WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 5, 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  :   177,442:    49,821     10,860     36,802     57,617     94,722    144,240    142,384:    33,202     35,058
Old  :   131,542:    39,956     12,935     21,265     41,972     79,600    103,193    113,800:    28,349     17,741
Other:    45,901:    22,737     10,797      2,665     15,645     15,122     41,048     28,584:     4,853     17,316
     :          :                                                                            :
     :          :          Changes in Commitments from: August 29, 2006                      :
     :     2,505:      -818      1,154      1,077      1,932       -223      2,191      2,007:       314        497
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1        6.1       20.7       32.5       53.4       81.3       80.2:      18.7       19.8
Old  :     100.0:      30.4        9.8       16.2       31.9       60.5       78.4       86.5:      21.6       13.5
Other:     100.0:      49.5       23.5        5.8       34.1       32.9       89.4       62.3:      10.6       37.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       180:        66         17         47         60         66        148        120:
Old  :       173:        68         16         33         57         62        138        102:
Other:       114:        25         30         13         24         45         57         80:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.4       28.3       26.8       39.8       13.8       23.8       21.5       30.6
Old  :                 18.8       37.3       28.4       49.3       18.4       34.6       26.8       44.4
Other:                 42.0       24.2       61.7       33.0       42.0       22.3       58.6       29.2
 
 

Updated September 8, 2006