Railcar or “track” delivery is an alternative delivery mechanism considered by the Kansas City Board of Trade in 2010 to help bring about cash-futures convergence. Track delivery would provide an alternative way to physically deliver wheat via railroad cars without relying on the issuance of warehouse receipts from delivery point elevators. This study shows that during the May 2010 through February 2011 period profitable opportunities to deliver wheat on KCBT futures existed from selected Kansas, Oklahoma and Nebraska grain elevator locations where basis was wider than rail transportation and grain elevator handling costs. Barriers to adoption of track delivery include timely, seasonal delivery of railcars from country locations to delivery locations in Kansas City and availability of railcar-weighing scales for determination of weights and measures at country elevator locations. The niche for railcar track delivery is that it could provide an extreme punitive outer bound for wheat basis levels, defining an outer limit on hard red winter wheat cash-futures price differentials.