WHEAT - KANSAS CITY BOARD OF TRADE Code-001612 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 139,021: 42,326 25,174 21,693 57,471 67,928 121,491 114,796: 17,531 24,226 Old : 89,828: 32,553 24,016 6,925 38,438 41,953 77,915 72,894: 11,913 16,934 Other: 49,193: 21,539 12,925 3,002 19,034 25,975 43,575 41,902: 5,618 7,291 : : : : : Changes in Commitments from: November 22, 2011 : : -17,554: 150 -687 -4,875 -8,543 -7,542 -13,268 -13,104: -4,286 -4,450 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.4 18.1 15.6 41.3 48.9 87.4 82.6: 12.6 17.4 Old : 100.0: 36.2 26.7 7.7 42.8 46.7 86.7 81.1: 13.3 18.9 Other: 100.0: 43.8 26.3 6.1 38.7 52.8 88.6 85.2: 11.4 14.8 : : : :# Traders : Number of Traders in Each Category : All : 163: 47 28 37 63 56 129 111: Old : 147: 43 28 25 55 47 106 92: Other: 118: 27 21 17 41 43 78 72: :---------------------------------------------------------------------------------------------------- : 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 : 13.0 26.2 23.9 36.4 12.1 25.2 22.5 35.3 Old : 18.2 22.5 31.0 36.3 17.7 22.2 29.3 36.0 Other: 22.8 40.6 39.5 52.8 22.3 38.2 38.5 50.4
Updated December 2, 2011