WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 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  :   140,819:    41,454      5,912     26,699     48,434     77,013    116,587    109,623:    24,231     31,196
Old  :    98,853:    29,964     10,072     14,183     35,370     61,046     79,517     85,301:    19,336     13,552
Other:    41,965:    21,087      5,436      2,919     13,064     15,967     37,070     24,322:     4,895     17,644
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2006                    :
     :    -2,201:     3,723       -704       -960     -3,128      1,418       -365       -247:    -1,836     -1,955
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4        4.2       19.0       34.4       54.7       82.8       77.8:      17.2       22.2
Old  :     100.0:      30.3       10.2       14.3       35.8       61.8       80.4       86.3:      19.6       13.7
Other:     100.0:      50.2       13.0        7.0       31.1       38.0       88.3       58.0:      11.7       42.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       185:        67         22         41         65         73        147        124:
Old  :       175:        64         19         29         58         71        134        110:
Other:       119:        24         25         17         31         53         65         85:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.1       21.6       30.6       31.4       17.7       19.4       25.0       26.5
Old  :                 18.7       29.2       27.7       42.0       18.7       27.0       26.6       37.5
Other:                 41.7       11.1       54.1       18.0       41.7       10.9       54.0       17.1
 
 

Updated November 27, 2006