WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, May 30, 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  :   146,080:    59,332      8,941     12,002     43,028     94,787    114,362    115,730:    31,718     30,350
Old  :   132,552:    56,353      9,068      9,144     37,961     90,166    103,458    108,378:    29,094     24,174
Other:    13,528:     5,217      2,111        620      5,067      4,621     10,904      7,352:     2,624      6,176
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2006                         :
     :     2,805:       218        251       -197      1,924      1,856      1,945      1,910:       860        895
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.6        6.1        8.2       29.5       64.9       78.3       79.2:      21.7       20.8
Old  :     100.0:      42.5        6.8        6.9       28.6       68.0       78.1       81.8:      21.9       18.2
Other:     100.0:      38.6       15.6        4.6       37.5       34.2       80.6       54.3:      19.4       45.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       195:        75         25         38         52         72        146        118:
Old  :       193:        73         25         33         49         72        140        114:
Other:        87:        17         17          3         19         42         37         61:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.6       32.3       24.7       42.2       15.7       30.1       23.7       37.2
Old  :                 17.4       35.6       26.3       45.6       16.4       34.2       25.3       41.6
Other:                 32.2       17.4       46.9       26.3       30.6       15.0       43.7       22.1
 
 

Updated June 2, 2006