WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, July 25, 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  :   167,640:    67,234      9,408     15,981     50,781    109,635    133,996    135,024:    33,644     32,616
Old  :   138,564:    58,338      9,194      8,882     41,997     99,734    109,217    117,810:    29,347     20,754
Other:    29,076:    15,380      6,698        615      8,784      9,901     24,779     17,214:     4,297     11,862
     :          :                                                                            :
     :          :          Changes in Commitments from: July 18, 2006                        :
     :      -185:    -1,363        834      1,824         -5     -2,362        456        296:      -641       -481
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.1        5.6        9.5       30.3       65.4       79.9       80.5:      20.1       19.5
Old  :     100.0:      42.1        6.6        6.4       30.3       72.0       78.8       85.0:      21.2       15.0
Other:     100.0:      52.9       23.0        2.1       30.2       34.1       85.2       59.2:      14.8       40.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       197:        85         22         42         49         63        153        112:
Old  :       186:        82         18         34         45         62        139        104:
Other:       105:        27         22          5         19         44         50         67:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.0       34.8       25.1       45.5       14.7       31.6       22.2       38.8
Old  :                 18.6       42.0       28.5       53.2       17.1       39.0       25.1       47.5
Other:                 38.0       19.2       52.5       27.9       38.0       16.7       49.2       24.0
 
 

Updated July 28, 2006