WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 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  :   224,206:    65,709      7,432     35,714     87,262    148,746    188,685    191,892:    35,521     32,315
Old  :   135,375:    54,281      8,698     10,344     46,449     99,628    111,073    118,670:    24,302     16,705
Other:    88,831:    26,924     14,229      9,875     40,813     49,117     77,612     73,222:    11,220     15,610
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2011                     :
     :    -4,997:        -5       -227       -559     -6,933     -4,554     -7,498     -5,341:     2,500        343
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.3        3.3       15.9       38.9       66.3       84.2       85.6:      15.8       14.4
Old  :     100.0:      40.1        6.4        7.6       34.3       73.6       82.0       87.7:      18.0       12.3
Other:     100.0:      30.3       16.0       11.1       45.9       55.3       87.4       82.4:      12.6       17.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       220:        74         27         57         70         91        168        160:
Old  :       206:        69         27         33         62         81        143        132:
Other:       171:        36         34         30         49         79        101        130:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.0       27.4       24.6       35.1       12.7       24.6       20.4       31.5
Old  :                 14.1       34.0       23.3       42.9       13.9       32.5       23.2       41.1
Other:                 30.0       26.6       44.0       37.3       29.5       25.3       43.2       34.4
 
 

Updated January 21, 2011