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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   577,958:    92,137     84,876    154,710    280,707    267,650    527,554    507,236:    50,404     70,722
Old  :   514,825:    88,244     82,881    132,213    249,515    244,085    469,971    459,178:    44,853     55,646
Other:    63,133:    15,647     13,748     10,744     31,192     23,566     57,583     48,057:     5,551     15,076
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :    -6,285:       685     10,062     -5,053     -1,742    -14,007     -6,109     -8,998:      -176      2,712
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       14.7       26.8       48.6       46.3       91.3       87.8:       8.7       12.2
Old  :     100.0:      17.1       16.1       25.7       48.5       47.4       91.3       89.2:       8.7       10.8
Other:     100.0:      24.8       21.8       17.0       49.4       37.3       91.2       76.1:       8.8       23.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       451:       148        149        200        101        129        359        386:
Old  :       448:       156        147        185         98        128        347        376:
Other:       190:        39         53         28         38         83         96        150:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.8       14.9       30.8       21.2       16.5       12.6       26.4       17.0
Old  :                 21.1       16.3       31.4       23.1       17.8       14.7       27.6       19.8
Other:                 40.8       18.4       55.7       27.3       32.3        9.4       43.6       16.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 2,224,832:   456,195     86,119    750,557    800,255  1,095,802  2,007,008  1,932,478:   217,824    292,354
Old  : 1,104,095:   237,830     82,233    386,373    373,021    523,971    997,224    992,576:   106,871    111,519
Other: 1,120,737:   284,212     69,733    298,337    427,234    571,831  1,009,784    939,902:   110,953    180,835
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :    50,781:    11,325      5,048     28,378     12,500     11,634     52,203     45,060:    -1,422      5,721
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5        3.9       33.7       36.0       49.3       90.2       86.9:       9.8       13.1
Old  :     100.0:      21.5        7.4       35.0       33.8       47.5       90.3       89.9:       9.7       10.1
Other:     100.0:      25.4        6.2       26.6       38.1       51.0       90.1       83.9:       9.9       16.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       953:       306        168        335        300        420        747        806:
Old  :       868:       266        166        260        243        384        609        713:
Other:       830:       224        167        224        238        385        573        671:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.7       11.3       19.2       17.0        8.4        5.8       12.1        8.9
Old  :                 12.9       14.1       20.9       20.3       10.5        9.7       14.7       13.1
Other:                 14.5       10.4       22.2       16.1        9.7        6.2       15.2        9.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    14,355:     3,680        616      1,031      6,502     11,702     11,213     13,348:     3,142      1,007
Old  :    14,334:     3,680        617      1,030      6,482     11,682     11,192     13,328:     3,142      1,006
Other:        21:         1          0          0         20         20         21         20:         0          1
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :        66:       463        -65       -366        -41        681         56        250:        11       -184
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6        4.3        7.2       45.3       81.5       78.1       93.0:      21.9        7.0
Old  :     100.0:      25.7        4.3        7.2       45.2       81.5       78.1       93.0:      21.9        7.0
Other:     100.0:       4.8        0.0        0.0       95.2       95.2      100.0       95.2:       0.0        4.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        16          6          6         17         15         36         24:
Old  :        44:        16          6          6         17         15         36         24:
Other:         3:         1          0          0          1          1          2          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.2       59.9       43.4       76.7       24.6       48.1       35.9       63.8
Old  :                 27.1       59.9       43.4       76.7       24.5       48.2       35.9       63.8
Other:                100.0       95.2      100.0       95.2      100.0       95.2      100.0       95.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   835,443:   148,478     59,894    276,445    347,364    406,682    772,286    743,021:    63,157     92,422
Old  :   281,702:    77,891     25,425     90,717     85,418    138,610    254,026    254,752:    27,676     26,951
Other:   553,741:   105,572     69,454    150,743    261,946    268,072    518,260    488,270:    35,481     65,471
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :   -10,864:   -15,034      5,518     -3,902     10,362    -16,710     -8,574    -15,094:    -2,290      4,230
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8        7.2       33.1       41.6       48.7       92.4       88.9:       7.6       11.1
Old  :     100.0:      27.7        9.0       32.2       30.3       49.2       90.2       90.4:       9.8        9.6
Other:     100.0:      19.1       12.5       27.2       47.3       48.4       93.6       88.2:       6.4       11.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       590:       192        166        247        130        203        456        501:
Old  :       497:       162        129        165         98        175        334        399:
Other:       516:       137        161        171        109        194        356        426:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.6       15.3       23.7       24.3       10.7        9.6       15.4       13.6
Old  :                 14.9       17.7       24.4       26.2        9.0       11.1       14.6       16.8
Other:                 17.2       15.9       27.7       25.2       14.9       11.7       22.0       17.0
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    26,631:    23,550      3,130        217          3      6,545     23,770      9,892:     2,861     16,739
Old  :     4,033:     2,408        799         16          3        757      2,427      1,572:     1,606      2,461
Other:    22,598:    21,300      2,489         43          0      5,788     21,343      8,320:     1,255     14,278
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :      -288:      -324        -31        137          0         90       -187        196:      -101       -484
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      88.4       11.8        0.8        0.0       24.6       89.3       37.1:      10.7       62.9
Old  :     100.0:      59.7       19.8        0.4        0.1       18.8       60.2       39.0:      39.8       61.0
Other:     100.0:      94.3       11.0        0.2        0.0       25.6       94.4       36.8:       5.6       63.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        16          9          8          1         18         19         33:
Old  :        36:        14          8          1          1         14         15         23:
Other:        41:        14          9          6          0         18         15         32:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.2       12.7       79.4       19.6       61.1       12.6       79.2       19.5
Old  :                 37.4       25.7       53.2       34.1       37.0       25.7       52.8       34.1
Other:                 66.1       12.9       86.4       19.8       66.0       12.9       86.2       19.8
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                                                    Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    14,820:     1,612      9,515      4,427      8,349        606     14,388     14,547:       432        272
Old  :    11,652:       840      8,929      2,114      8,349        375     11,304     11,418:       348        234
Other:     3,168:     1,684      1,498      1,400          0        232      3,084      3,130:        85         39
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :     1,181:       428        533        683         25        -26      1,136      1,190:        45         -8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9       64.2       29.9       56.3        4.1       97.1       98.2:       2.9        1.8
Old  :     100.0:       7.2       76.6       18.1       71.7        3.2       97.0       98.0:       3.0        2.0
Other:     100.0:      53.1       47.3       44.2        0.0        7.3       97.3       98.8:       2.7        1.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         8          6         10         12          7         25         18:
Old  :        26:         8          5         10         12          7         25         17:
Other:         8:         6          1          3          0          1          6          5:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 61.9       84.3       84.4       97.5       49.3       58.3       60.7       64.2
Old  :                 70.9       88.2       85.8       97.4       64.0       73.1       73.5       76.7
Other:                 86.4       97.6       97.3       98.8       47.1       54.6       53.1       54.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   397,121:    89,397     37,775     86,645    185,352    246,721    361,394    371,140:    35,727     25,980
Old  :   209,043:    49,429     24,720     46,594     90,480    121,265    186,504    192,579:    22,539     16,464
Other:   188,078:    51,466     24,554     28,552     94,871    125,456    174,890    178,562:    13,188      9,516
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :    -6,698:    -8,562      9,253     -4,019     12,081    -11,100       -500     -5,866:    -6,197       -832
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5        9.5       21.8       46.7       62.1       91.0       93.5:       9.0        6.5
Old  :     100.0:      23.6       11.8       22.3       43.3       58.0       89.2       92.1:      10.8        7.9
Other:     100.0:      27.4       13.1       15.2       50.4       66.7       93.0       94.9:       7.0        5.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       278:        89         77        102         71         79        227        213:
Old  :       247:        79         76         74         65         74        185        188:
Other:       201:        72         52         56         55         56        157        138:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.5       29.9       21.8       42.7        9.3       22.6       15.6       30.3
Old  :                 18.7       24.0       29.2       35.0       10.9       16.6       18.2       22.2
Other:                 18.2       43.0       31.0       56.1       17.6       38.8       30.2       49.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   751,183:    82,294    132,186     49,622    453,386    414,910    585,302    596,718:   165,881    154,465
Old  :   751,183:    82,294    132,186     49,622    453,386    414,910    585,302    596,718:   165,881    154,465
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :   -22,474:   -19,988      9,118      1,234      2,928    -37,921    -15,826    -27,570:    -6,648      5,096
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0       17.6        6.6       60.4       55.2       77.9       79.4:      22.1       20.6
Old  :     100.0:      11.0       17.6        6.6       60.4       55.2       77.9       79.4:      22.1       20.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       167:        27         37         37         81         81        130        133:
Old  :       167:        27         37         37         81         81        130        133:
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  :                 17.8       16.6       26.2       25.5       17.3       16.0       24.6       23.6
Old  :                 17.8       16.6       26.2       25.5       17.3       16.0       24.6       23.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   383,929:    45,716     55,823      4,075    271,144    283,022    320,935    342,920:    62,994     41,009
Old  :   383,929:    45,716     55,823      4,075    271,144    283,022    320,935    342,920:    62,994     41,009
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :    11,284:       265      5,099     -1,362     14,677     15,311     13,580     19,047:    -2,296     -7,763
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9       14.5        1.1       70.6       73.7       83.6       89.3:      16.4       10.7
Old  :     100.0:      11.9       14.5        1.1       70.6       73.7       83.6       89.3:      16.4       10.7
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  :        73:         6         12          6         43         38         53         52:
Old  :        73:         6         12          6         43         38         53         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.7       49.5       46.9       63.3       25.7       48.6       43.0       62.0
Old  :                 27.7       49.5       46.9       63.3       25.7       48.6       43.0       62.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     9,652:       559        118        690      7,853      8,458      9,102      9,266:       550        386
Old  :     9,652:       559        118        690      7,853      8,458      9,102      9,266:       550        386
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :       580:      -361        -87         22        943        647        604        582:       -24         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.8        1.2        7.1       81.4       87.6       94.3       96.0:       5.7        4.0
Old  :     100.0:       5.8        1.2        7.1       81.4       87.6       94.3       96.0:       5.7        4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         7          3          6         21         26         31         34:
Old  :        41:         7          3          6         21         26         31         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.7       41.6       63.5       66.2       23.1       19.4       30.5       28.7
Old  :                 41.7       41.6       63.5       66.2       23.1       19.4       30.5       28.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   265,496:    54,663     19,812     60,773    102,887    159,282    218,323    239,867:    47,173     25,629
Old  :   149,085:    47,265     15,403     20,744     49,947     96,146    117,956    132,293:    31,130     16,792
Other:   116,411:    23,488     20,498     23,939     52,940     63,137    100,367    107,574:    16,043      8,837
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :    -5,143:       -47        877     -2,710        930     -2,252     -1,827     -4,085:    -3,316     -1,057
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6        7.5       22.9       38.8       60.0       82.2       90.3:      17.8        9.7
Old  :     100.0:      31.7       10.3       13.9       33.5       64.5       79.1       88.7:      20.9       11.3
Other:     100.0:      20.2       17.6       20.6       45.5       54.2       86.2       92.4:      13.8        7.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       203:        73         33         67         70         71        179        150:
Old  :       186:        72         29         49         66         63        159        124:
Other:       146:        31         37         36         56         52        112        105:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.4       33.5       20.5       42.9        6.5       24.3       11.9       29.7
Old  :                 12.3       36.6       20.5       44.8       10.7       34.9       17.0       42.1
Other:                 23.5       32.9       35.2       50.5       13.2       22.3       22.9       33.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    21,823:     6,095      2,119      2,484      8,300     15,709     16,878     20,311:     4,945      1,512
Old  :     9,717:     3,676      1,240        752      2,735      7,186      7,162      9,178:     2,554        538
Other:    12,107:     2,759      1,219      1,392      5,564      8,522      9,716     11,133:     2,391        973
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :      -666:      -748        118        221         33     -1,037       -494       -698:      -172         32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9        9.7       11.4       38.0       72.0       77.3       93.1:      22.7        6.9
Old  :     100.0:      37.8       12.8        7.7       28.2       74.0       73.7       94.5:      26.3        5.5
Other:     100.0:      22.8       10.1       11.5       46.0       70.4       80.3       92.0:      19.7        8.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        99:        40         18         18         29         24         83         48:
Old  :        80:        37         10         10         21         19         62         35:
Other:        68:        21         14         13         21         20         51         39:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.0       46.1       30.9       59.5       20.0       44.0       30.3       56.3
Old  :                 18.7       59.0       30.5       71.6       18.7       54.6       29.7       66.7
Other:                 35.4       40.9       49.0       58.7       35.4       40.5       48.4       57.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,041,535:   365,359    159,822     40,474    511,151    677,907    916,984    878,203:   124,551    163,332
Old  : 1,041,535:   365,359    159,822     40,474    511,151    677,907    916,984    878,203:   124,551    163,332
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :    -1,667:    -9,556    -14,583     -3,058      3,729     14,853     -8,886     -2,788:     7,219      1,122
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.1       15.3        3.9       49.1       65.1       88.0       84.3:      12.0       15.7
Old  :     100.0:      35.1       15.3        3.9       49.1       65.1       88.0       84.3:      12.0       15.7
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  :       264:        51         52         32         97        135        166        201:
Old  :       264:        51         52         32         97        135        166        201:
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       15.1       35.5       24.7       22.9       11.3       33.8       20.1
Old  :                 22.9       15.1       35.5       24.7       22.9       11.3       33.8       20.1
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 with Delta-adjusted Options and Futures Combined, June 14, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,289,733:   250,942    256,951    242,011  1,456,524  1,394,327  1,949,478  1,893,289:   340,255    396,443
Old  : 2,289,733:   250,942    256,951    242,011  1,456,524  1,394,327  1,949,478  1,893,289:   340,255    396,443
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :    60,356:   -17,905     -2,968     23,065     64,540     22,965     69,700     43,061:    -9,344     17,294
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0       11.2       10.6       63.6       60.9       85.1       82.7:      14.9       17.3
Old  :     100.0:      11.0       11.2       10.6       63.6       60.9       85.1       82.7:      14.9       17.3
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  :       289:        53         59         61        140        160        224        249:
Old  :       289:        53         59         61        140        160        224        249:
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  :                 18.7       16.8       25.8       25.3       18.0       14.1       24.1       19.5
Old  :                 18.7       16.8       25.8       25.3       18.0       14.1       24.1       19.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,728,063:   450,877    113,345    110,686    875,344  1,173,271  1,436,907  1,397,303:   291,156    330,760
Old  : 1,728,063:   450,877    113,345    110,686    875,344  1,173,271  1,436,907  1,397,303:   291,156    330,760
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :   101,609:    44,146      9,552     16,808      9,031     58,125     69,985     84,485:    31,624     17,124
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1        6.6        6.4       50.7       67.9       83.2       80.9:      16.8       19.1
Old  :     100.0:      26.1        6.6        6.4       50.7       67.9       83.2       80.9:      16.8       19.1
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  :       214:        38         36         35         98        124        153        178:
Old  :       214:        38         36         35         98        124        153        178:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.8       19.6       38.5       30.1       27.6       18.3       37.6       27.0
Old  :                 27.8       19.6       38.5       30.1       27.6       18.3       37.6       27.0
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 with Delta-adjusted Options and Futures Combined, June 14, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :   999,647:    83,686     91,903    313,596    564,246    539,226    961,528    944,725:    38,119     54,922
Old  :   999,647:    83,686     91,903    313,596    564,246    539,226    961,528    944,725:    38,119     54,922
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :    30,709:    10,409      1,407      3,626     18,913     28,022     32,948     33,055:    -2,239     -2,346
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4        9.2       31.4       56.4       53.9       96.2       94.5:       3.8        5.5
Old  :     100.0:       8.4        9.2       31.4       56.4       53.9       96.2       94.5:       3.8        5.5
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  :       155:        29         34         42         74         86        124        145:
Old  :       155:        29         34         42         74         86        124        145:
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  :                 36.8       23.9       49.5       36.8       20.7        9.7       24.2       13.7
Old  :                 36.8       23.9       49.5       36.8       20.7        9.7       24.2       13.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    83,670:    10,314      3,177      7,180     49,379     58,530     66,873     68,887:    16,797     14,783
Old  :    83,670:    10,314      3,177      7,180     49,379     58,530     66,873     68,887:    16,797     14,783
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :    11,407:       122     -2,564      2,700      7,544      9,680     10,366      9,815:     1,040      1,591
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3        3.8        8.6       59.0       70.0       79.9       82.3:      20.1       17.7
Old  :     100.0:      12.3        3.8        8.6       59.0       70.0       79.9       82.3:      20.1       17.7
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  :        97:        27          7         17         45         38         80         60:
Old  :        97:        27          7         17         45         38         80         60:
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  :                 22.6       38.6       33.7       52.0       17.5       29.9       25.6       38.4
Old  :                 22.6       38.6       33.7       52.0       17.5       29.9       25.6       38.4
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 with Delta-adjusted Options and Futures Combined, June 14, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    26,271:     3,293      1,169      1,239     12,430     20,733     16,962     23,141:     9,309      3,130
Old  :    26,271:     3,293      1,169      1,239     12,430     20,733     16,962     23,141:     9,309      3,130
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :     5,643:       114       -250      1,223      4,243      4,243      5,580      5,216:        63        427
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5        4.4        4.7       47.3       78.9       64.6       88.1:      35.4       11.9
Old  :     100.0:      12.5        4.4        4.7       47.3       78.9       64.6       88.1:      35.4       11.9
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  :        25:         5          5          6         11          9         20         16:
Old  :        25:         5          5          6         11          9         20         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.0       66.1       47.4       79.6       30.0       60.9       39.4       65.8
Old  :                 31.0       66.1       47.4       79.6       30.0       60.9       39.4       65.8
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 with Delta-adjusted Options and Futures Combined, June 14, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   114,799:    20,356     10,330      5,568     73,898     75,594     99,822     91,492:    14,977     23,307
Old  :   114,799:    20,356     10,330      5,568     73,898     75,594     99,822     91,492:    14,977     23,307
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :    11,527:    -1,101     -5,747      4,071      6,602     10,875      9,572      9,199:     1,955      2,328
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7        9.0        4.8       64.4       65.8       87.0       79.7:      13.0       20.3
Old  :     100.0:      17.7        9.0        4.8       64.4       65.8       87.0       79.7:      13.0       20.3
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  :        96:        28         11         16         42         36         75         58:
Old  :        96:        28         11         16         42         36         75         58:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.2       32.1       41.4       48.4       25.6       28.2       38.0       41.4
Old  :                 28.2       32.1       41.4       48.4       25.6       28.2       38.0       41.4
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 with Delta-adjusted Options and Futures Combined, June 14, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :     9,072:     4,413      1,430        990      1,692      5,790      7,095      8,210:     1,977        862
Old  :     9,072:     4,413      1,430        990      1,692      5,790      7,095      8,210:     1,977        862
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :     1,106:       -29         52        318         49        -35        338        335:       768        771
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.6       15.8       10.9       18.7       63.8       78.2       90.5:      21.8        9.5
Old  :     100.0:      48.6       15.8       10.9       18.7       63.8       78.2       90.5:      21.8        9.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:        12          5          5          2          3         16         11:
Old  :        21:        12          5          5          2          3         16         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.9       78.5       65.3       90.0       38.5       71.6       59.4       79.2
Old  :                 43.9       78.5       65.3       90.0       38.5       71.6       59.4       79.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    14,175:     3,725        734          3     10,081     13,360     13,809     14,097:       366         78
Old  :    14,175:     3,725        734          3     10,081     13,360     13,809     14,097:       366         78
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :      -773:       -92       -132          0       -639       -618       -731       -750:       -42        -23
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3        5.2        0.0       71.1       94.3       97.4       99.4:       2.6        0.6
Old  :     100.0:      26.3        5.2        0.0       71.1       94.3       97.4       99.4:       2.6        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         6          6          1          9         12         15         19:
Old  :        31:         6          6          1          9         12         15         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.1       86.0       93.1       94.2       77.1       86.0       93.0       94.0
Old  :                 77.1       86.0       93.1       94.2       77.1       86.0       93.0       94.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    25,616:     3,433        557          0     21,830     24,948     25,263     25,505:       353        111
Old  :    25,616:     3,433        557          0     21,830     24,948     25,263     25,505:       353        111
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :    -3,067:       157         75     -1,393     -1,896     -1,814     -3,132     -3,132:        65         65
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4        2.2        0.0       85.2       97.4       98.6       99.6:       1.4        0.4
Old  :     100.0:      13.4        2.2        0.0       85.2       97.4       98.6       99.6:       1.4        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         8          4          0          7         14         15         18:
Old  :        32:         8          4          0          7         14         15         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 92.1       70.2       96.9       91.6       92.1       70.2       96.9       91.6
Old  :                 92.1       70.2       96.9       91.6       92.1       70.2       96.9       91.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated Jun 17, 2011