WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 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  :   192,545:    75,153      4,761     28,551     54,750    125,961    158,454    159,273:    34,092     33,272
Old  :   166,131:    65,977      4,203     22,492     46,895    116,465    135,365    143,160:    30,766     22,970
Other:    26,415:    13,890      5,272      1,344      7,855      9,496     23,089     16,113:     3,326     10,302
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2006                         :
     :    12,141:     5,416       -203      3,126      5,300      8,905     13,842     11,828:    -1,701        313
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.0        2.5       14.8       28.4       65.4       82.3       82.7:      17.7       17.3
Old  :     100.0:      39.7        2.5       13.5       28.2       70.1       81.5       86.2:      18.5       13.8
Other:     100.0:      52.6       20.0        5.1       29.7       36.0       87.4       61.0:      12.6       39.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       206:        92         23         48         57         66        174        117:
Old  :       199:        89         22         41         55         65        166        109:
Other:       101:        28         21         14         19         42         54         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  :                 14.2       36.7       22.5       46.6       12.9       32.8       20.2       39.1
Old  :                 14.8       42.5       24.4       52.4       13.7       38.5       21.8       45.4
Other:                 37.0       20.5       50.8       29.3       37.0       17.3       47.3       24.4
 
 

Updated July 14, 2006