WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, September 27, 2011              
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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  :   158,592:    62,994     17,244     23,288     50,974     89,579    137,256    130,111:    21,336     28,481
Old  :   127,695:    51,587     18,552     13,908     44,356     73,498    109,851    105,958:    17,844     21,737
Other:    30,897:    19,882      7,167        905      6,618     16,081     27,405     24,153:     3,492      6,744
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :     1,621:      -768      2,629      1,219       -656     -5,147       -205     -1,299:     1,826      2,920
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.7       10.9       14.7       32.1       56.5       86.5       82.0:      13.5       18.0
Old  :     100.0:      40.4       14.5       10.9       34.7       57.6       86.0       83.0:      14.0       17.0
Other:     100.0:      64.3       23.2        2.9       21.4       52.0       88.7       78.2:      11.3       21.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       177:        57         29         48         53         66        127        132:
Old  :       171:        53         33         29         49         61        114        112:
Other:       110:        21         25          9         28         45         54         75:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.6       28.1       24.9       37.4       11.9       26.9       21.8       34.8
Old  :                 14.9       30.2       27.7       40.1       14.9       28.8       27.7       38.5
Other:                 39.1       36.9       58.5       52.3       39.1       36.3       57.4       51.7
 
 

Updated September 30, 2011