COT -- Supplemental Report - Option and Futures Combined Positions as of August 28, 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 473,334
: Positions :
: 71,462 63,334 115,994 53,270 210,643 191,211 7,506 431,937 397,477: 41,397 75,856
: :
: Changes from: August 21, 2007 (Change in open interest: -31,140) :
: -1,852 -8,192 -19,253 -12,157 -4,733 4,589 895 -28,674 -31,282: -2,466 142
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.1 13.4 24.5 11.3 44.5 40.4 1.6 91.3 84.0: 8.7 16.0
: :
: Total Traders: 380 Number of Traders in Each Category :
: 119 106 127 71 110 24 10 289 293:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 28, 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 164,558
: Positions :
: 51,611 11,473 11,313 42,138 115,926 34,246 118 139,308 138,830: 25,250 25,728
: :
: Changes from: August 21, 2007 (Change in open interest: -3,253) :
: 551 -271 -2,041 -1,276 2,767 2,270 15 -495 470: -2,758 -3,723
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 31.4 7.0 6.9 25.6 70.4 20.8 0.1 84.7 84.4: 15.3 15.6
: :
: Total Traders: 207 Number of Traders in Each Category :
: 65 24 29 54 86 16 2 145 133:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 28, 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 1,510,757
: Positions :
: 201,478 83,511 400,718 387,148 741,035 364,164 9,507 1,353,509 1,234,771: 157,248 275,986
: :
: Changes from: August 21, 2007 (Change in open interest: -61,278) :
: 7,545 1,254 -50,193 -7,476 -12,566 191 -439 -49,934 -61,944: -11,344 665
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.3 5.5 26.5 25.6 49.1 24.1 0.6 89.6 81.7: 10.4 18.3
: :
: Total Traders: 720 Number of Traders in Each Category :
: 154 135 223 285 335 24 7 586 612:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 28, 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 638,126
: Positions :
: 106,594 21,877 173,693 129,818 335,401 160,525 8,291 570,630 539,263: 67,496 98,863
: :
: Changes from: August 21, 2007 (Change in open interest: -10,065) :
: 11,548 -4,398 -8,098 -12,800 4,734 809 -481 -8,541 -8,244: -1,523 -1,820
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.7 3.4 27.2 20.3 52.6 25.2 1.3 89.4 84.5: 10.6 15.5
: :
: Total Traders: 480 Number of Traders in Each Category :
: 149 80 167 116 178 25 7 370 388:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 28, 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 299,997
: Positions :
: 40,746 20,190 57,036 100,542 199,592 76,403 4,665 274,726 281,483: 25,271 18,514
: :
: Changes from: August 21, 2007 (Change in open interest: -29,633) :
: 285 339 -19,526 -8,398 -7,371 -1,970 -2,396 -29,610 -28,955: -23 -678
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.6 6.7 19.0 33.5 66.5 25.5 1.6 91.6 93.8: 8.4 6.2
: :
: Total Traders: 205 Number of Traders in Each Category :
: 44 41 67 63 64 17 4 175 154:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 28, 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 356,495
: Positions :
: 43,900 19,143 117,014 82,336 202,247 89,940 4,460 333,190 342,864: 23,305 13,631
: :
: Changes from: August 21, 2007 (Change in open interest: 89) :
: -389 3,281 1,671 1,222 -5,631 -663 834 1,841 155: -1,752 -66
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.3 5.4 32.8 23.1 56.7 25.2 1.3 93.5 96.2: 6.5 3.8
: :
: Total Traders: 293 Number of Traders in Each Category :
: 100 82 92 69 61 23 5 243 197:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 28, 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 195,151
: Positions :
: 21,053 20,135 49,120 27,243 93,271 81,074 352 178,489 162,878: 16,661 32,273
: :
: Changes from: August 21, 2007 (Change in open interest: 4,386) :
: 1,730 963 80 980 2,186 1,230 57 4,020 3,287: 366 1,099
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.8 10.3 25.2 14.0 47.8 41.5 0.2 91.5 83.5: 8.5 16.5
: :
: Total Traders: 202 Number of Traders in Each Category :
: 58 50 70 24 48 22 2 150 141:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 28, 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 248,443
: Positions :
: 39,560 26,185 53,997 22,060 118,518 114,320 816 229,937 199,516: 18,507 48,927
: :
: Changes from: August 21, 2007 (Change in open interest: 5,741) :
: 9,081 -5,373 1,983 -4,225 4,585 536 92 7,375 1,287: -1,634 4,454
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.9 10.5 21.7 8.9 47.7 46.0 0.3 92.6 80.3: 7.4 19.7
: :
: Total Traders: 280 Number of Traders in Each Category :
: 83 46 79 53 118 25 5 194 222:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 28, 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 32,723
: Positions :
: 8,721 1,889 6,654 3,267 6,363 8,333 5 26,974 14,911: 5,749 17,812
: :
: Changes from: August 21, 2007 (Change in open interest: 1,699) :
: 789 -314 361 355 380 96 0 1,601 426: 98 1,273
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 26.6 5.8 20.3 10.0 19.4 25.5 0.0 82.4 45.6: 17.6 54.4
: :
: Total Traders: 136 Number of Traders in Each Category :
: 42 22 30 28 43 18 1 104 84:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 28, 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 137,552
: Positions :
: 31,042 14,263 15,167 63,467 102,411 17,981 271 127,658 132,113: 9,894 5,439
: :
: Changes from: August 21, 2007 (Change in open interest: -5,771) :
: -4,882 999 204 365 -6,058 82 -6 -4,231 -4,861: -1,541 -910
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 22.6 10.4 11.0 46.1 74.5 13.1 0.2 92.8 96.0: 7.2 4.0
: :
: Total Traders: 148 Number of Traders in Each Category :
: 49 30 36 37 37 19 1 122 92:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 28, 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 856,336
: Positions :
: 93,790 131,017 157,434 282,361 479,679 247,855 26,528 781,440 794,658: 74,896 61,678
: :
: Changes from: August 21, 2007 (Change in open interest: 463) :
: 4,597 -17,671 390 -9,693 18,483 6,207 -380 1,502 822: -1,039 -359
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.0 15.3 18.4 33.0 56.0 28.9 3.1 91.3 92.8: 8.7 7.2
: :
: Total Traders: 233 Number of Traders in Each Category :
: 59 64 73 70 71 23 7 195 177:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 28, 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 193,780
: Positions :
: 44,218 25,713 59,318 39,039 102,085 42,062 10 184,637 187,127: 9,142 6,652
: :
: Changes from: August 21, 2007 (Change in open interest: -4,794) :
: -90 2,339 201 -2,306 -5,253 68 10 -2,127 -2,702: -2,667 -2,092
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 22.8 13.3 30.6 20.1 52.7 21.7 0.0 95.3 96.6: 4.7 3.4
: :
: Total Traders: 397 Number of Traders in Each Category :
: 107 124 131 87 117 23 1 293 309:
-------------------------------------------------------------------------------------------------------------------
Updated August 31, 2007