WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 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  :   218,541:    61,707      8,088     37,786     84,197    140,111    183,690    185,984:    34,852     32,558
Old  :   110,183:    47,003      8,732      6,269     38,703     81,985     91,975     96,986:    18,208     13,197
Other:   108,358:    32,331     16,983     13,890     45,494     58,126     91,715     88,998:    16,644     19,360
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :    -8,654:    -4,274     -1,073      1,199     -1,973     -6,467     -5,048     -6,341:    -3,606     -2,313
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2        3.7       17.3       38.5       64.1       84.1       85.1:      15.9       14.9
Old  :     100.0:      42.7        7.9        5.7       35.1       74.4       83.5       88.0:      16.5       12.0
Other:     100.0:      29.8       15.7       12.8       42.0       53.6       84.6       82.1:      15.4       17.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       217:        76         25         64         67         86        174        156:
Old  :       197:        66         30         34         55         78        140        125:
Other:       179:        46         34         42         54         75        124        131:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.5       26.6       25.6       34.7       13.7       24.8       22.3       31.2
Old  :                 18.4       36.4       27.4       45.7       18.1       35.3       27.1       43.8
Other:                 25.8       26.6       38.9       36.5       24.7       26.3       35.5       35.5
 
 

Updated February 25, 2011