WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, August 8, 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  :   168,763:    59,503      8,762     18,680     48,160    101,350    126,343    128,792:    42,420     39,971
Old  :   135,357:    50,725      9,075      8,445     39,363     91,195     98,533    108,715:    36,824     26,642
Other:    33,406:    17,834      8,743      1,179      8,797     10,155     27,810     20,077:     5,596     13,329
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2006                       :
     :    -1,959:    -6,083     -1,315        175       -340     -4,141     -6,248     -5,281:     4,289      3,322
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.3        5.2       11.1       28.5       60.1       74.9       76.3:      25.1       23.7
Old  :     100.0:      37.5        6.7        6.2       29.1       67.4       72.8       80.3:      27.2       19.7
Other:     100.0:      53.4       26.2        3.5       26.3       30.4       83.2       60.1:      16.8       39.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       185:        75         24         52         54         57        151        115:
Old  :       174:        72         22         39         49         55        135        103:
Other:       106:        27         25          6         19         42         50         69:
     :----------------------------------------------------------------------------------------------------
     :             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       32.1       24.7       42.7       14.2       30.1       22.1       36.6
Old  :                 19.2       39.9       27.8       51.1       17.0       38.2       24.2       46.0
Other:                 36.0       17.2       49.8       27.8       36.0       16.2       47.3       24.8
 
 

Updated August 11, 2006