WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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  :   171,736:    55,841      4,656     26,683     54,303    106,161    136,827    137,500:    34,909     34,236
Old  :    88,639:    27,695      4,840     11,957     34,058     56,169     73,710     72,966:    14,929     15,673
Other:    83,096:    31,615      3,286     11,256     20,245     49,992     63,116     64,534:    19,980     18,563
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2006                    :
     :     7,198:     1,262        -31      3,580      2,420      2,743      7,262      6,292:       -64        906
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.5        2.7       15.5       31.6       61.8       79.7       80.1:      20.3       19.9
Old  :     100.0:      31.2        5.5       13.5       38.4       63.4       83.2       82.3:      16.8       17.7
Other:     100.0:      38.0        4.0       13.5       24.4       60.2       76.0       77.7:      24.0       22.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       178:        76         19         43         58         65        149        113:
Old  :       144:        51         17         27         46         58        109         91:
Other:       131:        48         20         31         34         53         95         91:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.2       36.2       27.8       45.8       13.7       26.8       20.4       33.3
Old  :                 28.1       38.6       38.4       50.0       20.3       34.6       29.4       40.7
Other:                 22.0       38.8       33.5       46.3       20.3       36.4       31.9       41.6
 
 

Updated February 24, 2006