WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   142,474:    44,801      2,866     16,420     50,828     96,654    112,049    115,939:    30,425     26,534
Old  :    88,360:    30,230      2,782      6,923     34,036     62,376     71,189     72,081:    17,171     16,279
Other:    54,113:    17,669      3,183      6,398     16,792     34,277     40,859     43,858:    13,254     10,255
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2006                     :
     :     4,090:    -2,814       -110      1,370      2,213        -89        768      1,171:     3,322      2,919
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.4        2.0       11.5       35.7       67.8       78.6       81.4:      21.4       18.6
Old  :     100.0:      34.2        3.1        7.8       38.5       70.6       80.6       81.6:      19.4       18.4
Other:     100.0:      32.7        5.9       11.8       31.0       63.3       75.5       81.0:      24.5       19.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       156:        74         16         35         45         48        129         89:
Old  :       136:        59         16         20         35         46        100         76:
Other:       101:        40         11         27         26         38         73         71:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.6       44.0       29.3       53.6       14.6       37.0       22.0       41.3
Old  :                 25.6       50.2       35.3       56.8       24.8       47.9       32.9       53.1
Other:                 28.0       44.6       39.1       54.1       27.8       40.4       38.2       47.5
 
 

Updated January 20, 2006