WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, October 24, 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  :   134,142:    46,107      8,512     16,617     50,349     77,488    113,073    102,617:    21,069     31,525
Old  :    95,276:    35,646     11,656      5,213     36,925     61,705     77,784     78,574:    17,492     16,702
Other:    38,866:    19,558      5,953      2,307     13,424     15,783     35,289     24,043:     3,577     14,823
     :          :                                                                            :
     :          :          Changes in Commitments from: October 17, 2006                     :
     :    -1,914:       760     -1,165        587      1,189      2,429      2,536      1,851:    -4,450     -3,765
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.4        6.3       12.4       37.5       57.8       84.3       76.5:      15.7       23.5
Old  :     100.0:      37.4       12.2        5.5       38.8       64.8       81.6       82.5:      18.4       17.5
Other:     100.0:      50.3       15.3        5.9       34.5       40.6       90.8       61.9:       9.2       38.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       176:        68         16         35         46         69        130        108:
Old  :       169:        68         13         21         36         66        114         93:
Other:       111:        25         20          7         25         54         53         78:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.1       24.0       31.7       33.0       19.1       21.1       26.7       28.8
Old  :                 20.7       32.8       30.5       44.1       20.7       30.7       29.9       41.8
Other:                 45.4       16.4       62.1       24.9       45.2       12.7       59.0       19.8
 
 

Updated October 27, 2006