WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, September 26, 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  :   153,791:    52,086     10,517     26,327     47,488     84,344    125,901    121,188:    27,890     32,603
Old  :   104,098:    38,964     13,278      8,145     33,325     67,589     80,434     89,012:    23,664     15,086
Other:    49,693:    26,768     10,885      4,536     14,163     16,755     45,467     32,176:     4,226     17,517
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2006                   :
     :    -2,818:       486      1,410     -1,046     -1,735     -3,154     -2,295     -2,790:      -523        -28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.9        6.8       17.1       30.9       54.8       81.9       78.8:      18.1       21.2
Old  :     100.0:      37.4       12.8        7.8       32.0       64.9       77.3       85.5:      22.7       14.5
Other:     100.0:      53.9       21.9        9.1       28.5       33.7       91.5       64.7:       8.5       35.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       183:        69         20         52         50         61        146        119:
Old  :       173:        68         19         30         42         57        126         97:
Other:       123:        33         29          9         23         46         60         81:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.6       26.7       30.7       38.4       15.5       24.4       24.6       32.3
Old  :                 21.1       38.8       32.3       50.9       21.1       38.3       31.8       49.6
Other:                 45.8       28.8       64.2       37.8       39.8       22.0       55.2       28.4
 
 

Updated September 29, 2006