WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 1, 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  :   191,678:    63,203      8,852     32,709     55,438    111,963    151,350    153,524:    40,327     38,154
Old  :   160,401:    53,923      8,552     24,428     46,971    101,806    125,322    134,787:    35,079     25,614
Other:    31,276:    16,554      7,573      1,007      8,467     10,157     26,028     18,737:     5,249     12,539
     :          :                                                                            :
     :          :          Changes in Commitments from: July 25, 2006                        :
     :     3,852:    -2,016        716      3,208     -1,890     -4,262       -698       -338:     4,551      4,190
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.0        4.6       17.1       28.9       58.4       79.0       80.1:      21.0       19.9
Old  :     100.0:      33.6        5.3       15.2       29.3       63.5       78.1       84.0:      21.9       16.0
Other:     100.0:      52.9       24.2        3.2       27.1       32.5       83.2       59.9:      16.8       40.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       205:        84         26         53         67         70        176        128:
Old  :       194:        79         22         48         65         67        165        119:
Other:       110:        31         19         11         21         47         57         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  :                 14.9       30.6       23.0       41.1       12.8       27.6       19.5       34.3
Old  :                 16.5       36.5       25.7       47.7       14.5       33.5       21.5       41.2
Other:                 38.4       16.4       51.5       25.9       38.4       14.8       49.7       23.0
 
 

Updated August 4, 2006