WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, June 27, 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  :   158,177:    64,992      5,770     13,807     46,817    105,858    125,616    125,435:    32,561     32,742
Old  :   137,006:    58,971      5,657      9,031     40,045     98,154    108,047    112,842:    28,959     24,164
Other:    21,171:    10,236      4,328        561      6,772      7,704     17,569     12,593:     3,602      8,578
     :          :                                                                            :
     :          :          Changes in Commitments from: June 20, 2006                        :
     :     8,404:     7,200       -825        875     -1,142      7,906      6,933      7,956:     1,471        448
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.1        3.6        8.7       29.6       66.9       79.4       79.3:      20.6       20.7
Old  :     100.0:      43.0        4.1        6.6       29.2       71.6       78.9       82.4:      21.1       17.6
Other:     100.0:      48.3       20.4        2.6       32.0       36.4       83.0       59.5:      17.0       40.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       191:        88         19         42         54         55        160        103:
Old  :       184:        87         16         34         50         54        151         94:
Other:        88:        23         20          5         16         36         41         59:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.9       39.3       23.9       48.0       14.5       36.1       22.5       42.3
Old  :                 16.0       45.4       25.8       53.7       15.3       42.4       24.1       49.1
Other:                 32.3       21.3       46.5       31.7       31.9       18.5       44.0       27.0
 
 

Updated June 30, 2006