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FUTURES/OPTIONS CBT WHEAT:

  Traditional   Commercial   Index ** JUL 2012
date
comm
funds long
funds short
funds spread
long comm
short comm
long other
short other
long index
short index
net long (-) million bushel
futures price
4/24/2012 CBT WHEAT 61,680 146,746 124,291 77,411 186,686 33,422 57,164 255,900 37,818 665.1 $6.33
4/17/2012 CBT WHEAT 51,870 148,575 150,493 85,798 194,937 35,502 55,527 261,168 35,299 645.8 $6.20
4/10/2012 CBT WHEAT 52,694 141,679 147,228 81,559 190,568 35,118 56,195 264,766 45,695 650.4 $6.32
4/3/2012 CBT WHEAT 54,470 134,456 146,716 81,351 200,680 36,104 54,315 261,654 44,128 687.7 $6.69
3/27/2012 CBT WHEAT 51,535 128,138 141,238 65,128 189,802 39,059 55,087 248,341 31,035 703.5 $6.53
3/20/2012 CBT WHEAT 49,764 130,074 137,287 66,550 187,599 42,383 55,799 246,022 31,247 672.3 $6.52
3/13/2012 CBT WHEAT 50,886 133,270 129,587 60,176 176,001 42,311 56,867 242,911 30,147 651.9 $6.58
3/6/2012 CBT WHEAT 54,424 122,957 122,028 57,390 184,236 39,773 57,144 241,884 27,165 730.9 $6.68
2/28/2012 CBT WHEAT 51,549 141,104 113,832 63,968 173,128 39,778 54,589 243,968 30,443 619.9 N/A
2/21/2012 CBT WHEAT 51,079 148,338 133,376 78,245 173,483 41,429 58,370 245,714 36,277 560.9 $6.52
2/14/2012 CBT WHEAT 46,066 134,122 125,567 69,022 171,661 41,509 62,004 247,743 36,552 615.7 $6.50
2/7/2012 CBT WHEAT 45,432 121,504 136,969 72,401 186,176 41,197 61,944 248,755 38,160 672.6 $6.85
1/31/2012 CBT WHEAT 53,162 128,316 134,412 71,712 182,984 38,109 62,259 252,611 42,034 677.1 $6.91
1/24/2012 CBT WHEAT 45,064 140,891 139,775 75,795 166,657 41,394 63,525 245,199 36,378 565.0 $6.66
1/17/2012 CBT WHEAT 38,733 131,868 130,927 76,069 158,000 39,476 64,695 234,547 34,262 535.8 $6.48
1/10/2012 CBT WHEAT 31,296 122,062 120,341 66,782 154,307 38,682 58,791 217,395 28,993 488.2 $6.76
1/3/2012 CBT WHEAT 42,440 111,145 114,827 59,419 152,808 35,823 57,715 211,105 27,120 576.4 $6.92
12/27/2011 CBT WHEAT 43,611 116,529 101,134 59,932 150,807 34,718 57,232 212,027 25,719 567.0 $6.76
12/20/2011 CBT WHEAT 43,727 127,926 95,599 60,077 138,963 35,939 58,503 209,655 24,006 507.3 $6.44
12/13/2011 CBT WHEAT 44,899 128,209 89,796 57,068 137,637 34,193 57,291 208,684 21,708 518.3 $6.33
12/6/2011 CBT WHEAT 46,346 125,530 86,888 56,945 141,773 32,541 55,939 206,331 18,922 541.1 $6.47
11/29/2011 CBT WHEAT 39,650 122,035 74,948 63,839 142,112 34,459 58,941 203,384 18,334 513.3 $6.44
11/22/2011 CBT WHEAT 40,598 127,218 127,550 89,892 161,629 38,263 63,477 218,453 35,242 483.0 $6.35
11/15/2011 CBT WHEAT 43,043 117,798 127,087 86,831 173,146 43,910 68,880 221,626 35,585 556.4 $6.79
11/8/2011 CBT WHEAT 44,947 110,342 137,521 85,770 187,749 43,548 66,185 223,985 33,974 623.1 $7.15
11/1/2011 CBT WHEAT 45,864 120,229 138,904 91,708 184,940 38,996 60,571 228,363 39,190 574.0 $7.05
10/25/2011 CBT WHEAT 46,617 115,072 134,776 87,565 187,098 41,215 62,413 226,996 37,811 603.7 $7.08
10/18/2011 CBT WHEAT 43,577 119,062 140,389 90,632 185,404 39,512 59,239 227,768 37,694 572.9 $6.94
10/11/2011 CBT WHEAT 40,483 111,132 131,878 91,047 186,780 34,350 57,460 226,761 37,268 594.2 $7.28
10/4/2011 CBT WHEAT 42,640 110,649 131,461 86,264 186,978 37,872 60,090 228,311 37,371 614.7 $6.82
** Traditional Longs - Traditional Shorts + Index Longs - Index Shorts
 
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