WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   123,747:    36,082     10,147     17,580     48,992     64,510    102,654     92,236:    21,093     31,511
Old  :    72,582:    18,683     12,593      7,068     32,518     41,368     58,269     61,029:    14,313     11,553
Other:    51,165:    23,972      4,126      3,939     16,474     23,142     44,385     31,206:     6,780     19,959
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2007                      :
     :    -3,162:     1,857     -1,146        412     -3,829       -576     -1,561     -1,310:    -1,601     -1,851
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2        8.2       14.2       39.6       52.1       83.0       74.5:      17.0       25.5
Old  :     100.0:      25.7       17.4        9.7       44.8       57.0       80.3       84.1:      19.7       15.9
Other:     100.0:      46.9        8.1        7.7       32.2       45.2       86.7       61.0:      13.3       39.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       172:        51         26         35         67         69        133        116:
Old  :       153:        37         25         27         58         59        110         97:
Other:       122:        28         20         19         37         56         76         84:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.8       22.0       31.9       31.2       18.0       18.8       27.0       24.5
Old  :                 22.9       35.3       34.8       46.0       22.9       32.0       34.3       41.0
Other:                 36.7       12.4       49.1       20.0       36.4       11.9       48.0       18.7
 
 

Updated January 19, 2007