WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, March 28, 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  :   113,896:    39,844      7,024     11,744     41,181     70,272     92,769     89,040:    21,127     24,856
Old  :    40,413:    12,694      5,635          2     21,250     26,808     33,946     32,445:     6,467      7,968
Other:    73,483:    31,623      5,862      7,269     19,931     43,464     58,823     56,595:    14,660     16,888
     :          :                                                                            :
     :          :          Changes in Commitments from: March 21, 2006                       :
     :    -8,495:    -3,256      1,006       -906     -1,522     -5,949     -5,684     -5,849:    -2,811     -2,646
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.0        6.2       10.3       36.2       61.7       81.5       78.2:      18.5       21.8
Old  :     100.0:      31.4       13.9        0.0       52.6       66.3       84.0       80.3:      16.0       19.7
Other:     100.0:      43.0        8.0        9.9       27.1       59.1       80.0       77.0:      20.0       23.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       173:        55         24         36         52         64        128        110:
Old  :       132:        35         21          1         31         48         67         69:
Other:       142:        44         19         26         38         54         95         91:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.8       27.1       29.7       37.3       19.2       24.0       29.1       32.4
Old  :                 37.6       36.7       49.7       47.4       37.6       36.7       49.7       47.4
Other:                 20.4       28.4       32.8       37.5       20.0       26.4       31.8       34.9
 
 

Updated March 31, 2006