WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, September 19, 2006              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   156,609:    51,600      9,107     27,373     49,223     87,498    128,196    123,978:    28,413     32,631
Old  :   109,440:    40,576     10,882     10,447     33,969     72,727     84,992     94,056:    24,448     15,384
Other:    47,169:    24,796     11,997      3,154     15,254     14,771     43,204     29,922:     3,965     17,247
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2006                   :
     :    -1,311:     1,238     -1,369      1,032     -1,956       -349        314       -686:    -1,625       -625
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9        5.8       17.5       31.4       55.9       81.9       79.2:      18.1       20.8
Old  :     100.0:      37.1        9.9        9.5       31.0       66.5       77.7       85.9:      22.3       14.1
Other:     100.0:      52.6       25.4        6.7       32.3       31.3       91.6       63.4:       8.4       36.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       189:        68         22         51         50         61        149        119:
Old  :       181:        69         23         29         42         57        130         98:
Other:       119:        32         27          7         22         45         58         76:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.9       28.0       29.4       39.7       15.2       25.3       24.4       32.9
Old  :                 20.6       39.8       31.3       52.5       20.5       39.6       30.7       51.5
Other:                 44.2       26.2       63.6       36.0       42.1       23.1       57.6       30.2
 
 

Updated September 22, 2006