WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   182,522:    52,974     10,396     25,234     80,724    115,859    158,932    151,489:    23,590     31,033
Old  :   168,139:    46,494     10,713     21,507     78,433    109,333    146,434    141,553:    21,705     26,586
Other:    14,383:     9,281      2,485        925      2,291      6,526     12,498      9,936:     1,885      4,447
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :    -3,404:    -3,255       -752        687        368     -4,508     -2,200     -4,573:    -1,204      1,170
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0        5.7       13.8       44.2       63.5       87.1       83.0:      12.9       17.0
Old  :     100.0:      27.7        6.4       12.8       46.6       65.0       87.1       84.2:      12.9       15.8
Other:     100.0:      64.5       17.3        6.4       15.9       45.4       86.9       69.1:      13.1       30.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       181:        55         29         57         68         77        148        143:
Old  :       179:        54         32         49         67         75        142        137:
Other:        91:        15         20         12         14         48         37         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  :                 19.1       29.3       29.6       38.7       10.8       22.0       19.8       28.5
Old  :                 20.5       30.4       31.2       40.2       11.7       22.7       20.3       29.8
Other:                 54.4       27.2       67.5       37.5       54.4       27.2       66.2       36.1
 
 

Updated June 24, 2011