WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, June 6, 2006                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   147,756:    59,477      7,280     12,520     44,744     95,424    116,741    115,224:    31,015     32,532
Old  :   132,743:    56,319      7,704      9,036     39,065     90,381    104,420    107,121:    28,323     25,622
Other:    15,013:     5,915      2,333        727      5,679      5,043     12,321      8,103:     2,692      6,910
     :          :                                                                            :
     :          :          Changes in Commitments from: May 30, 2006                         :
     :     1,676:       145     -1,661        518      1,716        637      2,379       -506:      -703      2,182
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.3        4.9        8.5       30.3       64.6       79.0       78.0:      21.0       22.0
Old  :     100.0:      42.4        5.8        6.8       29.4       68.1       78.7       80.7:      21.3       19.3
Other:     100.0:      39.4       15.5        4.8       37.8       33.6       82.1       54.0:      17.9       46.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       191:        79         23         39         52         65        147        112:
Old  :       188:        78         22         34         48         65        139        109:
Other:        84:        17         16          3         18         40         37         58:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.7       33.8       25.0       43.8       15.5       31.6       23.7       37.9
Old  :                 17.5       37.6       26.7       47.5       16.2       36.3       25.4       42.8
Other:                 35.2       17.1       50.6       26.5       34.1       14.3       47.4       22.9
 
 

Updated June 9, 2006