WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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  :   147,096:    37,993     16,239     27,721     62,869     78,793    128,583    122,753:    18,513     24,343
Old  :    84,959:    33,239     17,541      6,289     32,812     44,819     72,340     68,649:    12,619     16,310
Other:    62,138:    22,045     15,989      4,142     30,057     33,975     56,243     54,105:     5,894      8,033
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2012                      :
     :     3,177:    -1,669       -705      1,346      3,328      2,649      3,006      3,290:       171       -113
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8       11.0       18.8       42.7       53.6       87.4       83.5:      12.6       16.5
Old  :     100.0:      39.1       20.6        7.4       38.6       52.8       85.1       80.8:      14.9       19.2
Other:     100.0:      35.5       25.7        6.7       48.4       54.7       90.5       87.1:       9.5       12.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       163:        50         27         41         63         60        133        115:
Old  :       147:        42         28         26         54         50        109         92:
Other:       124:        31         20         19         47         50         89         79:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.9       30.4       21.9       40.1       11.1       26.5       19.3       34.1
Old  :                 17.8       28.3       30.5       42.0       17.6       27.8       30.3       40.2
Other:                 21.8       42.8       36.9       55.1       20.0       37.2       33.6       49.3
 
 

Updated January 13, 2012