WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   171,053:    57,966      4,688     30,126     48,873    103,071    136,966    137,886:    34,087     33,167
Old  :   157,403:    54,981      4,920     27,154     43,806     98,436    125,940    130,509:    31,462     26,894
Other:    13,650:     5,234      2,017        725      5,067      4,635     11,025      7,377:     2,625      6,273
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2006                         :
     :     2,349:      -293        199         26      2,251      1,675      1,984      1,900:       364        449
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.9        2.7       17.6       28.6       60.3       80.1       80.6:      19.9       19.4
Old  :     100.0:      34.9        3.1       17.3       27.8       62.5       80.0       82.9:      20.0       17.1
Other:     100.0:      38.3       14.8        5.3       37.1       34.0       80.8       54.0:      19.2       46.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       198:        73         28         48         58         77        159        128:
Old  :       196:        71         28         44         58         77        156        125:
Other:        89:        21         15          8         19         42         43         62:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.7       30.7       22.3       39.8       13.9       27.1       20.7       32.8
Old  :                 15.3       33.4       23.3       42.8       14.4       30.3       21.9       36.1
Other:                 31.9       17.3       46.4       26.1       30.3       14.9       43.3       22.0
 
 

Updated June 2, 2006