WHEAT - KANSAS CITY BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      141,900
COMMITMENTS
  38,826   20,294   26,398   58,293   71,092  123,518  117,784   18,382   24,117

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:       -386)
  -1,279   -3,146      705     -395    2,506     -969       64      583     -451

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.4     14.3     18.6     41.1     50.1     87.0     83.0     13.0     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      52       21       38       60       58      128      110


Updated December 30, 2011