WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :   160,051:    63,333      8,204     22,849     53,105    105,448    139,287    136,501:    20,764     23,550
Old  :   135,148:    50,883      7,987     17,088     49,089     92,047    117,059    117,122:    18,088     18,026
Other:    24,904:    17,282      5,049        929      4,017     13,402     22,228     19,379:     2,676      5,524
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2011                      :
     :    -9,756:       475       -837     -5,199     -3,184     -2,482     -7,909     -8,519:    -1,848     -1,238
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.6        5.1       14.3       33.2       65.9       87.0       85.3:      13.0       14.7
Old  :     100.0:      37.6        5.9       12.6       36.3       68.1       86.6       86.7:      13.4       13.3
Other:     100.0:      69.4       20.3        3.7       16.1       53.8       89.3       77.8:      10.7       22.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       186:        58         27         51         55         75        138        137:
Old  :       180:        59         27         40         54         70        130        123:
Other:       115:        24         23         14         24         52         57         81:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.7       33.4       24.7       42.4       12.1       31.3       22.3       39.2
Old  :                 16.1       36.6       29.1       45.8       15.6       34.3       27.6       43.4
Other:                 44.2       34.5       62.9       46.4       44.2       34.5       62.8       46.1
 
 

Updated September 9, 2011