WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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  :   139,878:    42,718      4,899     22,398     47,736     80,871    112,852    108,168:    27,025     31,710
Old  :    51,492:    15,904      5,591      3,274     24,540     33,069     43,717     41,934:     7,775      9,559
Other:    88,385:    31,415      3,908     14,524     23,196     47,801     69,135     66,234:    19,250     22,152
     :          :                                                                            :
     :          :          Changes in Commitments from: March 14, 2006                       :
     :    -7,048:    -4,591      1,051        702        587     -7,237     -3,302     -5,485:    -3,746     -1,563
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5        3.5       16.0       34.1       57.8       80.7       77.3:      19.3       22.7
Old  :     100.0:      30.9       10.9        6.4       47.7       64.2       84.9       81.4:      15.1       18.6
Other:     100.0:      35.5        4.4       16.4       26.2       54.1       78.2       74.9:      21.8       25.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       183:        65         21         45         58         72        144        125:
Old  :       137:        41         18         16         38         56         85         84:
Other:       149:        49         20         38         45         61        112        106:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.2       26.2       25.8       35.0       16.1       21.7       24.5       28.2
Old  :                 31.3       32.1       43.2       42.5       31.3       30.9       43.2       40.8
Other:                 17.4       27.8       28.7       34.7       16.7       25.5       26.2       30.9
 
 

Updated March 24, 2006