WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 49,645: 15,210 1,058 4,116 15,452 32,489 34,778 37,663: 14,867 11,981
Old : 43,547: 14,635 857 3,488 12,931 28,931 31,054 33,276: 12,493 10,271
Other: 6,098: 1,048 674 155 2,521 3,558 3,724 4,387: 2,374 1,710
: : :
: : Changes in Commitments from: November 1, 2011 :
: 5,496: 2,521 -62 784 -157 2,250 3,148 2,972: 2,349 2,524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 2.1 8.3 31.1 65.4 70.1 75.9: 29.9 24.1
Old : 100.0: 33.6 2.0 8.0 29.7 66.4 71.3 76.4: 28.7 23.6
Other: 100.0: 17.2 11.1 2.5 41.3 58.4 61.1 72.0: 38.9 28.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 17 2 19 24 21 50 41:
Old : 52: 20 2 18 24 20 50 39:
Other: 29: 5 6 2 9 12 15 19:
:----------------------------------------------------------------------------------------------------
: 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 : 27.0 47.3 40.7 57.0 23.5 42.0 34.6 48.6
Old : 29.2 48.4 43.5 57.6 26.5 42.1 36.3 49.3
Other: 39.5 46.6 57.2 60.7 37.8 41.4 50.6 52.8
Updated November 14, 2011