WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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  :   205,202:    59,521      7,807     36,762     74,152    131,446    170,435    176,015:    34,767     29,187
Old  :    94,716:    44,265      8,909      3,127     31,191     72,813     78,584     84,849:    16,132      9,867
Other:   110,486:    33,860     17,503     15,029     42,961     58,633     91,851     91,166:    18,635     19,320
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2011                    :
     :   -13,339:    -2,186       -281     -1,024    -10,045     -8,665    -13,255     -9,969:       -85     -3,371
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0        3.8       17.9       36.1       64.1       83.1       85.8:      16.9       14.2
Old  :     100.0:      46.7        9.4        3.3       32.9       76.9       83.0       89.6:      17.0       10.4
Other:     100.0:      30.6       15.8       13.6       38.9       53.1       83.1       82.5:      16.9       17.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       208:        73         23         55         65         86        161        148:
Old  :       184:        63         22         17         45         73        113        107:
Other:       177:        39         36         42         55         77        124        129:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.4       26.7       26.0       35.2       13.1       25.3       22.1       31.3
Old  :                 21.0       39.8       31.3       48.6       20.9       39.5       31.3       48.3
Other:                 24.9       25.4       37.0       35.2       23.7       25.0       34.1       34.4
 
 

Updated March 4, 2011