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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
9/27/2011 CBT WHEAT 43,042 117,681 122,040 81,010 180,547 37,678 58,755 229,973 34,721 603.1 $7.12
9/20/2011 CBT WHEAT 44,780 108,190 122,013 70,463 182,887 38,863 61,316 232,469 34,181 674.4 $7.40
9/13/2011 CBT WHEAT 45,259 95,908 113,853 60,409 189,967 36,438 58,998 234,831 32,064 760.6 $7.63
9/6/2011 CBT WHEAT 50,797 79,246 110,409 53,104 203,126 34,308 58,756 234,303 31,405 872.2 $8.11
8/30/2011 CBT WHEAT 52,960 82,694 110,143 52,532 206,083 38,292 61,794 237,471 30,683 885.3 $8.39
8/23/2011 CBT WHEAT 55,051 95,564 144,383 65,905 208,140 41,498 63,945 243,954 38,758 823.4 $8.26
8/16/2011 CBT WHEAT 52,018 97,839 140,800 69,114 204,444 42,948 64,829 242,519 39,486 786.1 $7.98
8/9/2011 CBT WHEAT 48,531 100,720 136,367 71,206 194,336 42,464 66,114 235,879 36,911 733.9 $7.66
8/2/2011 CBT WHEAT 47,878 101,082 135,873 66,493 197,561 44,481 68,538 244,208 35,879 775.6 $8.18
7/26/2011 CBT WHEAT 47,662 96,487 132,630 62,369 198,672 43,317 66,082 240,310 32,416 795.3 N/A
7/19/2011 CBT WHEAT 51,221 91,772 140,318 62,000 206,777 44,880 66,702 237,353 30,203 833.0 $7.86
7/12/2011 CBT WHEAT 52,786 101,267 132,298 67,864 213,324 46,204 65,616 242,631 29,279 824.4 $7.55
7/5/2011 CBT WHEAT 54,418 105,673 126,310 67,241 211,910 45,553 65,205 243,040 27,463 821.6 $7.63
6/28/2011 CBT WHEAT 55,536 98,682 116,180 68,160 215,464 47,037 65,212 235,909 27,283 827.4 $7.78
6/21/2011 CBT WHEAT 57,864 97,971 159,894 89,210 230,993 51,300 68,935 244,219 44,695 797.1 $8.10
6/14/2011 CBT WHEAT 60,826 84,876 151,998 72,375 236,647 50,404 70,722 242,354 33,716 922.9 $8.60
6/7/2011 CBT WHEAT 60,321 74,814 157,291 74,937 247,295 50,581 68,010 241,115 36,834 948.9 $8.95
5/31/2011 CBT WHEAT 66,271 69,862 156,081 74,914 255,258 46,238 65,167 239,422 36,558 996.4 $9.18
5/24/2011 CBT WHEAT 65,129 72,973 148,546 80,710 259,913 46,767 64,024 240,371 36,067 982.3 $9.26
5/17/2011 CBT WHEAT 60,786 84,869 145,308 88,281 250,053 42,495 63,898 242,220 34,962 915.9 $9.01
5/10/2011 CBT WHEAT 69,426 80,529 144,713 77,479 256,001 42,569 62,593 246,186 36,536 992.7 $9.27
5/3/2011 CBT WHEAT 71,281 79,641 139,329 72,631 264,756 41,588 58,304 253,702 36,501 1,044.2 $9.14
4/26/2011 CBT WHEAT 69,338 72,744 146,318 80,065 279,771 43,255 57,637 253,703 36,210 1,070.4 $9.34
4/19/2011 CBT WHEAT 66,549 72,700 168,547 90,624 283,340 43,453 58,429 259,645 45,801 1,038.5 $9.01
4/12/2011 CBT WHEAT 62,714 68,520 169,059 92,882 287,358 46,373 63,575 262,434 44,950 1,058.4 $8.72
4/5/2011 CBT WHEAT 63,204 72,728 180,031 94,309 284,546 45,917 63,531 258,673 41,298 1,039.3 $9.00
3/29/2011 CBT WHEAT 62,370 77,404 171,968 88,044 271,491 46,194 62,992 257,286 42,008 1,001.2 $8.45
3/22/2011 CBT WHEAT 61,596 78,001 171,992 90,045 268,648 47,321 61,855 255,039 45,496 965.7 $8.40
3/15/2011 CBT WHEAT 67,220 71,996 171,993 96,047 283,479 48,637 62,942 252,317 45,804 1,008.7 $7.69
3/8/2011 CBT WHEAT 62,683 72,798 155,494 92,022 284,560 49,471 61,243 254,929 40,503 1,021.6 $8.59
** Traditional Longs - Traditional Shorts + Index Longs - Index Shorts
 
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