WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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  :   151,294:    36,025     22,772     27,554     68,641     76,413    132,220    126,739:    19,074     24,554
Old  :    83,257:    28,666     22,923      6,975     35,181     37,527     70,821     67,424:    12,435     15,833
Other:    68,037:    22,346     14,837      5,592     33,460     38,886     61,399     59,315:     6,638      8,722
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2012                     :
     :     3,921:    -1,203      3,215        -90      3,964        -52      2,671      3,073:     1,250        849
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8       15.1       18.2       45.4       50.5       87.4       83.8:      12.6       16.2
Old  :     100.0:      34.4       27.5        8.4       42.3       45.1       85.1       81.0:      14.9       19.0
Other:     100.0:      32.8       21.8        8.2       49.2       57.2       90.2       87.2:       9.8       12.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       166:        50         32         46         59         60        129        124:
Old  :       149:        40         34         31         52         48        105        101:
Other:       122:        32         20         23         46         51         90         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  :                 13.8       29.8       23.9       38.7       11.0       25.4       18.9       33.5
Old  :                 17.8       26.0       29.2       39.0       17.8       25.6       29.0       38.6
Other:                 21.8       44.4       36.8       56.2       17.3       37.2       30.1       48.4
 
 

Updated January 27, 2012