WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, May 9, 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  :   132,277:    54,923      7,302      8,689     38,436     88,420    102,048    104,411:    30,229     27,866
Old  :   124,219:    53,986      7,529      7,062     34,737     85,247     95,785     99,838:    28,434     24,381
Other:     8,058:     2,237      1,073        327      3,699      3,173      6,263      4,573:     1,795      3,485
     :          :                                                                            :
     :          :          Changes in Commitments from: May 2, 2006                          :
     :     5,370:     5,670        619     -1,687      2,100      6,726      6,083      5,658:      -713       -288
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.5        5.5        6.6       29.1       66.8       77.1       78.9:      22.9       21.1
Old  :     100.0:      43.5        6.1        5.7       28.0       68.6       77.1       80.4:      22.9       19.6
Other:     100.0:      27.8       13.3        4.1       45.9       39.4       77.7       56.8:      22.3       43.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       185:        70         17         29         46         72        129        110:
Old  :       183:        69         18         27         43         72        124        110:
Other:        69:         9          8          2         16         41         27         50:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.4       33.7       27.7       42.8       17.9       32.1       27.1       39.3
Old  :                 19.2       35.8       28.9       45.3       18.6       35.0       28.3       42.4
Other:                 37.1       21.6       53.1       32.5       36.4       19.8       49.3       27.9
 
 

Updated May 12, 2006