WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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  :   143,580:    52,537      3,549     14,892     49,554    101,707    116,983    120,149:    26,597     23,431
Old  :    95,100:    38,663      3,210      6,109     34,062     71,222     78,834     80,542:    16,265     14,558
Other:    48,480:    17,020      3,485      5,637     15,491     30,485     38,148     39,607:    10,331      8,873
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2005                    :
     :     8,166:     6,837       -608        341     -1,315      6,466      5,863      6,200:     2,303      1,966
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.6        2.5       10.4       34.5       70.8       81.5       83.7:      18.5       16.3
Old  :     100.0:      40.7        3.4        6.4       35.8       74.9       82.9       84.7:      17.1       15.3
Other:     100.0:      35.1        7.2       11.6       32.0       62.9       78.7       81.7:      21.3       18.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       166:        69         16         37         50         61        132        105:
Old  :       148:        60         15         17         40         56        107         81:
Other:       108:        35         13         26         28         50         69         84:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.9       44.6       30.0       54.4       14.8       38.1       23.6       43.1
Old  :                 25.1       50.7       34.5       56.5       23.6       49.1       32.7       54.2
Other:                 30.4       45.1       43.2       54.9       30.2       41.2       42.9       49.1
 
 

Updated January 7, 2006