WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, May 31, 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  :   179,600:    58,492     11,247     19,008     77,194    123,592    154,694    153,847:    24,906     25,753
Old  :   168,606:    55,018     11,395     17,244     73,946    117,574    146,208    146,213:    22,398     22,393
Other:    10,994:     4,674      1,052        564      3,248      6,018      8,486      7,634:     2,508      3,360
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :     3,459:       900      2,463        713        826       -142      2,439      3,034:     1,020        425
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6        6.3       10.6       43.0       68.8       86.1       85.7:      13.9       14.3
Old  :     100.0:      32.6        6.8       10.2       43.9       69.7       86.7       86.7:      13.3       13.3
Other:     100.0:      42.5        9.6        5.1       29.5       54.7       77.2       69.4:      22.8       30.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       195:        68         23         47         57         75        148        130:
Old  :       192:        65         25         42         56         74        142        127:
Other:        85:        16         13          6         13         48         32         65:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.6       31.6       30.8       40.8       12.8       24.7       22.0       32.5
Old  :                 20.7       32.4       31.4       42.3       13.9       25.8       23.1       34.0
Other:                 36.7       31.5       50.9       40.8       36.7       31.5       50.2       39.4
 
 

Updated June 3, 2011