WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, February 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   134,809:    53,875      7,670     10,242     43,876     90,032    107,993    107,944:    26,816     26,865
Old  :    61,853:    25,450      4,493        660     26,339     47,216     52,449     52,369:     9,404      9,484
Other:    72,956:    30,976      5,728      7,031     17,537     42,816     55,544     55,575:    17,412     17,381
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :   -14,605:    -2,696       -888     -1,239     -6,238     -8,452    -10,173    -10,579:    -4,432     -4,026
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.0        5.7        7.6       32.5       66.8       80.1       80.1:      19.9       19.9
Old  :     100.0:      41.1        7.3        1.1       42.6       76.3       84.8       84.7:      15.2       15.3
Other:     100.0:      42.5        7.9        9.6       24.0       58.7       76.1       76.2:      23.9       23.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       180:        70         21         30         45         65        128        105:
Old  :       138:        43         17          6         31         53         77         74:
Other:       132:        47         18         19         27         54         80         86:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.0       35.3       28.8       44.6       17.1       28.7       25.7       37.2
Old  :                 30.5       44.9       45.2       55.0       30.4       42.0       43.6       50.5
Other:                 24.6       35.8       37.1       43.6       22.6       33.8       35.1       39.7
 
 

Updated March 3, 2006