WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, May 2, 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  :   126,907:    49,253      6,683     10,376     36,336     81,694     95,965     98,753:    30,942     28,154
Old  :   119,682:    48,434      7,025      8,919     33,323     78,577     90,676     94,521:    29,006     25,161
Other:     7,225:     1,952        791        324      3,013      3,117      5,289      4,232:     1,936      2,993
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2006                       :
     :      -560:    -1,024     -1,353     -1,735          6       -219     -2,753     -3,307:     2,193      2,747
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.8        5.3        8.2       28.6       64.4       75.6       77.8:      24.4       22.2
Old  :     100.0:      40.5        5.9        7.5       27.8       65.7       75.8       79.0:      24.2       21.0
Other:     100.0:      27.0       10.9        4.5       41.7       43.1       73.2       58.6:      26.8       41.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       177:        64         16         31         45         72        122        111:
Old  :       174:        65         16         29         42         72        117        110:
Other:        66:         9          5          2         15         41         26         47:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.2       30.8       28.8       40.6       18.4       29.6       27.6       37.9
Old  :                 19.9       32.6       30.0       42.7       19.0       32.1       28.7       40.6
Other:                 36.4       21.4       52.7       34.9       36.4       20.8       49.6       30.1
 
 

Updated May 5, 2006