WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, January 31, 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  :   140,333:    52,449      4,864     10,828     46,665     94,425    109,942    110,117:    30,391     30,216
Old  :    78,498:    30,143      4,700      1,924     29,934     55,113     62,001     61,737:    16,497     16,761
Other:    61,835:    26,388      4,246      4,822     16,731     39,312     47,941     48,380:    13,894     13,455
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2006                     :
     :     6,105:     7,324       -479        673     -2,640        866      5,357      1,060:       748      5,045
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.4        3.5        7.7       33.3       67.3       78.3       78.5:      21.7       21.5
Old  :     100.0:      38.4        6.0        2.5       38.1       70.2       79.0       78.6:      21.0       21.4
Other:     100.0:      42.7        6.9        7.8       27.1       63.6       77.5       78.2:      22.5       21.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       170:        82         18         37         40         48        140         89:
Old  :       143:        62         19         18         29         44        101         72:
Other:       107:        45         18         24         23         37         77         70:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.2       40.9       28.5       50.9       16.0       35.0       23.6       40.8
Old  :                 25.0       46.8       34.4       55.1       24.8       46.8       34.2       53.3
Other:                 30.4       42.9       42.8       51.8       29.9       40.3       40.9       48.3
 
 

Updated February 3, 2006