WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  :   186,096:    57,463      8,663     24,307     78,915    126,004    160,686    158,974:    25,411     27,123
Old  :   176,262:    54,041      8,675     22,973     75,965    120,642    152,979    152,289:    23,283     23,973
Other:     9,834:     4,319        885        438      2,950      5,361      7,707      6,684:     2,128      3,150
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :     3,120:      -205       -886      2,141       -202        377      1,734      1,632:     1,386      1,488
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9        4.7       13.1       42.4       67.7       86.3       85.4:      13.7       14.6
Old  :     100.0:      30.7        4.9       13.0       43.1       68.4       86.8       86.4:      13.2       13.6
Other:     100.0:      43.9        9.0        4.5       30.0       54.5       78.4       68.0:      21.6       32.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       190:        65         19         49         64         81        147        137:
Old  :       187:        60         23         46         63         80        142        135:
Other:        81:        20          7         10         13         47         36         62:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.5       30.1       30.3       39.3       12.8       24.2       21.7       31.8
Old  :                 19.4       30.8       30.7       40.5       13.7       25.2       22.9       33.1
Other:                 41.2       32.4       56.5       42.0       41.2       32.4       54.9       40.2
 
 

Updated May 27, 2011