WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, May 23, 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  :   143,275:    59,114      8,690     12,199     41,104     92,931    112,417    113,820:    30,858     29,455
Old  :   130,987:    56,302      8,890      9,478     37,032     89,046    102,812    107,414:    28,175     23,573
Other:    12,288:     5,151      2,139        382      4,072      3,885      9,605      6,406:     2,683      5,882
     :          :                                                                            :
     :          :          Changes in Commitments from: May 16, 2006                         :
     :      -945:       254         17      1,970        474        619      2,698      2,606:    -3,643     -3,551
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.3        6.1        8.5       28.7       64.9       78.5       79.4:      21.5       20.6
Old  :     100.0:      43.0        6.8        7.2       28.3       68.0       78.5       82.0:      21.5       18.0
Other:     100.0:      41.9       17.4        3.1       33.1       31.6       78.2       52.1:      21.8       47.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       197:        76         24         36         48         74        141        120:
Old  :       195:        76         24         31         46         74        136        116:
Other:        83:        16         15          3         16         42         33         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  :                 16.8       32.4       24.9       41.8       15.9       30.7       23.9       37.7
Old  :                 17.5       35.4       26.4       45.1       16.5       34.0       25.5       41.3
Other:                 32.9       17.5       47.8       26.4       31.8       16.7       45.3       24.1
 
 

Updated May 26, 2006