WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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  :   137,676:    35,635     22,112     19,168     60,181     68,178    114,984    109,458:    22,692     28,218
Old  :    44,473:    15,907     18,924      1,214     16,149     12,426     33,271     32,564:    11,202     11,910
Other:    93,202:    27,852     11,312      9,829     44,032     55,752     81,713     76,894:    11,490     16,308
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :     1,738:       798     -1,206      1,410     -3,963        -87     -1,755        117:     3,492      1,621
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9       16.1       13.9       43.7       49.5       83.5       79.5:      16.5       20.5
Old  :     100.0:      35.8       42.6        2.7       36.3       27.9       74.8       73.2:      25.2       26.8
Other:     100.0:      29.9       12.1       10.5       47.2       59.8       87.7       82.5:      12.3       17.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       158:        39         40         38         54         61        115        121:
Old  :       133:        33         33         18         33         43         75         85:
Other:       129:        31         25         21         49         55         91         90:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.9       30.5       24.9       39.3       11.7       25.4       20.1       32.5
Old  :                 20.7       22.4       32.2       32.3       20.7       22.2       32.2       32.2
Other:                 19.8       42.9       31.9       51.3       14.5       33.9       25.1       39.6
 
 

Updated March 23, 2012