WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, December 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  :   137,302:    38,935     20,760     23,794     56,736     69,281    119,465    113,835:    17,837     23,467
Old  :    83,533:    34,226     21,334      4,768     32,363     41,473     71,357     67,575:    12,176     15,958
Other:    53,769:    21,672     16,389      2,063     24,373     27,808     48,108     46,260:     5,661      7,509
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :      -190:    -1,448     -3,019        785        -46      2,461       -709        227:       519       -417
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4       15.1       17.3       41.3       50.5       87.0       82.9:      13.0       17.1
Old  :     100.0:      41.0       25.5        5.7       38.7       49.6       85.4       80.9:      14.6       19.1
Other:     100.0:      40.3       30.5        3.8       45.3       51.7       89.5       86.0:      10.5       14.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       159:        46         26         37         56         54        122        106:
Old  :       145:        44         23         22         46         44         99         82:
Other:       115:        22         24          8         41         45         68         73:
     :----------------------------------------------------------------------------------------------------
     :             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       28.5       22.7       38.5       12.3       26.6       21.5       35.4
Old  :                 19.0       26.1       32.4       39.6       18.8       25.1       31.6       38.0
Other:                 21.9       41.1       37.4       54.2       21.3       38.4       36.7       51.5
 
 

Updated December 30, 2011