WHEAT - KANSAS CITY BOARD OF TRADE Code-001612 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 189,099: 58,348 11,108 25,157 79,663 125,799 163,168 162,064: 25,931 27,034 Old : 177,988: 54,747 11,229 23,406 76,415 119,746 154,568 154,381: 23,420 23,607 Other: 11,111: 4,679 957 673 3,248 6,053 8,600 7,683: 2,511 3,427 : : : : : Changes in Commitments from: May 24, 2011 : : 3,002: 885 2,445 850 748 -204 2,482 3,091: 520 -88 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.9 5.9 13.3 42.1 66.5 86.3 85.7: 13.7 14.3 Old : 100.0: 30.8 6.3 13.2 42.9 67.3 86.8 86.7: 13.2 13.3 Other: 100.0: 42.1 8.6 6.1 29.2 54.5 77.4 69.2: 22.6 30.8 : : : :# Traders : Number of Traders in Each Category : All : 197: 65 27 54 62 82 153 144: Old : 194: 61 30 50 61 81 147 142: Other: 85: 19 8 11 13 49 37 66: :---------------------------------------------------------------------------------------------------- : 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 : 19.9 30.0 29.9 38.9 12.1 23.5 20.9 30.9 Old : 19.9 30.8 30.5 40.2 13.2 24.5 21.9 32.2 Other: 36.3 31.4 50.3 40.6 36.3 31.4 49.7 39.2
Updated June 3, 2011