WHEAT - KANSAS CITY BOARD OF TRADE Code-001612 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 142,286: 40,105 23,440 25,694 58,688 68,585 124,487 117,719: 17,800 24,567 Old : 87,164: 33,738 23,539 6,489 35,143 40,332 75,371 70,360: 11,794 16,804 Other: 55,122: 22,350 15,884 3,222 23,545 28,253 49,116 47,359: 6,006 7,763 : : : : : Changes in Commitments from: December 13, 2011 : : -138: -3,490 -1,631 590 2,312 394 -588 -647: 450 508 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.2 16.5 18.1 41.2 48.2 87.5 82.7: 12.5 17.3 Old : 100.0: 38.7 27.0 7.4 40.3 46.3 86.5 80.7: 13.5 19.3 Other: 100.0: 40.5 28.8 5.8 42.7 51.3 89.1 85.9: 10.9 14.1 : : : :# Traders : Number of Traders in Each Category : All : 161: 52 22 35 60 60 125 111: Old : 146: 44 24 22 52 50 104 89: Other: 116: 30 16 16 43 47 78 74: :---------------------------------------------------------------------------------------------------- : 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 : 12.1 27.1 22.3 37.0 11.8 25.4 20.7 34.6 Old : 18.4 23.6 31.2 38.0 18.0 22.8 30.5 36.6 Other: 21.4 39.8 36.2 52.2 20.9 37.8 35.2 50.3
Updated December 23, 2011