WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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  :   174,918:    49,278      8,996     39,226     55,819     92,596    144,324    140,818:    30,594     34,100
Old  :   126,083:    37,982     11,106     21,186     40,415     77,296     99,583    109,588:    26,500     16,496
Other:    48,835:    25,376     11,970      3,961     15,404     15,300     44,741     31,230:     4,094     17,605
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2006                   :
     :      -932:       705     -2,362      1,665     -2,016        170        354       -527:    -1,286       -405
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2        5.1       22.4       31.9       52.9       82.5       80.5:      17.5       19.5
Old  :     100.0:      30.1        8.8       16.8       32.1       61.3       79.0       86.9:      21.0       13.1
Other:     100.0:      52.0       24.5        8.1       31.5       31.3       91.6       64.0:       8.4       36.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       192:        66         28         58         60         65        161        131:
Old  :       185:        67         28         40         57         62        149        113:
Other:       120:        29         31         17         24         45         64         83:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.3       26.1       28.0       37.5       13.8       22.0       22.0       28.5
Old  :                 18.7       35.7       28.3       47.0       18.2       33.5       27.0       43.9
Other:                 44.3       26.2       63.1       35.6       42.2       23.1       57.2       30.0
 
 

Updated September 22, 2006