WHEAT - KANSAS CITY BOARD OF TRADE Code-001612 Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 164,177: 46,577 20,539 32,996 61,502 82,079 141,075 135,615: 23,102 28,562 Old : 122,796: 39,889 21,018 17,872 47,380 62,364 105,141 101,254: 17,655 21,542 Other: 41,381: 20,330 13,164 1,482 14,122 19,716 35,934 34,361: 5,447 7,020 : : : : : Changes in Commitments from: October 18, 2011 : : -2,463: -1,312 -1,009 -2,133 600 322 -2,845 -2,819: 382 356 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.4 12.5 20.1 37.5 50.0 85.9 82.6: 14.1 17.4 Old : 100.0: 32.5 17.1 14.6 38.6 50.8 85.6 82.5: 14.4 17.5 Other: 100.0: 49.1 31.8 3.6 34.1 47.6 86.8 83.0: 13.2 17.0 : : : :# Traders : Number of Traders in Each Category : All : 174: 49 36 54 63 68 137 139: Old : 167: 43 38 41 58 61 120 124: Other: 115: 24 19 18 40 47 74 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 : 12.2 25.8 21.9 34.4 10.6 21.5 18.4 29.0 Old : 15.9 24.9 28.2 36.3 15.7 19.9 26.6 29.5 Other: 27.0 37.3 45.1 52.1 27.0 36.7 44.5 51.5
Updated October 28, 2011