WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, August 1, 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  :   170,722:    65,586     10,077     18,505     48,500    105,491    132,591    134,073:    38,131     36,649
Old  :   139,879:    56,528      9,748     10,377     40,037     95,402    106,942    115,527:    32,937     24,352
Other:    30,843:    16,552      7,823        634      8,463     10,089     25,649     18,546:     5,194     12,297
     :          :                                                                            :
     :          :          Changes in Commitments from: July 25, 2006                        :
     :     3,082:    -1,648        669      2,524     -2,281     -4,144     -1,405       -951:     4,487      4,033
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.4        5.9       10.8       28.4       61.8       77.7       78.5:      22.3       21.5
Old  :     100.0:      40.4        7.0        7.4       28.6       68.2       76.5       82.6:      23.5       17.4
Other:     100.0:      53.7       25.4        2.1       27.4       32.7       83.2       60.1:      16.8       39.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       201:        84         24         47         55         64        160        118:
Old  :       189:        81         19         38         50         61        144        108:
Other:       109:        27         22          6         20         46         52         70:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.4       32.3       24.4       42.6       14.0       30.2       21.5       37.4
Old  :                 18.2       39.4       27.3       50.2       16.7       37.4       24.3       46.0
Other:                 39.0       16.6       52.2       26.3       39.0       15.0       50.4       23.3
 
 

Updated August 4, 2006