COT -- Supplemental Report - Option and Futures Combined Positions as of September 4, 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 479,068
: Positions :
: 71,375 61,950 119,034 56,491 211,417 190,966 9,888 437,866 402,289: 41,202 76,779
: :
: Changes from: August 28, 2007 (Change in open interest: 5,734) :
: -87 -1,384 3,040 3,221 774 -244 2,382 5,930 4,812: -195 922
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.9 12.9 24.8 11.8 44.1 39.9 2.1 91.4 84.0: 8.6 16.0
: :
: Total Traders: 389 Number of Traders in Each Category :
: 131 102 131 70 117 24 12 291 308:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 4, 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 151,446
: Positions :
: 49,990 11,849 12,593 42,064 113,794 34,559 118 139,206 138,354: 12,241 13,092
: :
: Changes from: August 28, 2007 (Change in open interest: -13,111) :
: -1,621 376 1,280 -75 -2,132 313 0 -102 -476: -13,009 -12,635
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 33.0 7.8 8.3 27.8 75.1 22.8 0.1 91.9 91.4: 8.1 8.6
: :
: Total Traders: 202 Number of Traders in Each Category :
: 60 27 22 47 88 16 2 129 133:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 4, 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 1,521,929
: Positions :
: 190,451 90,728 411,742 393,555 739,195 369,540 10,064 1,365,288 1,251,728: 156,641 270,200
: :
: Changes from: August 28, 2007 (Change in open interest: 11,171) :
: -11,027 7,217 11,024 6,407 -1,840 5,375 556 11,779 16,957: -607 -5,786
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.5 6.0 27.1 25.9 48.6 24.3 0.7 89.7 82.2: 10.3 17.8
: :
: Total Traders: 729 Number of Traders in Each Category :
: 155 145 233 263 326 24 8 577 612:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 4, 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 659,541
: Positions :
: 114,128 22,825 182,050 126,659 345,560 165,682 8,530 588,519 558,965: 71,023 100,576
: :
: Changes from: August 28, 2007 (Change in open interest: 21,415) :
: 7,534 948 8,356 -3,159 10,159 5,157 240 17,888 19,703: 3,527 1,713
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.3 3.5 27.6 19.2 52.4 25.1 1.3 89.2 84.8: 10.8 15.2
: :
: Total Traders: 497 Number of Traders in Each Category :
: 150 111 171 115 184 25 7 379 401:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 4, 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 297,412
: Positions :
: 48,499 15,388 56,030 90,144 205,113 76,478 4,143 271,151 280,673: 26,261 16,739
: :
: Changes from: August 28, 2007 (Change in open interest: -2,585) :
: 7,754 -4,802 -1,007 -10,398 5,520 75 -522 -3,575 -810: 990 -1,775
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.3 5.2 18.8 30.3 69.0 25.7 1.4 91.2 94.4: 8.8 5.6
: :
: Total Traders: 198 Number of Traders in Each Category :
: 52 48 67 57 59 17 4 173 144:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 4, 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 - ICE FUTURES U.S.
CFTC Code #033661 Open Interest is 365,542
: Positions :
: 47,365 16,177 120,866 79,310 213,925 95,170 3,963 342,710 354,930: 22,831 10,611
: :
: Changes from: August 28, 2007 (Change in open interest: 9,047) :
: 3,465 -2,966 3,851 -3,026 11,678 5,230 -497 9,520 12,066: -473 -3,020
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.0 4.4 33.1 21.7 58.5 26.0 1.1 93.8 97.1: 6.2 2.9
: :
: Total Traders: 298 Number of Traders in Each Category :
: 116 67 94 68 63 22 4 253 194:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 4, 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 195,547
: Positions :
: 21,014 21,227 47,014 28,781 92,263 81,899 825 178,708 161,328: 16,839 34,218
: :
: Changes from: August 28, 2007 (Change in open interest: 396) :
: -39 1,091 -2,106 1,538 -1,009 826 473 218 -1,550: 178 1,946
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.7 10.9 24.0 14.7 47.2 41.9 0.4 91.4 82.5: 8.6 17.5
: :
: Total Traders: 204 Number of Traders in Each Category :
: 53 59 73 21 46 23 3 147 147:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 4, 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 253,578
: Positions :
: 42,400 23,656 54,997 21,399 123,917 115,199 845 233,995 203,416: 19,583 50,162
: :
: Changes from: August 28, 2007 (Change in open interest: 5,134) :
: 2,840 -2,528 1,000 -661 5,399 879 29 4,058 3,900: 1,076 1,235
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.7 9.3 21.7 8.4 48.9 45.4 0.3 92.3 80.2: 7.7 19.8
: :
: Total Traders: 284 Number of Traders in Each Category :
: 84 45 84 52 119 25 4 199 224:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 4, 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 32,169
: Positions :
: 9,167 1,552 7,051 2,655 6,628 8,402 0 27,275 15,230: 4,894 16,939
: :
: Changes from: August 28, 2007 (Change in open interest: -554) :
: 447 -337 397 -612 264 69 -5 301 319: -855 -873
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 28.5 4.8 21.9 8.3 20.6 26.1 0.0 84.8 47.3: 15.2 52.7
: :
: Total Traders: 131 Number of Traders in Each Category :
: 42 23 29 19 37 19 0 97 76:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 4, 2007
: Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- : Positions
: Non-Commercial : Commercial : Index Traders : Total
: Long : Short :Spreading: Long : Short : Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
COCOA - ICE FUTURES U.S.
CFTC Code #073732 Open Interest is 133,991
: Positions :
: 30,400 14,709 15,911 58,873 97,352 18,658 245 123,842 128,217: 10,149 5,774
: :
: Changes from: August 28, 2007 (Change in open interest: -3,561) :
: -643 446 744 -4,594 -5,059 677 -25 -3,816 -3,896: 256 335
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 22.7 11.0 11.9 43.9 72.7 13.9 0.2 92.4 95.7: 7.6 4.3
: :
: Total Traders: 153 Number of Traders in Each Category :
: 47 35 36 39 37 19 1 124 95:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 4, 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 - ICE FUTURES U.S.
CFTC Code #080732 Open Interest is 877,867
: Positions :
: 95,437 130,706 164,723 287,011 487,875 252,060 29,676 799,232 812,980: 78,635 64,886
: :
: Changes from: August 28, 2007 (Change in open interest: 21,531) :
: 1,647 -310 7,289 4,650 8,195 4,206 3,149 17,792 18,323: 3,739 3,208
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.9 14.9 18.8 32.7 55.6 28.7 3.4 91.0 92.6: 9.0 7.4
: :
: Total Traders: 236 Number of Traders in Each Category :
: 59 62 73 72 73 24 6 199 178:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 4, 2007
: Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- : Positions
: Non-Commercial : Commercial : Index Traders : Total
: Long : Short :Spreading: Long : Short : Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
COFFEE C - ICE FUTURES U.S.
CFTC Code #083731 Open Interest is 198,605
: Positions :
: 44,428 29,560 60,224 39,055 99,918 43,468 367 187,176 190,070: 11,429 8,535
: :
: Changes from: August 28, 2007 (Change in open interest: 4,825) :
: 210 3,847 906 16 -2,167 1,407 357 2,539 2,942: 2,286 1,883
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 22.4 14.9 30.3 19.7 50.3 21.9 0.2 94.2 95.7: 5.8 4.3
: :
: Total Traders: 399 Number of Traders in Each Category :
: 117 122 129 90 114 23 1 294 311:
-------------------------------------------------------------------------------------------------------------------
Updated September 7, 2007