WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, September 5, 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  :   161,110:    51,505     10,794     26,475     51,927     90,104    129,907    127,373:    31,203     33,737
Old  :   116,005:    42,128     12,896     11,134     36,292     75,257     89,554     99,287:    26,451     16,718
Other:    45,105:    22,622     11,143      2,096     15,635     14,847     40,353     28,086:     4,752     17,019
     :          :                                                                            :
     :          :          Changes in Commitments from: August 29, 2006                      :
     :     1,343:    -1,662      1,121      1,033      1,952       -913      1,323      1,241:        20        102
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0        6.7       16.4       32.2       55.9       80.6       79.1:      19.4       20.9
Old  :     100.0:      36.3       11.1        9.6       31.3       64.9       77.2       85.6:      22.8       14.4
Other:     100.0:      50.2       24.7        4.6       34.7       32.9       89.5       62.3:      10.5       37.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       177:        64         17         40         52         60        138        107:
Old  :       169:        66         15         20         46         56        123         85:
Other:       113:        23         31          5         23         45         50         77:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.8       29.7       28.4       41.8       15.3       26.2       23.8       34.0
Old  :                 20.9       40.9       31.8       53.9       20.8       39.3       30.4       50.9
Other:                 42.5       24.3       62.6       33.3       42.5       22.4       59.4       29.5
 
 

Updated September 8, 2006