WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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  :   166,886:    46,960     20,664     33,836     62,591     82,594    143,387    137,094:    23,500     29,792
Old  :   123,295:    39,471     21,576     18,199     47,777     60,928    105,447    100,703:    17,849     22,592
Other:    43,591:    21,210     12,808      1,917     14,813     21,666     37,940     36,391:     5,651      7,200
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :     2,710:       383        125        840      1,089        514      2,312      1,479:       398      1,230
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1       12.4       20.3       37.5       49.5       85.9       82.1:      14.1       17.9
Old  :     100.0:      32.0       17.5       14.8       38.8       49.4       85.5       81.7:      14.5       18.3
Other:     100.0:      48.7       29.4        4.4       34.0       49.7       87.0       83.5:      13.0       16.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       176:        57         30         59         63         66        141        141:
Old  :       168:        50         34         44         59         60        125        126:
Other:       119:        27         22         19         42         44         79         76:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.7       25.1       21.8       33.3       10.2       21.1       18.0       27.7
Old  :                 15.7       23.4       27.7       34.1       15.0       18.6       25.5       27.4
Other:                 27.1       37.9       44.7       51.4       27.1       37.4       44.0       50.9
 
 

Updated November 10, 2011