WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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  :   228,776:    68,275      5,788     37,189     87,582    153,951    193,045    196,928:    35,730     31,848
Old  :   134,280:    54,366      7,276     11,553     44,815     98,860    110,734    117,690:    23,546     16,591
Other:    94,495:    27,985     12,588     11,560     42,767     55,091     82,311     79,238:    12,184     15,257
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :     3,920:       180     -1,089      1,927        899      3,808      3,006      4,645:       914       -725
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.8        2.5       16.3       38.3       67.3       84.4       86.1:      15.6       13.9
Old  :     100.0:      40.5        5.4        8.6       33.4       73.6       82.5       87.6:      17.5       12.4
Other:     100.0:      29.6       13.3       12.2       45.3       58.3       87.1       83.9:      12.9       16.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       220:        77         25         61         69         94        169        164:
Old  :       208:        75         23         35         62         85        147        135:
Other:       173:        37         35         31         50         79        103        130:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.0       28.6       25.5       35.7       12.9       26.0       20.7       31.9
Old  :                 15.2       33.8       24.6       42.7       15.2       33.6       24.4       41.8
Other:                 31.4       29.5       45.9       40.4       30.9       28.7       43.2       36.8
 
 

Updated February 4, 2011