WHEAT - KANSAS CITY BOARD OF TRADE Code-001612 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2006 ------------------------------------------------------------------------------------------------------------------- : 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 : 140,819: 41,454 5,912 26,699 48,434 77,013 116,587 109,623: 24,231 31,196 Old : 98,853: 29,964 10,072 14,183 35,370 61,046 79,517 85,301: 19,336 13,552 Other: 41,965: 21,087 5,436 2,919 13,064 15,967 37,070 24,322: 4,895 17,644 : : : : : Changes in Commitments from: November 14, 2006 : : -2,201: 3,723 -704 -960 -3,128 1,418 -365 -247: -1,836 -1,955 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.4 4.2 19.0 34.4 54.7 82.8 77.8: 17.2 22.2 Old : 100.0: 30.3 10.2 14.3 35.8 61.8 80.4 86.3: 19.6 13.7 Other: 100.0: 50.2 13.0 7.0 31.1 38.0 88.3 58.0: 11.7 42.0 : : : :# Traders : Number of Traders in Each Category : All : 185: 67 22 41 65 73 147 124: Old : 175: 64 19 29 58 71 134 110: Other: 119: 24 25 17 31 53 65 85: :---------------------------------------------------------------------------------------------------- : 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 : 21.1 21.6 30.6 31.4 17.7 19.4 25.0 26.5 Old : 18.7 29.2 27.7 42.0 18.7 27.0 26.6 37.5 Other: 41.7 11.1 54.1 18.0 41.7 10.9 54.0 17.1
Updated November 27, 2006