WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 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  :   123,238:    37,447      8,106     15,579     47,383     68,372    100,409     92,057:    22,829     31,181
Old  :    77,313:    21,482     10,011      5,813     33,211     48,966     60,506     64,790:    16,808     12,523
Other:    45,925:    22,533      4,662      3,198     14,172     19,406     39,903     27,266:     6,022     18,659
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2006                    :
     :     1,217:     1,810      1,135        -50       -305       -490      1,455        595:      -238        622
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4        6.6       12.6       38.4       55.5       81.5       74.7:      18.5       25.3
Old  :     100.0:      27.8       12.9        7.5       43.0       63.3       78.3       83.8:      21.7       16.2
Other:     100.0:      49.1       10.2        7.0       30.9       42.3       86.9       59.4:      13.1       40.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       161:        53         21         28         60         66        124        104:
Old  :       145:        46         14         20         53         60        105         89:
Other:       113:        26         21         16         30         51         66         78:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.3       25.1       34.5       34.8       20.5       21.9       29.5       29.0
Old  :                 24.0       38.7       35.3       49.9       24.0       36.2       35.3       46.3
Other:                 41.2       11.2       53.9       18.7       41.2       10.8       52.9       17.5
 
 

Updated December 29, 2006