WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, May 24, 2011                    
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     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
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     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   176,141:    57,592      8,784     18,295     76,368    123,734    152,255    150,813:    23,886     25,328
Old  :   166,407:    54,218      8,749     17,010     73,418    118,405    144,646    144,164:    21,761     22,243
Other:     9,734:     4,314        975        345      2,950      5,329      7,609      6,649:     2,125      3,085
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :     3,162:      -439       -790      2,182        105        546      1,848      1,938:     1,314      1,224
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.7        5.0       10.4       43.4       70.2       86.4       85.6:      13.6       14.4
Old  :     100.0:      32.6        5.3       10.2       44.1       71.2       86.9       86.6:      13.1       13.4
Other:     100.0:      44.3       10.0        3.5       30.3       54.7       78.2       68.3:      21.8       31.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       187:        66         17         42         59         74        142        122:
Old  :       184:        62         19         38         58         73        137        119:
Other:        80:        15         11          6         13         46         31         61:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.3       31.8       31.3       41.3       13.6       25.5       23.0       33.5
Old  :                 20.2       32.6       31.8       42.7       14.6       26.6       24.2       35.0
Other:                 41.6       32.5       57.1       42.2       41.6       32.5       55.5       40.4
 
 

Updated May 27, 2011