WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, October 31, 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  :   133,642:    44,489      7,862     15,776     51,158     76,799    111,423    100,437:    22,219     33,205
Old  :    94,038:    34,619     10,760      4,628     36,700     61,046     75,947     76,434:    18,091     17,604
Other:    39,604:    18,664      5,896      2,354     14,458     15,753     35,476     24,003:     4,128     15,601
     :          :                                                                            :
     :          :          Changes in Commitments from: October 24, 2006                     :
     :      -500:    -1,618       -650       -841        809       -689     -1,650     -2,180:     1,150      1,680
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.3        5.9       11.8       38.3       57.5       83.4       75.2:      16.6       24.8
Old  :     100.0:      36.8       11.4        4.9       39.0       64.9       80.8       81.3:      19.2       18.7
Other:     100.0:      47.1       14.9        5.9       36.5       39.8       89.6       60.6:      10.4       39.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       173:        63         17         37         48         67        128        109:
Old  :       166:        60         18         23         38         64        113         93:
Other:       108:        23         20          6         26         53         52         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  :                 23.5       23.2       32.4       32.3       19.5       20.4       27.5       28.5
Old  :                 21.0       31.8       31.3       43.6       21.0       29.8       30.8       41.6
Other:                 47.1       15.5       63.8       23.5       47.0       11.8       59.8       18.6
 
 

Updated November 3, 2006