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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, June 7, 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  :   455,705:    93,618     91,287     71,033    245,328    229,794    409,979    392,114:    45,726     63,591
Old  :   398,335:    91,596     92,069     48,825    217,812    208,030    358,233    348,924:    40,102     49,411
Other:    57,370:    14,531     11,727      9,699     27,516     21,764     51,746     43,190:     5,624     14,180
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2011                         :
     :      -855:    -7,251      6,415       -505      2,212    -10,219     -5,544     -4,309:     4,689      3,454
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5       20.0       15.6       53.8       50.4       90.0       86.0:      10.0       14.0
Old  :     100.0:      23.0       23.1       12.3       54.7       52.2       89.9       87.6:      10.1       12.4
Other:     100.0:      25.3       20.4       16.9       48.0       37.9       90.2       75.3:       9.8       24.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       435:       139        136        157         93        127        333        344:
Old  :       430:       142        142        137         89        120        315        326:
Other:       196:        42         51         19         38         85         96        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  :                 22.7       18.9       36.2       25.3       20.9       16.3       33.0       21.4
Old  :                 24.5       21.2       37.5       28.2       22.9       19.6       35.2       25.5
Other:                 37.1       19.5       52.9       28.4       27.8        9.6       39.9       15.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, June 7, 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  : 1,451,153:   552,261     94,129    176,740    559,949    947,232  1,288,950  1,218,101:   162,203    233,052
Old  :   748,881:   305,673     94,277     73,265    287,282    485,042    666,220    652,584:    82,661     96,297
Other:   702,272:   306,927     60,191     43,136    272,667    462,190    622,730    565,517:    79,542    136,755
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2011                         :
     :    15,795:    -2,654      2,732     21,652     -4,116    -11,878     14,882     12,506:       913      3,289
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.1        6.5       12.2       38.6       65.3       88.8       83.9:      11.2       16.1
Old  :     100.0:      40.8       12.6        9.8       38.4       64.8       89.0       87.1:      11.0       12.9
Other:     100.0:      43.7        8.6        6.1       38.8       65.8       88.7       80.5:      11.3       19.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       877:       273        143        214        222        384        599        662:
Old  :       800:       244        139        135        165        341        475        552:
Other:       752:       209        128         99        151        346        409        532:
     :----------------------------------------------------------------------------------------------------
     :             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       12.3       20.8       18.5       11.8       10.9       17.9       16.4
Old  :                 16.4       17.4       23.7       23.9       16.3       17.1       23.1       23.1
Other:                 16.0       10.0       25.4       15.7       14.8        9.5       23.0       14.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, June 7, 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  :    12,644:     3,722        641        323      5,612     10,602      9,657     11,566:     2,987      1,078
Old  :    12,643:     3,721        641        323      5,612     10,602      9,656     11,566:     2,987      1,077
Other:         1:         1          0          0          0          0          1          0:         0          1
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2011                         :
     :       -62:       293       -118       -351         90        526         32         57:       -94       -119
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4        5.1        2.6       44.4       83.9       76.4       91.5:      23.6        8.5
Old  :     100.0:      29.4        5.1        2.6       44.4       83.9       76.4       91.5:      23.6        8.5
Other:     100.0:     100.0        0.0        0.0        0.0        0.0      100.0        0.0:       0.0      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        19          3          4         17         12         36         19:
Old  :        43:        19          3          4         17         12         36         19:
Other:         1:         1          0          0          0          0          1          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.6       63.2       44.4       80.2       25.7       56.9       38.5       72.7
Old  :                 26.6       63.2       44.4       80.2       25.7       56.9       38.5       72.7
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, June 7, 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  :   596,874:   199,015     64,834     79,791    260,620    372,900    539,426    517,525:    57,448     79,349
Old  :   249,571:   119,000     39,390     12,573     87,987    173,117    219,560    225,080:    30,011     24,491
Other:   347,303:   112,054     57,483     35,179    172,633    199,783    319,866    292,445:    27,437     54,858
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2011                         :
     :    18,498:    13,143      3,831      1,679      1,452     13,619     16,274     19,129:     2,224       -631
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.3       10.9       13.4       43.7       62.5       90.4       86.7:       9.6       13.3
Old  :     100.0:      47.7       15.8        5.0       35.3       69.4       88.0       90.2:      12.0        9.8
Other:     100.0:      32.3       16.6       10.1       49.7       57.5       92.1       84.2:       7.9       15.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       551:       206        115        152        109        190        397        402:
Old  :       486:       181        109         67         73        163        286        310:
Other:       453:       134        108         94         86        179        279        336:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.8       18.4       22.8       26.4       11.8       16.1       18.6       22.1
Old  :                 14.9       28.4       24.4       38.9       12.9       25.2       21.8       33.8
Other:                 16.7       16.9       27.0       24.8       15.1       14.3       24.3       21.3
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, June 7, 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  :    26,919:    23,874      3,161         80          3      6,455     23,957      9,696:     2,962     17,223
Old  :     4,563:     2,754        720         17          3        736      2,774      1,473:     1,789      3,090
Other:    22,356:    21,140      2,461         43          0      5,719     21,183      8,223:     1,173     14,133
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2011                         :
     :      -157:      -414       -782         -7          0       -183       -421       -972:       264        815
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      88.7       11.7        0.3        0.0       24.0       89.0       36.0:      11.0       64.0
Old  :     100.0:      60.4       15.8        0.4        0.1       16.1       60.8       32.3:      39.2       67.7
Other:     100.0:      94.6       11.0        0.2        0.0       25.6       94.8       36.8:       5.2       63.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        16          9          8          1         18         19         33:
Old  :        40:        16          9          2          1         15         17         26:
Other:        39:        13          8          6          0         18         14         31:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.7       13.2       79.2       19.7       60.6       13.2       79.0       19.6
Old  :                 32.1       19.4       51.6       28.0       31.8       19.4       51.2       28.0
Other:                 66.6       13.0       86.7       19.8       66.5       12.9       86.6       19.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, June 7, 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  :   333,551:   106,895     34,051     41,719    143,956    231,670    292,570    307,440:    40,981     26,111
Old  :   190,430:    73,453     35,306     16,161     72,400    119,415    162,014    170,882:    28,416     19,548
Other:   143,121:    47,186     12,489     11,814     71,556    112,255    130,556    136,558:    12,565      6,563
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2011                         :
     :    11,953:     9,693       -664      2,020     -1,642     12,063     10,071     13,419:     1,882     -1,466
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0       10.2       12.5       43.2       69.5       87.7       92.2:      12.3        7.8
Old  :     100.0:      38.6       18.5        8.5       38.0       62.7       85.1       89.7:      14.9       10.3
Other:     100.0:      33.0        8.7        8.3       50.0       78.4       91.2       95.4:       8.8        4.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       273:       105         58         85         62         71        220        183:
Old  :       259:       102         67         55         57         63        188        160:
Other:       179:        70         39         32         48         46        135        102:
     :----------------------------------------------------------------------------------------------------
     :             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       34.0       21.0       46.3       11.6       31.7       19.4       42.5
Old  :                 15.7       29.0       24.8       37.8       14.9       28.4       23.5       36.9
Other:                 17.7       52.0       31.3       65.6       17.4       47.2       30.2       59.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, June 7, 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  :   691,900:    94,204    127,348      9,908    422,149    415,473    526,261    552,729:   165,639    139,171
Old  :   691,900:    94,204    127,348      9,908    422,149    415,473    526,261    552,729:   165,639    139,171
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2011                         :
     :   -49,053:   -18,072    -20,929      3,316    -26,504    -22,579    -41,260    -40,192:    -7,793     -8,861
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       18.4        1.4       61.0       60.0       76.1       79.9:      23.9       20.1
Old  :     100.0:      13.6       18.4        1.4       61.0       60.0       76.1       79.9:      23.9       20.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       162:        26         32          9         71         79        102        115:
Old  :       162:        26         32          9         71         79        102        115:
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  :                 20.3       19.1       30.4       30.3       20.3       19.1       29.0       27.3
Old  :                 20.3       19.1       30.4       30.3       20.3       19.1       29.0       27.3
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 7, 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  :   365,413:    45,681     51,727      3,491    253,794    262,806    302,966    318,024:    62,447     47,389
Old  :   365,413:    45,681     51,727      3,491    253,794    262,806    302,966    318,024:    62,447     47,389
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2011                         :
     :   -13,419:     1,818      1,850     -8,165      2,146     -1,483     -4,201     -7,798:    -9,218     -5,621
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5       14.2        1.0       69.5       71.9       82.9       87.0:      17.1       13.0
Old  :     100.0:      12.5       14.2        1.0       69.5       71.9       82.9       87.0:      17.1       13.0
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  :        68:         7          9          4         40         33         49         44:
Old  :        68:         7          9          4         40         33         49         44:
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  :                 29.5       50.6       50.0       62.9       27.7       50.1       46.9       62.2
Old  :                 29.5       50.6       50.0       62.9       27.7       50.1       46.9       62.2
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 7, 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  :     9,072:       920        205        668      6,910      7,811      8,498      8,684:       574        388
Old  :     9,072:       920        205        668      6,910      7,811      8,498      8,684:       574        388
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2011                         :
     :       797:        -1         92        -77        870        890        792        905:         5       -108
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1        2.3        7.4       76.2       86.1       93.7       95.7:       6.3        4.3
Old  :     100.0:      10.1        2.3        7.4       76.2       86.1       93.7       95.7:       6.3        4.3
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  :        39:         5          4          7         21         25         30         34:
Old  :        39:         5          4          7         21         25         30         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.4       40.1       60.0       65.0       25.3       21.0       35.4       29.4
Old  :                 36.4       40.1       60.0       65.0       25.3       21.0       35.4       29.4
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, June 7, 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  :   238,210:    64,058     20,542     38,440     88,723    154,758    191,221    213,740:    46,989     24,470
Old  :   147,967:    58,238     20,466      9,704     46,131    101,547    114,073    131,717:    33,894     16,250
Other:    90,243:    21,800     16,056     12,756     42,592     53,211     77,148     82,023:    13,095      8,220
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2011                         :
     :    10,013:     6,713     -5,590      1,688     -4,096     14,573      4,305     10,671:     5,708       -658
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9        8.6       16.1       37.2       65.0       80.3       89.7:      19.7       10.3
Old  :     100.0:      39.4       13.8        6.6       31.2       68.6       77.1       89.0:      22.9       11.0
Other:     100.0:      24.2       17.8       14.1       47.2       59.0       85.5       90.9:      14.5        9.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       197:        76         27         57         62         60        171        129:
Old  :       186:        77         31         36         51         55        146        108:
Other:       132:        37         28         23         50         40        100         80:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.9       33.9       19.3       43.9        7.4       27.9       13.7       34.7
Old  :                 11.3       37.7       19.6       48.1       10.2       37.7       18.2       47.4
Other:                 24.4       31.1       36.0       49.9       15.3       25.1       25.7       38.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, June 7, 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  :    20,471:     6,819      2,014      1,156      7,707     15,925     15,682     19,095:     4,789      1,376
Old  :    10,928:     5,562      1,387         75      2,447      8,900      8,084     10,362:     2,844        566
Other:     9,543:     1,713      1,083        625      5,260      7,025      7,598      8,733:     1,945        810
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2011                         :
     :    -1,222:      -343        -12         61       -623     -1,046       -905       -997:      -317       -225
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.3        9.8        5.6       37.6       77.8       76.6       93.3:      23.4        6.7
Old  :     100.0:      50.9       12.7        0.7       22.4       81.4       74.0       94.8:      26.0        5.2
Other:     100.0:      18.0       11.3        6.5       55.1       73.6       79.6       91.5:      20.4        8.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        94:        42         13         15         24         20         73         43:
Old  :        80:        40         11          1         14         15         54         27:
Other:        60:        14         13          9         18         17         39         34:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.0       50.7       33.3       65.2       21.0       50.2       32.5       64.1
Old  :                 21.7       61.2       34.9       77.7       21.0       61.2       34.2       77.7
Other:                 43.5       44.5       58.3       61.7       43.5       43.2       56.7       59.7
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, June 7, 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  : 1,014,910:   376,016    181,127     18,305    504,102    654,437    898,423    853,869:   116,487    161,041
Old  : 1,014,910:   376,016    181,127     18,305    504,102    654,437    898,423    853,869:   116,487    161,041
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2011                         :
     :   -31,905:    14,846     23,751    -10,926    -31,557    -44,628    -27,637    -31,803:    -4,268       -102
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.0       17.8        1.8       49.7       64.5       88.5       84.1:      11.5       15.9
Old  :     100.0:      37.0       17.8        1.8       49.7       64.5       88.5       84.1:      11.5       15.9
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  :       264:        52         57         23         91        131        159        195:
Old  :       264:        52         57         23         91        131        159        195:
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  :                 24.1       14.6       37.7       23.2       23.4       10.8       34.9       18.5
Old  :                 24.1       14.6       37.7       23.2       23.4       10.8       34.9       18.5
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, June 7, 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  : 1,819,249:   260,827    297,097     37,470  1,195,420  1,133,359  1,493,717  1,467,926:   325,532    351,323
Old  : 1,819,249:   260,827    297,097     37,470  1,195,420  1,133,359  1,493,717  1,467,926:   325,532    351,323
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2011                         :
     :  -153,887:     1,911    -40,391    -12,180   -121,441    -53,194   -131,710   -105,765:   -22,177    -48,122
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       16.3        2.1       65.7       62.3       82.1       80.7:      17.9       19.3
Old  :     100.0:      14.3       16.3        2.1       65.7       62.3       82.1       80.7:      17.9       19.3
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  :       277:        42         61         26        112        136        169        208:
Old  :       277:        42         61         26        112        136        169        208:
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       20.5       31.5       28.8       22.2       17.1       29.9       23.1
Old  :                 23.1       20.5       31.5       28.8       22.2       17.1       29.9       23.1
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 7, 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  : 1,521,026:   418,785    125,155     24,828    824,316  1,068,099  1,267,929  1,218,082:   253,097    302,944
Old  : 1,521,026:   418,785    125,155     24,828    824,316  1,068,099  1,267,929  1,218,082:   253,097    302,944
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2011                         :
     :   -34,943:   -26,194     13,024     -7,897     -6,030    -42,465    -40,121    -37,338:     5,178      2,395
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.5        8.2        1.6       54.2       70.2       83.4       80.1:      16.6       19.9
Old  :     100.0:      27.5        8.2        1.6       54.2       70.2       83.4       80.1:      16.6       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:        35         40         19         86        112        130        162:
Old  :       211:        35         40         19         86        112        130        162:
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  :                 25.0       21.7       38.7       30.7       24.6       20.2       38.0       28.0
Old  :                 25.0       21.7       38.7       30.7       24.6       20.2       38.0       28.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, June 7, 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  :   699,273:    70,185     90,507     91,154    501,577    464,069    662,916    645,730:    36,357     53,543
Old  :   699,273:    70,185     90,507     91,154    501,577    464,069    662,916    645,730:    36,357     53,543
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2011                         :
     :   -52,514:    -6,297      6,006     -4,893    -35,972    -44,678    -47,162    -43,565:    -5,352     -8,949
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0       12.9       13.0       71.7       66.4       94.8       92.3:       5.2        7.7
Old  :     100.0:      10.0       12.9       13.0       71.7       66.4       94.8       92.3:       5.2        7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       139:        23         31         35         63         78        102        131:
Old  :       139:        23         31         35         63         78        102        131:
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  :                 42.0       23.9       52.7       33.0       33.2       13.3       37.3       19.5
Old  :                 42.0       23.9       52.7       33.0       33.2       13.3       37.3       19.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, June 7, 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  :    70,449:    10,261      5,554      3,935     40,701     47,916     54,896     57,404:    15,553     13,045
Old  :    70,449:    10,261      5,554      3,935     40,701     47,916     54,896     57,404:    15,553     13,045
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2011                         :
     :    -7,981:    -6,474      2,369        -13     -1,320     -9,931     -7,807     -7,576:      -175       -406
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6        7.9        5.6       57.8       68.0       77.9       81.5:      22.1       18.5
Old  :     100.0:      14.6        7.9        5.6       57.8       68.0       77.9       81.5:      22.1       18.5
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  :       104:        24         15         13         40         33         75         55:
Old  :       104:        24         15         13         40         33         75         55:
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  :                 22.9       37.7       34.6       52.8       20.5       36.1       30.1       47.0
Old  :                 22.9       37.7       34.6       52.8       20.5       36.1       30.1       47.0
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 7, 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  :    20,585:     3,179      1,419         16      8,187     16,490     11,382     17,925:     9,203      2,660
Old  :    20,585:     3,179      1,419         16      8,187     16,490     11,382     17,925:     9,203      2,660
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2011                         :
     :    -3,730:       149        -18          7     -3,936     -4,004     -3,780     -4,015:        50        285
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4        6.9        0.1       39.8       80.1       55.3       87.1:      44.7       12.9
Old  :     100.0:      15.4        6.9        0.1       39.8       80.1       55.3       87.1:      44.7       12.9
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  :        22:         5          5          3          8          5         15         11:
Old  :        22:         5          5          3          8          5         15         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  :                 38.3       77.7       49.0       84.8       38.3       77.7       49.0       84.7
Old  :                 38.3       77.7       49.0       84.8       38.3       77.7       49.0       84.7
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 7, 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  :    99,727:    21,596     15,702        405     65,027     62,851     87,028     78,958:    12,699     20,769
Old  :    99,727:    21,596     15,702        405     65,027     62,851     87,028     78,958:    12,699     20,769
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2011                         :
     :    -8,502:   -13,109      4,909       -176      5,232    -11,854     -8,053     -7,121:      -449     -1,381
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       15.7        0.4       65.2       63.0       87.3       79.2:      12.7       20.8
Old  :     100.0:      21.7       15.7        0.4       65.2       63.0       87.3       79.2:      12.7       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  :       102:        26         16         12         36         29         69         50:
Old  :       102:        26         16         12         36         29         69         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  :                 30.8       33.9       45.3       49.9       30.5       33.9       44.9       49.8
Old  :                 30.8       33.9       45.3       49.9       30.5       33.9       44.9       49.8
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, June 7, 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  :     7,966:     4,442      1,378        672      1,643      5,825      6,757      7,875:     1,209         91
Old  :     7,966:     4,442      1,378        672      1,643      5,825      6,757      7,875:     1,209         91
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2011                         :
     :         9:        15         41          0         -2         -3         13         38:        -4        -29
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.8       17.3        8.4       20.6       73.1       84.8       98.9:      15.2        1.1
Old  :     100.0:      55.8       17.3        8.4       20.6       73.1       84.8       98.9:      15.2        1.1
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:        12          5          1          2          4         15          9:
Old  :        22:        12          5          1          2          4         15          9:
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  :                 46.0       90.2       70.3       98.8       43.9       81.8       67.6       90.3
Old  :                 46.0       90.2       70.3       98.8       43.9       81.8       67.6       90.3
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 7, 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  :    14,948:     3,817        866          3     10,720     13,978     14,540     14,847:       408        101
Old  :    14,948:     3,817        866          3     10,720     13,978     14,540     14,847:       408        101
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2011                         :
     :     1,125:       452        -38          1        664      1,136      1,117      1,099:         8         26
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5        5.8        0.0       71.7       93.5       97.3       99.3:       2.7        0.7
Old  :     100.0:      25.5        5.8        0.0       71.7       93.5       97.3       99.3:       2.7        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         6          6          1          8         12         14         19:
Old  :        30:         6          6          1          8         12         14         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  :                 79.5       77.7       93.4       92.0       72.1       77.7       86.0       86.0
Old  :                 79.5       77.7       93.4       92.0       72.1       77.7       86.0       86.0
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 7, 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  :    28,683:     3,276        482      1,393     23,726     26,762     28,395     28,637:       288         46
Old  :    28,683:     3,276        482      1,393     23,726     26,762     28,395     28,637:       288         46
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2011                         :
     :       306:    -1,081       -576      1,277        148       -420        344        281:       -38         25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4        1.7        4.9       82.7       93.3       99.0       99.8:       1.0        0.2
Old  :     100.0:      11.4        1.7        4.9       82.7       93.3       99.0       99.8:       1.0        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        12          3          3          7         14         19         20:
Old  :        35:        12          3          3          7         14         19         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  :                 88.4       68.1       95.9       90.2       85.0       68.1       91.4       88.2
Old  :                 88.4       68.1       95.9       90.2       85.0       68.1       91.4       88.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated June 10, 2011