WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, July 3, 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  :   163,121:    70,435      6,100     14,766     44,892    110,812    130,093    131,678:    33,028     31,443
Old  :   140,032:    63,062      5,928      8,944     38,148    102,657    110,154    117,529:    29,878     22,503
Other:    23,089:    12,440      5,239        755      6,744      8,155     19,939     14,149:     3,150      8,940
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2006                        :
     :     4,944:     5,443        330        959     -1,925      4,954      4,477      6,243:       467     -1,299
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.2        3.7        9.1       27.5       67.9       79.8       80.7:      20.2       19.3
Old  :     100.0:      45.0        4.2        6.4       27.2       73.3       78.7       83.9:      21.3       16.1
Other:     100.0:      53.9       22.7        3.3       29.2       35.3       86.4       61.3:      13.6       38.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       200:        92         24         44         45         60        157        112:
Old  :       191:        91         20         33         42         58        147         99:
Other:        98:        26         22          6         16         41         45         66:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.6       39.6       24.2       48.9       14.4       36.2       22.6       42.9
Old  :                 15.6       46.2       26.5       55.4       15.4       42.9       24.4       50.2
Other:                 33.9       20.1       47.4       30.8       33.9       17.4       45.0       25.8
 
 

Updated July 7, 2006