WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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  :   174,320:    50,336     13,651     31,286     72,825    103,008    154,447    147,945:    19,872     26,375
Old  :   157,179:    43,768     14,211     26,260     69,932     94,815    139,960    135,285:    17,219     21,894
Other:    17,140:    10,630      3,502        965      2,893      8,193     14,488     12,660:     2,653      4,480
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :      -943:     4,793     -2,373        902     -4,979      2,671        716      1,199:    -1,659     -2,142
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.9        7.8       17.9       41.8       59.1       88.6       84.9:      11.4       15.1
Old  :     100.0:      27.8        9.0       16.7       44.5       60.3       89.0       86.1:      11.0       13.9
Other:     100.0:      62.0       20.4        5.6       16.9       47.8       84.5       73.9:      15.5       26.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       178:        49         34         53         60         73        133        141:
Old  :       174:        48         34         47         59         69        129        132:
Other:        98:        14         22         15         17         51         40         80:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.2       26.7       25.3       35.0       12.8       23.7       21.2       29.6
Old  :                 16.5       28.0       27.4       36.4       14.2       24.9       22.5       30.9
Other:                 54.7       24.5       67.3       35.2       54.7       24.2       66.9       34.8
 
 

Updated July 22, 2011