WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 44,424: 10,793 1,413 5,957 15,034 26,081 31,783 33,450: 12,641 10,974 Old : 40,772: 10,106 1,347 5,783 13,775 23,905 29,664 31,034: 11,108 9,737 Other: 3,652: 819 198 42 1,259 2,176 2,120 2,416: 1,533 1,236 : : : : : Changes in Commitments from: September 20, 2011 : : 1,284: -540 138 -11 1,472 1,159 921 1,286: 363 -2 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.3 3.2 13.4 33.8 58.7 71.5 75.3: 28.5 24.7 Old : 100.0: 24.8 3.3 14.2 33.8 58.6 72.8 76.1: 27.2 23.9 Other: 100.0: 22.4 5.4 1.1 34.5 59.6 58.0 66.1: 42.0 33.9 : : : :# Traders : Number of Traders in Each Category : All : 56: 16 7 17 23 20 48 41: Old : 56: 17 8 17 21 19 46 40: Other: 24: 5 2 2 9 10 15 13: :---------------------------------------------------------------------------------------------------- : 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 : 24.6 48.6 38.2 56.0 24.5 44.6 35.9 49.4 Old : 25.7 48.6 39.5 56.5 25.6 44.3 37.5 49.2 Other: 38.2 52.0 53.6 62.8 38.2 51.7 53.6 62.5
Updated September 30, 2011