WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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  :   135,919:    35,520     21,791     18,028     65,604     72,025    119,152    111,844:    16,767     24,075
Old  :    52,191:    18,504     18,977        736     24,061     21,019     43,301     40,732:     8,890     11,459
Other:    83,728:    25,941     11,739      8,367     41,543     51,007     75,851     71,112:     7,877     12,616
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :   -11,087:       635      1,316     -5,169     -5,708     -6,062    -10,242     -9,915:      -845     -1,172
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1       16.0       13.3       48.3       53.0       87.7       82.3:      12.3       17.7
Old  :     100.0:      35.5       36.4        1.4       46.1       40.3       83.0       78.0:      17.0       22.0
Other:     100.0:      31.0       14.0       10.0       49.6       60.9       90.6       84.9:       9.4       15.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       154:        35         39         34         56         61        114        115:
Old  :       130:        31         28         17         37         47         74         86:
Other:       126:        30         25         17         49         54         89         86:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.7       31.4       27.3       41.3       11.5       26.3       21.3       34.6
Old  :                 23.6       24.4       36.9       39.8       23.4       24.4       36.6       39.7
Other:                 17.9       43.7       31.7       51.9       14.8       36.9       26.5       42.6
 
 

Updated March 2, 2012