WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, February 21, 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  :   149,414:    56,571      8,558     11,481     50,114     98,484    118,166    118,523:    31,248     30,891
Old  :    75,069:    28,613      7,752      1,296     32,399     51,825     62,308     60,873:    12,761     14,196
Other:    74,345:    31,859      4,707      6,284     17,715     46,659     55,858     57,650:    18,487     16,695
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2006                    :
     :     3,889:     1,257        985      1,141      1,425      1,253      3,823      3,379:        66        510
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.9        5.7        7.7       33.5       65.9       79.1       79.3:      20.9       20.7
Old  :     100.0:      38.1       10.3        1.7       43.2       69.0       83.0       81.1:      17.0       18.9
Other:     100.0:      42.9        6.3        8.5       23.8       62.8       75.1       77.5:      24.9       22.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       177:        73         20         38         55         61        144        105:
Old  :       142:        52         15         14         40         53         97         78:
Other:       129:        47         20         24         29         50         88         82:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.5       37.5       29.0       47.5       15.8       29.7       23.4       37.4
Old  :                 29.2       40.8       40.4       52.8       23.9       38.4       34.6       47.0
Other:                 23.0       41.1       35.8       49.1       22.3       39.2       35.1       45.2
 
 

Updated February 24, 2006