WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, June 20, 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  :   149,773:    57,792      6,595     12,932     47,959     97,952    118,683    117,479:    31,090     32,294
Old  :   131,270:    52,986      6,586      9,170     41,189     90,935    103,345    106,691:    27,925     24,579
Other:    18,503:     7,890      3,093        678      6,770      7,017     15,338     10,788:     3,165      7,715
     :          :                                                                            :
     :          :          Changes in Commitments from: June 13, 2006                        :
     :     1,047:      -980        269      1,260      4,693      3,703      4,973      5,232:    -3,926     -4,185
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.6        4.4        8.6       32.0       65.4       79.2       78.4:      20.8       21.6
Old  :     100.0:      40.4        5.0        7.0       31.4       69.3       78.7       81.3:      21.3       18.7
Other:     100.0:      42.6       16.7        3.7       36.6       37.9       82.9       58.3:      17.1       41.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       187:        77         26         39         59         58        156        105:
Old  :       180:        74         24         33         54         56        145         98:
Other:        89:        23         17          8         19         37         47         58:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.0       36.4       24.8       45.8       15.2       32.6       23.6       39.0
Old  :                 17.2       41.5       27.0       50.7       16.3       38.2       25.4       44.3
Other:                 31.7       19.0       45.6       30.1       29.7       16.8       42.5       26.0
 
 

Updated June 23, 2006