WHEAT - KANSAS CITY BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 06/27/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      158,177
COMMITMENTS
  64,992    5,770   13,807   46,817  105,858  125,616  125,435   32,561   32,742

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:      8,404)
   7,200     -825      875   -1,142    7,906    6,933    7,956    1,471      448

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.1      3.6      8.7     29.6     66.9     79.4     79.3     20.6     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      88       19       42       54       55      160      103
 

Updated June 30, 2006