COT -- Supplemental Report - Option and Futures Combined Positions as of May 27, 2008
: 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 500,407
: Positions :
: 49,720 80,312 148,314 51,133 186,732 221,760 29,799 470,926 445,156: 29,481 55,251
: :
: Changes from: May 20, 2008 (Change in open interest: -9,222) :
: -9,157 -178 553 1,590 -10,490 -1,490 -1,141 -8,504 -11,256: -718 2,035
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.9 16.0 29.6 10.2 37.3 44.3 6.0 94.1 89.0: 5.9 11.0
: :
: Total Traders: 363 Number of Traders in Each Category :
: 90 132 139 68 100 26 19 274 309:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 27, 2008
: 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 120,957
: Positions :
: 20,086 8,420 19,939 32,882 58,319 32,002 1,646 104,908 88,324: 16,049 32,633
: :
: Changes from: May 20, 2008 (Change in open interest: 2,947) :
: 475 151 1,142 376 886 247 601 2,241 2,780: 707 167
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.6 7.0 16.5 27.2 48.2 26.5 1.4 86.7 73.0: 13.3 27.0
: :
: Total Traders: 171 Number of Traders in Each Category :
: 34 27 32 48 77 16 6 112 130:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 27, 2008
: 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 2,109,630
: Positions :
: 254,619 72,755 684,366 523,996 1,026,336 470,044 40,190 1,933,026 1,823,648: 176,604 285,983
: :
: Changes from: May 20, 2008 (Change in open interest: -4,453) :
: -4,076 -552 4,287 -547 -6,340 2,937 2,904 2,601 299: -7,053 -4,751
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.1 3.4 32.4 24.8 48.7 22.3 1.9 91.6 86.4: 8.4 13.6
: :
: Total Traders: 862 Number of Traders in Each Category :
: 232 146 272 275 395 28 19 657 739:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 27, 2008
: 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 648,088
: Positions :
: 105,882 21,713 210,305 95,931 311,308 177,172 11,642 589,290 554,968: 58,799 93,120
: :
: Changes from: May 20, 2008 (Change in open interest: 3,886) :
: -2,181 586 5,273 700 -2,447 -1,131 -525 2,660 2,886: 1,226 1,000
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.3 3.4 32.5 14.8 48.0 27.3 1.8 90.9 85.6: 9.1 14.4
: :
: Total Traders: 515 Number of Traders in Each Category :
: 154 108 188 110 194 27 17 377 445:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 27, 2008
: 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 299,502
: Positions :
: 35,756 20,443 77,525 76,480 178,332 73,603 2,330 263,364 278,629: 36,138 20,873
: :
: Changes from: May 20, 2008 (Change in open interest: -1,049) :
: 2,154 2,870 -3,200 -1,069 -2,078 -1,025 423 -3,140 -1,984: 2,091 935
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.9 6.8 25.9 25.5 59.5 24.6 0.8 87.9 93.0: 12.1 7.0
: :
: Total Traders: 181 Number of Traders in Each Category :
: 49 33 51 53 60 18 6 151 130:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 27, 2008
: 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 478,182
: Positions :
: 45,055 26,703 162,136 133,750 261,939 114,001 12,785 454,942 463,562: 23,240 14,620
: :
: Changes from: May 20, 2008 (Change in open interest: 8,503) :
: -3,425 9,140 961 12,248 -6,959 2,007 5,013 11,791 8,154: -3,288 349
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.4 5.6 33.9 28.0 54.8 23.8 2.7 95.1 96.9: 4.9 3.1
: :
: Total Traders: 330 Number of Traders in Each Category :
: 138 81 120 66 66 23 10 280 234:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 27, 2008
: 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 286,963
: Positions :
: 31,862 36,486 80,387 14,881 128,962 129,832 7,802 256,963 253,638: 30,000 33,325
: :
: Changes from: May 20, 2008 (Change in open interest: 6,091) :
: 683 30 3,447 -102 2,794 1,826 1,130 5,854 7,400: 238 -1,309
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.1 12.7 28.0 5.2 44.9 45.2 2.7 89.5 88.4: 10.5 11.6
: :
: Total Traders: 253 Number of Traders in Each Category :
: 75 86 111 22 47 25 10 197 196:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 27, 2008
: 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 373,650
: Positions :
: 78,393 32,602 79,525 32,837 180,789 156,653 4,095 347,408 297,011: 26,241 76,638
: :
: Changes from: May 20, 2008 (Change in open interest: 11,730) :
: -2,177 -5,458 8,003 -130 5,231 5,438 1,094 11,134 8,871: 596 2,860
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 21.0 8.7 21.3 8.8 48.4 41.9 1.1 93.0 79.5: 7.0 20.5
: :
: Total Traders: 392 Number of Traders in Each Category :
: 108 76 103 87 171 26 10 270 319:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 27, 2008
: 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 32,865
: Positions :
: 6,105 4,291 8,351 2,766 6,324 11,361 668 28,583 19,634: 4,282 13,231
: :
: Changes from: May 20, 2008 (Change in open interest: -2,933) :
: -1,212 -1,364 -720 -705 -451 -68 0 -2,704 -2,535: -229 -398
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.6 13.1 25.4 8.4 19.2 34.6 2.0 87.0 59.7: 13.0 40.3
: :
: Total Traders: 142 Number of Traders in Each Category :
: 31 31 31 18 47 20 2 91 96:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 27, 2008
: 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 161,716
: Positions :
: 47,354 29,557 19,861 51,970 106,330 30,734 895 149,919 156,643: 11,796 5,073
: :
: Changes from: May 20, 2008 (Change in open interest: -1,413) :
: -1,665 548 1,235 546 -1,870 -1,404 -1,007 -1,288 -1,095: -125 -318
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 29.3 18.3 12.3 32.1 65.8 19.0 0.6 92.7 96.9: 7.3 3.1
: :
: Total Traders: 161 Number of Traders in Each Category :
: 57 25 38 42 47 19 5 138 102:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 27, 2008
: 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 1,266,144
: Positions :
: 123,905 77,627 255,941 328,170 775,462 454,270 70,383 1,162,287 1,179,413: 103,858 86,731
: :
: Changes from: May 20, 2008 (Change in open interest: 19,034) :
: -7,735 4,055 9,031 14,673 -11,877 -644 1,379 15,325 2,588: 3,709 16,445
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.8 6.1 20.2 25.9 61.2 35.9 5.6 91.8 93.2: 8.2 6.8
: :
: Total Traders: 261 Number of Traders in Each Category :
: 81 53 82 79 84 25 15 222 201:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 27, 2008
: 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 219,306
: Positions :
: 28,580 13,924 75,021 44,188 121,519 61,162 1,040 208,951 211,504: 10,354 7,802
: :
: Changes from: May 20, 2008 (Change in open interest: 2,415) :
: -1,109 2,259 2,281 1,990 -3,297 -920 163 2,243 1,407: 172 1,008
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.0 6.3 34.2 20.1 55.4 27.9 0.5 95.3 96.4: 4.7 3.6
: :
: Total Traders: 375 Number of Traders in Each Category :
: 138 73 107 98 117 25 6 313 260:
-------------------------------------------------------------------------------------------------------------------
Updated May 30,2008