WHEAT - KANSAS CITY BOARD OF TRADE Code-001612 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 147,096: 37,993 16,239 27,721 62,869 78,793 128,583 122,753: 18,513 24,343 Old : 84,959: 33,239 17,541 6,289 32,812 44,819 72,340 68,649: 12,619 16,310 Other: 62,138: 22,045 15,989 4,142 30,057 33,975 56,243 54,105: 5,894 8,033 : : : : : Changes in Commitments from: January 3, 2012 : : 3,177: -1,669 -705 1,346 3,328 2,649 3,006 3,290: 171 -113 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.8 11.0 18.8 42.7 53.6 87.4 83.5: 12.6 16.5 Old : 100.0: 39.1 20.6 7.4 38.6 52.8 85.1 80.8: 14.9 19.2 Other: 100.0: 35.5 25.7 6.7 48.4 54.7 90.5 87.1: 9.5 12.9 : : : :# Traders : Number of Traders in Each Category : All : 163: 50 27 41 63 60 133 115: Old : 147: 42 28 26 54 50 109 92: Other: 124: 31 20 19 47 50 89 79: :---------------------------------------------------------------------------------------------------- : 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 : 11.9 30.4 21.9 40.1 11.1 26.5 19.3 34.1 Old : 17.8 28.3 30.5 42.0 17.6 27.8 30.3 40.2 Other: 21.8 42.8 36.9 55.1 20.0 37.2 33.6 49.3
Updated January 13, 2012