WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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  :   189,099:    58,348     11,108     25,157     79,663    125,799    163,168    162,064:    25,931     27,034
Old  :   177,988:    54,747     11,229     23,406     76,415    119,746    154,568    154,381:    23,420     23,607
Other:    11,111:     4,679        957        673      3,248      6,053      8,600      7,683:     2,511      3,427
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :     3,002:       885      2,445        850        748       -204      2,482      3,091:       520        -88
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9        5.9       13.3       42.1       66.5       86.3       85.7:      13.7       14.3
Old  :     100.0:      30.8        6.3       13.2       42.9       67.3       86.8       86.7:      13.2       13.3
Other:     100.0:      42.1        8.6        6.1       29.2       54.5       77.4       69.2:      22.6       30.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       197:        65         27         54         62         82        153        144:
Old  :       194:        61         30         50         61         81        147        142:
Other:        85:        19          8         11         13         49         37         66:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.9       30.0       29.9       38.9       12.1       23.5       20.9       30.9
Old  :                 19.9       30.8       30.5       40.2       13.2       24.5       21.9       32.2
Other:                 36.3       31.4       50.3       40.6       36.3       31.4       49.7       39.2
 
 

Updated June 3, 2011