```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, May 17, 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  :   454,539:    92,228     96,233     63,868    260,854    235,201    416,950    395,302:    37,589     59,237
Old  :   411,781:    92,168    100,344     45,298    242,329    218,273    379,795    363,915:    31,986     47,866
Other:    42,758:    11,398      7,227      7,232     18,525     16,928     37,155     31,387:     5,603     11,371
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :    -1,364:    -7,873      6,294     -1,545      7,488     -8,254     -1,930     -3,505:       566      2,141
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       21.2       14.1       57.4       51.7       91.7       87.0:       8.3       13.0
Old  :     100.0:      22.4       24.4       11.0       58.8       53.0       92.2       88.4:       7.8       11.6
Other:     100.0:      26.7       16.9       16.9       43.3       39.6       86.9       73.4:      13.1       26.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       428:       122        140        155         88        131        315        346:
Old  :       426:       122        147        142         83        126        300        336:
Other:       170:        37         31         17         33         87         84        128:
     :----------------------------------------------------------------------------------------------------
     :             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       19.0       37.1       25.4       20.2       14.0       33.5       18.8
Old  :                 23.1       20.9       38.7       27.6       22.0       16.5       36.2       22.5
Other:                 33.5       23.3       49.1       31.5       26.9       14.9       39.1       21.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, May 17, 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  : 1,421,489:   527,969    112,425    158,778    578,252    925,849  1,264,999  1,197,052:   156,490    224,437
Old  :   776,183:   303,266    113,269     65,290    324,586    499,593    693,142    678,152:    83,041     98,031
Other:   645,306:   282,120     56,573     36,071    253,666    426,256    571,857    518,900:    73,449    126,406
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :   -24,491:    -7,121     -1,000     -4,428    -12,871    -23,912    -24,420    -29,340:       -71      4,849
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.1        7.9       11.2       40.7       65.1       89.0       84.2:      11.0       15.8
Old  :     100.0:      39.1       14.6        8.4       41.8       64.4       89.3       87.4:      10.7       12.6
Other:     100.0:      43.7        8.8        5.6       39.3       66.1       88.6       80.4:      11.4       19.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       846:       252        135        185        218        387        552        648:
Old  :       779:       221        138        105        159        349        432        544:
Other:       726:       186        120         84        152        350        382        520:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.4       11.8       20.1       18.0       11.8       10.3       18.0       15.8
Old  :                 16.6       15.6       24.2       21.6       16.5       15.2       24.0       20.6
Other:                 14.8       11.8       24.5       17.8       13.5       11.4       22.0       17.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, May 17, 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  :    12,032:     3,057        932         77      5,836      9,743      8,970     10,752:     3,062      1,280
Old  :    12,031:     3,056        932         77      5,836      9,743      8,969     10,752:     3,062      1,279
Other:         1:         1          0          0          0          0          1          0:         0          1
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :      -501:      -112         19          0       -240       -561       -352       -542:      -149         41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4        7.7        0.6       48.5       81.0       74.6       89.4:      25.4       10.6
Old  :     100.0:      25.4        7.7        0.6       48.5       81.0       74.5       89.4:      25.5       10.6
Other:     100.0:     100.0        0.0        0.0        0.0        0.0      100.0        0.0:       0.0      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        16          5          3         19         11         36         18:
Old  :        43:        16          5          3         19         11         36         18:
Other:         1:         1          0          0          0          0          1          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.5       60.5       45.9       78.6       28.9       54.4       42.0       71.8
Old  :                 29.5       60.5       45.9       78.6       28.9       54.4       42.0       71.8
Other:                100.0        0.0      100.0        0.0      100.0        0.0      100.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, May 17, 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  :   545,195:   167,312     55,589     68,035    263,988    341,959    499,335    465,583:    45,860     79,612
Old  :   266,807:   108,143     32,379     12,332    121,508    192,465    241,983    237,176:    24,824     29,631
Other:   278,388:    87,580     51,621     27,292    142,480    149,494    257,352    228,407:    21,036     49,981
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :    -6,431:       360      2,989     -3,592       -430     -4,669     -3,662     -5,272:    -2,769     -1,159
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7       10.2       12.5       48.4       62.7       91.6       85.4:       8.4       14.6
Old  :     100.0:      40.5       12.1        4.6       45.5       72.1       90.7       88.9:       9.3       11.1
Other:     100.0:      31.5       18.5        9.8       51.2       53.7       92.4       82.0:       7.6       18.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       519:       152        126        153        124        190        370        407:
Old  :       476:       152        119         62         81        153        266        308:
Other:       418:       106        105         75         88        171        243        311:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.6       19.7       26.9       27.9       14.8       17.2       22.8       23.7
Old  :                 21.5       31.7       31.6       44.0       20.7       30.1       30.6       41.2
Other:                 24.5       14.6       34.2       22.5       23.7       12.9       33.1       19.9
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, May 17, 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  :    25,463:    22,736      3,108        107          3      6,404     22,846      9,619:     2,617     15,844
Old  :     4,356:     2,636      1,005         11          3        781      2,650      1,797:     1,706      2,559
Other:    21,107:    20,120      2,123         76          0      5,623     20,196      7,822:       911     13,285
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :       211:       225        142         -9          0         54        216        187:        -5         24
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      89.3       12.2        0.4        0.0       25.2       89.7       37.8:      10.3       62.2
Old  :     100.0:      60.5       23.1        0.3        0.1       17.9       60.8       41.3:      39.2       58.7
Other:     100.0:      95.3       10.1        0.4        0.0       26.6       95.7       37.1:       4.3       62.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        18          8          7          1         19         19         34:
Old  :        43:        16          9          2          1         18         17         29:
Other:        42:        16          7          6          0         19         16         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  :                 61.6       13.7       78.4       20.0       61.4       13.7       78.2       20.0
Old  :                 39.2       25.7       53.9       34.1       38.9       25.7       53.7       34.1
Other:                 66.4       12.5       85.6       19.4       66.2       12.5       85.4       19.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, May 17, 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  :   310,777:    85,758     43,862     35,594    157,703    203,810    279,055    283,266:    31,722     27,511
Old  :   202,642:    62,280     45,410     17,570    100,588    116,990    180,438    179,970:    22,204     22,672
Other:   108,135:    32,240      7,214      9,262     57,115     86,820     98,617    103,296:     9,518      4,839
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :     2,436:      -110      3,069       -663      5,234     -1,440      4,461        966:    -2,025      1,470
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6       14.1       11.5       50.7       65.6       89.8       91.1:      10.2        8.9
Old  :     100.0:      30.7       22.4        8.7       49.6       57.7       89.0       88.8:      11.0       11.2
Other:     100.0:      29.8        6.7        8.6       52.8       80.3       91.2       95.5:       8.8        4.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       238:        79         57         69         66         63        187        164:
Old  :       231:        74         70         48         60         56        166        146:
Other:       141:        49         27         22         49         38        107         78:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.4       31.2       24.8       43.3       12.8       26.6       21.1       37.1
Old  :                 18.8       29.0       30.0       39.3       18.5       28.6       29.5       37.3
Other:                 18.6       51.6       34.5       67.0       18.0       45.5       32.0       60.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, May 17, 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  :   721,053:   116,448    130,340     14,685    418,869    425,679    550,002    570,704:   171,051    150,349
Old  :   721,053:   116,448    130,340     14,685    418,869    425,679    550,002    570,704:   171,051    150,349
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :    60,417:     7,504      8,998      3,231     40,270     44,422     51,005     56,651:     9,412      3,766
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       18.1        2.0       58.1       59.0       76.3       79.1:      23.7       20.9
Old  :     100.0:      16.1       18.1        2.0       58.1       59.0       76.3       79.1:      23.7       20.9
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  :       167:        32         30         24         72         75        114        121:
Old  :       167:        32         30         24         72         75        114        121:
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  :                 20.5       19.9       31.4       29.7       20.5       19.2       30.1       27.4
Old  :                 20.5       19.9       31.4       29.7       20.5       19.2       30.1       27.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders - Futures Only, May 17, 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  :   344,499:    44,943     62,683        791    231,691    234,858    277,425    298,332:    67,074     46,167
Old  :   344,499:    44,943     62,683        791    231,691    234,858    277,425    298,332:    67,074     46,167
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :    25,178:    -4,767      5,709         31     21,946     19,081     17,210     24,821:     7,968        357
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0       18.2        0.2       67.3       68.2       80.5       86.6:      19.5       13.4
Old  :     100.0:      13.0       18.2        0.2       67.3       68.2       80.5       86.6:      19.5       13.4
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  :        69:         6         12          4         37         33         45         47:
Old  :        69:         6         12          4         37         33         45         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.9       47.2       45.7       61.8       23.9       47.2       42.3       61.5
Old  :                 25.9       47.2       45.7       61.8       23.9       47.2       42.3       61.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, May 17, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     8,127:       868         94        979      5,740      6,715      7,587      7,788:       540        339
Old  :     8,127:       868         94        979      5,740      6,715      7,587      7,788:       540        339
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :       344:       -16        -64         61        163        514        208        511:       136       -167
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7        1.2       12.0       70.6       82.6       93.4       95.8:       6.6        4.2
Old  :     100.0:      10.7        1.2       12.0       70.6       82.6       93.4       95.8:       6.6        4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         8          3          8         20         26         31         35:
Old  :        39:         8          3          8         20         26         31         35:
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  :                 44.7       41.1       64.3       62.8       23.8       21.0       31.8       30.4
Old  :                 44.7       41.1       64.3       62.8       23.8       21.0       31.8       30.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, May 17, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   227,912:    52,564     24,625     34,425    104,340    145,030    191,329    204,080:    36,583     23,832
Old  :   145,740:    51,004     23,701      8,802     59,470     95,556    119,276    128,059:    26,464     17,681
Other:    82,172:    16,366     15,730     10,817     44,870     49,474     72,053     76,021:    10,119      6,151
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :    -1,846:    -2,816        256        144       -630     -2,808     -3,302     -2,408:     1,456        562
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       10.8       15.1       45.8       63.6       83.9       89.5:      16.1       10.5
Old  :     100.0:      35.0       16.3        6.0       40.8       65.6       81.8       87.9:      18.2       12.1
Other:     100.0:      19.9       19.1       13.2       54.6       60.2       87.7       92.5:      12.3        7.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       193:        58         30         53         65         60        157        133:
Old  :       185:        65         35         36         56         55        141        112:
Other:       123:        26         25         18         53         38         90         73:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.5       35.2       22.8       44.9        7.8       27.8       14.3       33.9
Old  :                 12.0       40.3       21.4       50.5       10.7       40.1       19.4       48.7
Other:                 29.1       30.9       42.3       51.4       20.6       27.1       33.0       40.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, May 17, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    22,755:     6,746      2,541      1,132      9,206     17,277     17,084     20,950:     5,671      1,805
Old  :    15,318:     6,409      2,074         85      5,218     12,301     11,712     14,460:     3,606        858
Other:     7,437:       818        948        566      3,988      4,976      5,372      6,490:     2,065        947
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :       338:        56        143        175        414       -107        645        211:      -307        127
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6       11.2        5.0       40.5       75.9       75.1       92.1:      24.9        7.9
Old  :     100.0:      41.8       13.5        0.6       34.1       80.3       76.5       94.4:      23.5        5.6
Other:     100.0:      11.0       12.7        7.6       53.6       66.9       72.2       87.3:      27.8       12.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        94:        46         12         13         24         18         74         41:
Old  :        87:        46         11          1         14         16         60         28:
Other:        46:         9         13          6         14         15         28         30:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.9       50.7       33.2       64.0       20.6       45.9       30.5       58.4
Old  :                 23.7       58.9       36.5       75.4       23.3       58.9       35.9       75.4
Other:                 44.2       46.2       55.3       62.5       44.1       44.6       53.3       58.9
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, May 17, 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  : 1,060,067:   354,569    145,215     22,370    562,687    720,191    939,626    887,776:   120,441    172,291
Old  : 1,060,067:   354,569    145,215     22,370    562,687    720,191    939,626    887,776:   120,441    172,291
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :    13,193:   -13,838     -4,590      3,637     17,473       -779      7,272     -1,732:     5,921     14,925
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.4       13.7        2.1       53.1       67.9       88.6       83.7:      11.4       16.3
Old  :     100.0:      33.4       13.7        2.1       53.1       67.9       88.6       83.7:      11.4       16.3
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  :       275:        57         50         22         95        135        161        199:
Old  :       275:        57         50         22         95        135        161        199:
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  :                 24.0       18.3       34.7       25.7       23.0       14.0       31.9       20.5
Old  :                 24.0       18.3       34.7       25.7       23.0       14.0       31.9       20.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, May 17, 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  : 1,894,013:   226,464    376,508     38,508  1,324,194  1,124,856  1,589,166  1,539,872:   304,847    354,141
Old  : 1,894,013:   226,464    376,508     38,508  1,324,194  1,124,856  1,589,166  1,539,872:   304,847    354,141
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :   142,447:    28,713     46,957      7,635    106,727     97,910    143,075    152,502:      -628    -10,055
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       19.9        2.0       69.9       59.4       83.9       81.3:      16.1       18.7
Old  :     100.0:      12.0       19.9        2.0       69.9       59.4       83.9       81.3:      16.1       18.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       296:        40         76         28        106        146        163        233:
Old  :       296:        40         76         28        106        146        163        233:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.7       18.4       35.4       27.0       24.7       15.2       32.2       20.2
Old  :                 26.7       18.4       35.4       27.0       24.7       15.2       32.2       20.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, May 17, 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  : 1,560,449:   419,594    154,044     30,277    884,256  1,081,763  1,334,127  1,266,084:   226,322    294,365
Old  : 1,560,449:   419,594    154,044     30,277    884,256  1,081,763  1,334,127  1,266,084:   226,322    294,365
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :    56,409:    13,765      9,532     14,179     22,274     42,955     50,218     66,666:     6,191    -10,257
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9        9.9        1.9       56.7       69.3       85.5       81.1:      14.5       18.9
Old  :     100.0:      26.9        9.9        1.9       56.7       69.3       85.5       81.1:      14.5       18.9
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  :       228:        43         40         24         95        114        146        170:
Old  :       228:        43         40         24         95        114        146        170:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.4       20.7       37.2       30.7       23.9       18.9       35.4       26.5
Old  :                 25.4       20.7       37.2       30.7       23.9       18.9       35.4       26.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, May 17, 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  :   699,377:    84,875     74,178     96,436    481,540    476,770    662,851    647,384:    36,526     51,993
Old  :   699,377:    84,875     74,178     96,436    481,540    476,770    662,851    647,384:    36,526     51,993
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :    17,757:    -8,146      8,841     -1,326     26,155      9,950     16,683     17,465:     1,074        292
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       10.6       13.8       68.9       68.2       94.8       92.6:       5.2        7.4
Old  :     100.0:      12.1       10.6       13.8       68.9       68.2       94.8       92.6:       5.2        7.4
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  :       139:        21         34         37         62         73        105        129:
Old  :       139:        21         34         37         62         73        105        129:
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  :                 37.9       24.9       50.7       36.2       24.6       11.6       29.6       17.1
Old  :                 37.9       24.9       50.7       36.2       24.6       11.6       29.6       17.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, May 17, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    77,478:    16,513      3,181      3,207     41,201     57,916     60,921     64,303:    16,557     13,175
Old  :    77,478:    16,513      3,181      3,207     41,201     57,916     60,921     64,303:    16,557     13,175
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :    16,978:    -8,810     -1,560      3,018     13,877      8,601      8,085     10,058:     8,893      6,920
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3        4.1        4.1       53.2       74.8       78.6       83.0:      21.4       17.0
Old  :     100.0:      21.3        4.1        4.1       53.2       74.8       78.6       83.0:      21.4       17.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       102:        31          8          9         38         31         75         47:
Old  :       102:        31          8          9         38         31         75         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.1       40.8       35.0       58.3       15.8       34.8       24.1       47.4
Old  :                 22.1       40.8       35.0       58.3       15.8       34.8       24.1       47.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders - Futures Only, May 17, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    24,357:     2,819      1,405          8     12,123     20,496     14,950     21,909:     9,407      2,448
Old  :    24,357:     2,819      1,405          8     12,123     20,496     14,950     21,909:     9,407      2,448
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6        5.8        0.0       49.8       84.1       61.4       89.9:      38.6       10.1
Old  :     100.0:      11.6        5.8        0.0       49.8       84.1       61.4       89.9:      38.6       10.1
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  :        22:         4          5          3          9          6         16         11:
Old  :        22:         4          5          3          9          6         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  :                 42.4       80.0       56.1       86.9       42.4       79.1       56.1       85.9
Old  :                 42.4       80.0       56.1       86.9       42.4       79.1       56.1       85.9
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, May 17, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   106,241:    33,530      9,694        255     58,156     74,839     91,941     84,788:    14,300     21,453
Old  :   106,241:    33,530      9,694        255     58,156     74,839     91,941     84,788:    14,300     21,453
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :   -14,758:   -17,115        212       -123      3,508    -23,791    -13,730    -23,702:    -1,028      8,944
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6        9.1        0.2       54.7       70.4       86.5       79.8:      13.5       20.2
Old  :     100.0:      31.6        9.1        0.2       54.7       70.4       86.5       79.8:      13.5       20.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        98:        32         10          4         33         28         67         40:
Old  :        98:        32         10          4         33         28         67         40:
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       41.6       43.4       56.8       29.0       41.6       43.2       56.8
Old  :                 29.2       41.6       43.4       56.8       29.0       41.6       43.2       56.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders - Futures Only, May 17, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :     8,001:     4,624      1,330        672      1,584      5,999      6,880      8,001:     1,121          0
Old  :     8,001:     4,624      1,330        672      1,584      5,999      6,880      8,001:     1,121          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :       -83:        27        -12        -37          0        -25        -10        -74:       -73         -9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.8       16.6        8.4       19.8       75.0       86.0      100.0:      14.0        0.0
Old  :     100.0:      57.8       16.6        8.4       19.8       75.0       86.0      100.0:      14.0        0.0
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  :        24:        13          6          1          1          4         15         10:
Old  :        24:        13          6          1          1          4         15         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.9       90.0       72.1       97.9       45.4       81.6       69.1       89.5
Old  :                 46.9       90.0       72.1       97.9       45.4       81.6       69.1       89.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders - Futures Only, May 17, 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  :    11,569:     2,479      1,091          3      8,713     10,384     11,195     11,478:       374         91
Old  :    11,569:     2,479      1,091          3      8,713     10,384     11,195     11,478:       374         91
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :       186:     1,343        -30          0     -1,263        222         80        192:       106         -6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4        9.4        0.0       75.3       89.8       96.8       99.2:       3.2        0.8
Old  :     100.0:      21.4        9.4        0.0       75.3       89.8       96.8       99.2:       3.2        0.8
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  :        32:         6          7          1          7         13         13         21:
Old  :        32:         6          7          1          7         13         13         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 79.1       77.2       94.8       89.2       79.1       77.2       94.8       89.0
Old  :                 79.1       77.2       94.8       89.2       79.1       77.2       94.8       89.0
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, May 17, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    28,564:     3,555      1,430          0     24,614     27,103     28,169     28,533:       395         31
Old  :    28,564:     3,555      1,430          0     24,614     27,103     28,169     28,533:       395         31
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :       335:       151        350          0         68         17        219        367:       116        -32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4        5.0        0.0       86.2       94.9       98.6       99.9:       1.4        0.1
Old  :     100.0:      12.4        5.0        0.0       86.2       94.9       98.6       99.9:       1.4        0.1
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  :        34:         8          6          0          7         14         15         20:
Old  :        34:         8          6          0          7         14         15         20:
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  :                 90.7       72.0       97.1       90.3       90.7       72.0       97.1       90.3
Old  :                 90.7       72.0       97.1       90.3       90.7       72.0       97.1       90.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated May 20, 2011