We have a new '06 ultegra wheelset at the shop, and it's deep-splined 10-speed only.
Note this is a full wheelset, not an 06 ultegra hub on some other rim. I'll check the book, (and try to measure by hand) later today.
I'll get the specific model numbers, too, to be sure we're all talking about the same thing.
'06 R500, R550, R560 wheelsets are 9-speed cassette Ok.
-Jimmy (not a mechanic, but mechanically inclined)