WHEAT - KANSAS CITY BOARD OF TRADE Code-001612 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 164,072: 44,938 20,938 31,692 61,201 79,909 137,831 132,539: 26,240 31,533 Old : 120,417: 36,737 21,037 17,516 45,619 57,509 99,873 96,062: 20,544 24,355 Other: 43,655: 20,516 12,216 1,861 15,582 22,401 37,958 36,477: 5,697 7,178 : : : : : Changes in Commitments from: November 1, 2011 : : -2,815: -2,022 274 -2,144 -1,390 -2,684 -5,556 -4,555: 2,741 1,740 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.4 12.8 19.3 37.3 48.7 84.0 80.8: 16.0 19.2 Old : 100.0: 30.5 17.5 14.5 37.9 47.8 82.9 79.8: 17.1 20.2 Other: 100.0: 47.0 28.0 4.3 35.7 51.3 87.0 83.6: 13.0 16.4 : : : :# Traders : Number of Traders in Each Category : All : 168: 50 33 53 62 63 134 132: Old : 157: 42 35 40 56 59 115 119: Other: 118: 29 20 17 43 42 79 73: :---------------------------------------------------------------------------------------------------- : 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 : 11.7 26.1 22.1 34.3 10.6 22.2 18.6 29.4 Old : 16.0 24.2 27.9 34.8 15.2 19.8 25.2 29.1 Other: 27.3 38.5 44.9 51.0 27.3 37.9 43.9 50.4
Updated November 14, 2011