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WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, January 24, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   145,942:    36,073     23,098     24,205     67,018     74,584    127,296    121,887:    18,646     24,055
Old  :    80,535:    29,177     22,943      5,035     34,176     36,973     68,388     64,951:    12,147     15,584
Other:    65,407:    22,296     15,555      3,770     32,842     37,611     58,908     56,936:     6,499      8,471
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2012                     :
     :     4,028:    -1,260      3,433       -171      4,193       -133      2,762      3,129:     1,266        899
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7       15.8       16.6       45.9       51.1       87.2       83.5:      12.8       16.5
Old  :     100.0:      36.2       28.5        6.3       42.4       45.9       84.9       80.6:      15.1       19.4
Other:     100.0:      34.1       23.8        5.8       50.2       57.5       90.1       87.0:       9.9       13.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       163:        45         36         43         55         56        123        118:
Old  :       148:        40         34         27         46         43         98         93:
Other:       119:        28         23         13         44         48         79         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  :                 14.1       30.9       24.7       40.0       11.4       26.4       19.6       34.8
Old  :                 18.4       26.9       30.2       40.3       18.4       26.4       30.0       39.9
Other:                 22.6       46.2       38.2       58.4       18.1       38.8       31.5       50.4
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Updated January 27, 2012