WHEAT - KANSAS CITY BOARD OF TRADE Code-001612 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 163,796: 62,223 14,745 27,153 54,232 95,637 143,608 137,535: 20,188 26,261 Old : 133,693: 50,155 16,498 17,681 48,688 79,258 116,525 113,438: 17,168 20,255 Other: 30,104: 20,197 6,376 1,342 5,543 16,379 27,083 24,097: 3,020 6,006 : : : : : Changes in Commitments from: September 13, 2011 : : 3,651: 1,360 5,026 3,489 -324 -5,870 4,525 2,645: -874 1,006 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.0 9.0 16.6 33.1 58.4 87.7 84.0: 12.3 16.0 Old : 100.0: 37.5 12.3 13.2 36.4 59.3 87.2 84.8: 12.8 15.2 Other: 100.0: 67.1 21.2 4.5 18.4 54.4 90.0 80.0: 10.0 20.0 : : : :# Traders : Number of Traders in Each Category : All : 182: 57 30 49 58 72 130 139: Old : 176: 53 32 37 56 67 119 126: Other: 112: 22 25 18 25 47 58 80: :---------------------------------------------------------------------------------------------------- : 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 : 13.8 29.6 25.2 37.9 11.9 28.5 21.9 35.5 Old : 15.0 31.7 28.0 40.1 14.8 30.6 27.7 39.1 Other: 40.9 36.8 60.0 52.3 40.9 36.0 58.9 51.3
Updated September 23, 2011