WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 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  :   141,900:    38,826     20,294     26,398     58,293     71,092    123,518    117,784:    18,382     24,117
Old  :    86,065:    33,823     21,336      6,303     33,399     42,099     73,525     69,738:    12,540     16,327
Other:    55,835:    21,713     15,668      3,386     24,894     28,992     49,993     48,046:     5,842      7,789
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :      -386:    -1,279     -3,146        705       -395      2,506       -969         64:       583       -451
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4       14.3       18.6       41.1       50.1       87.0       83.0:      13.0       17.0
Old  :     100.0:      39.3       24.8        7.3       38.8       48.9       85.4       81.0:      14.6       19.0
Other:     100.0:      38.9       28.1        6.1       44.6       51.9       89.5       86.0:      10.5       14.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       162:        52         21         38         60         58        128        110:
Old  :       147:        44         24         25         52         49        107         89:
Other:       117:        28         18         17         43         48         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  :                 12.2       27.7       22.1       37.4       11.9       25.6       20.8       34.1
Old  :                 18.6       25.4       31.6       38.5       18.4       24.2       30.8       36.7
Other:                 21.0       39.6       36.0       52.2       20.5       36.9       35.2       49.6
 
 

Updated December 30, 2011