COT -- Supplemental Report - Option and Futures Combined Positions as of March 6, 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 474,051
: Positions :
: 50,969 63,486 124,114 68,883 226,363 198,236 4,274 442,202 418,237: 31,849 55,814
: :
: Changes from: February 27, 2007 (Change in open interest: -18,263) :
: -12,341 1,523 -2,957 1,482 -11,804 -116 348 -13,932 -12,890: -4,331 -5,373
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.8 13.4 26.2 14.5 47.8 41.8 0.9 93.3 88.2: 6.7 11.8
: :
: Total Traders: 372 Number of Traders in Each Category :
: 100 111 142 69 106 25 6 287 297:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 6, 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 123,356
: Positions :
: 39,810 9,659 16,215 20,822 69,005 28,858 147 105,706 95,025: 17,650 28,331
: :
: Changes from: February 27, 2007 (Change in open interest: -4,386) :
: 614 -703 760 -1,191 -570 21 0 204 -512: -4,590 -3,873
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 32.3 7.8 13.1 16.9 55.9 23.4 0.1 85.7 77.0: 14.3 23.0
: :
: Total Traders: 177 Number of Traders in Each Category :
: 56 20 31 52 69 14 1 135 110:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 6, 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 2,044,698
: Positions :
: 338,436 66,631 592,661 482,132 1,048,172 372,705 9,461 1,785,933 1,716,924: 258,765 327,774
: :
: Changes from: February 27, 2007 (Change in open interest: -12,178) :
: -31,251 8,935 10,741 13,572 -21,196 1,501 -23 -5,437 -1,543: -6,740 -10,635
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.6 3.3 29.0 23.6 51.3 18.2 0.5 87.3 84.0: 12.7 16.0
: :
: Total Traders: 851 Number of Traders in Each Category :
: 239 129 278 311 383 25 13 703 711:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 6, 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 608,592
: Positions :
: 88,595 35,213 165,974 126,807 298,910 137,745 3,285 519,120 503,383: 89,471 105,209
: :
: Changes from: February 27, 2007 (Change in open interest: -13,996) :
: -30,317 152 -4,832 16,066 -12,074 -1,000 179 -20,082 -16,574: 6,086 2,577
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.6 5.8 27.3 20.8 49.1 22.6 0.5 85.3 82.7: 14.7 17.3
: :
: Total Traders: 453 Number of Traders in Each Category :
: 133 110 159 123 160 24 7 374 356:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 6, 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 296,781
: Positions :
: 68,563 18,875 55,103 69,004 201,881 73,711 0 266,381 275,859: 30,400 20,922
: :
: Changes from: February 27, 2007 (Change in open interest: -15,174) :
: -11,061 4,301 -4,069 3,478 -18,317 -744 -1 -12,395 -18,085: -2,779 2,911
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 23.1 6.4 18.6 23.3 68.0 24.8 0.0 89.8 93.0: 10.2 7.0
: :
: Total Traders: 195 Number of Traders in Each Category :
: 76 28 50 44 55 18 0 167 115:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 6, 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 285,508
: Positions :
: 43,500 52,766 67,129 51,148 152,088 96,260 968 258,038 272,952: 27,470 12,556
: :
: Changes from: February 27, 2007 (Change in open interest: 6,283) :
: 4,457 -6,272 3,627 -1,795 8,974 1,261 553 7,550 6,883: -1,268 -600
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.2 18.5 23.5 17.9 53.3 33.7 0.3 90.4 95.6: 9.6 4.4
: :
: Total Traders: 324 Number of Traders in Each Category :
: 121 91 88 67 62 22 6 250 216:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 6, 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 188,006
: Positions :
: 23,951 19,296 41,790 16,684 96,822 77,430 303 159,855 158,212: 28,151 29,794
: :
: Changes from: February 27, 2007 (Change in open interest: -1,327) :
: -1,153 -877 -3,489 2,497 1,355 483 36 -1,662 -2,975: 335 1,648
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.7 10.3 22.2 8.9 51.5 41.2 0.2 85.0 84.2: 15.0 15.8
: :
: Total Traders: 218 Number of Traders in Each Category :
: 62 63 96 23 43 22 2 171 163:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 6, 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 311,045
: Positions :
: 61,856 26,976 77,098 33,804 139,078 108,327 1,069 281,085 244,221: 29,960 66,824
: :
: Changes from: February 27, 2007 (Change in open interest: 4,053) :
: -2,595 -1,524 5,498 225 -1,463 1,659 520 4,787 3,031: -733 1,022
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.9 8.7 24.8 10.9 44.7 34.8 0.3 90.4 78.5: 9.6 21.5
: :
: Total Traders: 378 Number of Traders in Each Category :
: 105 64 106 91 156 24 3 293 281:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 6, 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 39,272
: Positions :
: 7,673 4,519 7,949 8,548 10,578 7,875 0 32,046 23,046: 7,227 16,226
: :
: Changes from: February 27, 2007 (Change in open interest: -106) :
: 47 -1,214 -211 -443 760 359 0 -248 -666: 142 560
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.5 11.5 20.2 21.8 26.9 20.1 0.0 81.6 58.7: 18.4 41.3
: :
: Total Traders: 153 Number of Traders in Each Category :
: 40 21 37 39 53 17 0 119 100:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 6, 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 178,041
: Positions :
: 58,890 13,615 22,327 65,820 133,926 17,518 237 164,555 170,105: 13,486 7,936
: :
: Changes from: February 27, 2007 (Change in open interest: 6,667) :
: 219 -1,671 1,999 2,184 8,028 3,067 -1,601 7,470 6,755: -803 -89
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 33.1 7.6 12.5 37.0 75.2 9.8 0.1 92.4 95.5: 7.6 4.5
: :
: Total Traders: 198 Number of Traders in Each Category :
: 74 35 56 43 47 19 2 170 121:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 6, 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 796,661
: Positions :
: 91,861 60,616 135,583 272,971 522,359 223,868 21,675 724,283 740,233: 72,378 56,428
: :
: Changes from: February 27, 2007 (Change in open interest: -11,117) :
: 8,255 -24,231 -2,000 -6,570 38,281 4,565 380 4,251 12,431: -15,368 -23,548
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.5 7.6 17.0 34.3 65.6 28.1 2.7 90.9 92.9: 9.1 7.1
: :
: Total Traders: 213 Number of Traders in Each Category :
: 59 52 65 64 69 23 5 181 159:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 6, 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 172,069
: Positions :
: 29,368 25,928 39,804 49,258 97,499 41,631 1,451 160,060 164,683: 12,009 7,386
: :
: Changes from: February 27, 2007 (Change in open interest: 5,064) :
: 303 4,707 1,240 3,573 -1,624 588 239 5,704 4,563: -640 502
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.1 15.1 23.1 28.6 56.7 24.2 0.8 93.0 95.7: 7.0 4.3
: :
: Total Traders: 407 Number of Traders in Each Category :
: 149 109 119 102 97 23 3 329 281:
-------------------------------------------------------------------------------------------------------------------
Updated March 9, 2007