WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 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  :   171,851:    57,939      4,389     29,808     51,201    102,624    138,948    136,821:    32,903     35,030
Old  :   156,679:    54,739      4,881     26,210     45,521     97,567    126,471    128,658:    30,209     28,021
Other:    15,172:     5,936      2,244        862      5,679      5,057     12,478      8,163:     2,694      7,009
     :          :                                                                            :
     :          :          Changes in Commitments from: May 30, 2006                         :
     :       798:       -27       -299       -318      2,328       -447      1,983     -1,064:    -1,184      1,863
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.7        2.6       17.3       29.8       59.7       80.9       79.6:      19.1       20.4
Old  :     100.0:      34.9        3.1       16.7       29.1       62.3       80.7       82.1:      19.3       17.9
Other:     100.0:      39.1       14.8        5.7       37.4       33.3       82.2       53.8:      17.8       46.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       196:        75         29         49         58         72        160        124:
Old  :       194:        73         30         45         56         72        155        122:
Other:        85:        22         12         10         18         40         44         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  :                 15.0       31.8       22.8       41.0       13.4       28.1       20.4       33.2
Old  :                 15.6       34.9       24.1       44.4       13.8       31.8       21.6       37.1
Other:                 34.8       16.9       50.1       26.2       33.8       14.2       46.9       22.6
 
 

Updated June 9, 2006