WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 45,076: 15,717 1,068 3,789 13,188 28,471 32,694 33,328: 12,382 11,748
Old : 38,603: 14,085 867 3,497 10,561 24,793 28,143 29,157: 10,461 9,446
Other: 6,473: 1,755 323 170 2,627 3,679 4,551 4,171: 1,922 2,302
: : :
: : Changes in Commitments from: November 15, 2011 :
: -3,768: -1,175 0 205 -1,477 -3,899 -2,447 -3,694: -1,321 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 2.4 8.4 29.3 63.2 72.5 73.9: 27.5 26.1
Old : 100.0: 36.5 2.2 9.1 27.4 64.2 72.9 75.5: 27.1 24.5
Other: 100.0: 27.1 5.0 2.6 40.6 56.8 70.3 64.4: 29.7 35.6
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 18 2 16 26 21 51 39:
Old : 55: 19 2 16 26 20 51 38:
Other: 29: 5 3 2 9 13 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 : 28.4 48.2 41.7 56.5 27.0 47.0 38.8 53.5
Old : 29.5 49.5 42.6 57.8 28.5 48.1 39.8 54.7
Other: 42.6 44.5 65.8 56.7 42.6 44.3 63.6 55.2
Updated November 28, 2011