WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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  :   175,850:    48,573     11,358     37,561     57,836     92,426    143,970    141,345:    31,880     34,505
Old  :   128,303:    37,128     13,487     20,563     42,577     77,071    100,269    111,122:    28,034     17,181
Other:    47,548:    24,671     11,096      3,773     15,259     15,355     43,702     30,223:     3,846     17,324
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2006                    :
     :    -1,592:    -1,248        498        759        219     -2,296       -270     -1,039:    -1,322       -553
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6        6.5       21.4       32.9       52.6       81.9       80.4:      18.1       19.6
Old  :     100.0:      28.9       10.5       16.0       33.2       60.1       78.2       86.6:      21.8       13.4
Other:     100.0:      51.9       23.3        7.9       32.1       32.3       91.9       63.6:       8.1       36.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       183:        64         22         56         62         64        154        126:
Old  :       177:        65         22         38         58         61        142        108:
Other:       118:        27         33         17         25         44         62         84:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.2       27.5       27.9       38.7       14.0       23.8       22.1       30.4
Old  :                 19.2       35.7       28.9       48.0       18.7       34.1       27.3       44.5
Other:                 44.3       25.2       63.4       33.7       43.3       21.9       58.1       28.5
 
 

Updated September 15, 2006