WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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  :   129,133:    39,142      5,488     21,936     45,462     74,361    106,540    101,785:    22,593     27,348
Old  :    44,758:    12,374      6,000      2,999     22,496     27,493     37,869     36,492:     6,889      8,266
Other:    84,374:    31,762      4,482     13,943     22,965     46,868     68,670     65,293:    15,704     19,082
     :          :                                                                            :
     :          :          Changes in Commitments from: March 21, 2006                       :
     :   -10,745:    -3,577        589       -462     -2,274     -6,510     -6,313     -6,383:    -4,432     -4,362
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.3        4.2       17.0       35.2       57.6       82.5       78.8:      17.5       21.2
Old  :     100.0:      27.6       13.4        6.7       50.3       61.4       84.6       81.5:      15.4       18.5
Other:     100.0:      37.6        5.3       16.5       27.2       55.5       81.4       77.4:      18.6       22.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       177:        58         25         44         61         71        142        123:
Old  :       135:        37         20         19         41         52         86         83:
Other:       147:        47         19         36         47         61        111        104:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.8       25.6       26.9       35.1       16.9       21.5       25.3       28.6
Old  :                 33.9       33.7       44.8       43.3       33.9       32.9       44.8       42.5
Other:                 18.1       26.5       29.9       34.6       17.5       23.8       27.8       31.1
 
 

Updated March 31, 2006