WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2012
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: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 139,496: 35,789 22,224 18,774 67,621 71,525 122,184 112,523: 17,312 26,973
Old : 41,671: 14,777 16,939 1,150 17,808 12,609 33,735 30,698: 7,937 10,973
Other: 97,825: 28,646 12,918 9,991 49,813 58,916 88,450 81,825: 9,375 16,000
: : :
: : Changes in Commitments from: March 20, 2012 :
: 1,820: 155 112 -394 7,440 3,347 7,201 3,065: -5,380 -1,245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 15.9 13.5 48.5 51.3 87.6 80.7: 12.4 19.3
Old : 100.0: 35.5 40.6 2.8 42.7 30.3 81.0 73.7: 19.0 26.3
Other: 100.0: 29.3 13.2 10.2 50.9 60.2 90.4 83.6: 9.6 16.4
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 39 39 42 58 60 120 124:
Old : 132: 27 38 19 35 42 73 88:
Other: 134: 33 27 19 54 57 97 93:
:----------------------------------------------------------------------------------------------------
: 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 : 17.4 30.8 27.9 40.0 12.0 24.9 21.0 31.8
Old : 26.1 21.5 39.0 32.9 26.1 21.4 39.0 32.7
Other: 19.6 41.1 31.8 49.4 14.0 31.8 24.7 37.3
Updated March 30, 2012