WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 2012                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   143,920:    39,662     16,945     26,374     59,541     76,145    125,577    119,464:    18,343     24,456
Old  :    86,730:    35,238     18,651      5,989     32,801     45,584     74,028     70,224:    12,702     16,506
Other:    57,190:    21,293     15,163      3,516     26,740     30,561     51,549     49,240:     5,640      7,950
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :     2,020:       836     -3,349        -24      1,247      5,053      2,060      1,680:       -40        339
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6       11.8       18.3       41.4       52.9       87.3       83.0:      12.7       17.0
Old  :     100.0:      40.6       21.5        6.9       37.8       52.6       85.4       81.0:      14.6       19.0
Other:     100.0:      37.2       26.5        6.1       46.8       53.4       90.1       86.1:       9.9       13.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       161:        52         25         39         59         58        126        112:
Old  :       145:        39         29         26         53         49        106         91:
Other:       119:        32         18         17         42         48         80         77:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.1       28.9       21.8       38.3       11.7       26.3       20.6       33.9
Old  :                 18.5       27.4       32.3       40.6       18.5       27.0       32.0       39.7
Other:                 20.8       39.9       36.3       53.5       19.8       35.5       34.4       48.9
 
 

Updated January 6, 2012