WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626 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 : 40,827: 14,533 2,210 3,573 13,353 24,853 31,460 30,636: 9,367 10,191 Old : 32,911: 13,136 1,789 3,080 9,276 20,456 25,492 25,325: 7,419 7,586 Other: 7,916: 1,584 607 307 4,077 4,397 5,968 5,311: 1,948 2,605 : : : : : Changes in Commitments from: December 20, 2011 : : -65: 416 44 182 -1,076 120 -478 346: 413 -411 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.6 5.4 8.8 32.7 60.9 77.1 75.0: 22.9 25.0 Old : 100.0: 39.9 5.4 9.4 28.2 62.2 77.5 76.9: 22.5 23.1 Other: 100.0: 20.0 7.7 3.9 51.5 55.5 75.4 67.1: 24.6 32.9 : : : :# Traders : Number of Traders in Each Category : All : 50: 13 8 13 22 20 43 37: Old : 50: 14 8 13 22 19 43 36: Other: 33: 8 3 5 10 13 20 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 : 32.9 43.1 49.0 52.9 32.4 39.5 44.1 47.3 Old : 37.4 45.3 53.0 55.3 37.3 41.7 49.1 50.1 Other: 38.8 43.8 55.9 56.6 38.8 43.8 55.8 56.4
Updated December 30, 2011