WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, May 29, 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  :   138,459:    36,230     21,951     14,396     70,737     74,847    121,363    111,194:    17,096     27,265
Old  :   134,949:    35,467     22,158     13,991     69,000     72,705    118,458    108,854:    16,491     26,095
Other:     3,510:     1,058         88        110      1,737      2,142      2,905      2,340:       605      1,170
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :       909:       296     -3,726        259     -1,506      2,521       -951       -946:     1,860      1,855
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2       15.9       10.4       51.1       54.1       87.7       80.3:      12.3       19.7
Old  :     100.0:      26.3       16.4       10.4       51.1       53.9       87.8       80.7:      12.2       19.3
Other:     100.0:      30.1        2.5        3.1       49.5       61.0       82.8       66.7:      17.2       33.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       154:        34         44         37         55         58        114        117:
Old  :       154:        34         45         35         55         57        112        116:
Other:        43:         6          7          1         10         24         17         31:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.7       27.3       28.3       37.1       13.9       20.2       23.8       27.0
Old  :                 16.8       27.6       28.7       37.1       14.1       20.8       24.2       26.9
Other:                 56.8       49.0       74.2       57.8       56.6       47.6       73.7       55.3
 
 

Updated June 5, 2012