WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, January 31, 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  :   146,854:    35,661     17,889     21,825     70,074     81,876    127,560    121,590:    19,294     25,264
Old  :    79,268:    25,143     17,292      5,037     36,289     40,032     66,469     62,361:    12,799     16,907
Other:    67,586:    22,918     12,997      4,388     33,785     41,844     61,091     59,229:     6,495      8,357
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :       912:      -412     -5,209     -2,380      3,056      7,292        264       -297:       648      1,209
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       12.2       14.9       47.7       55.8       86.9       82.8:      13.1       17.2
Old  :     100.0:      31.7       21.8        6.4       45.8       50.5       83.9       78.7:      16.1       21.3
Other:     100.0:      33.9       19.2        6.5       50.0       61.9       90.4       87.6:       9.6       12.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       154:        39         35         34         60         58        115        115:
Old  :       143:        33         36         21         51         46         96         92:
Other:       111:        22         20         12         47         49         76         75:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.4       32.6       27.5       41.7       11.3       27.0       19.8       34.3
Old  :                 19.1       26.8       31.8       39.1       18.9       25.8       30.1       37.0
Other:                 26.0       47.2       41.4       58.6       18.7       37.1       31.2       46.8
 
 

Updated February 3, 2012