```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, June 14, 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  :   448,306:    94,854    101,072     66,099    242,958    216,188    403,911    383,359:    44,395     64,947
Old  :   385,774:    91,055     99,069     44,053    211,766    192,624    346,874    335,746:    38,900     50,028
Other:    62,532:    15,548     13,752     10,297     31,192     23,564     57,037     47,613:     5,495     14,919
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :    -7,399:     1,236      9,785     -4,934     -2,370    -13,606     -6,068     -8,755:    -1,331      1,356
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       22.5       14.7       54.2       48.2       90.1       85.5:       9.9       14.5
Old  :     100.0:      23.6       25.7       11.4       54.9       49.9       89.9       87.0:      10.1       13.0
Other:     100.0:      24.9       22.0       16.5       49.9       37.7       91.2       76.1:       8.8       23.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       422:       121        150        154         88        118        313        340:
Old  :       418:       129        150        134         83        115        295        326:
Other:       185:        35         52         20         38         83         86        147:
     :----------------------------------------------------------------------------------------------------
     :             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       17.9       36.7       24.4       21.6       15.6       34.4       20.6
Old  :                 24.9       20.1       38.5       27.5       24.1       19.0       37.2       24.9
Other:                 41.2       18.6       56.3       27.5       32.6        9.5       44.0       16.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, June 14, 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  : 1,482,562:   563,323    103,123    185,556    570,238    954,051  1,319,117  1,242,730:   163,445    239,832
Old  :   735,344:   310,596     93,677     73,319    268,972    473,666    652,887    640,662:    82,457     94,682
Other:   747,218:   316,674     73,393     48,290    301,266    480,385    666,230    602,068:    80,988    145,150
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :    31,409:    11,062      8,994      8,816     10,289      6,819     30,167     24,629:     1,242      6,780
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.0        7.0       12.5       38.5       64.4       89.0       83.8:      11.0       16.2
Old  :     100.0:      42.2       12.7       10.0       36.6       64.4       88.8       87.1:      11.2       12.9
Other:     100.0:      42.4        9.8        6.5       40.3       64.3       89.2       80.6:      10.8       19.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       902:       289        144        214        226        385        617        674:
Old  :       812:       251        139        119        170        344        479        553:
Other:       774:       215        138         99        157        348        422        543:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.3       12.0       21.2       18.1       11.5       10.5       17.5       15.6
Old  :                 16.6       16.7       24.0       23.6       15.7       16.7       22.2       22.3
Other:                 15.3       10.1       24.0       15.7       13.7        9.6       20.9       14.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, June 14, 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  :    12,714:     3,973        546         87      5,711     11,188      9,771     11,821:     2,943        893
Old  :    12,693:     3,972        546         87      5,691     11,168      9,750     11,801:     2,943        892
Other:        21:         1          0          0         20         20         21         20:         0          1
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :        70:       251        -95       -236         99        586        114        255:       -44       -185
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.2        4.3        0.7       44.9       88.0       76.9       93.0:      23.1        7.0
Old  :     100.0:      31.3        4.3        0.7       44.8       88.0       76.8       93.0:      23.2        7.0
Other:     100.0:       4.8        0.0        0.0       95.2       95.2      100.0       95.2:       0.0        4.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        18          3          3         16         12         34         18:
Old  :        42:        18          3          3         16         12         34         18:
Other:         3:         1          0          0          1          1          2          1:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.8       66.1       45.3       84.1       27.8       56.2       39.7       74.0
Old  :                 27.7       66.3       45.3       84.1       27.7       56.3       39.7       74.0
Other:                100.0       95.2      100.0       95.2      100.0       95.2      100.0       95.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, June 14, 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  :   599,556:   189,529     69,718     85,300    268,812    360,269    543,641    515,287:    55,915     84,269
Old  :   189,523:    97,318     32,810     11,977     55,262    120,210    164,557    164,997:    24,966     24,526
Other:   410,033:   122,285     66,982     43,249    213,550    240,059    379,084    350,290:    30,949     59,743
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :     2,682:    -9,486      4,884      5,509      8,192    -12,631      4,215     -2,238:    -1,533      4,920
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6       11.6       14.2       44.8       60.1       90.7       85.9:       9.3       14.1
Old  :     100.0:      51.3       17.3        6.3       29.2       63.4       86.8       87.1:      13.2       12.9
Other:     100.0:      29.8       16.3       10.5       52.1       58.5       92.5       85.4:       7.5       14.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       553:       193        125        169        116        190        402        421:
Old  :       461:       150        110         58         83        159        269        297:
Other:       482:       144        122        113         89        183        302        364:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.8       19.0       22.1       26.0       11.8       15.8       18.8       21.5
Old  :                 17.9       22.8       29.1       32.1       14.9       21.3       25.3       29.6
Other:                 17.6       19.5       28.5       27.1       16.2       17.1       26.1       24.0
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, June 14, 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  :    26,631:    23,550      3,130        217          3      6,545     23,770      9,892:     2,861     16,739
Old  :     4,033:     2,408        799         16          3        757      2,427      1,572:     1,606      2,461
Other:    22,598:    21,300      2,489         43          0      5,788     21,343      8,320:     1,255     14,278
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :      -288:      -324        -31        137          0         90       -187        196:      -101       -484
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      88.4       11.8        0.8        0.0       24.6       89.3       37.1:      10.7       62.9
Old  :     100.0:      59.7       19.8        0.4        0.1       18.8       60.2       39.0:      39.8       61.0
Other:     100.0:      94.3       11.0        0.2        0.0       25.6       94.4       36.8:       5.6       63.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        16          9          8          1         18         19         33:
Old  :        36:        14          8          1          1         14         15         23:
Other:        41:        14          9          6          0         18         15         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  :                 61.2       12.7       79.4       19.6       61.1       12.6       79.2       19.5
Old  :                 37.4       25.7       53.2       34.1       37.0       25.7       52.8       34.1
Other:                 66.1       12.9       86.4       19.8       66.0       12.9       86.2       19.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, June 14, 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  :   327,204:   101,412     42,129     38,277    152,582    221,563    292,271    301,969:    34,933     25,235
Old  :   161,647:    57,963     26,244     16,284     65,344    103,188    139,591    145,716:    22,056     15,931
Other:   165,557:    52,047     24,483     13,395     87,238    118,375    152,680    156,253:    12,877      9,304
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :    -6,347:    -5,483      8,078     -3,442      8,626    -10,107       -299     -5,471:    -6,048       -876
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.0       12.9       11.7       46.6       67.7       89.3       92.3:      10.7        7.7
Old  :     100.0:      35.9       16.2       10.1       40.4       63.8       86.4       90.1:      13.6        9.9
Other:     100.0:      31.4       14.8        8.1       52.7       71.5       92.2       94.4:       7.8        5.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       270:        94         68         86         65         68        217        186:
Old  :       238:        88         61         51         56         62        170        153:
Other:       192:        66         55         43         49         45        142        120:
     :----------------------------------------------------------------------------------------------------
     :             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       31.8       23.5       44.4       12.0       27.8       19.9       38.1
Old  :                 20.5       26.8       31.1       35.4       17.9       25.6       28.0       33.5
Other:                 20.5       46.4       34.1       58.5       20.1       42.8       33.6       54.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, June 14, 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  :   667,019:    76,201    136,653      9,393    425,118    377,239    510,712    523,285:   156,307    143,734
Old  :   667,019:    76,201    136,653      9,393    425,118    377,239    510,712    523,285:   156,307    143,734
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :   -24,881:   -18,003      9,305       -515      2,969    -38,234    -15,549    -29,444:    -9,332      4,563
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4       20.5        1.4       63.7       56.6       76.6       78.5:      23.4       21.5
Old  :     100.0:      11.4       20.5        1.4       63.7       56.6       76.6       78.5:      23.4       21.5
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  :       160:        23         37         12         73         70        102        113:
Old  :       160:        23         37         12         73         70        102        113:
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  :                 20.0       18.6       29.3       28.4       19.5       18.0       27.4       26.5
Old  :                 20.0       18.6       29.3       28.4       19.5       18.0       27.4       26.5
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, June 14, 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  :   375,859:    45,946     57,620        943    267,683    277,590    314,572    336,153:    61,287     39,706
Old  :   375,859:    45,946     57,620        943    267,683    277,590    314,572    336,153:    61,287     39,706
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :    10,446:       265      5,893     -2,548     13,889     14,784     11,606     18,129:    -1,160     -7,683
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       15.3        0.3       71.2       73.9       83.7       89.4:      16.3       10.6
Old  :     100.0:      12.2       15.3        0.3       71.2       73.9       83.7       89.4:      16.3       10.6
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  :        73:         7         11          3         40         37         48         50:
Old  :        73:         7         11          3         40         37         48         50:
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  :                 28.3       49.7       47.9       63.7       26.2       49.3       43.9       63.0
Old  :                 28.3       49.7       47.9       63.7       26.2       49.3       43.9       63.0
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, June 14, 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  :     9,652:       559        118        690      7,853      8,458      9,102      9,266:       550        386
Old  :     9,652:       559        118        690      7,853      8,458      9,102      9,266:       550        386
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :       580:      -361        -87         22        943        647        604        582:       -24         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.8        1.2        7.1       81.4       87.6       94.3       96.0:       5.7        4.0
Old  :     100.0:       5.8        1.2        7.1       81.4       87.6       94.3       96.0:       5.7        4.0
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  :        41:         7          3          6         21         26         31         34:
Old  :        41:         7          3          6         21         26         31         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  :                 41.7       41.6       63.5       66.2       23.1       19.4       30.5       28.7
Old  :                 41.7       41.6       63.5       66.2       23.1       19.4       30.5       28.7
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, June 14, 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  :   234,276:    62,807     20,958     37,839     89,321    151,644    189,967    210,441:    44,309     23,835
Old  :   132,784:    52,463     15,995      8,202     42,572     93,045    103,237    117,242:    29,547     15,542
Other:   101,492:    26,807     21,426     13,174     46,749     58,599     86,730     93,199:    14,762      8,293
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :    -3,934:    -1,251        416       -601        598     -3,114     -1,254     -3,299:    -2,680       -635
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8        8.9       16.2       38.1       64.7       81.1       89.8:      18.9       10.2
Old  :     100.0:      39.5       12.0        6.2       32.1       70.1       77.7       88.3:      22.3       11.7
Other:     100.0:      26.4       21.1       13.0       46.1       57.7       85.5       91.8:      14.5        8.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       201:        75         28         57         66         67        173        138:
Old  :       184:        74         27         34         55         60        146        108:
Other:       141:        34         32         25         54         41        104         87:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.5       34.4       19.7       44.6        7.1       27.4       13.0       34.5
Old  :                 12.7       40.6       21.2       49.4       12.3       39.6       19.6       47.8
Other:                 23.3       33.7       36.3       52.6       16.0       27.1       27.8       40.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, June 14, 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  :    19,792:     6,281      1,949      1,331      7,505     15,092     15,117     18,372:     4,675      1,420
Old  :     8,807:     4,007      1,239         75      2,219      6,966      6,301      8,280:     2,506        527
Other:    10,985:     2,743      1,179        787      5,286      8,126      8,816     10,092:     2,169        893
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :      -679:      -538        -65        175       -202       -833       -565       -723:      -114         44
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.7        9.8        6.7       37.9       76.3       76.4       92.8:      23.6        7.2
Old  :     100.0:      45.5       14.1        0.9       25.2       79.1       71.5       94.0:      28.5        6.0
Other:     100.0:      25.0       10.7        7.2       48.1       74.0       80.3       91.9:      19.7        8.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        91:        40         13         15         21         20         69         42:
Old  :        74:        37          8          1         14         15         51         24:
Other:        60:        17         12          9         15         17         39         33:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.1       50.1       33.8       64.3       22.1       50.1       33.4       64.2
Old  :                 20.6       64.4       32.0       78.3       20.6       64.4       32.0       78.3
Other:                 39.0       44.5       54.0       63.0       39.0       44.5       53.3       62.6
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, June 14, 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  : 1,008,464:   364,423    164,964     15,190    504,977    666,117    884,590    846,271:   123,874    162,193
Old  : 1,008,464:   364,423    164,964     15,190    504,977    666,117    884,590    846,271:   123,874    162,193
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :    -6,446:   -11,593    -16,163     -3,115        875     11,680    -13,833     -7,598:     7,387      1,152
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.1       16.4        1.5       50.1       66.1       87.7       83.9:      12.3       16.1
Old  :     100.0:      36.1       16.4        1.5       50.1       66.1       87.7       83.9:      12.3       16.1
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  :       257:        46         55         20         85        129        144        191:
Old  :       257:        46         55         20         85        129        144        191:
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  :                 23.7       15.6       36.6       25.5       23.6       11.6       34.9       20.8
Old  :                 23.7       15.6       36.6       25.5       23.6       11.6       34.9       20.8
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, June 14, 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  : 1,830,576:   245,495    295,843     33,789  1,238,159  1,139,285  1,517,443  1,468,917:   313,133    361,659
Old  : 1,830,576:   245,495    295,843     33,789  1,238,159  1,139,285  1,517,443  1,468,917:   313,133    361,659
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :    11,327:   -15,332     -1,254     -3,681     42,739      5,926     23,726        991:   -12,399     10,336
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       16.2        1.8       67.6       62.2       82.9       80.2:      17.1       19.8
Old  :     100.0:      13.4       16.2        1.8       67.6       62.2       82.9       80.2:      17.1       19.8
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  :       274:        42         61         22        111        131        163        204:
Old  :       274:        42         61         22        111        131        163        204:
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  :                 23.1       20.0       31.6       29.3       22.6       18.3       30.4       24.6
Old  :                 23.1       20.0       31.6       29.3       22.6       18.3       30.4       24.6
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, June 14, 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  : 1,596,417:   462,515    138,609     22,860    828,238  1,117,548  1,313,613  1,279,017:   282,804    317,400
Old  : 1,596,417:   462,515    138,609     22,860    828,238  1,117,548  1,313,613  1,279,017:   282,804    317,400
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :    75,391:    43,730     13,454     -1,968      3,922     49,449     45,684     60,935:    29,707     14,456
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0        8.7        1.4       51.9       70.0       82.3       80.1:      17.7       19.9
Old  :     100.0:      29.0        8.7        1.4       51.9       70.0       82.3       80.1:      17.7       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  :       211:        33         41         19         80        115        123        165:
Old  :       211:        33         41         19         80        115        123        165:
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  :                 29.9       21.1       41.3       32.1       29.9       19.8       40.8       29.2
Old  :                 29.9       21.1       41.3       32.1       29.9       19.8       40.8       29.2
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, June 14, 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  :   728,513:    79,931     92,083     94,255    520,396    491,103    694,582    677,441:    33,931     51,072
Old  :   728,513:    79,931     92,083     94,255    520,396    491,103    694,582    677,441:    33,931     51,072
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :    29,240:     9,746      1,576      3,101     18,819     27,034     31,666     31,711:    -2,426     -2,471
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0       12.6       12.9       71.4       67.4       95.3       93.0:       4.7        7.0
Old  :     100.0:      11.0       12.6       12.9       71.4       67.4       95.3       93.0:       4.7        7.0
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  :       145:        25         32         35         68         80        110        135:
Old  :       145:        25         32         35         68         80        110        135:
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  :                 40.3       23.4       50.8       32.5       31.4       13.4       35.2       18.7
Old  :                 40.3       23.4       50.8       32.5       31.4       13.4       35.2       18.7
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, June 14, 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  :    81,758:    10,397      3,046      6,594     48,219     57,486     65,209     67,125:    16,549     14,633
Old  :    81,758:    10,397      3,046      6,594     48,219     57,486     65,209     67,125:    16,549     14,633
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :    11,309:       136     -2,509      2,660      7,518      9,570     10,313      9,721:       996      1,588
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7        3.7        8.1       59.0       70.3       79.8       82.1:      20.2       17.9
Old  :     100.0:      12.7        3.7        8.1       59.0       70.3       79.8       82.1:      20.2       17.9
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  :        97:        27          7         16         44         36         78         58:
Old  :        97:        27          7         16         44         36         78         58:
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  :                 22.3       39.1       33.6       52.7       17.9       30.6       26.2       39.5
Old  :                 22.3       39.1       33.6       52.7       17.9       30.6       26.2       39.5
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, June 14, 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  :    26,224:     3,293      1,169      1,239     12,430     20,733     16,962     23,141:     9,262      3,083
Old  :    26,224:     3,293      1,169      1,239     12,430     20,733     16,962     23,141:     9,262      3,083
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :     5,639:       114       -250      1,223      4,243      4,243      5,580      5,216:        59        423
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6        4.5        4.7       47.4       79.1       64.7       88.2:      35.3       11.8
Old  :     100.0:      12.6        4.5        4.7       47.4       79.1       64.7       88.2:      35.3       11.8
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  :        25:         5          5          6         11          9         20         16:
Old  :        25:         5          5          6         11          9         20         16:
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  :                 31.0       66.2       47.5       79.7       30.0       61.0       39.4       65.9
Old  :                 31.0       66.2       47.5       79.7       30.0       61.0       39.4       65.9
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, June 14, 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  :   111,067:    20,521     10,067      4,396     71,577     73,505     96,494     87,968:    14,573     23,099
Old  :   111,067:    20,521     10,067      4,396     71,577     73,505     96,494     87,968:    14,573     23,099
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :    11,340:    -1,075     -5,635      3,991      6,550     10,654      9,466      9,010:     1,874      2,330
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5        9.1        4.0       64.4       66.2       86.9       79.2:      13.1       20.8
Old  :     100.0:      18.5        9.1        4.0       64.4       66.2       86.9       79.2:      13.1       20.8
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  :        96:        28         11         15         40         34         72         56:
Old  :        96:        28         11         15         40         34         72         56:
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  :                 29.2       32.5       42.8       49.3       26.5       29.7       39.3       43.3
Old  :                 29.2       32.5       42.8       49.3       26.5       29.7       39.3       43.3
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, June 14, 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  :     9,072:     4,413      1,430        990      1,692      5,790      7,095      8,210:     1,977        862
Old  :     9,072:     4,413      1,430        990      1,692      5,790      7,095      8,210:     1,977        862
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :     1,106:       -29         52        318         49        -35        338        335:       768        771
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.6       15.8       10.9       18.7       63.8       78.2       90.5:      21.8        9.5
Old  :     100.0:      48.6       15.8       10.9       18.7       63.8       78.2       90.5:      21.8        9.5
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  :        21:        12          5          5          2          3         16         11:
Old  :        21:        12          5          5          2          3         16         11:
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  :                 43.9       78.5       65.3       90.0       38.5       71.6       59.4       79.2
Old  :                 43.9       78.5       65.3       90.0       38.5       71.6       59.4       79.2
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, June 14, 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  :    14,175:     3,725        734          3     10,081     13,360     13,809     14,097:       366         78
Old  :    14,175:     3,725        734          3     10,081     13,360     13,809     14,097:       366         78
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :      -773:       -92       -132          0       -639       -618       -731       -750:       -42        -23
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3        5.2        0.0       71.1       94.3       97.4       99.4:       2.6        0.6
Old  :     100.0:      26.3        5.2        0.0       71.1       94.3       97.4       99.4:       2.6        0.6
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  :        31:         6          6          1          9         12         15         19:
Old  :        31:         6          6          1          9         12         15         19:
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  :                 77.1       86.0       93.1       94.2       77.1       86.0       93.0       94.0
Old  :                 77.1       86.0       93.1       94.2       77.1       86.0       93.0       94.0
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, June 14, 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  :    25,616:     3,433        557          0     21,830     24,948     25,263     25,505:       353        111
Old  :    25,616:     3,433        557          0     21,830     24,948     25,263     25,505:       353        111
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :    -3,067:       157         75     -1,393     -1,896     -1,814     -3,132     -3,132:        65         65
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4        2.2        0.0       85.2       97.4       98.6       99.6:       1.4        0.4
Old  :     100.0:      13.4        2.2        0.0       85.2       97.4       98.6       99.6:       1.4        0.4
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  :        32:         8          4          0          7         14         15         18:
Old  :        32:         8          4          0          7         14         15         18:
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  :                 92.1       70.2       96.9       91.6       92.1       70.2       96.9       91.6
Old  :                 92.1       70.2       96.9       91.6       92.1       70.2       96.9       91.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated Jun 17, 2011