WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, July 18, 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  :   167,825:    68,597      8,574     14,157     50,786    111,997    133,540    134,728:    34,285     33,097
Old  :   139,508:    60,187      8,518      7,617     42,112    101,942    109,916    118,077:    29,592     21,431
Other:    28,317:    14,142      5,788        808      8,674     10,055     23,624     16,651:     4,693     11,666
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2006                        :
     :    -2,767:    -8,482      1,992        -29      2,952     -5,977     -5,559     -4,014:     2,792      1,247
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.9        5.1        8.4       30.3       66.7       79.6       80.3:      20.4       19.7
Old  :     100.0:      43.1        6.1        5.5       30.2       73.1       78.8       84.6:      21.2       15.4
Other:     100.0:      49.9       20.4        2.9       30.6       35.5       83.4       58.8:      16.6       41.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       192:        86         16         39         49         61        151        106:
Old  :       182:        83         15         28         45         60        139         95:
Other:       100:        24         22          5         19         41         48         64:
     :----------------------------------------------------------------------------------------------------
     :             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       36.2       23.9       47.3       13.9       32.5       21.4       39.6
Old  :                 16.4       43.5       26.6       54.6       15.3       39.9       23.3       48.5
Other:                 35.9       20.5       49.5       28.8       35.9       17.5       46.1       24.7
 
 

Updated July 21, 2006