WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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  :   173,203:    47,462     14,634     28,504     76,112    102,738    152,078    145,876:    21,126     27,327
Old  :   157,703:    42,666     15,352     23,281     73,338     95,964    139,284    134,596:    18,419     23,107
Other:    15,500:     9,286      3,773        733      2,774      6,774     12,793     11,280:     2,707      4,220
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :       996:    -2,007      1,656      4,399        562     -2,748      2,953      3,306:    -1,957     -2,310
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4        8.4       16.5       43.9       59.3       87.8       84.2:      12.2       15.8
Old  :     100.0:      27.1        9.7       14.8       46.5       60.9       88.3       85.3:      11.7       14.7
Other:     100.0:      59.9       24.3        4.7       17.9       43.7       82.5       72.8:      17.5       27.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       170:        50         28         48         58         67        131        125:
Old  :       168:        51         28         43         57         64        127        119:
Other:        91:        15         18         14         16         47         37         74:
     :----------------------------------------------------------------------------------------------------
     :             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       27.2       26.8       37.0       12.4       23.1       20.8       31.0
Old  :                 18.0       28.4       29.1       39.0       13.5       24.1       21.7       32.4
Other:                 52.3       26.3       66.1       37.0       52.3       26.2       65.6       36.3
 
 

Updated July 8, 2011