WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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  :   224,856:    68,095      6,877     35,262     86,682    150,143    190,040    192,283:    34,816     32,573
Old  :   134,620:    54,105      8,274     10,777     46,034     98,172    110,916    117,223:    23,704     17,397
Other:    90,236:    28,289     12,902     10,187     40,649     51,971     79,124     75,060:    11,112     15,176
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2011                     :
     :       649:     2,386       -554       -452       -580      1,397      1,355        391:      -706        258
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.3        3.1       15.7       38.6       66.8       84.5       85.5:      15.5       14.5
Old  :     100.0:      40.2        6.1        8.0       34.2       72.9       82.4       87.1:      17.6       12.9
Other:     100.0:      31.3       14.3       11.3       45.0       57.6       87.7       83.2:      12.3       16.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       215:        75         26         58         67         89        165        157:
Old  :       205:        75         24         31         60         80        145        127:
Other:       167:        35         34         28         47         78         98        126:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.4       27.8       23.9       35.5       12.4       25.7       20.3       32.4
Old  :                 14.7       33.1       23.6       42.4       14.7       33.0       23.6       41.5
Other:                 30.7       28.7       45.4       39.2       30.2       27.9       43.0       36.3
 
 

Updated January 28, 2011