WHEAT - KANSAS CITY BOARD OF TRADE Code-001612 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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 : 137,676: 35,635 22,112 19,168 60,181 68,178 114,984 109,458: 22,692 28,218 Old : 44,473: 15,907 18,924 1,214 16,149 12,426 33,271 32,564: 11,202 11,910 Other: 93,202: 27,852 11,312 9,829 44,032 55,752 81,713 76,894: 11,490 16,308 : : : : : Changes in Commitments from: March 13, 2012 : : 1,738: 798 -1,206 1,410 -3,963 -87 -1,755 117: 3,492 1,621 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.9 16.1 13.9 43.7 49.5 83.5 79.5: 16.5 20.5 Old : 100.0: 35.8 42.6 2.7 36.3 27.9 74.8 73.2: 25.2 26.8 Other: 100.0: 29.9 12.1 10.5 47.2 59.8 87.7 82.5: 12.3 17.5 : : : :# Traders : Number of Traders in Each Category : All : 158: 39 40 38 54 61 115 121: Old : 133: 33 33 18 33 43 75 85: Other: 129: 31 25 21 49 55 91 90: :---------------------------------------------------------------------------------------------------- : 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 : 14.9 30.5 24.9 39.3 11.7 25.4 20.1 32.5 Old : 20.7 22.4 32.2 32.3 20.7 22.2 32.2 32.2 Other: 19.8 42.9 31.9 51.3 14.5 33.9 25.1 39.6
Updated March 23, 2012