WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626 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 : 40,892: 14,118 2,166 3,391 14,429 24,733 31,938 30,290: 8,954 10,602 Old : 33,158: 12,822 1,984 2,835 10,589 20,479 26,246 25,298: 6,912 7,860 Other: 7,734: 1,520 407 332 3,840 4,254 5,692 4,992: 2,042 2,742 : : : : : Changes in Commitments from: December 13, 2011 : : -437: 107 560 268 -220 -993 155 -165: -592 -272 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.5 5.3 8.3 35.3 60.5 78.1 74.1: 21.9 25.9 Old : 100.0: 38.7 6.0 8.5 31.9 61.8 79.2 76.3: 20.8 23.7 Other: 100.0: 19.7 5.3 4.3 49.6 55.0 73.6 64.5: 26.4 35.5 : : : :# Traders : Number of Traders in Each Category : All : 49: 13 7 12 23 19 42 36: Old : 49: 13 7 12 23 18 42 35: Other: 33: 7 3 5 9 13 19 20: :---------------------------------------------------------------------------------------------------- : 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 : 33.9 44.0 50.6 53.4 33.5 41.0 45.5 47.9 Old : 38.9 46.0 54.8 55.9 38.8 42.5 50.9 50.8 Other: 40.6 41.1 60.3 53.8 40.6 41.1 59.5 53.8
Updated December 23, 2011