WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, November 22, 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  :   147,341:    44,084     26,024     19,741     62,265     73,576    126,090    119,341:    21,251     28,000
Old  :   101,740:    35,416     24,817      6,368     44,173     48,862     85,957     80,047:    15,783     21,693
Other:    45,601:    19,914     12,453      2,127     18,092     24,714     40,133     39,294:     5,468      6,307
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :    -9,788:    -2,108      1,612     -2,886     -2,856     -7,044     -7,850     -8,318:    -1,938     -1,470
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9       17.7       13.4       42.3       49.9       85.6       81.0:      14.4       19.0
Old  :     100.0:      34.8       24.4        6.3       43.4       48.0       84.5       78.7:      15.5       21.3
Other:     100.0:      43.7       27.3        4.7       39.7       54.2       88.0       86.2:      12.0       13.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       165:        50         32         40         60         54        127        116:
Old  :       152:        43         33         22         52         47        105         94:
Other:       115:        20         25          8         42         42         68         71:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.3       27.3       24.2       37.0       11.6       23.2       21.4       32.6
Old  :                 17.4       24.0       29.8       36.9       16.2       19.7       26.8       31.6
Other:                 24.1       41.9       41.5       53.9       24.1       39.4       41.5       51.4
 
 

Updated November 28, 2011