WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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  :   153,187:    53,115      3,001     18,526     48,050     99,017    119,692    120,544:    33,495     32,643
Old  :    87,090:    30,593      3,541      7,387     30,544     58,278     68,524     69,207:    18,565     17,883
Other:    66,098:    26,539      3,476      7,122     17,506     40,739     51,168     51,337:    14,930     14,760
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2006                     :
     :     6,930:     8,648       -127        201     -3,239      1,778      5,610      1,853:     1,319      5,077
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.7        2.0       12.1       31.4       64.6       78.1       78.7:      21.9       21.3
Old  :     100.0:      35.1        4.1        8.5       35.1       66.9       78.7       79.5:      21.3       20.5
Other:     100.0:      40.2        5.3       10.8       26.5       61.6       77.4       77.7:      22.6       22.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       171:        86         16         40         48         51        149         95:
Old  :       143:        62         19         26         38         48        113         81:
Other:       109:        47         17         29         27         38         84         74:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.0       39.7       26.5       49.1       14.7       32.7       21.6       38.7
Old  :                 22.7       44.7       32.1       52.4       22.1       44.7       30.6       50.4
Other:                 28.7       41.4       40.4       49.8       28.1       38.4       38.4       45.9
 
 

Updated February 3, 2006