WHEAT - KANSAS CITY BOARD OF TRADE Code-001612 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 160,051: 63,333 8,204 22,849 53,105 105,448 139,287 136,501: 20,764 23,550 Old : 135,148: 50,883 7,987 17,088 49,089 92,047 117,059 117,122: 18,088 18,026 Other: 24,904: 17,282 5,049 929 4,017 13,402 22,228 19,379: 2,676 5,524 : : : : : Changes in Commitments from: August 30, 2011 : : -9,756: 475 -837 -5,199 -3,184 -2,482 -7,909 -8,519: -1,848 -1,238 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.6 5.1 14.3 33.2 65.9 87.0 85.3: 13.0 14.7 Old : 100.0: 37.6 5.9 12.6 36.3 68.1 86.6 86.7: 13.4 13.3 Other: 100.0: 69.4 20.3 3.7 16.1 53.8 89.3 77.8: 10.7 22.2 : : : :# Traders : Number of Traders in Each Category : All : 186: 58 27 51 55 75 138 137: Old : 180: 59 27 40 54 70 130 123: Other: 115: 24 23 14 24 52 57 81: :---------------------------------------------------------------------------------------------------- : 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 : 13.7 33.4 24.7 42.4 12.1 31.3 22.3 39.2 Old : 16.1 36.6 29.1 45.8 15.6 34.3 27.6 43.4 Other: 44.2 34.5 62.9 46.4 44.2 34.5 62.8 46.1
Updated September 9, 2011