WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 27, 2007               
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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  :   127,742:    43,075     10,361     15,454     46,972     69,722    105,501     95,538:    22,240     32,204
Old  :    54,966:    16,783     11,509      1,594     27,390     34,083     45,767     47,185:     9,199      7,781
Other:    72,775:    33,312      5,873      6,840     19,583     35,639     59,734     48,352:    13,041     24,423
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2007                    :
     :       273:     3,806     -1,088     -3,664     -2,057      2,563     -1,914     -2,189:     2,187      2,462
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.7        8.1       12.1       36.8       54.6       82.6       74.8:      17.4       25.2
Old  :     100.0:      30.5       20.9        2.9       49.8       62.0       83.3       85.8:      16.7       14.2
Other:     100.0:      45.8        8.1        9.4       26.9       49.0       82.1       66.4:      17.9       33.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       180:        58         26         33         62         69        137        112:
Old  :       140:        34         23         15         39         58         81         88:
Other:       141:        43         16         24         47         60        100         91:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.4       23.6       29.2       33.9       16.4       21.8       25.6       29.1
Old  :                 30.4       47.5       45.5       57.2       30.4       46.1       45.5       55.5
Other:                 26.0       14.1       37.1       22.4       26.0       11.9       37.1       19.7
 
 

Updated March 2, 2007