WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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  :   152,133:    35,899     17,351     25,167     71,344     83,842    132,410    126,360:    19,723     25,773
Old  :    82,108:    24,931     17,107      7,060     37,023     40,803     69,014     64,970:    13,094     17,138
Other:    70,025:    22,932     12,208      6,144     34,321     43,039     63,397     61,391:     6,629      8,634
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :       840:      -126     -5,421     -2,386      2,703      7,429        190       -379:       649      1,219
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6       11.4       16.5       46.9       55.1       87.0       83.1:      13.0       16.9
Old  :     100.0:      30.4       20.8        8.6       45.1       49.7       84.1       79.1:      15.9       20.9
Other:     100.0:      32.7       17.4        8.8       49.0       61.5       90.5       87.7:       9.5       12.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       158:        44         32         40         63         61        123        121:
Old  :       145:        35         35         27         55         50        104         99:
Other:       114:        27         17         22         48         52         86         80:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.1       31.5       26.7       40.4       11.0       26.0       19.2       33.0
Old  :                 18.4       25.9       30.9       37.7       18.3       24.9       29.1       35.6
Other:                 25.2       45.5       40.1       56.5       18.1       35.7       30.1       45.1
 
 

Updated February 3, 2012