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WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   139,496:    35,789     22,224     18,774     67,621     71,525    122,184    112,523:    17,312     26,973
Old  :    41,671:    14,777     16,939      1,150     17,808     12,609     33,735     30,698:     7,937     10,973
Other:    97,825:    28,646     12,918      9,991     49,813     58,916     88,450     81,825:     9,375     16,000
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :     1,820:       155        112       -394      7,440      3,347      7,201      3,065:    -5,380     -1,245
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7       15.9       13.5       48.5       51.3       87.6       80.7:      12.4       19.3
Old  :     100.0:      35.5       40.6        2.8       42.7       30.3       81.0       73.7:      19.0       26.3
Other:     100.0:      29.3       13.2       10.2       50.9       60.2       90.4       83.6:       9.6       16.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       158:        39         39         42         58         60        120        124:
Old  :       132:        27         38         19         35         42         73         88:
Other:       134:        33         27         19         54         57         97         93:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.4       30.8       27.9       40.0       12.0       24.9       21.0       31.8
Old  :                 26.1       21.5       39.0       32.9       26.1       21.4       39.0       32.7
Other:                 19.6       41.1       31.8       49.4       14.0       31.8       24.7       37.3
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Updated March 30, 2012