WHEAT - KANSAS CITY BOARD OF TRADE Code-001612 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 165,982: 44,616 24,339 29,140 68,507 82,336 142,262 135,815: 23,720 30,168 Old : 120,545: 35,336 23,849 15,579 51,459 57,781 102,374 97,209: 18,172 23,337 Other: 45,437: 20,851 12,062 1,990 17,048 24,555 39,888 38,606: 5,549 6,831 : : : : : Changes in Commitments from: November 8, 2011 : : 1,910: -323 3,402 -2,552 7,306 2,426 4,431 3,276: -2,520 -1,365 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.9 14.7 17.6 41.3 49.6 85.7 81.8: 14.3 18.2 Old : 100.0: 29.3 19.8 12.9 42.7 47.9 84.9 80.6: 15.1 19.4 Other: 100.0: 45.9 26.5 4.4 37.5 54.0 87.8 85.0: 12.2 15.0 : : : :# Traders : Number of Traders in Each Category : All : 171: 55 30 52 63 60 134 131: Old : 158: 45 33 37 55 55 113 114: Other: 121: 29 20 19 44 43 80 76: :---------------------------------------------------------------------------------------------------- : 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 : 12.3 27.0 22.4 35.6 10.7 21.3 19.2 29.5 Old : 16.0 24.1 28.0 35.5 14.7 18.5 24.1 28.3 Other: 25.9 39.8 43.9 51.5 25.9 38.9 42.8 50.7
Updated November 18, 2011