WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 48,844: 16,892 1,068 3,584 14,665 32,371 35,141 37,023: 13,704 11,822 Old : 42,553: 15,319 867 3,263 12,035 28,653 30,617 32,783: 11,936 9,770 Other: 6,291: 1,887 515 7 2,630 3,718 4,524 4,240: 1,768 2,051 : : : : : Changes in Commitments from: November 8, 2011 : : -800: 1,682 10 -532 -787 -118 363 -641: -1,163 -159 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.6 2.2 7.3 30.0 66.3 71.9 75.8: 28.1 24.2 Old : 100.0: 36.0 2.0 7.7 28.3 67.3 72.0 77.0: 28.0 23.0 Other: 100.0: 30.0 8.2 0.1 41.8 59.1 71.9 67.4: 28.1 32.6 : : : :# Traders : Number of Traders in Each Category : All : 55: 21 2 17 25 21 52 40: Old : 55: 24 2 16 24 20 51 38: Other: 29: 5 5 1 10 12 15 18: :---------------------------------------------------------------------------------------------------- : 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 : 27.1 48.6 40.9 58.1 25.2 43.3 36.8 50.5 Old : 28.2 49.1 42.6 58.8 26.4 43.4 37.1 51.2 Other: 45.5 45.5 68.8 59.2 45.5 42.5 63.8 54.1
Updated November 18, 2011