WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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  :   146,258:    44,467      3,128     18,325     51,289     97,239    114,082    118,691:    32,176     27,566
Old  :    88,219:    28,538      2,983      8,564     33,869     61,159     70,972     72,706:    17,247     15,513
Other:    58,039:    18,650      2,865      7,040     17,420     36,080     43,110     45,985:    14,929     12,054
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2006                     :
     :     3,784:      -333        262      1,905        461        585      2,033      2,752:     1,751      1,032
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4        2.1       12.5       35.1       66.5       78.0       81.2:      22.0       18.8
Old  :     100.0:      32.3        3.4        9.7       38.4       69.3       80.4       82.4:      19.6       17.6
Other:     100.0:      32.1        4.9       12.1       30.0       62.2       74.3       79.2:      25.7       20.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       159:        72         21         39         45         47        135         92:
Old  :       140:        58         19         24         36         46        107         78:
Other:       102:        42         14         31         25         38         76         75:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.1       43.5       30.4       53.2       14.4       35.3       21.7       39.7
Old  :                 27.4       49.3       37.3       57.8       25.9       48.1       34.4       53.2
Other:                 27.8       43.5       39.0       52.1       27.4       38.7       36.9       45.8
 
 

Updated January 20, 2006