WHEAT - KANSAS CITY BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, May 16, 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  :   144,220:    58,860      8,673     10,229     40,630     92,312    109,719    111,214:    34,501     33,006
Old  :   133,910:    57,207      8,503      8,178     36,268     88,894    101,653    105,575:    32,257     28,335
Other:    10,310:     3,382      1,899        322      4,362      3,418      8,066      5,639:     2,244      4,671
     :          :                                                                            :
     :          :          Changes in Commitments from: May 9, 2006                          :
     :    11,943:     3,937      1,371      1,540      2,194      3,892      7,671      6,803:     4,272      5,140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.8        6.0        7.1       28.2       64.0       76.1       77.1:      23.9       22.9
Old  :     100.0:      42.7        6.3        6.1       27.1       66.4       75.9       78.8:      24.1       21.2
Other:     100.0:      32.8       18.4        3.1       42.3       33.2       78.2       54.7:      21.8       45.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       198:        78         23         32         52         71        144        115:
Old  :       196:        76         24         30         50         71        141        113:
Other:        77:        12         13          2         17         41         30         55:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.8       32.7       23.6       41.7       15.2       31.3       23.0       38.1
Old  :                 16.3       35.2       24.7       44.3       15.6       34.3       24.1       41.4
Other:                 34.4       18.6       49.8       28.3       33.4       17.8       47.7       25.8
 
 

Updated May 19, 2006