WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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  :   163,796:    62,223     14,745     27,153     54,232     95,637    143,608    137,535:    20,188     26,261
Old  :   133,693:    50,155     16,498     17,681     48,688     79,258    116,525    113,438:    17,168     20,255
Other:    30,104:    20,197      6,376      1,342      5,543     16,379     27,083     24,097:     3,020      6,006
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2011                   :
     :     3,651:     1,360      5,026      3,489       -324     -5,870      4,525      2,645:      -874      1,006
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.0        9.0       16.6       33.1       58.4       87.7       84.0:      12.3       16.0
Old  :     100.0:      37.5       12.3       13.2       36.4       59.3       87.2       84.8:      12.8       15.2
Other:     100.0:      67.1       21.2        4.5       18.4       54.4       90.0       80.0:      10.0       20.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       182:        57         30         49         58         72        130        139:
Old  :       176:        53         32         37         56         67        119        126:
Other:       112:        22         25         18         25         47         58         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  :                 13.8       29.6       25.2       37.9       11.9       28.5       21.9       35.5
Old  :                 15.0       31.7       28.0       40.1       14.8       30.6       27.7       39.1
Other:                 40.9       36.8       60.0       52.3       40.9       36.0       58.9       51.3
 
 

Updated September 23, 2011