WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 7, 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  :   148,075:    51,628      4,831     19,673     46,880     92,797    118,182    117,301:    29,893     30,774
Old  :    62,957:    23,017      4,057      3,635     26,028     45,188     52,680     52,880:    10,277     10,077
Other:    85,118:    31,735      3,898     12,914     20,853     47,608     65,502     64,421:    19,616     20,697
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2006                    :
     :    -1,446:    -1,596     -1,022        933       -586     -1,707     -1,249     -1,796:      -197        350
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.9        3.3       13.3       31.7       62.7       79.8       79.2:      20.2       20.8
Old  :     100.0:      36.6        6.4        5.8       41.3       71.8       83.7       84.0:      16.3       16.0
Other:     100.0:      37.3        4.6       15.2       24.5       55.9       77.0       75.7:      23.0       24.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       181:        70         21         34         53         67        140        109:
Old  :       140:        42         20         15         36         57         88         82:
Other:       138:        49         19         26         39         58         99         93:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.9       31.9       26.9       40.7       15.7       26.5       23.6       33.6
Old  :                 28.9       41.5       40.9       51.2       28.9       39.5       40.9       48.8
Other:                 22.6       31.9       33.9       38.9       19.4       29.9       30.6       35.1
 
 

Updated March 10, 2006