WHEAT - KANSAS CITY BOARD OF TRADE Code-001612 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 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 : 141,900: 38,826 20,294 26,398 58,293 71,092 123,518 117,784: 18,382 24,117 Old : 86,065: 33,823 21,336 6,303 33,399 42,099 73,525 69,738: 12,540 16,327 Other: 55,835: 21,713 15,668 3,386 24,894 28,992 49,993 48,046: 5,842 7,789 : : : : : Changes in Commitments from: December 20, 2011 : : -386: -1,279 -3,146 705 -395 2,506 -969 64: 583 -451 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.4 14.3 18.6 41.1 50.1 87.0 83.0: 13.0 17.0 Old : 100.0: 39.3 24.8 7.3 38.8 48.9 85.4 81.0: 14.6 19.0 Other: 100.0: 38.9 28.1 6.1 44.6 51.9 89.5 86.0: 10.5 14.0 : : : :# Traders : Number of Traders in Each Category : All : 162: 52 21 38 60 58 128 110: Old : 147: 44 24 25 52 49 107 89: Other: 117: 28 18 17 43 48 79 76: :---------------------------------------------------------------------------------------------------- : 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 : 12.2 27.7 22.1 37.4 11.9 25.6 20.8 34.1 Old : 18.6 25.4 31.6 38.5 18.4 24.2 30.8 36.7 Other: 21.0 39.6 36.0 52.2 20.5 36.9 35.2 49.6
Updated December 30, 2011