WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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  :   147,372:    37,228     19,558     27,644     64,677     76,465    129,548    123,667:    17,824     23,705
Old  :    82,025:    30,259     19,707      6,677     32,895     40,098     69,831     66,483:    12,194     15,542
Other:    65,348:    22,199     15,081      5,736     31,782     36,367     59,718     57,184:     5,630      8,164
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2012                     :
     :       276:      -766      3,318        -77      1,808     -2,328        965        913:      -690       -638
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       13.3       18.8       43.9       51.9       87.9       83.9:      12.1       16.1
Old  :     100.0:      36.9       24.0        8.1       40.1       48.9       85.1       81.1:      14.9       18.9
Other:     100.0:      34.0       23.1        8.8       48.6       55.7       91.4       87.5:       8.6       12.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       165:        45         37         47         63         61        133        125:
Old  :       147:        32         39         27         55         50        104        100:
Other:       123:        34         18         23         49         50         93         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  :                 12.6       29.6       22.4       38.2       11.1       26.3       19.5       33.6
Old  :                 18.0       26.0       29.9       38.9       18.0       25.5       29.9       37.8
Other:                 20.3       43.1       34.7       55.2       18.1       37.3       31.1       49.3
 
 

Updated January 20, 2012