WHEAT - KANSAS CITY BOARD OF TRADE Code-001612 Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 167,200: 46,501 20,196 36,424 61,631 82,157 144,555 138,777: 22,644 28,423 Old : 129,938: 41,302 21,667 20,780 50,067 65,697 112,149 108,144: 17,790 21,794 Other: 37,261: 19,428 12,758 1,414 11,564 16,461 32,407 30,633: 4,854 6,628 : : : : : Changes in Commitments from: October 4, 2011 : : -2,993: -4,673 1,541 -121 3,484 -2,468 -1,310 -1,048: -1,684 -1,945 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.8 12.1 21.8 36.9 49.1 86.5 83.0: 13.5 17.0 Old : 100.0: 31.8 16.7 16.0 38.5 50.6 86.3 83.2: 13.7 16.8 Other: 100.0: 52.1 34.2 3.8 31.0 44.2 87.0 82.2: 13.0 17.8 : : : :# Traders : Number of Traders in Each Category : All : 180: 53 37 58 61 65 143 140: Old : 175: 50 37 44 60 57 133 122: Other: 123: 26 29 19 37 45 76 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 : 11.9 24.9 22.1 34.0 10.5 21.6 19.0 30.2 Old : 15.2 25.0 26.9 36.4 14.9 21.2 25.7 31.7 Other: 30.5 36.6 48.8 51.3 30.5 36.0 47.6 50.7
Updated October 14, 2011