WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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  :   183,471:    51,547     11,384     37,675     56,751     96,533    145,973    145,592:    37,498     37,879
Old  :   149,689:    41,818     13,381     27,486     47,394     85,636    116,698    126,502:    32,991     23,187
Other:    33,782:    19,331      7,605        588      9,357     10,897     29,275     19,090:     4,508     14,693
     :          :                                                                            :
     :          :          Changes in Commitments from: August 8, 2006                       :
     :    -6,775:    -5,519      3,014      4,510      1,395    -10,860        386     -3,336:    -7,161     -3,439
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1        6.2       20.5       30.9       52.6       79.6       79.4:      20.4       20.6
Old  :     100.0:      27.9        8.9       18.4       31.7       57.2       78.0       84.5:      22.0       15.5
Other:     100.0:      57.2       22.5        1.7       27.7       32.3       86.7       56.5:      13.3       43.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       187:        74         21         54         67         65        162        126:
Old  :       179:        70         23         45         63         63        151        115:
Other:       106:        28         24         13         22         42         58         71:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.8       28.2       23.3       38.3       13.1       24.1       20.0       30.8
Old  :                 16.8       34.5       26.3       44.7       15.1       30.1       21.5       37.7
Other:                 36.5       17.4       52.0       25.4       36.5       16.2       50.9       23.2
 
 

Updated August 18, 2006