WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   126,006:    42,048      5,690     15,212     46,432     74,360    103,692     95,262:    22,313     30,744
Old  :    83,417:    27,847      8,491      5,157     33,425     57,716     66,429     71,364:    16,987     12,053
Other:    42,589:    21,508      4,505      2,748     13,007     16,644     37,263     23,898:     5,326     18,691
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :   -14,813:       593       -222    -11,487     -2,002     -2,652    -12,895    -14,361:    -1,918       -452
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.4        4.5       12.1       36.8       59.0       82.3       75.6:      17.7       24.4
Old  :     100.0:      33.4       10.2        6.2       40.1       69.2       79.6       85.6:      20.4       14.4
Other:     100.0:      50.5       10.6        6.5       30.5       39.1       87.5       56.1:      12.5       43.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       166:        56         21         29         57         68        128        104:
Old  :       155:        56         13         19         49         64        113         90:
Other:       113:        23         21         14         30         52         63         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  :                 23.8       24.9       33.0       35.1       20.2       22.4       28.4       30.4
Old  :                 23.0       35.9       32.6       49.0       23.0       33.4       32.6       46.2
Other:                 41.1       11.2       53.8       18.3       41.1       11.1       53.2       17.7
 
 

Updated December 1, 2006