WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, February 28, 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  :   132,029:    35,480     22,628     15,534     64,590     70,341    115,604    108,503:    16,425     23,526
Old  :    51,341:    18,370     19,086        297     23,901     20,624     42,568     40,007:     8,773     11,334
Other:    80,688:    25,921     12,353      6,426     40,689     49,717     73,036     68,496:     7,652     12,192
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :    -9,357:       307      1,916     -4,078     -4,801     -5,916     -8,572     -8,078:      -785     -1,279
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9       17.1       11.8       48.9       53.3       87.6       82.2:      12.4       17.8
Old  :     100.0:      35.8       37.2        0.6       46.6       40.2       82.9       77.9:      17.1       22.1
Other:     100.0:      32.1       15.3        8.0       50.4       61.6       90.5       84.9:       9.5       15.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       152:        34         39         28         53         58        105        111:
Old  :       129:        26         32          9         36         45         66         82:
Other:       122:        26         28          8         45         51         76         82:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.1       32.2       28.1       42.3       11.9       27.2       21.9       35.5
Old  :                 24.0       24.8       37.5       40.3       23.8       24.8       37.2       40.2
Other:                 18.5       45.3       32.8       53.7       15.3       38.4       27.5       44.3
 
 

Updated March 2, 2012