WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, September 20, 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  :   156,971:    63,762     14,615     22,069     51,630     94,726    137,461    131,410:    19,510     25,561
Old  :   127,697:    52,051     16,376     12,880     46,257     78,740    111,188    107,996:    16,509     19,701
Other:    29,274:    20,192      6,720        708      5,373     15,986     26,273     23,414:     3,001      5,860
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2011                   :
     :     2,660:     1,175      4,918      3,020       -549     -6,217      3,646      1,721:      -986        939
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.6        9.3       14.1       32.9       60.3       87.6       83.7:      12.4       16.3
Old  :     100.0:      40.8       12.8       10.1       36.2       61.7       87.1       84.6:      12.9       15.4
Other:     100.0:      69.0       23.0        2.4       18.4       54.6       89.7       80.0:      10.3       20.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       181:        60         27         47         52         70        123        136:
Old  :       175:        56         28         30         50         64        112        117:
Other:       112:        17         30          8         23         47         46         80:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.2       30.8       26.1       39.5       12.4       30.2       23.0       37.5
Old  :                 15.6       33.1       29.1       42.0       15.5       32.6       29.0       41.4
Other:                 42.1       37.9       61.2       53.8       42.1       37.0       60.6       52.9
 
 

Updated September 23, 2011