WHEAT - KANSAS CITY BOARD OF TRADE Code-001612 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 2012 ------------------------------------------------------------------------------------------------------------------- : 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 : 143,920: 39,662 16,945 26,374 59,541 76,145 125,577 119,464: 18,343 24,456 Old : 86,730: 35,238 18,651 5,989 32,801 45,584 74,028 70,224: 12,702 16,506 Other: 57,190: 21,293 15,163 3,516 26,740 30,561 51,549 49,240: 5,640 7,950 : : : : : Changes in Commitments from: December 27, 2011 : : 2,020: 836 -3,349 -24 1,247 5,053 2,060 1,680: -40 339 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.6 11.8 18.3 41.4 52.9 87.3 83.0: 12.7 17.0 Old : 100.0: 40.6 21.5 6.9 37.8 52.6 85.4 81.0: 14.6 19.0 Other: 100.0: 37.2 26.5 6.1 46.8 53.4 90.1 86.1: 9.9 13.9 : : : :# Traders : Number of Traders in Each Category : All : 161: 52 25 39 59 58 126 112: Old : 145: 39 29 26 53 49 106 91: Other: 119: 32 18 17 42 48 80 77: :---------------------------------------------------------------------------------------------------- : 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 28.9 21.8 38.3 11.7 26.3 20.6 33.9 Old : 18.5 27.4 32.3 40.6 18.5 27.0 32.0 39.7 Other: 20.8 39.9 36.3 53.5 19.8 35.5 34.4 48.9
Updated January 6, 2012