```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, May 24, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   460,407:    99,002     85,884     69,442    250,155    245,817    418,599    401,143:    41,808     59,264
Old  :   412,726:    98,157     90,009     48,125    230,663    227,055    376,945    365,189:    35,781     47,537
Other:    47,681:    13,525      8,555      8,637     19,492     18,762     41,654     35,954:     6,027     11,727
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :     5,868:     6,774    -10,349      5,574    -10,699     10,616      1,649      5,841:     4,219         27
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       18.7       15.1       54.3       53.4       90.9       87.1:       9.1       12.9
Old  :     100.0:      23.8       21.8       11.7       55.9       55.0       91.3       88.5:       8.7       11.5
Other:     100.0:      28.4       17.9       18.1       40.9       39.3       87.4       75.4:      12.6       24.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       435:       132        138        154         88        131        318        349:
Old  :       430:       131        149        136         81        124        295        336:
Other:       189:        43         43         19         36         88         94        140:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.7       19.3       35.9       26.0       19.6       15.1       32.5       20.7
Old  :                 22.9       21.4       38.3       28.6       21.8       18.0       35.7       24.6
Other:                 31.3       22.1       46.6       30.6       25.6       14.4       37.8       19.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, May 24, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,405,435:   532,190     92,731    147,948    567,770    945,177  1,247,908  1,185,856:   157,527    219,579
Old  :   753,917:   301,735     94,747     58,348    311,943    505,514    672,026    658,609:    81,891     95,308
Other:   651,518:   283,803     51,332     36,252    255,827    439,663    575,882    527,247:    75,636    124,271
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :   -16,054:     4,221    -19,694    -10,830    -10,482     19,328    -17,091    -11,196:     1,037     -4,858
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.9        6.6       10.5       40.4       67.3       88.8       84.4:      11.2       15.6
Old  :     100.0:      40.0       12.6        7.7       41.4       67.1       89.1       87.4:      10.9       12.6
Other:     100.0:      43.6        7.9        5.6       39.3       67.5       88.4       80.9:      11.6       19.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       851:       262        128        185        219        395        561        645:
Old  :       790:       226        137        107        161        358        443        549:
Other:       733:       196        117         83        148        355        383        521:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.0       11.6       20.8       18.2       12.1       10.4       18.3       16.3
Old  :                 16.8       16.0       24.4       22.2       16.7       15.2       23.5       21.2
Other:                 15.1       11.8       24.8       17.8       14.2       11.4       22.6       16.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, May 24, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    12,480:     3,155        951        427      5,580      9,667      9,162     11,045:     3,318      1,435
Old  :    12,479:     3,154        951        427      5,580      9,667      9,161     11,045:     3,318      1,434
Other:         1:         1          0          0          0          0          1          0:         0          1
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :       448:        98         19        350       -256        -76        192        293:       256        155
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3        7.6        3.4       44.7       77.5       73.4       88.5:      26.6       11.5
Old  :     100.0:      25.3        7.6        3.4       44.7       77.5       73.4       88.5:      26.6       11.5
Other:     100.0:     100.0        0.0        0.0        0.0        0.0      100.0        0.0:       0.0      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        18          5          3         18         11         36         19:
Old  :        44:        18          5          3         18         11         36         19:
Other:         1:         1          0          0          0          0          1          0:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.9       57.9       44.4       74.6       26.1       51.8       37.5       67.4
Old  :                 26.9       57.9       44.4       74.6       26.1       51.8       37.5       67.4
Other:                100.0        0.0      100.0        0.0      100.0        0.0      100.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, May 24, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   554,958:   178,161     58,010     67,303    260,624    350,510    506,088    475,823:    48,870     79,135
Old  :   264,706:   113,541     31,760     11,271    113,127    194,273    237,939    237,304:    26,767     27,402
Other:   290,252:    95,008     56,638     25,644    147,497    156,237    268,149    238,519:    22,103     51,733
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :     9,763:    10,849      2,421       -732     -3,364      8,551      6,753     10,240:     3,010       -477
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.1       10.5       12.1       47.0       63.2       91.2       85.7:       8.8       14.3
Old  :     100.0:      42.9       12.0        4.3       42.7       73.4       89.9       89.6:      10.1       10.4
Other:     100.0:      32.7       19.5        8.8       50.8       53.8       92.4       82.2:       7.6       17.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       523:       179        110        157        113        183        381        393:
Old  :       475:       169        107         73         75        154        277        308:
Other:       418:       115        102         84         84        167        252        311:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.3       19.7       25.3       28.0       13.9       17.2       21.5       23.5
Old  :                 19.4       32.6       29.8       43.8       18.7       29.7       28.8       40.9
Other:                 22.7       14.3       32.8       21.7       22.2       12.4       31.9       19.0
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, May 24, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    26,220:    23,223      3,376         88          3      6,507     23,314      9,971:     2,906     16,249
Old  :     4,736:     2,872      1,238          8          3        788      2,883      2,034:     1,853      2,702
Other:    21,484:    20,381      2,168         50          0      5,719     20,431      7,937:     1,053     13,547
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :       757:       487        268        -19          0        103        468        352:       289        405
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      88.6       12.9        0.3        0.0       24.8       88.9       38.0:      11.1       62.0
Old  :     100.0:      60.6       26.1        0.2        0.1       16.6       60.9       42.9:      39.1       57.1
Other:     100.0:      94.9       10.1        0.2        0.0       26.6       95.1       36.9:       4.9       63.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        18          9          7          1         19         20         34:
Old  :        44:        16         10          2          1         18         17         30:
Other:        42:        16          7          5          0         19         16         31:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 59.8       14.0       77.2       20.4       59.6       14.0       77.0       20.4
Old  :                 32.8       23.3       48.7       34.8       32.6       23.3       48.5       34.8
Other:                 66.2       12.6       85.5       19.5       66.0       12.6       85.3       19.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, May 24, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   317,766:    91,927     39,688     39,196    150,566    212,323    281,689    291,207:    36,077     26,559
Old  :   201,416:    66,275     42,713     19,137     90,959    118,496    176,371    180,346:    25,045     21,070
Other:   116,350:    36,584      7,907      9,127     59,607     93,827    105,318    110,861:    11,032      5,489
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :     6,989:     6,169     -4,174      3,602     -7,137      8,513      2,634      7,941:     4,355       -952
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.9       12.5       12.3       47.4       66.8       88.6       91.6:      11.4        8.4
Old  :     100.0:      32.9       21.2        9.5       45.2       58.8       87.6       89.5:      12.4       10.5
Other:     100.0:      31.4        6.8        7.8       51.2       80.6       90.5       95.3:       9.5        4.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       263:        91         60         81         67         68        212        178:
Old  :       255:        84         78         54         61         60        184        158:
Other:       153:        61         26         24         47         42        116         84:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.1       32.0       22.8       43.7       12.5       27.8       20.7       38.8
Old  :                 17.0       28.0       27.3       37.0       16.6       27.5       26.6       36.2
Other:                 18.4       52.2       34.0       66.4       18.0       45.8       31.6       59.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, May 24, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   774,703:   112,354    145,777     16,654    469,772    458,357    598,780    620,788:   175,923    153,915
Old  :   774,703:   112,354    145,777     16,654    469,772    458,357    598,780    620,788:   175,923    153,915
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :    53,650:    -4,094     15,437      1,969     50,903     32,678     48,778     50,084:     4,872      3,566
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       18.8        2.1       60.6       59.2       77.3       80.1:      22.7       19.9
Old  :     100.0:      14.5       18.8        2.1       60.6       59.2       77.3       80.1:      22.7       19.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       158:        26         33         20         73         73        108        117:
Old  :       158:        26         33         20         73         73        108        117:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.5       21.2       30.0       31.3       19.4       18.7       29.1       26.6
Old  :                 19.5       21.2       30.0       31.3       19.4       18.7       29.1       26.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders - Futures Only, May 24, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   363,360:    43,439     53,437      4,882    231,863    254,538    280,184    312,857:    83,176     50,503
Old  :   363,360:    43,439     53,437      4,882    231,863    254,538    280,184    312,857:    83,176     50,503
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :    18,861:    -1,504     -9,246      4,091        172     19,680      2,759     14,525:    16,102      4,336
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       14.7        1.3       63.8       70.1       77.1       86.1:      22.9       13.9
Old  :     100.0:      12.0       14.7        1.3       63.8       70.1       77.1       86.1:      22.9       13.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:         5         10          5         33         30         41         42:
Old  :        60:         5         10          5         33         30         41         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.5       47.7       45.5       61.6       24.0       47.7       42.3       61.5
Old  :                 25.5       47.7       45.5       61.6       24.0       47.7       42.3       61.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, May 24, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     8,505:       910        149        755      6,382      7,178      8,047      8,082:       458        423
Old  :     8,505:       910        149        755      6,382      7,178      8,047      8,082:       458        423
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :       378:        42         55       -224        642        463        460        294:       -82         84
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7        1.8        8.9       75.0       84.4       94.6       95.0:       5.4        5.0
Old  :     100.0:      10.7        1.8        8.9       75.0       84.4       94.6       95.0:       5.4        5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         8          4          7         19         25         30         34:
Old  :        40:         8          4          7         19         25         30         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 41.5       39.6       60.1       62.4       24.1       18.7       32.5       28.0
Old  :                 41.5       39.6       60.1       62.4       24.1       18.7       32.5       28.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, May 24, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   227,569:    57,636     22,503     36,152     94,252    146,952    188,040    205,607:    39,529     21,962
Old  :   145,093:    56,308     21,334      8,613     51,806     98,738    116,727    128,685:    28,366     16,408
Other:    82,476:    16,505     16,346     12,362     42,446     48,214     71,313     76,922:    11,163      5,554
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :      -343:     5,072     -2,122      1,727    -10,088      1,922     -3,289      1,527:     2,946     -1,870
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3        9.9       15.9       41.4       64.6       82.6       90.3:      17.4        9.7
Old  :     100.0:      38.8       14.7        5.9       35.7       68.1       80.4       88.7:      19.6       11.3
Other:     100.0:      20.0       19.8       15.0       51.5       58.5       86.5       93.3:      13.5        6.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       197:        68         28         55         65         62        165        134:
Old  :       189:        71         35         37         55         56        147        112:
Other:       127:        29         28         23         51         40         93         80:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.8       35.7       20.4       44.3        7.6       28.4       13.7       35.2
Old  :                 11.0       41.5       20.4       51.5       10.7       40.9       19.3       50.8
Other:                 26.9       30.3       40.3       48.2       17.9       25.5       30.4       38.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, May 24, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    22,401:     7,259      2,068      1,094      8,978     17,475     17,331     20,637:     5,070      1,764
Old  :    14,900:     6,619      1,634          0      5,012     12,350     11,631     13,984:     3,269        916
Other:     7,501:     1,100        894        634      3,966      5,125      5,700      6,653:     1,801        848
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :      -354:       513       -473        -38       -228        198        247       -313:      -601        -41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4        9.2        4.9       40.1       78.0       77.4       92.1:      22.6        7.9
Old  :     100.0:      44.4       11.0        0.0       33.6       82.9       78.1       93.9:      21.9        6.1
Other:     100.0:      14.7       11.9        8.5       52.9       68.3       76.0       88.7:      24.0       11.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        97:        45         12         14         25         19         77         42:
Old  :        89:        46         12          0         15         16         61         28:
Other:        51:        12         13          9         16         15         33         32:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.7       52.4       33.4       65.6       20.3       47.3       31.2       60.1
Old  :                 24.5       61.3       37.8       77.8       24.5       61.3       37.8       77.8
Other:                 44.9       46.6       57.2       62.8       44.8       44.5       54.7       59.3
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, May 24, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,103,772:   370,257    156,099     25,535    588,569    759,364    984,361    940,998:   119,411    162,774
Old  : 1,103,772:   370,257    156,099     25,535    588,569    759,364    984,361    940,998:   119,411    162,774
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :    43,705:    15,688     10,884      3,165     25,882     39,173     44,735     53,222:    -1,030     -9,517
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.5       14.1        2.3       53.3       68.8       89.2       85.3:      10.8       14.7
Old  :     100.0:      33.5       14.1        2.3       53.3       68.8       89.2       85.3:      10.8       14.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       261:        51         52         27         91        133        158        196:
Old  :       261:        51         52         27         91        133        158        196:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.3       18.1       39.3       26.3       26.8       14.8       36.8       21.8
Old  :                 27.3       18.1       39.3       26.3       26.8       14.8       36.8       21.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, May 24, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,943,353:   225,486    309,401     48,659  1,324,584  1,195,530  1,598,729  1,553,590:   344,624    389,763
Old  : 1,943,353:   225,486    309,401     48,659  1,324,584  1,195,530  1,598,729  1,553,590:   344,624    389,763
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :    49,340:      -978    -67,107     10,151        390     70,674      9,563     13,718:    39,777     35,622
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       15.9        2.5       68.2       61.5       82.3       79.9:      17.7       20.1
Old  :     100.0:      11.6       15.9        2.5       68.2       61.5       82.3       79.9:      17.7       20.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       256:        33         61         32        107        132        157        209:
Old  :       256:        33         61         32        107        132        157        209:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.8       21.9       35.2       32.3       23.8       18.4       31.2       25.5
Old  :                 26.8       21.9       35.2       32.3       23.8       18.4       31.2       25.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, May 24, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,515,861:   408,598    123,068     21,257    837,635  1,047,777  1,267,490  1,192,102:   248,371    323,759
Old  : 1,515,861:   408,598    123,068     21,257    837,635  1,047,777  1,267,490  1,192,102:   248,371    323,759
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :   -44,588:   -10,996    -30,976     -9,020    -46,621    -33,986    -66,637    -73,982:    22,049     29,394
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0        8.1        1.4       55.3       69.1       83.6       78.6:      16.4       21.4
Old  :     100.0:      27.0        8.1        1.4       55.3       69.1       83.6       78.6:      16.4       21.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       202:        36         38         20         83        107        130        154:
Old  :       202:        36         38         20         83        107        130        154:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.8       21.6       35.4       30.9       22.8       20.0       33.6       28.0
Old  :                 22.8       21.6       35.4       30.9       22.8       20.0       33.6       28.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, May 24, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :   714,235:    85,123     75,664     92,971    497,541    490,885    675,635    659,520:    38,600     54,715
Old  :   714,235:    85,123     75,664     92,971    497,541    490,885    675,635    659,520:    38,600     54,715
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :    14,858:       248      1,486     -3,465     16,001     14,115     12,784     12,136:     2,074      2,722
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9       10.6       13.0       69.7       68.7       94.6       92.3:       5.4        7.7
Old  :     100.0:      11.9       10.6       13.0       69.7       68.7       94.6       92.3:       5.4        7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       145:        26         32         38         64         75        110        132:
Old  :       145:        26         32         38         64         75        110        132:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 38.4       24.8       51.4       34.9       26.6       12.0       31.0       17.5
Old  :                 38.4       24.8       51.4       34.9       26.6       12.0       31.0       17.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, May 24, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    77,677:    15,744      3,180      3,696     41,916     57,678     61,355     64,553:    16,322     13,124
Old  :    77,677:    15,744      3,180      3,696     41,916     57,678     61,355     64,553:    16,322     13,124
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :       199:      -770         -2        490        715       -238        435        250:      -236        -51
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3        4.1        4.8       54.0       74.3       79.0       83.1:      21.0       16.9
Old  :     100.0:      20.3        4.1        4.8       54.0       74.3       79.0       83.1:      21.0       16.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       106:        30          9         13         41         33         79         53:
Old  :       106:        30          9         13         41         33         79         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.8       39.8       35.3       57.1       16.2       33.5       24.2       45.9
Old  :                 21.8       39.8       35.3       57.1       16.2       33.5       24.2       45.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders - Futures Only, May 24, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    24,441:     3,084      1,452          9     12,123     20,494     15,216     21,955:     9,225      2,486
Old  :    24,441:     3,084      1,452          9     12,123     20,494     15,216     21,955:     9,225      2,486
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :        84:       265         47          1          0         -2        266         46:      -182         38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6        5.9        0.0       49.6       83.9       62.3       89.8:      37.7       10.2
Old  :     100.0:      12.6        5.9        0.0       49.6       83.9       62.3       89.8:      37.7       10.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         5          5          4          9          6         17         12:
Old  :        23:         5          5          4          9          6         17         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 42.2       79.8       55.8       86.7       42.2       78.8       55.8       85.6
Old  :                 42.2       79.8       55.8       86.7       42.2       78.8       55.8       85.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, May 24, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   106,471:    32,483     10,619        210     59,585     74,367     92,278     85,196:    14,193     21,275
Old  :   106,471:    32,483     10,619        210     59,585     74,367     92,278     85,196:    14,193     21,275
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :       230:    -1,047        925        -45      1,429       -472        337        408:      -107       -178
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5       10.0        0.2       56.0       69.8       86.7       80.0:      13.3       20.0
Old  :     100.0:      30.5       10.0        0.2       56.0       69.8       86.7       80.0:      13.3       20.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       102:        32         11         10         36         30         72         47:
Old  :       102:        32         11         10         36         30         72         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.3       40.1       43.6       55.2       28.9       40.1       43.3       55.1
Old  :                 29.3       40.1       43.6       55.2       28.9       40.1       43.3       55.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders - Futures Only, May 24, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :     8,057:     4,626      1,303        672      1,559      5,957      6,857      7,932:     1,200        125
Old  :     8,057:     4,626      1,303        672      1,559      5,957      6,857      7,932:     1,200        125
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :        56:         2        -27          0        -25        -42        -23        -69:        79        125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.4       16.2        8.3       19.3       73.9       85.1       98.4:      14.9        1.6
Old  :     100.0:      57.4       16.2        8.3       19.3       73.9       85.1       98.4:      14.9        1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:        13          5          1          1          3         15          8:
Old  :        22:        13          5          1          1          3         15          8:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 46.2       89.4       71.3       98.4       44.7       81.1       68.3       90.1
Old  :                 46.2       89.4       71.3       98.4       44.7       81.1       68.3       90.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders - Futures Only, May 24, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    13,907:     3,972        975          3      9,576     12,838     13,551     13,816:       356         91
Old  :    13,907:     3,972        975          3      9,576     12,838     13,551     13,816:       356         91
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :     2,338:     1,493       -116          0        863      2,454      2,356      2,338:       -18          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6        7.0        0.0       68.9       92.3       97.4       99.3:       2.6        0.7
Old  :     100.0:      28.6        7.0        0.0       68.9       92.3       97.4       99.3:       2.6        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         7          7          1          7         13         14         21:
Old  :        32:         7          7          1          7         13         14         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 80.9       81.4       94.5       90.5       79.8       81.4       93.5       90.3
Old  :                 80.9       81.4       94.5       90.5       79.8       81.4       93.5       90.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders - Futures Only, May 24, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    28,745:     3,097        869         38     25,230     27,787     28,365     28,694:       380         51
Old  :    28,745:     3,097        869         38     25,230     27,787     28,365     28,694:       380         51
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :       181:      -458       -561         38        616        684        196        161:       -15         20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8        3.0        0.1       87.8       96.7       98.7       99.8:       1.3        0.2
Old  :     100.0:      10.8        3.0        0.1       87.8       96.7       98.7       99.8:       1.3        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        10          5          1          7         15         17         21:
Old  :        35:        10          5          1          7         15         17         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 91.7       70.5       96.9       90.8       90.8       70.5       95.9       90.8
Old  :                 91.7       70.5       96.9       90.8       90.8       70.5       95.9       90.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated May 27, 2011