WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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  :   180,404:    69,737      4,964     25,425     49,450    117,056    144,611    147,445:    35,793     32,959
Old  :   157,015:    62,223      4,813     19,503     42,705    108,847    124,431    133,163:    32,583     23,851
Other:    23,390:    12,431      5,068      1,005      6,745      8,210     20,180     14,282:     3,210      9,108
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2006                        :
     :     7,705:     5,564        414      2,296     -1,015      6,140      6,844      8,850:       861     -1,145
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.7        2.8       14.1       27.4       64.9       80.2       81.7:      19.8       18.3
Old  :     100.0:      39.6        3.1       12.4       27.2       69.3       79.2       84.8:      20.8       15.2
Other:     100.0:      53.1       21.7        4.3       28.8       35.1       86.3       61.1:      13.7       38.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       205:        91         28         50         53         63        169        120:
Old  :       195:        91         22         43         51         61        160        110:
Other:       100:        27         23         13         16         42         51         70:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.4       37.8       23.3       46.4       13.5       33.8       20.9       39.8
Old  :                 15.1       43.4       25.3       51.9       14.1       39.5       22.4       46.0
Other:                 33.5       19.8       46.8       30.4       33.5       17.1       44.2       25.4
 
 

Updated July 7, 2006