WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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  :   165,982:    44,616     24,339     29,140     68,507     82,336    142,262    135,815:    23,720     30,168
Old  :   120,545:    35,336     23,849     15,579     51,459     57,781    102,374     97,209:    18,172     23,337
Other:    45,437:    20,851     12,062      1,990     17,048     24,555     39,888     38,606:     5,549      6,831
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :     1,910:      -323      3,402     -2,552      7,306      2,426      4,431      3,276:    -2,520     -1,365
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9       14.7       17.6       41.3       49.6       85.7       81.8:      14.3       18.2
Old  :     100.0:      29.3       19.8       12.9       42.7       47.9       84.9       80.6:      15.1       19.4
Other:     100.0:      45.9       26.5        4.4       37.5       54.0       87.8       85.0:      12.2       15.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       171:        55         30         52         63         60        134        131:
Old  :       158:        45         33         37         55         55        113        114:
Other:       121:        29         20         19         44         43         80         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  :                 12.3       27.0       22.4       35.6       10.7       21.3       19.2       29.5
Old  :                 16.0       24.1       28.0       35.5       14.7       18.5       24.1       28.3
Other:                 25.9       39.8       43.9       51.5       25.9       38.9       42.8       50.7
 
 

Updated November 18, 2011