WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, March 27, 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  :   134,423:    35,697     23,002     15,770     66,006     69,437    117,473    108,209:    16,950     26,214
Old  :    40,841:    14,736     16,961        686     17,553     12,305     32,975     29,952:     7,866     10,889
Other:    93,582:    28,635     13,715      7,410     48,453     57,132     84,498     78,257:     9,084     15,325
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :     1,652:       252          0       -418      7,176      3,262      7,010      2,844:    -5,358     -1,192
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6       17.1       11.7       49.1       51.7       87.4       80.5:      12.6       19.5
Old  :     100.0:      36.1       41.5        1.7       43.0       30.1       80.7       73.3:      19.3       26.7
Other:     100.0:      30.6       14.7        7.9       51.8       61.1       90.3       83.6:       9.7       16.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       155:        37         40         36         55         57        111        120:
Old  :       131:        29         35          8         33         38         65         78:
Other:       130:        30         29          9         52         54         85         89:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.1       31.9       29.0       40.9       12.5       25.8       21.8       33.0
Old  :                 26.6       22.0       39.8       33.4       26.6       21.9       39.8       33.3
Other:                 20.5       42.9       33.2       51.5       14.6       33.3       25.8       39.1
 
 

Updated March 30, 2012