COT -- Supplemental Report - Option and Futures Combined Positions as of June 26, 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 495,176
: Positions :
: 82,494 58,723 120,332 62,457 233,448 188,809 14,429 454,092 426,932: 41,084 68,244
: :
: Changes from: June 19, 2007 (Change in open interest: -33,256) :
: 5,178 1,019 -27,614 -6,180 -2,387 -2,937 -2,999 -31,553 -31,981: -1,704 -1,275
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.7 11.9 24.3 12.6 47.1 38.1 2.9 91.7 86.2: 8.3 13.8
: :
: Total Traders: 374 Number of Traders in Each Category :
: 107 114 127 61 109 25 11 288 282:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 26, 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 131,656
: Positions :
: 39,364 4,394 11,392 24,396 86,074 32,024 17 107,176 101,877: 24,480 29,779
: :
: Changes from: June 19, 2007 (Change in open interest: -4,953) :
: 2,743 -1,309 -3,659 -1,696 4,683 1,475 9 -1,137 -276: -3,815 -4,677
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 29.9 3.3 8.7 18.5 65.4 24.3 0.0 81.4 77.4: 18.6 22.6
: :
: Total Traders: 186 Number of Traders in Each Category :
: 61 18 31 49 74 17 1 140 112:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 26, 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 1,656,375
: Positions :
: 223,264 68,483 457,128 407,259 856,390 373,540 10,803 1,461,191 1,392,805: 195,184 263,570
: :
: Changes from: June 19, 2007 (Change in open interest: -195,168) :
: -35,890 3,356 -99,863 -29,251 -74,974 2,223 -4,878 -162,781 -176,359: -32,387 -18,809
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.5 4.1 27.6 24.6 51.7 22.6 0.7 88.2 84.1: 11.8 15.9
: :
: Total Traders: 769 Number of Traders in Each Category :
: 182 135 234 307 371 25 11 631 657:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 26, 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 659,065
: Positions :
: 123,490 22,350 193,156 122,571 348,562 147,517 3,069 586,734 567,137: 72,331 91,928
: :
: Changes from: June 19, 2007 (Change in open interest: -77,468) :
: -15,563 572 -40,980 -13,837 -24,330 1,909 -616 -68,472 -65,354: -8,996 -12,114
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.7 3.4 29.3 18.6 52.9 22.4 0.5 89.0 86.1: 11.0 13.9
: :
: Total Traders: 513 Number of Traders in Each Category :
: 148 92 194 127 175 26 10 428 404:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 26, 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 319,501
: Positions :
: 64,936 11,068 59,012 85,580 226,016 78,641 3,172 288,169 299,268: 31,332 20,234
: :
: Changes from: June 19, 2007 (Change in open interest: -35,051) :
: -18,790 419 -9,390 -9,741 -24,457 1,325 -3,106 -36,596 -36,533: 1,545 1,482
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 20.3 3.5 18.5 26.8 70.7 24.6 1.0 90.2 93.7: 9.8 6.3
: :
: Total Traders: 210 Number of Traders in Each Category :
: 71 26 67 51 60 18 4 185 141:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 26, 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 303,273
: Positions :
: 53,960 26,516 74,474 50,708 188,487 98,073 2,668 277,215 292,144: 26,058 11,129
: :
: Changes from: June 19, 2007 (Change in open interest: 12,209) :
: 3,002 -6,604 7,535 2,551 11,971 -284 -229 12,803 12,672: -594 -463
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.8 8.7 24.6 16.7 62.2 32.3 0.9 91.4 96.3: 8.6 3.7
: :
: Total Traders: 289 Number of Traders in Each Category :
: 115 67 77 59 63 23 4 237 177:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 26, 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 182,232
: Positions :
: 21,526 39,848 44,769 15,432 67,427 81,003 1,571 162,731 153,615: 19,501 28,617
: :
: Changes from: June 19, 2007 (Change in open interest: -4,693) :
: -8,185 765 2,646 893 -12,983 1,311 692 -3,336 -8,880: -1,358 4,186
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.8 21.9 24.6 8.5 37.0 44.5 0.9 89.3 84.3: 10.7 15.7
: :
: Total Traders: 208 Number of Traders in Each Category :
: 50 81 81 19 34 22 4 146 159:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 26, 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 249,378
: Positions :
: 37,131 27,843 57,446 23,248 114,826 112,582 252 230,408 200,367: 18,970 49,011
: :
: Changes from: June 19, 2007 (Change in open interest: -13,067) :
: -6,440 2,686 -2,002 -3,613 -10,747 1,004 -17 -11,051 -10,080: -2,016 -2,987
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.9 11.2 23.0 9.3 46.0 45.1 0.1 92.4 80.3: 7.6 19.7
: :
: Total Traders: 302 Number of Traders in Each Category :
: 64 77 78 65 126 24 3 202 243:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 26, 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 25,367
: Positions :
: 4,750 4,489 3,709 3,614 4,941 8,424 0 20,497 13,140: 4,869 12,227
: :
: Changes from: June 19, 2007 (Change in open interest: 880) :
: 1 103 341 140 -111 85 0 568 333: 312 547
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.7 17.7 14.6 14.2 19.5 33.2 0.0 80.8 51.8: 19.2 48.2
: :
: Total Traders: 128 Number of Traders in Each Category :
: 28 25 19 27 49 18 0 81 88:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 26, 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 166,098
: Positions :
: 56,297 16,975 16,217 62,751 126,800 16,737 116 152,001 160,107: 14,097 5,990
: :
: Changes from: June 19, 2007 (Change in open interest: 12,467) :
: 4,379 995 1,372 3,917 8,799 284 -20 9,952 11,146: 2,514 1,321
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 33.9 10.2 9.8 37.8 76.3 10.1 0.1 91.5 96.4: 8.5 3.6
: :
: Total Traders: 189 Number of Traders in Each Category :
: 74 36 39 38 46 20 2 155 105:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 26, 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 845,656
: Positions :
: 121,088 111,497 150,358 245,129 470,026 246,502 46,004 763,078 777,885: 82,578 67,771
: :
: Changes from: June 19, 2007 (Change in open interest: 7,260) :
: 2,213 -11,440 16,633 -7,111 1,786 105 2,519 11,840 9,498: -4,579 -2,238
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.3 13.2 17.8 29.0 55.6 29.1 5.4 90.2 92.0: 9.8 8.0
: :
: Total Traders: 246 Number of Traders in Each Category :
: 71 58 67 77 77 26 8 208 180:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 26, 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 192,656
: Positions :
: 40,476 32,757 50,706 49,869 100,742 40,616 798 181,668 185,004: 10,988 7,652
: :
: Changes from: June 19, 2007 (Change in open interest: -7) :
: 1,275 2,729 2,265 -4,700 -6,104 124 -271 -1,037 -1,382: 1,029 1,374
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 21.0 17.0 26.3 25.9 52.3 21.1 0.4 94.3 96.0: 5.7 4.0
: :
: Total Traders: 425 Number of Traders in Each Category :
: 136 125 123 105 111 24 3 321 316:
-------------------------------------------------------------------------------------------------------------------
Updated June 29, 2007