WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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  :   187,825:    65,219      8,135     29,501     57,328    116,225    152,048    153,862:    35,777     33,963
Old  :   158,324:    56,126      7,973     22,233     48,539    106,252    126,898    136,458:    31,426     21,866
Other:    29,501:    15,378      6,447        984      8,789      9,973     25,150     17,404:     4,351     12,097
     :          :                                                                            :
     :          :          Changes in Commitments from: July 18, 2006                        :
     :       568:      -958      1,331      1,760        425     -2,077      1,226      1,013:      -658       -445
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.7        4.3       15.7       30.5       61.9       81.0       81.9:      19.0       18.1
Old  :     100.0:      35.5        5.0       14.0       30.7       67.1       80.2       86.2:      19.8       13.8
Other:     100.0:      52.1       21.9        3.3       29.8       33.8       85.3       59.0:      14.7       41.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       202:        84         25         48         60         68        168        121:
Old  :       192:        79         23         43         58         67        158        114:
Other:       106:        30         20         10         20         45         55         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  :                 15.4       33.0       23.6       43.5       13.5       29.1       20.2       35.6
Old  :                 17.0       39.0       26.3       50.1       15.0       35.1       22.4       42.8
Other:                 37.4       18.9       51.8       27.5       37.4       16.5       48.5       23.7
 
 

Updated July 28, 2006