WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, March 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  :   122,391:    43,100      6,018     12,650     42,703     76,221     98,453     94,889:    23,938     27,502
Old  :    45,761:    16,329      5,002          3     22,546     32,300     38,878     37,305:     6,883      8,456
Other:    76,630:    30,929      5,174      8,489     20,157     43,921     59,575     57,584:    17,055     19,046
     :          :                                                                            :
     :          :          Changes in Commitments from: March 14, 2006                       :
     :    -7,309:    -5,175        317      1,359       -161     -7,476     -3,977     -5,800:    -3,332     -1,509
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.2        4.9       10.3       34.9       62.3       80.4       77.5:      19.6       22.5
Old  :     100.0:      35.7       10.9        0.0       49.3       70.6       85.0       81.5:      15.0       18.5
Other:     100.0:      40.4        6.8       11.1       26.3       57.3       77.7       75.1:      22.3       24.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       179:        60         22         34         47         65        126        111:
Old  :       131:        35         20          1         29         52         65         72:
Other:       144:        46         20         26         35         54         94         92:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.2       27.8       28.8       37.4       18.2       24.3       28.2       32.1
Old  :                 35.2       35.4       48.6       46.6       35.2       35.3       48.6       46.5
Other:                 19.4       30.0       31.7       37.7       19.0       28.2       30.1       34.8
 
 

Updated March 24, 2006