WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, January 3, 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  :   132,679:    50,800      3,712      9,409     48,065     97,837    108,274    110,958:    24,405     21,721
Old  :    86,860:    37,414      3,105      1,832     32,988     68,478     72,234     73,415:    14,626     13,445
Other:    45,819:    16,675      3,896      4,288     15,077     29,359     36,040     37,543:     9,779      8,276
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2005                    :
     :     7,576:     6,534       -347        -61     -1,091      6,209      5,382      5,801:     2,194      1,775
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.3        2.8        7.1       36.2       73.7       81.6       83.6:      18.4       16.4
Old  :     100.0:      43.1        3.6        2.1       38.0       78.8       83.2       84.5:      16.8       15.5
Other:     100.0:      36.4        8.5        9.4       32.9       64.1       78.7       81.9:      21.3       18.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       165:        70         14         33         43         59        124         99:
Old  :       147:        65         10          9         34         53        100         71:
Other:       105:        30         17         18         24         49         59         80:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.8       46.0       30.9       56.5       15.8       40.4       24.8       45.2
Old  :                 25.3       53.3       34.4       59.6       24.7       52.2       33.5       57.7
Other:                 31.7       46.0       45.2       56.4       31.7       42.9       45.1       50.7
 
 

Updated January 7, 2006