WHEAT - KANSAS CITY BOARD OF TRADE Code-001612 Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 170,193: 51,173 18,655 36,545 58,147 84,625 145,865 139,825: 24,328 30,368 Old : 133,735: 43,455 21,891 21,082 49,774 67,280 114,311 110,253: 19,424 23,482 Other: 36,458: 21,350 10,395 1,831 8,373 17,345 31,554 29,572: 4,904 6,886 : : : : : Changes in Commitments from: September 27, 2011 : : 3,793: -10,032 1,270 7,439 3,915 -6,187 1,322 2,522: 2,471 1,271 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.1 11.0 21.5 34.2 49.7 85.7 82.2: 14.3 17.8 Old : 100.0: 32.5 16.4 15.8 37.2 50.3 85.5 82.4: 14.5 17.6 Other: 100.0: 58.6 28.5 5.0 23.0 47.6 86.5 81.1: 13.5 18.9 : : : :# Traders : Number of Traders in Each Category : All : 178: 58 31 51 59 65 136 135: Old : 173: 53 34 37 58 59 125 120: Other: 112: 22 24 18 33 46 69 75: :---------------------------------------------------------------------------------------------------- : 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 : 12.7 24.6 23.1 34.0 10.1 21.2 18.5 29.8 Old : 15.5 24.3 26.7 35.3 14.9 20.5 25.1 30.0 Other: 34.5 35.7 53.7 50.0 34.5 35.4 52.1 49.7
Updated October 7, 2011