WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   171,598:    49,933     10,549     37,940     54,001     89,213    141,875    137,702:    29,723     33,896
Old  :   120,247:    36,039     13,161     19,177     39,679     71,924     94,894    104,262:    25,353     15,986
Other:    51,351:    27,329     10,823      5,330     14,323     17,288     46,981     33,441:     4,370     17,910
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2006                   :
     :    -3,321:       655      1,554     -1,286     -1,818     -3,384     -2,450     -3,116:      -871       -205
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1        6.1       22.1       31.5       52.0       82.7       80.2:      17.3       19.8
Old  :     100.0:      30.0       10.9       15.9       33.0       59.8       78.9       86.7:      21.1       13.3
Other:     100.0:      53.2       21.1       10.4       27.9       33.7       91.5       65.1:       8.5       34.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       187:        67         26         60         61         65        160        131:
Old  :       178:        65         25         42         59         61        148        111:
Other:       124:        31         32         19         25         46         66         88:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.4       25.1       28.8       36.5       14.0       21.1       22.2       28.1
Old  :                 19.2       34.6       28.9       45.5       18.7       32.6       28.0       42.1
Other:                 45.8       28.7       63.6       37.4       40.0       22.1       54.9       28.3
 
 

Updated September 29, 2006