changes from: February 20, 2007 (Change in open interest: -37,990) :
: 3,663 1,049 -25,371 -8,578 -7,767 -1,786 -633 -32,073 -32,723: -5,917 -5,267
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.1 5.6 27.4 17.8 50.0 22.3 0.5 86.6 83.5: 13.4 16.5
: :
: Total Traders: 505 Number of Traders in Each Category :
: 153 101 180 130 164 25 6 419 388:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 27, 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 311,955
: Positions :
: 79,624 14,574 59,172 65,526 220,198 74,455 1 278,776 293,944: 33,179 18,011
: :
: Changes from: February 20, 2007 (Change in open interest: -19,434) :
: 4,646 3,721 -15,601 -4,454 -5,005 1,394 -200 -14,015 -17,086: -5,419 -2,348
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 25.5 4.7 19.0 21.0 70.6 23.9 0.0 89.4 94.2: 10.6 5.8
: :
: Total Traders: 212 Number of Traders in Each Category :
: 85 24 58 42 55 18 1 188 121:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 27, 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 279,225
: Positions :
: 39,044 59,039 63,502 52,942 143,114 94,999 415 250,487 266,069: 28,738 13,156
: :
: Changes from: February 20, 2007 (Change in open interest: 14,295) :
: 3,149 -3,287 4,131 2,848 13,848 1,451 6 11,579 14,697: 2,716 -403
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.0 21.1 22.7 19.0 51.3 34.0 0.1 89.7 95.3: 10.3 4.7
: :
: Total Traders: 318 Number of Traders in Each Category :
: 117 93 81 66 57 24 5 239 210:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 27, 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 189,333
: Positions :
: 25,104 20,173 45,279 14,187 95,467 76,947 267 161,517 161,187: 27,815 28,146
: :
: Changes from: February 20, 2007 (Change in open interest: -2,484) :
: -2,893 -2,039 -1,435 -526 1,135 455 75 -4,399 -2,263: 1,915 -220
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.3 10.7 23.9 7.5 50.4 40.6 0.1 85.3 85.1: 14.7 14.9
: :
: Total Traders: 215 Number of Traders in Each Category :
: 71 59 86 23 42 22 2 171 150:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 27, 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 306,992
: Positions :
: 64,452 28,500 71,600 33,579 140,541 106,668 549 276,299 241,190: 30,693 65,802
: :
: Changes from: February 20, 2007 (Change in open interest: 12,355) :
: 3,455 556 5,977 618 5,376 246 484 10,296 12,393: 2,059 -38
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 21.0 9.3 23.3 10.9 45.8 34.7 0.2 90.0 78.6: 10.0 21.4
: :
: Total Traders: 388 Number of Traders in Each Category :
: 102 78 100 87 160 24 3 286 287:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 27, 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 39,378
: Positions :
: 7,626 5,733 8,160 8,991 9,818 7,516 0 32,293 23,711: 7,085 15,666
: :
: Changes from: February 20, 2007 (Change in open interest: 809) :
: -597 -531 846 -839 -79 316 0 -274 236: 1,082 572
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.4 14.6 20.7 22.8 24.9 19.1 0.0 82.0 60.2: 18.0 39.8
: :
: Total Traders: 157 Number of Traders in Each Category :
: 37 27 41 38 53 17 0 120 108:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 27, 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 171,374
: Positions :
: 58,671 15,286 20,327 63,636 125,898 14,451 1,838 157,085 163,349: 14,288 8,025
: :
: Changes from: February 20, 2007 (Change in open interest: 980) :
: -1,991 -2,160 2,595 -11 594 -107 12 487 1,041: 493 -60
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 34.2 8.9 11.9 37.1 73.5 8.4 1.1 91.7 95.3: 8.3 4.7
: :
: Total Traders: 200 Number of Traders in Each Category :
: 75 40 52 42 45 19 3 168 121:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 27, 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 807,778
: Positions :
: 83,606 84,846 137,583 279,541 484,079 219,302 21,294 720,032 727,803: 87,746 79,976
: :
: Changes from: February 20, 2007 (Change in open interest: -16,104) :
: 9,994 1,084 -1,592 -28,641 -8,499 4,164 888 -16,076 -8,119: -28 -7,985
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.4 10.5 17.0 34.6 59.9 27.1 2.6 89.1 90.1: 10.9 9.9
: :
: Total Traders: 216 Number of Traders in Each Category :
: 61 51 65 66 70 23 5 179 166:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 27, 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 167,004
: Positions :
: 29,064 21,221 38,564 45,685 99,123 41,043 1,212 154,356 160,120: 12,648 6,884
: :
: Changes from: February 20, 2007 (Change in open interest: 3,026) :
: 2,349 -2,050 4,986 -2,192 3,209 5 71 5,148 6,216: -2,122 -3,190
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.4 12.7 23.1 27.4 59.4 24.6 0.7 92.4 95.9: 7.6 4.1
: :
: Total Traders: 395 Number of Traders in Each Category :
: 146 98 105 103 104 25 2 325 263:
-------------------------------------------------------------------------------------------------------------------
Updated March 2, 2007