WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, January 10, 2012                
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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  :   142,039:    38,046     16,778     24,767     61,242     77,011    124,055    118,556:    17,984     23,483
Old  :    82,177:    33,732     17,663      4,449     31,701     44,225     69,882     66,337:    12,295     15,840
Other:    59,862:    22,024     16,825      2,608     29,541     32,786     54,173     52,219:     5,689      7,643
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2012                      :
     :     2,737:    -1,628       -723      1,058      3,133      2,703      2,563      3,038:       174       -301
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8       11.8       17.4       43.1       54.2       87.3       83.5:      12.7       16.5
Old  :     100.0:      41.0       21.5        5.4       38.6       53.8       85.0       80.7:      15.0       19.3
Other:     100.0:      36.8       28.1        4.4       49.3       54.8       90.5       87.2:       9.5       12.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       161:        47         30         39         56         56        125        110:
Old  :       146:        43         27         22         43         47         97         86:
Other:       122:        27         24         10         45         47         79         75:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.3       31.4       22.4       41.3       11.5       27.6       20.0       35.5
Old  :                 18.4       29.2       31.4       43.3       18.2       29.0       31.2       41.9
Other:                 22.6       44.4       38.3       57.2       21.0       38.6       35.1       51.2
 
 

Updated January 13, 2012