WHEAT - KANSAS CITY BOARD OF TRADE Code-001612 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 166,400: 61,205 17,385 29,106 54,231 90,812 144,543 137,303: 21,857 29,096 Old : 134,337: 49,408 18,687 19,298 47,293 74,153 115,999 112,137: 18,338 22,200 Other: 32,063: 19,899 6,801 1,706 6,938 16,659 28,543 25,166: 3,519 6,897 : : : : : Changes in Commitments from: September 20, 2011 : : 2,604: -1,018 2,641 1,953 -0 -4,825 935 -232: 1,669 2,835 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.8 10.4 17.5 32.6 54.6 86.9 82.5: 13.1 17.5 Old : 100.0: 36.8 13.9 14.4 35.2 55.2 86.3 83.5: 13.7 16.5 Other: 100.0: 62.1 21.2 5.3 21.6 52.0 89.0 78.5: 11.0 21.5 : : : :# Traders : Number of Traders in Each Category : All : 178: 51 36 50 57 69 133 136: Old : 172: 50 37 39 55 64 122 124: Other: 111: 23 23 18 30 46 65 76: :---------------------------------------------------------------------------------------------------- : 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 : 13.1 26.8 24.0 35.7 11.4 25.1 20.8 32.7 Old : 14.4 28.7 26.7 38.2 14.4 26.8 26.7 36.0 Other: 37.7 35.5 57.1 50.4 37.7 35.0 55.0 49.7
Updated September 30, 2011