WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   168,704:    58,259      4,489     30,101     46,622    101,396    134,981    135,986:    33,723     32,718
Old  :   156,308:    55,437      4,779     27,282     42,550     97,504    125,269    129,565:    31,039     26,743
Other:    12,396:     5,170      2,059        470      4,072      3,893      9,712      6,421:     2,684      5,974
     :          :                                                                            :
     :          :          Changes in Commitments from: May 16, 2006                         :
     :     2,708:       157       -916      5,059        834      1,697      6,051      5,841:    -3,343     -3,133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.5        2.7       17.8       27.6       60.1       80.0       80.6:      20.0       19.4
Old  :     100.0:      35.5        3.1       17.5       27.2       62.4       80.1       82.9:      19.9       17.1
Other:     100.0:      41.7       16.6        3.8       32.9       31.4       78.4       51.8:      21.6       48.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       200:        77         24         47         57         78        158        129:
Old  :       198:        76         25         42         57         78        155        125:
Other:        84:        18         14          7         16         42         37         60:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.8       30.7       22.2       39.4       14.0       27.5       20.8       33.1
Old  :                 15.2       33.1       23.2       42.2       14.4       30.1       21.9       35.7
Other:                 32.6       17.3       47.4       26.2       31.5       16.6       44.9       23.8
 
 

Updated May 26, 2006