WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, December 26, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   115,899:    38,274      8,369     11,199     44,813     66,344     94,286     85,912:    21,613     29,987
Old  :    72,249:    22,932      9,992      2,421     30,943     47,859     56,296     60,272:    15,953     11,977
Other:    43,650:    22,547      5,582      1,573     13,870     18,485     37,990     25,640:     5,660     18,010
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2006                    :
     :     1,242:     1,775      1,420       -293       -112       -480      1,370        647:      -128        595
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.0        7.2        9.7       38.7       57.2       81.4       74.1:      18.6       25.9
Old  :     100.0:      31.7       13.8        3.4       42.8       66.2       77.9       83.4:      22.1       16.6
Other:     100.0:      51.7       12.8        3.6       31.8       42.3       87.0       58.7:      13.0       41.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       160:        55         18         24         53         60        115         95:
Old  :       142:        44         16          7         40         55         88         75:
Other:       109:        27         19         13         28         49         63         73:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.8       26.6       36.7       36.4       21.8       23.9       31.7       31.3
Old  :                 25.7       41.3       37.8       52.8       25.7       39.2       37.8       50.4
Other:                 43.4       11.4       56.7       18.5       43.4       11.4       55.7       17.7
 
 

Updated December 29, 2006