WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 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  :   172,699:    64,173      4,550     23,129     50,465    110,916    137,768    138,595:    34,932     34,104
Old  :   151,235:    58,060      4,499     18,206     43,693    103,165    119,959    125,871:    31,276     25,364
Other:    21,465:    10,227      4,165        809      6,772      7,751     17,808     12,725:     3,656      8,740
     :          :                                                                            :
     :          :          Changes in Commitments from: June 20, 2006                        :
     :    -1,629:     9,583       -203     -7,906     -5,166      6,650     -3,489     -1,459:     1,860       -170
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.2        2.6       13.4       29.2       64.2       79.8       80.3:      20.2       19.7
Old  :     100.0:      38.4        3.0       12.0       28.9       68.2       79.3       83.2:      20.7       16.8
Other:     100.0:      47.6       19.4        3.8       31.6       36.1       83.0       59.3:      17.0       40.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       197:        88         22         48         59         59        169        112:
Old  :       190:        88         18         43         57         58        163        105:
Other:        89:        23         21         11         16         37         46         62:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.7       37.8       23.0       45.9       13.7       34.2       21.0       39.8
Old  :                 15.5       43.2       24.8       51.0       14.3       39.7       22.3       45.7
Other:                 31.9       21.0       45.9       31.3       31.4       18.3       43.3       26.6
 
 

Updated June 30, 2006