WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, December 20, 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  :   137,492:    40,383     23,779     23,009     56,782     66,820    120,174    113,608:    17,318     23,884
Old  :    84,631:    34,419     23,532      4,848     33,863     39,847     73,130     68,227:    11,501     16,404
Other:    52,861:    22,312     16,595      1,813     22,919     26,973     47,044     45,381:     5,817      7,480
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2011                    :
     :      -292:    -3,594     -1,443        435      2,411        187       -748       -821:       456        529
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4       17.3       16.7       41.3       48.6       87.4       82.6:      12.6       17.4
Old  :     100.0:      40.7       27.8        5.7       40.0       47.1       86.4       80.6:      13.6       19.4
Other:     100.0:      42.2       31.4        3.4       43.4       51.0       89.0       85.8:      11.0       14.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       158:        47         26         35         56         56        120        107:
Old  :       144:        45         22         18         46         45         97         80:
Other:       114:        23         23          7         41         44         67         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  :                 12.5       28.0       23.0       38.2       12.2       26.5       21.4       36.0
Old  :                 18.9       24.3       32.1       39.1       18.5       23.5       31.3       37.9
Other:                 22.3       41.5       37.3       54.5       21.8       39.4       36.7       52.4
 
 

Updated December 23, 2011