WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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  :   174,329:    54,590      4,753     31,035     55,631    104,266    141,257    140,054:    33,072     34,275
Old  :   155,619:    49,739      4,788     27,147     48,861     97,241    125,747    129,176:    29,872     26,443
Other:    18,710:     7,884      2,998        856      6,770      7,025     15,510     10,879:     3,200      7,831
     :          :                                                                            :
     :          :          Changes in Commitments from: June 13, 2006                        :
     :     2,070:    -2,013        736      2,282      5,518      3,513      5,787      6,530:    -3,717     -4,460
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3        2.7       17.8       31.9       59.8       81.0       80.3:      19.0       19.7
Old  :     100.0:      32.0        3.1       17.4       31.4       62.5       80.8       83.0:      19.2       17.0
Other:     100.0:      42.1       16.0        4.6       36.2       37.5       82.9       58.1:      17.1       41.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       191:        75         30         51         65         63        168        118:
Old  :       185:        73         28         48         63         62        162        114:
Other:        90:        25         16         15         19         37         52         61:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.0       33.6       23.9       42.7       13.1       28.5       20.2       33.3
Old  :                 15.9       37.7       25.3       47.1       13.8       32.8       21.4       37.8
Other:                 31.3       18.8       45.1       29.7       29.3       16.6       42.0       25.7
 
 

Updated June 23, 2006