WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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  :   149,521:    53,224      5,853     18,741     47,467     94,504    119,431    119,097:    30,090     30,424
Old  :    66,846:    24,892      4,195      3,594     27,770     48,238     56,256     56,027:    10,590     10,819
Other:    82,676:    30,784      4,109     12,695     19,697     46,266     63,175     63,070:    19,500     19,606
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :   -22,214:    -2,617      1,197     -7,942     -6,837    -11,657    -17,395    -18,402:    -4,819     -3,812
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.6        3.9       12.5       31.7       63.2       79.9       79.7:      20.1       20.3
Old  :     100.0:      37.2        6.3        5.4       41.5       72.2       84.2       83.8:      15.8       16.2
Other:     100.0:      37.2        5.0       15.4       23.8       56.0       76.4       76.3:      23.6       23.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       181:        70         22         37         53         67        140        111:
Old  :       141:        44         18         19         39         55         92         84:
Other:       134:        50         16         27         36         57         93         94:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.6       33.7       27.0       42.3       15.4       26.9       23.1       34.1
Old  :                 29.0       42.0       42.7       52.2       28.1       39.0       40.3       46.8
Other:                 22.2       33.6       33.4       40.8       19.5       30.9       30.7       36.0
 
 

Updated March 3, 2006