WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, January 3, 2012                 
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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  :   139,302:    39,674     17,501     23,709     58,109     74,308    121,492    115,518:    17,810     23,784
Old  :    84,085:    35,505     18,677      4,406     31,829     44,885     71,740     67,968:    12,345     16,117
Other:    55,217:    21,264     15,919      2,208     26,280     29,423     49,752     47,550:     5,465      7,667
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :     2,000:       739     -3,259        -85      1,373      5,027      2,027      1,683:       -27        317
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5       12.6       17.0       41.7       53.3       87.2       82.9:      12.8       17.1
Old  :     100.0:      42.2       22.2        5.2       37.9       53.4       85.3       80.8:      14.7       19.2
Other:     100.0:      38.5       28.8        4.0       47.6       53.3       90.1       86.1:       9.9       13.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       159:        49         28         37         55         54        121        107:
Old  :       144:        41         27         23         46         46         98         86:
Other:       117:        25         25          8         40         45         70         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  :                 12.5       29.8       22.4       39.4       12.1       27.4       21.2       35.2
Old  :                 19.0       28.1       33.2       41.8       18.9       28.1       32.9       41.2
Other:                 21.5       41.4       37.6       55.4       20.6       36.7       35.8       50.6
 
 

Updated January 6, 2012