WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, January 24, 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  :   134,228:    45,125      5,343     10,155     49,305     93,559    104,585    109,057:    29,643     25,171
Old  :    79,903:    29,982      5,515      1,504     32,874     58,653     64,360     65,672:    15,543     14,231
Other:    54,325:    18,409      3,094      5,385     16,431     34,906     40,225     43,385:    14,100     10,940
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2006                     :
     :     2,261:      -534        258        967        446        340        879      1,565:     1,382        696
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.6        4.0        7.6       36.7       69.7       77.9       81.2:      22.1       18.8
Old  :     100.0:      37.5        6.9        1.9       41.1       73.4       80.5       82.2:      19.5       17.8
Other:     100.0:      33.9        5.7        9.9       30.2       64.3       74.0       79.9:      26.0       20.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       158:        75         16         36         38         46        127         88:
Old  :       140:        65         12         14         28         44         96         69:
Other:       100:        39         16         26         22         36         70         70:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.2       45.4       31.3       55.5       15.7       38.0       23.6       43.5
Old  :                 29.1       52.1       38.5       61.0       28.6       51.5       38.0       59.6
Other:                 29.2       45.3       41.1       54.3       29.0       41.2       39.1       48.7
 
 

Updated January 20, 2006