WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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  :   156,575:    42,176     25,861     26,568     66,015     75,471    134,759    127,899:    21,817     28,676
Old  :   108,932:    33,036     24,756     12,344     47,310     49,654     92,689     86,754:    16,243     22,179
Other:    47,643:    19,965     11,930      3,399     18,705     25,816     42,069     41,146:     5,573      6,497
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :    -9,407:    -2,440      1,521     -2,572     -2,492     -6,865     -7,504     -7,915:    -1,904     -1,492
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9       16.5       17.0       42.2       48.2       86.1       81.7:      13.9       18.3
Old  :     100.0:      30.3       22.7       11.3       43.4       45.6       85.1       79.6:      14.9       20.4
Other:     100.0:      41.9       25.0        7.1       39.3       54.2       88.3       86.4:      11.7       13.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       167:        48         36         43         63         59        131        123:
Old  :       153:        40         36         31         55         53        109        108:
Other:       117:        24         21         18         44         44         80         73:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.7       25.7       23.0       34.9       11.1       21.7       20.3       30.6
Old  :                 16.5       22.5       28.5       34.5       15.5       18.4       25.3       29.4
Other:                 23.0       40.1       40.3       51.7       23.0       37.8       39.7       49.2
 
 

Updated November 28, 2011