WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 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  :   230,873:    69,883      7,728     37,251     91,039    154,781    198,173    199,761:    32,700     31,113
Old  :   146,998:    62,923      7,848     11,888     47,776    110,341    122,587    130,077:    24,411     16,921
Other:    83,875:    23,238     16,157      9,086     43,263     44,441     75,586     69,684:     8,289     14,192
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :     3,125:      -336      1,676      1,043        349       -440      1,055      2,278:     2,069        846
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.3        3.3       16.1       39.4       67.0       85.8       86.5:      14.2       13.5
Old  :     100.0:      42.8        5.3        8.1       32.5       75.1       83.4       88.5:      16.6       11.5
Other:     100.0:      27.7       19.3       10.8       51.6       53.0       90.1       83.1:       9.9       16.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       223:        80         27         62         64         91        165        167:
Old  :       210:        73         28         40         52         81        138        139:
Other:       172:        30         43         31         48         81         98        138:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.3       29.1       26.7       36.5       13.2       24.4       20.2       31.4
Old  :                 13.6       36.6       22.8       45.7       13.4       35.0       22.3       44.0
Other:                 35.1       25.5       49.8       36.6       34.7       23.9       49.4       33.6
 
 

Updated January 7, 2011