WHEAT - KANSAS CITY BOARD OF TRADE Code-001612 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 147,372: 37,228 19,558 27,644 64,677 76,465 129,548 123,667: 17,824 23,705 Old : 82,025: 30,259 19,707 6,677 32,895 40,098 69,831 66,483: 12,194 15,542 Other: 65,348: 22,199 15,081 5,736 31,782 36,367 59,718 57,184: 5,630 8,164 : : : : : Changes in Commitments from: January 10, 2012 : : 276: -766 3,318 -77 1,808 -2,328 965 913: -690 -638 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.3 13.3 18.8 43.9 51.9 87.9 83.9: 12.1 16.1 Old : 100.0: 36.9 24.0 8.1 40.1 48.9 85.1 81.1: 14.9 18.9 Other: 100.0: 34.0 23.1 8.8 48.6 55.7 91.4 87.5: 8.6 12.5 : : : :# Traders : Number of Traders in Each Category : All : 165: 45 37 47 63 61 133 125: Old : 147: 32 39 27 55 50 104 100: Other: 123: 34 18 23 49 50 93 82: :---------------------------------------------------------------------------------------------------- : 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 : 12.6 29.6 22.4 38.2 11.1 26.3 19.5 33.6 Old : 18.0 26.0 29.9 38.9 18.0 25.5 29.9 37.8 Other: 20.3 43.1 34.7 55.2 18.1 37.3 31.1 49.3
Updated January 20, 2012