WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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  :   166,640:    47,889     21,547     35,129     60,902     81,757    143,920    138,434:    22,720     28,206
Old  :   127,511:    42,076     22,166     19,934     48,514     64,092    110,524    106,191:    16,987     21,319
Other:    39,129:    19,414     12,983      1,594     12,388     17,666     33,396     32,242:     5,733      6,886
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2011                     :
     :      -560:     1,388      1,351     -1,294       -729       -400       -635       -343:        75       -217
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7       12.9       21.1       36.5       49.1       86.4       83.1:      13.6       16.9
Old  :     100.0:      33.0       17.4       15.6       38.0       50.3       86.7       83.3:      13.3       16.7
Other:     100.0:      49.6       33.2        4.1       31.7       45.1       85.3       82.4:      14.7       17.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       178:        52         33         53         64         69        141        138:
Old  :       172:        46         36         40         62         62        128        123:
Other:       120:        25         22         17         39         48         75         77:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.0       24.8       22.0       33.5       10.5       20.8       18.3       29.0
Old  :                 15.6       24.4       27.2       35.5       15.3       19.8       25.6       29.9
Other:                 29.0       36.4       45.9       52.2       29.0       35.8       44.6       51.6
 
 

Updated October 21, 2011