COT -- Supplemental Report - Option and Futures Combined Positions as of July 31, 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 525,529
: Positions :
: 76,961 75,503 146,099 70,279 224,623 189,154 8,487 482,494 454,712: 43,036 70,817
: :
: Changes from: July 24, 2007 (Change in open interest: 1,193) :
: 2,015 1,771 -4,110 1,525 2,576 -1,673 -2,332 -2,244 -2,095: 3,437 3,288
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.6 14.4 27.8 13.4 42.7 36.0 1.6 91.8 86.5: 8.2 13.5
: :
: Total Traders: 398 Number of Traders in Each Category :
: 108 121 148 64 114 25 11 309 310:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 31, 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 160,326
: Positions :
: 51,416 10,975 12,382 35,207 108,987 36,202 970 135,206 133,314: 25,120 27,012
: :
: Changes from: July 24, 2007 (Change in open interest: 1,887) :
: 2,239 171 -1,438 1,753 2,612 542 274 3,097 1,619: -1,210 268
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 32.1 6.8 7.7 22.0 68.0 22.6 0.6 84.3 83.2: 15.7 16.8
: :
: Total Traders: 212 Number of Traders in Each Category :
: 69 22 31 51 87 17 3 147 134:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 31, 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 1,679,356
: Positions :
: 203,162 108,911 498,245 420,890 780,101 378,208 11,111 1,500,506 1,398,369: 178,851 280,987
: :
: Changes from: July 24, 2007 (Change in open interest: -34,653) :
: 553 -4,057 -11,429 -27,594 -13,351 96 -337 -38,375 -29,174: 3,722 -5,479
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.1 6.5 29.7 25.1 46.5 22.5 0.7 89.4 83.3: 10.6 16.7
: :
: Total Traders: 773 Number of Traders in Each Category :
: 185 156 246 294 339 25 11 629 653:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 31, 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 659,871
: Positions :
: 110,598 27,667 184,772 129,274 345,584 162,658 8,188 587,302 566,211: 72,569 93,661
: :
: Changes from: July 24, 2007 (Change in open interest: -39,731) :
: -10,271 609 -17,109 -13,910 -18,382 -340 -679 -41,630 -35,561: 1,899 -4,170
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.8 4.2 28.0 19.6 52.4 24.6 1.2 89.0 85.8: 11.0 14.2
: :
: Total Traders: 521 Number of Traders in Each Category :
: 175 109 178 117 183 25 9 402 409:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 31, 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 327,776
: Positions :
: 69,310 14,148 63,204 88,711 230,978 76,811 2,799 298,036 311,129: 29,740 16,647
: :
: Changes from: July 24, 2007 (Change in open interest: -6,056) :
: -1,371 -11 1,369 -9,482 -8,099 349 -923 -9,134 -7,664: 3,078 1,608
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 21.1 4.3 19.3 27.1 70.5 23.4 0.9 90.9 94.9: 9.1 5.1
: :
: Total Traders: 215 Number of Traders in Each Category :
: 68 35 68 50 64 17 4 185 147:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 31, 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 369,059
: Positions :
: 57,379 11,552 118,219 68,939 223,931 96,623 5,062 341,160 358,765: 27,899 10,295
: :
: Changes from: July 24, 2007 (Change in open interest: 191) :
: -2,652 -1,845 1,465 -1,525 -1,015 2,421 1,451 -292 56: 482 135
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.5 3.1 32.0 18.7 60.7 26.2 1.4 92.4 97.2: 7.6 2.8
: :
: Total Traders: 289 Number of Traders in Each Category :
: 134 50 94 56 64 23 4 250 184:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 31, 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 200,556
: Positions :
: 23,591 29,075 49,028 30,155 84,314 81,131 238 183,905 162,656: 16,651 37,901
: :
: Changes from: July 24, 2007 (Change in open interest: 11,765) :
: 1,131 -5,164 4,364 5,966 9,885 577 145 12,038 9,230: -273 2,535
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.8 14.5 24.4 15.0 42.0 40.5 0.1 91.7 81.1: 8.3 18.9
: :
: Total Traders: 205 Number of Traders in Each Category :
: 57 52 76 24 44 22 2 157 141:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 31, 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 283,697
: Positions :
: 48,605 26,182 65,515 32,066 137,758 115,281 299 261,467 229,755: 22,229 53,942
: :
: Changes from: July 24, 2007 (Change in open interest: 15,648) :
: 5,683 -1,350 4,311 5,462 10,766 504 -69 15,960 13,658: -312 1,990
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.1 9.2 23.1 11.3 48.6 40.6 0.1 92.2 81.0: 7.8 19.0
: :
: Total Traders: 315 Number of Traders in Each Category :
: 90 53 83 71 137 24 3 233 237:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 31, 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 35,636
: Positions :
: 9,036 3,261 8,157 3,603 7,125 8,437 0 29,233 18,543: 6,403 17,093
: :
: Changes from: July 24, 2007 (Change in open interest: 1,254) :
: 1,068 184 272 9 323 100 0 1,449 779: -195 475
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 25.4 9.2 22.9 10.1 20.0 23.7 0.0 82.0 52.0: 18.0 48.0
: :
: Total Traders: 146 Number of Traders in Each Category :
: 43 25 35 29 45 18 0 113 92:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 31, 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 170,943
: Positions :
: 55,191 13,450 20,800 64,484 130,718 17,288 112 157,763 165,080: 13,180 5,863
: :
: Changes from: July 24, 2007 (Change in open interest: -11,721) :
: -14,590 -4,296 750 3,418 -6,838 -25 43 -10,447 -10,342: -1,274 -1,379
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 32.3 7.9 12.2 37.7 76.5 10.1 0.1 92.3 96.6: 7.7 3.4
: :
: Total Traders: 181 Number of Traders in Each Category :
: 70 31 47 36 46 19 2 152 110:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 31, 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 913,596
: Positions :
: 131,435 104,654 162,938 282,057 553,689 253,259 48,895 829,689 870,176: 83,907 43,420
: :
: Changes from: July 24, 2007 (Change in open interest: -629) :
: -2,349 -1,240 7,883 12,697 7,974 -2,767 811 15,464 15,429: -16,092 -16,057
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.4 11.5 17.8 30.9 60.6 27.7 5.4 90.8 95.2: 9.2 4.8
: :
: Total Traders: 253 Number of Traders in Each Category :
: 87 54 69 70 74 24 9 214 175:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 31, 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 216,416
: Positions :
: 44,024 38,283 65,310 50,976 103,754 44,776 1,643 205,087 208,989: 11,328 7,426
: :
: Changes from: July 24, 2007 (Change in open interest: 1,893) :
: 1,506 -3,075 2,448 -506 2,151 -748 -125 2,700 1,399: -807 494
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 20.3 17.7 30.2 23.6 47.9 20.7 0.8 94.8 96.6: 5.2 3.4
: :
: Total Traders: 433 Number of Traders in Each Category :
: 150 109 137 108 115 24 3 335 325:
-------------------------------------------------------------------------------------------------------------------
Updated August 3, 2007