WHEAT - KANSAS CITY BOARD OF TRADE Code-001612 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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 : 151,294: 36,025 22,772 27,554 68,641 76,413 132,220 126,739: 19,074 24,554 Old : 83,257: 28,666 22,923 6,975 35,181 37,527 70,821 67,424: 12,435 15,833 Other: 68,037: 22,346 14,837 5,592 33,460 38,886 61,399 59,315: 6,638 8,722 : : : : : Changes in Commitments from: January 17, 2012 : : 3,921: -1,203 3,215 -90 3,964 -52 2,671 3,073: 1,250 849 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.8 15.1 18.2 45.4 50.5 87.4 83.8: 12.6 16.2 Old : 100.0: 34.4 27.5 8.4 42.3 45.1 85.1 81.0: 14.9 19.0 Other: 100.0: 32.8 21.8 8.2 49.2 57.2 90.2 87.2: 9.8 12.8 : : : :# Traders : Number of Traders in Each Category : All : 166: 50 32 46 59 60 129 124: Old : 149: 40 34 31 52 48 105 101: Other: 122: 32 20 23 46 51 90 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 : 13.8 29.8 23.9 38.7 11.0 25.4 18.9 33.5 Old : 17.8 26.0 29.2 39.0 17.8 25.6 29.0 38.6 Other: 21.8 44.4 36.8 56.2 17.3 37.2 30.1 48.4
Updated January 27, 2012