WHEAT - KANSAS CITY BOARD OF TRADE Code-001612 Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 166,640: 47,889 21,547 35,129 60,902 81,757 143,920 138,434: 22,720 28,206 Old : 127,511: 42,076 22,166 19,934 48,514 64,092 110,524 106,191: 16,987 21,319 Other: 39,129: 19,414 12,983 1,594 12,388 17,666 33,396 32,242: 5,733 6,886 : : : : : Changes in Commitments from: October 11, 2011 : : -560: 1,388 1,351 -1,294 -729 -400 -635 -343: 75 -217 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.7 12.9 21.1 36.5 49.1 86.4 83.1: 13.6 16.9 Old : 100.0: 33.0 17.4 15.6 38.0 50.3 86.7 83.3: 13.3 16.7 Other: 100.0: 49.6 33.2 4.1 31.7 45.1 85.3 82.4: 14.7 17.6 : : : :# Traders : Number of Traders in Each Category : All : 178: 52 33 53 64 69 141 138: Old : 172: 46 36 40 62 62 128 123: Other: 120: 25 22 17 39 48 75 77: :---------------------------------------------------------------------------------------------------- : 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 : 12.0 24.8 22.0 33.5 10.5 20.8 18.3 29.0 Old : 15.6 24.4 27.2 35.5 15.3 19.8 25.6 29.9 Other: 29.0 36.4 45.9 52.2 29.0 35.8 44.6 51.6
Updated October 21, 2011