COT -- Supplemental Report - Option and Futures Combined Positions as of December 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 540,679
: Positions :
: 64,026 75,431 156,789 61,598 222,426 215,152 19,219 497,565 473,865: 43,114 66,814
: :
: Changes from: December 24, 2007 (Change in open interest: -255) :
: -942 -3,183 -766 1,156 6,470 469 2,177 -83 4,698: -172 -4,953
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.8 14.0 29.0 11.4 41.1 39.8 3.6 92.0 87.6: 8.0 12.4
: :
: Total Traders: 400 Number of Traders in Each Category :
: 109 118 153 81 122 25 13 317 327:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 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 135,755
: Positions :
: 35,236 6,642 12,329 35,320 82,886 31,522 155 114,407 102,013: 21,348 33,742
: :
: Changes from: December 24, 2007 (Change in open interest: 2,945) :
: -2,010 -206 571 1,669 406 -214 3 17 773: 2,928 2,172
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 26.0 4.9 9.1 26.0 61.1 23.2 0.1 84.3 75.1: 15.7 24.9
: :
: Total Traders: 170 Number of Traders in Each Category :
: 40 26 30 48 75 16 1 117 119:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 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 1,726,038
: Positions :
: 315,246 81,776 408,708 434,737 934,642 377,044 11,336 1,535,733 1,436,461: 190,305 289,577
: :
: Changes from: December 24, 2007 (Change in open interest: 74,368) :
: 10,545 2,508 32,353 18,717 26,524 3,188 452 64,802 61,837: 9,566 12,531
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.3 4.7 23.7 25.2 54.1 21.8 0.7 89.0 83.2: 11.0 16.8
: :
: Total Traders: 733 Number of Traders in Each Category :
: 216 95 196 259 342 25 12 576 588:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 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 733,990
: Positions :
: 147,129 26,586 198,675 115,036 386,998 189,016 4,652 649,856 616,911: 84,134 117,079
: :
: Changes from: December 24, 2007 (Change in open interest: -4,965) :
: -6,994 -893 5,494 908 -5,634 -184 404 -776 -629: -4,190 -4,336
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 20.0 3.6 27.1 15.7 52.7 25.8 0.6 88.5 84.0: 11.5 16.0
: :
: Total Traders: 533 Number of Traders in Each Category :
: 173 89 177 127 201 25 11 411 429:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 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 320,931
: Positions :
: 64,925 16,552 61,802 84,450 223,011 79,025 1,273 290,202 302,639: 30,729 18,292
: :
: Changes from: December 24, 2007 (Change in open interest: -7,511) :
: -2,365 2,799 -188 -5,204 -11,805 755 -32 -7,001 -9,226: -510 1,716
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 20.2 5.2 19.3 26.3 69.5 24.6 0.4 90.4 94.3: 9.6 5.7
: :
: Total Traders: 206 Number of Traders in Each Category :
: 61 49 67 53 60 17 5 177 143:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 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 - ICE FUTURES U.S.
CFTC Code #033661 Open Interest is 369,243
: Positions :
: 66,598 14,820 104,185 65,704 235,405 101,567 2,359 338,054 356,769: 31,189 12,474
: :
: Changes from: December 24, 2007 (Change in open interest: 18,006) :
: 5,187 -6,459 7,575 2,575 18,650 2,051 316 17,389 20,083: 618 -2,077
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.0 4.0 28.2 17.8 63.8 27.5 0.6 91.6 96.6: 8.4 3.4
: :
: Total Traders: 294 Number of Traders in Each Category :
: 126 66 80 54 65 22 6 249 177:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 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 229,940
: Positions :
: 27,813 49,104 60,489 27,622 81,579 95,584 1,948 211,508 193,120: 18,432 36,820
: :
: Changes from: December 24, 2007 (Change in open interest: 4,635) :
: 973 4,336 1,819 1,733 1,341 3,240 -1,291 7,765 6,205: -3,130 -1,570
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.1 21.4 26.3 12.0 35.5 41.6 0.8 92.0 84.0: 8.0 16.0
: :
: Total Traders: 219 Number of Traders in Each Category :
: 48 78 73 22 49 22 5 142 172:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 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 260,474
: Positions :
: 40,957 46,911 52,114 27,041 107,154 120,467 559 240,578 206,738: 19,896 53,736
: :
: Changes from: December 24, 2007 (Change in open interest: 1,369) :
: 2,612 -1,140 1,379 -2,269 753 310 10 2,031 1,002: -662 367
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.7 18.0 20.0 10.4 41.1 46.2 0.2 92.4 79.4: 7.6 20.6
: :
: Total Traders: 328 Number of Traders in Each Category :
: 61 92 82 74 135 25 3 201 281:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 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 36,080
: Positions :
: 13,701 4,798 5,864 3,193 8,332 9,227 3 31,985 18,998: 4,095 17,082
: :
: Changes from: December 24, 2007 (Change in open interest: 1,115) :
: 819 236 490 73 479 -5 3 1,376 1,207: -261 -92
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 38.0 13.3 16.3 8.8 23.1 25.6 0.0 88.7 52.7: 11.3 47.3
: :
: Total Traders: 141 Number of Traders in Each Category :
: 30 31 30 28 50 18 1 96 98:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 31, 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 187,731
: Positions :
: 74,247 23,775 24,048 51,357 132,976 24,208 1,314 173,858 182,113: 13,872 5,618
: :
: Changes from: December 24, 2007 (Change in open interest: -3,434) :
: -4,360 -3,677 1,889 -1,762 -1,049 635 -487 -3,598 -3,324: 164 -110
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 39.5 12.7 12.8 27.4 70.8 12.9 0.7 92.6 97.0: 7.4 3.0
: :
: Total Traders: 190 Number of Traders in Each Category :
: 79 33 42 35 47 19 3 161 105:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 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 - ICE FUTURES U.S.
CFTC Code #080732 Open Interest is 1,253,424
: Positions :
: 194,071 100,822 240,562 357,926 806,422 331,681 41,987 1,124,239 1,189,793: 129,184 63,631
: :
: Changes from: December 24, 2007 (Change in open interest: 68,089) :
: 15,803 -1,437 12,131 41,738 46,994 -7,762 8,568 61,910 66,257: 6,179 1,832
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.5 8.0 19.2 28.6 64.3 26.5 3.3 89.7 94.9: 10.3 5.1
: :
: Total Traders: 266 Number of Traders in Each Category :
: 101 46 72 73 80 23 10 236 175:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 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 - ICE FUTURES U.S.
CFTC Code #083731 Open Interest is 218,353
: Positions :
: 61,343 19,234 60,084 28,710 130,215 52,736 763 202,873 210,297: 15,479 8,056
: :
: Changes from: December 24, 2007 (Change in open interest: 7,160) :
: 1,466 1,105 1,132 1,255 4,880 2,130 40 5,984 7,158: 1,176 3
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 28.1 8.8 27.5 13.1 59.6 24.2 0.3 92.9 96.3: 7.1 3.7
: :
: Total Traders: 400 Number of Traders in Each Category :
: 163 64 102 90 128 23 2 316 269:
-------------------------------------------------------------------------------------------------------------------
Updated January 4, 2008