WHEAT - KANSAS CITY BOARD OF TRADE Code-001612 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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 : 140,933: 44,296 25,240 23,425 56,206 68,031 123,927 116,696: 17,006 24,237 Old : 88,991: 33,835 23,833 7,496 35,801 41,044 77,133 72,374: 11,859 16,617 Other: 51,942: 23,845 14,791 2,545 20,405 26,987 46,795 44,322: 5,147 7,619 : : : : : Changes in Commitments from: November 29, 2011 : : 1,912: 1,970 66 1,732 -1,265 103 2,437 1,901: -525 11 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.4 17.9 16.6 39.9 48.3 87.9 82.8: 12.1 17.2 Old : 100.0: 38.0 26.8 8.4 40.2 46.1 86.7 81.3: 13.3 18.7 Other: 100.0: 45.9 28.5 4.9 39.3 52.0 90.1 85.3: 9.9 14.7 : : : :# Traders : Number of Traders in Each Category : All : 164: 53 26 35 60 59 126 112: Old : 148: 42 28 22 53 51 104 92: Other: 117: 30 19 17 41 45 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 : 12.0 27.1 22.9 36.9 11.7 26.1 21.3 35.6 Old : 18.1 22.4 30.9 36.6 17.5 22.3 30.1 36.2 Other: 22.1 41.4 37.9 53.8 21.6 39.2 36.9 51.6
Updated December 9, 2011