WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, November 28, 2006               
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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  :   118,820:    42,379      5,559     11,403     43,832     72,133     97,614     89,095:    21,206     29,725
Old  :    78,180:    29,005      8,321      1,942     31,041     56,312     61,988     66,575:    16,192     11,605
Other:    40,640:    21,474      5,338      1,361     12,791     15,821     35,626     22,520:     5,014     18,120
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :    -5,793:      -534       -384     -5,165      1,293       -451     -4,406     -6,000:    -1,387        207
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.7        4.7        9.6       36.9       60.7       82.2       75.0:      17.8       25.0
Old  :     100.0:      37.1       10.6        2.5       39.7       72.0       79.3       85.2:      20.7       14.8
Other:     100.0:      52.8       13.1        3.3       31.5       38.9       87.7       55.4:      12.3       44.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       164:        58         18         25         51         64        121         96:
Old  :       152:        58         11         11         38         61        101         80:
Other:       110:        24         19          9         28         51         58         73:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.3       26.2       34.9       36.7       21.4       24.0       30.1       32.5
Old  :                 24.6       38.1       34.8       51.9       24.6       36.1       34.8       49.8
Other:                 43.1       11.6       56.3       18.5       43.1       11.6       55.9       18.3
 
 

Updated December 1, 2006