WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, July 11, 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  :   170,592:    77,079      6,582     14,186     47,834    117,974    139,099    138,742:    31,493     31,850
Old  :   144,514:    68,211      6,113      8,120     39,984    108,542    116,315    122,775:    28,199     21,739
Other:    26,078:    13,891      5,492      1,043      7,850      9,432     22,784     15,967:     3,294     10,111
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2006                         :
     :     7,471:     6,644        482       -580      2,942      7,162      9,006      7,064:    -1,535        407
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.2        3.9        8.3       28.0       69.2       81.5       81.3:      18.5       18.7
Old  :     100.0:      47.2        4.2        5.6       27.7       75.1       80.5       85.0:      19.5       15.0
Other:     100.0:      53.3       21.1        4.0       30.1       36.2       87.4       61.2:      12.6       38.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       201:        95         18         43         47         61        161        108:
Old  :       194:        92         18         32         43         60        151         97:
Other:        99:        25         22          7         18         41         47         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  :                 14.7       39.0       23.8       49.6       14.1       35.7       22.3       42.9
Old  :                 16.0       45.9       26.3       56.6       15.7       42.7       24.5       50.7
Other:                 37.4       20.8       51.5       29.7       37.4       17.5       47.9       24.7
 
 

Updated July 14, 2006