WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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  :   164,177:    46,577     20,539     32,996     61,502     82,079    141,075    135,615:    23,102     28,562
Old  :   122,796:    39,889     21,018     17,872     47,380     62,364    105,141    101,254:    17,655     21,542
Other:    41,381:    20,330     13,164      1,482     14,122     19,716     35,934     34,361:     5,447      7,020
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2011                     :
     :    -2,463:    -1,312     -1,009     -2,133        600        322     -2,845     -2,819:       382        356
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4       12.5       20.1       37.5       50.0       85.9       82.6:      14.1       17.4
Old  :     100.0:      32.5       17.1       14.6       38.6       50.8       85.6       82.5:      14.4       17.5
Other:     100.0:      49.1       31.8        3.6       34.1       47.6       86.8       83.0:      13.2       17.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       174:        49         36         54         63         68        137        139:
Old  :       167:        43         38         41         58         61        120        124:
Other:       115:        24         19         18         40         47         74         75:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.2       25.8       21.9       34.4       10.6       21.5       18.4       29.0
Old  :                 15.9       24.9       28.2       36.3       15.7       19.9       26.6       29.5
Other:                 27.0       37.3       45.1       52.1       27.0       36.7       44.5       51.5
 
 

Updated October 28, 2011