WHEAT - KANSAS CITY BOARD OF TRADE Code-001612 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 5,000 BUSHELS) : : : : All : 129,133: 39,142 5,488 21,936 45,462 74,361 106,540 101,785: 22,593 27,348 Old : 44,758: 12,374 6,000 2,999 22,496 27,493 37,869 36,492: 6,889 8,266 Other: 84,374: 31,762 4,482 13,943 22,965 46,868 68,670 65,293: 15,704 19,082 : : : : : Changes in Commitments from: March 21, 2006 : : -10,745: -3,577 589 -462 -2,274 -6,510 -6,313 -6,383: -4,432 -4,362 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.3 4.2 17.0 35.2 57.6 82.5 78.8: 17.5 21.2 Old : 100.0: 27.6 13.4 6.7 50.3 61.4 84.6 81.5: 15.4 18.5 Other: 100.0: 37.6 5.3 16.5 27.2 55.5 81.4 77.4: 18.6 22.6 : : : :# Traders : Number of Traders in Each Category : All : 177: 58 25 44 61 71 142 123: Old : 135: 37 20 19 41 52 86 83: Other: 147: 47 19 36 47 61 111 104: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 17.8 25.6 26.9 35.1 16.9 21.5 25.3 28.6 Old : 33.9 33.7 44.8 43.3 33.9 32.9 44.8 42.5 Other: 18.1 26.5 29.9 34.6 17.5 23.8 27.8 31.1
Updated March 31, 2006