WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, October 3, 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  :   156,584:    52,644      9,937     27,792     46,916     84,102    127,352    121,831:    29,232     34,753
Old  :   104,152:    39,995     12,846      9,665     31,334     66,531     80,994     89,042:    23,158     15,110
Other:    52,432:    26,575     11,017      4,201     15,582     17,571     46,358     32,789:     6,074     19,643
     :          :                                                                            :
     :          :          Changes in Commitments from: September 26, 2006                   :
     :     2,793:       558       -580      1,465       -572       -242      1,451        643:     1,342      2,150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.6        6.3       17.7       30.0       53.7       81.3       77.8:      18.7       22.2
Old  :     100.0:      38.4       12.3        9.3       30.1       63.9       77.8       85.5:      22.2       14.5
Other:     100.0:      50.7       21.0        8.0       29.7       33.5       88.4       62.5:      11.6       37.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       186:        71         21         46         47         65        143        119:
Old  :       178:        68         21         30         40         60        128        100:
Other:       123:        29         28          9         23         52         58         84:
     :----------------------------------------------------------------------------------------------------
     :             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       25.0       29.0       36.2       14.8       23.0       24.4       31.0
Old  :                 20.2       36.9       31.7       49.4       20.2       35.6       31.3       47.2
Other:                 42.4       25.7       60.9       34.0       37.7       20.1       52.6       25.8
 
 

Updated October 6, 2006