WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, March 7, 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  :   131,766:    52,312      6,793     10,413     42,725     87,963    105,450    105,169:    26,316     26,597
Old  :    57,190:    23,598      4,352        154     24,198     44,000     47,950     48,506:     9,240      8,684
Other:    74,576:    31,929      5,656      7,044     18,527     43,963     57,500     56,663:    17,076     17,913
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2006                    :
     :    -3,043:    -1,563       -877        171     -1,151     -2,069     -2,543     -2,775:      -500       -268
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.7        5.2        7.9       32.4       66.8       80.0       79.8:      20.0       20.2
Old  :     100.0:      41.3        7.6        0.3       42.3       76.9       83.8       84.8:      16.2       15.2
Other:     100.0:      42.8        7.6        9.4       24.8       59.0       77.1       76.0:      22.9       24.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       179:        70         19         29         44         65        128        103:
Old  :       137:        47         14          1         28         54         75         69:
Other:       135:        49         17         17         30         55         84         85:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.8       33.6       29.7       43.2       17.7       28.9       26.4       37.3
Old  :                 31.8       44.7       45.0       54.6       31.8       43.6       45.0       53.4
Other:                 25.1       34.2       37.9       41.9       22.5       32.5       35.2       38.8
 
 

Updated March 10, 2006