WHEAT - KANSAS CITY BOARD OF TRADE Code-001612 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 156,575: 42,176 25,861 26,568 66,015 75,471 134,759 127,899: 21,817 28,676 Old : 108,932: 33,036 24,756 12,344 47,310 49,654 92,689 86,754: 16,243 22,179 Other: 47,643: 19,965 11,930 3,399 18,705 25,816 42,069 41,146: 5,573 6,497 : : : : : Changes in Commitments from: November 15, 2011 : : -9,407: -2,440 1,521 -2,572 -2,492 -6,865 -7,504 -7,915: -1,904 -1,492 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.9 16.5 17.0 42.2 48.2 86.1 81.7: 13.9 18.3 Old : 100.0: 30.3 22.7 11.3 43.4 45.6 85.1 79.6: 14.9 20.4 Other: 100.0: 41.9 25.0 7.1 39.3 54.2 88.3 86.4: 11.7 13.6 : : : :# Traders : Number of Traders in Each Category : All : 167: 48 36 43 63 59 131 123: Old : 153: 40 36 31 55 53 109 108: Other: 117: 24 21 18 44 44 80 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 : 12.7 25.7 23.0 34.9 11.1 21.7 20.3 30.6 Old : 16.5 22.5 28.5 34.5 15.5 18.4 25.3 29.4 Other: 23.0 40.1 40.3 51.7 23.0 37.8 39.7 49.2
Updated November 28, 2011