```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      455,903
COMMITMENTS
 100,101   89,939   65,413  253,366  243,455  418,880  398,807   37,023   57,096

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:     -4,544)
  -4,092   -1,627    2,347   -3,085   -8,434   -4,830   -7,714      286    3,170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0     19.7     14.3     55.6     53.4     91.9     87.5      8.1     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      421)
     123      132      153       84      132      311      337
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,445,980
COMMITMENTS
 535,090  113,425  163,206  591,123  949,761  1289419  1226392  156,561  219,588

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:    -46,640)
 -11,967   12,819  -13,101  -18,166  -44,537  -43,234  -44,819   -3,406   -1,821

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.0      7.8     11.3     40.9     65.7     89.2     84.8     10.8     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      854)
     250      132      187      218      396      554      657
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,533
COMMITMENTS
   3,169      913       77    6,076   10,304    9,322   11,294    3,211    1,239

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:       -517)
    -262      585       -1     -150   -1,197     -413     -613     -104       96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3      7.3      0.6     48.5     82.2     74.4     90.1     25.6      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      16        5        3       19       11       36       18
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      551,626
COMMITMENTS
 166,952   52,600   71,627  264,418  346,628  502,997  470,855   48,629   80,771

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:    -19,879)
 -11,780    1,784   -1,310   -3,420  -21,950  -16,510  -21,476   -3,369    1,597

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.3      9.5     13.0     47.9     62.8     91.2     85.4      8.8     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      508)
     166      106      148      120      189      362      393
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       25,252
COMMITMENTS
  22,511    2,966      116        3    6,350   22,630    9,432    2,622   15,820

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:        311)
     276      320       -4       -2       17      270      333       41      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    89.1     11.7      0.5      0.0     25.1     89.6     37.4     10.4     62.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      16        8        7        1       19       17       34
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      308,341
COMMITMENTS
  85,868   40,793   36,257  152,469  205,250  274,594  282,300   33,747   26,041

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:    -13,323)
 -14,681    4,127     -917    4,707  -16,222  -10,891  -13,012   -2,432     -311

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8     13.2     11.8     49.4     66.6     89.1     91.6     10.9      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      82       58       72       63       60      186      168
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      660,636
COMMITMENTS
 108,944  121,342   11,454  378,599  381,257  498,997  514,053  161,639  146,583

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:     53,411)
  20,710   10,552    3,951   20,985   38,986   45,646   53,489    7,765      -78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5     18.4      1.7     57.3     57.7     75.5     77.8     24.5     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      31       28       18       68       73      105      113
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      319,321
COMMITMENTS
  49,710   56,974      760  209,745  215,777  260,215  273,511   59,106   45,810

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:      1,935)
    -399      262       -1    4,723      847    4,323    1,108   -2,388      827

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     17.8      0.2     65.7     67.6     81.5     85.7     18.5     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       7       11        4       33       35       42       48
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        7,783
COMMITMENTS
     884      158      918    5,577    6,201    7,379    7,277      404      506

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:        148)
    -260     -199       16      280      228       36       45      112      103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4      2.0     11.8     71.7     79.7     94.8     93.5      5.2      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       7        7        8       20       24       33       33
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      229,758
COMMITMENTS
  55,380   24,369   34,281  104,970  147,838  194,631  206,488   35,127   23,270

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:      3,630)
    -304   -1,506    3,842    4,255    3,097    7,793    5,433   -4,163   -1,803

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1     10.6     14.9     45.7     64.3     84.7     89.9     15.3     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      62       29       55       65       62      159      137
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       22,417
COMMITMENTS
   6,690    2,398      957    8,792   17,384   16,439   20,739    5,978    1,678

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:     -1,125)
  -1,550     -487      221      519     -947     -810   -1,213     -315       88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.8     10.7      4.3     39.2     77.5     73.3     92.5     26.7      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      46       14       12       22       18       73       40
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,046,874
COMMITMENTS
 368,407  149,805   18,733  545,214  720,970  932,354  889,508  114,520  157,366

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:    -20,178)
  -4,878   -1,576      213  -16,935  -12,433  -21,600  -13,796    1,422   -6,382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.2     14.3      1.8     52.1     68.9     89.1     85.0     10.9     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      52       53       21       98      131      163      193
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,751,566
COMMITMENTS
 197,751  329,551   30,873  1217467  1026946  1446091  1387370  305,475  364,196

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:     47,384)
 -21,681   54,008    2,509   52,558   16,970   33,386   73,487   13,998  -26,103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3     18.8      1.8     69.5     58.6     82.6     79.2     17.4     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      41       69       31      100      136      155      222
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,504,040
COMMITMENTS
 405,829  144,512   16,098  861,982  1038808  1283909  1199418  220,131  304,622

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:     46,252)
  27,195      384    4,254   30,551   35,846   62,000   40,484  -15,748    5,768

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0      9.6      1.1     57.3     69.1     85.4     79.7     14.6     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      41       41       20       95      106      144      159
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      681,620
COMMITMENTS
  93,021   65,337   97,762  455,385  466,820  646,168  629,919   35,452   51,701

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:     34,955)
  -5,521    3,771   10,590   27,351   24,101   32,420   38,462    2,535   -3,507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6      9.6     14.3     66.8     68.5     94.8     92.4      5.2      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      26       30       38       62       71      107      127
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       60,500
COMMITMENTS
  25,323    4,741      189   27,324   49,315   52,836   54,245    7,664    6,255

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:     -5,025)
  -4,278   -1,617      179   -1,587   -4,008   -5,686   -5,445      662      421

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.9      7.8      0.3     45.2     81.5     87.3     89.7     12.7     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      42        8        4       32       31       75       42
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      120,999
COMMITMENTS
  50,645    9,482      378   54,648   98,630  105,671  108,490   15,328   12,509

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:    -10,049)
  -8,556   -3,233      358   -3,174   -8,015  -11,372  -10,890    1,323      841

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.9      7.8      0.3     45.2     81.5     87.3     89.7     12.7     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      42        8        4       32       31       75       42
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        8,084
COMMITMENTS
   4,597    1,342      709    1,584    6,024    6,890    8,075    1,194        9

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:        561)
     -91     -130      672        0       10      581      552      -20        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.9     16.6      8.8     19.6     74.5     85.2     99.9     14.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      13        6        2        1        4       15       11
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       11,383
COMMITMENTS
   1,136    1,121        3    9,976   10,162   11,115   11,286      268       97

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:        565)
     193      -40       -1      419      691      611      650      -46      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0      9.8      0.0     87.6     89.3     97.6     99.1      2.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6        7        1        7       13       13       21
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       28,229
COMMITMENTS
   3,404    1,080        0   24,546   27,086   27,950   28,166      279       63

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:        294)
     339      -78        0      -74      379      265      301       29       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1      3.8      0.0     87.0     96.0     99.0     99.8      1.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       7        6        0        7       14       14       20
```

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Updated May 13, 2010