COT -- Supplemental Report - Option and Futures Combined Positions as of March 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 489,379
: Positions :
: 52,682 78,825 134,566 71,451 211,531 197,221 3,726 455,920 428,648: 33,460 60,731
: :
: Changes from: March 20, 2007 (Change in open interest: 4,828) :
: 3,350 3,420 -814 277 1,258 1,136 205 3,949 4,069: 879 759
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.8 16.1 27.5 14.6 43.2 40.3 0.8 93.2 87.6: 6.8 12.4
: :
: Total Traders: 382 Number of Traders in Each Category :
: 94 128 141 71 106 26 8 283 313:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 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 140,554
: Positions :
: 39,296 14,721 20,772 30,588 72,350 27,520 220 118,177 108,063: 22,377 32,490
: :
: Changes from: March 20, 2007 (Change in open interest: 10,509) :
: -440 1,863 2,158 4,607 3,375 394 72 6,719 7,468: 3,790 3,041
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 28.0 10.5 14.8 21.8 51.5 19.6 0.2 84.1 76.9: 15.9 23.1
: :
: Total Traders: 182 Number of Traders in Each Category :
: 53 25 34 61 71 14 2 142 121:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 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 2,047,064
: Positions :
: 289,343 61,132 632,052 505,174 1,024,362 379,863 11,921 1,806,432 1,729,467: 240,632 317,597
: :
: Changes from: March 20, 2007 (Change in open interest: -22,656) :
: -10,173 1,046 -5,843 -8,328 -22,455 9,512 1,460 -14,832 -25,792: -7,824 3,136
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.1 3.0 30.9 24.7 50.0 18.6 0.6 88.2 84.5: 11.8 15.5
: :
: Total Traders: 816 Number of Traders in Each Category :
: 222 128 263 312 373 26 13 672 686:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 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 628,757
: Positions :
: 98,577 28,414 165,415 140,888 326,395 136,165 3,036 541,045 523,260: 87,712 105,497
: :
: Changes from: March 20, 2007 (Change in open interest: -703) :
: 1,105 -1,132 -4,568 8,728 7,677 -2,085 -155 3,179 1,822: -3,882 -2,524
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.7 4.5 26.3 22.4 51.9 21.7 0.5 86.0 83.2: 14.0 16.8
: :
: Total Traders: 454 Number of Traders in Each Category :
: 154 92 160 121 147 26 8 385 344:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 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 342,741
: Positions :
: 85,019 11,697 69,913 81,909 244,470 73,930 80 310,770 326,160: 31,971 16,581
: :
: Changes from: March 20, 2007 (Change in open interest: 27,264) :
: 11,763 1,468 6,597 6,578 20,206 -130 50 24,808 28,321: 2,456 -1,057
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 24.8 3.4 20.4 23.9 71.3 21.6 0.0 90.7 95.2: 9.3 4.8
: :
: Total Traders: 227 Number of Traders in Each Category :
: 84 36 60 51 64 19 1 192 139:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 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 316,315
: Positions :
: 51,220 46,653 81,599 53,533 171,610 98,279 1,627 284,631 301,489: 31,684 14,826
: :
: Changes from: March 20, 2007 (Change in open interest: 11,521) :
: 1,958 1,229 1,926 4,216 6,695 1,139 376 9,240 10,226: 2,281 1,295
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.2 14.7 25.8 16.9 54.3 31.1 0.5 90.0 95.3: 10.0 4.7
: :
: Total Traders: 325 Number of Traders in Each Category :
: 138 80 94 63 62 23 7 265 209:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 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 186,319
: Positions :
: 21,653 20,486 45,357 15,194 92,677 76,513 274 158,717 158,795: 27,602 27,525
: :
: Changes from: March 20, 2007 (Change in open interest: 1,497) :
: 83 2,421 -1,057 1,914 26 66 218 1,007 1,608: 490 -111
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.6 11.0 24.3 8.2 49.7 41.1 0.1 85.2 85.2: 14.8 14.8
: :
: Total Traders: 194 Number of Traders in Each Category :
: 60 55 74 24 38 22 2 143 146:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 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 331,766
: Positions :
: 59,972 30,009 103,096 28,844 132,822 108,263 1,315 300,175 267,242: 31,591 64,524
: :
: Changes from: March 20, 2007 (Change in open interest: 1,117) :
: -784 1,591 2,658 -608 -2,692 -553 -206 714 1,351: 403 -235
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.1 9.0 31.1 8.7 40.0 32.6 0.4 90.5 80.6: 9.5 19.4
: :
: Total Traders: 355 Number of Traders in Each Category :
: 106 54 99 83 138 26 5 279 257:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 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 37,003
: Positions :
: 6,588 4,457 7,203 8,668 10,840 7,628 0 30,087 22,500: 6,917 14,503
: :
: Changes from: March 20, 2007 (Change in open interest: -338) :
: -611 774 181 693 -325 -508 0 -244 630: -93 -968
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.8 12.0 19.5 23.4 29.3 20.6 0.0 81.3 60.8: 18.7 39.2
: :
: Total Traders: 161 Number of Traders in Each Category :
: 43 19 36 39 60 18 0 120 104:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 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 194,640
: Positions :
: 66,109 17,072 29,792 67,041 139,076 17,634 157 180,576 186,097: 14,064 8,543
: :
: Changes from: March 20, 2007 (Change in open interest: 7,359) :
: 5,579 979 2,974 -412 2,683 -57 -61 8,084 6,574: -725 784
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 34.0 8.8 15.3 34.4 71.5 9.1 0.1 92.8 95.6: 7.2 4.4
: :
: Total Traders: 237 Number of Traders in Each Category :
: 85 62 67 40 51 20 2 189 151:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 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 814,762
: Positions :
: 90,514 104,575 152,245 248,703 457,051 232,205 25,352 723,666 739,222: 91,096 75,540
: :
: Changes from: March 20, 2007 (Change in open interest: 9,718) :
: 3,396 16,437 4,491 -11,339 -20,419 3,449 2,175 -4 2,683: 9,722 7,035
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.1 12.8 18.7 30.5 56.1 28.5 3.1 88.8 90.7: 11.2 9.3
: :
: Total Traders: 235 Number of Traders in Each Category :
: 61 66 70 73 73 24 9 195 184:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 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 194,142
: Positions :
: 34,069 35,192 50,956 52,421 97,403 42,156 1,401 179,602 184,952: 14,540 9,190
: :
: Changes from: March 20, 2007 (Change in open interest: 10,772) :
: 3,677 802 5,654 -884 3,033 349 6 8,795 9,496: 1,977 1,276
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.5 18.1 26.2 27.0 50.2 21.7 0.7 92.5 95.3: 7.5 4.7
: :
: Total Traders: 424 Number of Traders in Each Category :
: 148 115 117 111 103 24 4 336 298:
-------------------------------------------------------------------------------------------------------------------
Updated March 30, 2007