WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 8, 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  :   190,246:    57,066      8,370     33,165     55,356    107,393    145,587    148,928:    44,659     41,319
Old  :   156,388:    47,959      8,613     22,869     46,555     97,170    117,383    128,652:    39,005     27,736
Other:    33,858:    17,841      8,492      1,561      8,801     10,223     28,204     20,276:     5,654     13,582
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2006                       :
     :    -1,431:    -6,138       -482        456        -82     -4,570     -5,763     -4,596:     4,332      3,165
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.0        4.4       17.4       29.1       56.4       76.5       78.3:      23.5       21.7
Old  :     100.0:      30.7        5.5       14.6       29.8       62.1       75.1       82.3:      24.9       17.7
Other:     100.0:      52.7       25.1        4.6       26.0       30.2       83.3       59.9:      16.7       40.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       189:        73         28         56         63         63        163        124:
Old  :       179:        71         24         47         61         61        152        113:
Other:       107:        29         24         12         20         43         55         73:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.2       30.2       23.0       40.6       12.9       27.2       19.8       33.4
Old  :                 17.2       36.6       25.8       47.5       14.7       33.7       21.3       41.0
Other:                 35.6       17.0       49.1       27.4       35.6       16.0       46.7       24.5
 
 

Updated August 11, 2006