COT -- Supplemental Report - Option and Futures Combined Positions as of August 21, 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 504,474
: Positions :
: 73,314 71,526 135,247 65,426 215,376 186,622 6,611 460,610 428,760: 43,863 75,714
: :
: Changes from: August 14, 2007 (Change in open interest: -19,620) :
: -6,503 3,656 -13,062 -4,274 -11,239 -1,256 -2,057 -25,094 -22,701: 5,474 3,081
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.5 14.2 26.8 13.0 42.7 37.0 1.3 91.3 85.0: 8.7 15.0
: :
: Total Traders: 386 Number of Traders in Each Category :
: 114 115 131 75 113 24 10 297 300:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 21, 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 167,811
: Positions :
: 51,059 11,745 13,353 43,414 113,159 31,976 103 139,803 138,360: 28,008 29,450
: :
: Changes from: August 14, 2007 (Change in open interest: -2,062) :
: -2,453 -669 17 2,690 33 -572 -83 -318 -702: -1,744 -1,360
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 30.4 7.0 8.0 25.9 67.4 19.1 0.1 83.3 82.5: 16.7 17.5
: :
: Total Traders: 207 Number of Traders in Each Category :
: 66 24 33 56 86 16 2 150 135:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 21, 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 1,572,036
: Positions :
: 193,933 82,257 450,912 394,625 753,601 363,974 9,946 1,403,443 1,296,715: 168,593 275,320
: :
: Changes from: August 14, 2007 (Change in open interest: -27,362) :
: 2,927 920 -11,533 -4,791 -7,379 -7,588 842 -20,984 -17,150: -6,378 -10,212
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.3 5.2 28.7 25.1 47.9 23.2 0.6 89.3 82.5: 10.7 17.5
: :
: Total Traders: 744 Number of Traders in Each Category :
: 167 147 233 296 338 24 9 612 628:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 21, 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 648,191
: Positions :
: 95,046 26,276 181,792 142,617 330,667 159,716 8,772 579,172 547,507: 69,019 100,684
: :
: Changes from: August 14, 2007 (Change in open interest: -9,224) :
: -22,371 408 7,266 8,479 -24,181 612 528 -6,014 -15,980: -3,211 6,755
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.7 4.1 28.0 22.0 51.0 24.6 1.4 89.4 84.5: 10.6 15.5
: :
: Total Traders: 481 Number of Traders in Each Category :
: 147 96 165 117 178 25 6 369 388:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 21, 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 329,631
: Positions :
: 40,461 19,851 76,562 108,940 206,964 78,373 7,061 304,336 310,438: 25,294 19,192
: :
: Changes from: August 14, 2007 (Change in open interest: 1,747) :
: -17,930 3,198 9,870 10,871 -14,142 766 1,796 3,577 722: -1,829 1,025
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.3 6.0 23.2 33.0 62.8 23.8 2.1 92.3 94.2: 7.7 5.8
: :
: Total Traders: 203 Number of Traders in Each Category :
: 51 36 63 62 64 17 4 171 149:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 21, 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 356,406
: Positions :
: 44,289 15,861 115,343 81,114 207,878 90,602 3,626 331,349 342,708: 25,057 13,698
: :
: Changes from: August 14, 2007 (Change in open interest: -9,385) :
: -7,967 5,629 -4,911 2,706 -10,904 510 -26 -9,661 -10,212: 277 827
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.4 4.5 32.4 22.8 58.3 25.4 1.0 93.0 96.2: 7.0 3.8
: :
: Total Traders: 281 Number of Traders in Each Category :
: 94 83 95 60 58 23 5 238 189:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 21, 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 190,765
: Positions :
: 19,323 19,172 49,039 26,263 91,085 79,844 295 174,470 159,591: 16,295 31,173
: :
: Changes from: August 14, 2007 (Change in open interest: -6,193) :
: -3,593 -2,084 -766 -420 -2,339 -440 0 -5,219 -5,189: -973 -1,003
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.1 10.1 25.7 13.8 47.7 41.9 0.2 91.5 83.7: 8.5 16.3
: :
: Total Traders: 198 Number of Traders in Each Category :
: 56 48 73 22 48 22 1 149 139:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 21, 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 242,703
: Positions :
: 30,479 31,558 52,014 26,285 113,933 113,784 724 222,562 198,230: 20,141 44,473
: :
: Changes from: August 14, 2007 (Change in open interest: -85) :
: -4,154 3,297 2,769 2,270 -4,868 -849 108 36 1,307: -121 -1,392
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.6 13.0 21.4 10.8 46.9 46.9 0.3 91.7 81.7: 8.3 18.3
: :
: Total Traders: 277 Number of Traders in Each Category :
: 77 49 76 53 116 25 5 191 217:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 21, 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 31,024
: Positions :
: 7,932 2,203 6,292 2,912 5,984 8,237 5 25,373 14,485: 5,651 16,539
: :
: Changes from: August 14, 2007 (Change in open interest: -928) :
: -3 -530 -152 -165 -65 -118 5 -438 -742: -490 -185
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 25.6 7.1 20.3 9.4 19.3 26.6 0.0 81.8 46.7: 18.2 53.3
: :
: Total Traders: 131 Number of Traders in Each Category :
: 39 19 31 26 45 18 1 100 85:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 21, 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 143,323
: Positions :
: 35,924 13,264 14,964 63,102 108,470 17,899 276 131,888 136,974: 11,434 6,349
: :
: Changes from: August 14, 2007 (Change in open interest: -2,382) :
: -11,543 -3,855 1,883 7,669 -1,206 -56 101 -2,047 -3,077: -335 695
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 25.1 9.3 10.4 44.0 75.7 12.5 0.2 92.0 95.6: 8.0 4.4
: :
: Total Traders: 150 Number of Traders in Each Category :
: 51 27 35 37 39 19 1 124 91:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 21, 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 855,873
: Positions :
: 89,194 148,688 157,044 292,053 461,197 241,647 26,907 779,938 793,835: 75,935 62,037
: :
: Changes from: August 14, 2007 (Change in open interest: -10,134) :
: -5,281 18,197 2,911 -5,881 -36,156 -3,554 -1,040 -11,805 -16,089: 1,671 5,955
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.4 17.4 18.3 34.1 53.9 28.2 3.1 91.1 92.8: 8.9 7.2
: :
: Total Traders: 240 Number of Traders in Each Category :
: 56 69 75 69 73 23 7 195 185:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 21, 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 198,574
: Positions :
: 44,307 23,374 59,117 41,345 107,339 41,994 0 186,764 189,830: 11,810 8,744
: :
: Changes from: August 14, 2007 (Change in open interest: -5,307) :
: -4,971 -4,452 1,393 -1,677 -4,768 -662 -76 -5,918 -7,903: 611 2,597
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 22.3 11.8 29.8 20.8 54.1 21.1 0.0 94.1 95.6: 5.9 4.4
: :
: Total Traders: 393 Number of Traders in Each Category :
: 111 119 129 90 112 23 0 293 302:
-------------------------------------------------------------------------------------------------------------------
Updated August 24, 2007