WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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  :   166,400:    61,205     17,385     29,106     54,231     90,812    144,543    137,303:    21,857     29,096
Old  :   134,337:    49,408     18,687     19,298     47,293     74,153    115,999    112,137:    18,338     22,200
Other:    32,063:    19,899      6,801      1,706      6,938     16,659     28,543     25,166:     3,519      6,897
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :     2,604:    -1,018      2,641      1,953         -0     -4,825        935       -232:     1,669      2,835
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.8       10.4       17.5       32.6       54.6       86.9       82.5:      13.1       17.5
Old  :     100.0:      36.8       13.9       14.4       35.2       55.2       86.3       83.5:      13.7       16.5
Other:     100.0:      62.1       21.2        5.3       21.6       52.0       89.0       78.5:      11.0       21.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       178:        51         36         50         57         69        133        136:
Old  :       172:        50         37         39         55         64        122        124:
Other:       111:        23         23         18         30         46         65         76:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.1       26.8       24.0       35.7       11.4       25.1       20.8       32.7
Old  :                 14.4       28.7       26.7       38.2       14.4       26.8       26.7       36.0
Other:                 37.7       35.5       57.1       50.4       37.7       35.0       55.0       49.7
 
 

Updated September 30, 2011