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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   579,090:    91,081     84,869    148,458    297,055    281,865    536,595    515,192:    42,495     63,898
Old  :   536,308:    91,304     89,262    129,587    278,530    264,937    499,422    483,787:    36,887     52,522
Other:    42,782:    11,411      7,240      7,237     18,525     16,928     37,174     31,406:     5,608     11,376
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :    -1,283:    -9,012      4,339        916      6,887     -7,843     -1,209     -2,587:       -74      1,304
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       14.7       25.6       51.3       48.7       92.7       89.0:       7.3       11.0
Old  :     100.0:      17.0       16.6       24.2       51.9       49.4       93.1       90.2:       6.9        9.8
Other:     100.0:      26.7       16.9       16.9       43.3       39.6       86.9       73.4:      13.1       26.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       459:       147        141        199        104        141        361        393:
Old  :       457:       145        149        189        100        141        349        389:
Other:       172:        38         32         18         33         87         85        130:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.5       16.0       31.7       22.0       15.9       11.1       26.5       15.1
Old  :                 19.8       17.1       32.3       23.5       16.9       12.7       28.0       17.4
Other:                 33.5       23.3       49.1       31.5       26.9       14.9       39.1       21.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 2,128,708:   422,690    102,490    691,528    802,115  1,060,545  1,916,334  1,854,563:   212,375    274,145
Old  : 1,170,203:   232,657    108,001    388,397    437,630    555,627  1,058,684  1,052,026:   111,519    118,177
Other:   958,506:   251,573     56,029    241,591    364,485    504,918    857,650    802,538:   100,856    155,968
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :   -25,654:    -8,694      2,734     -3,365    -12,224    -25,554    -24,283    -26,185:    -1,372        530
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9        4.8       32.5       37.7       49.8       90.0       87.1:      10.0       12.9
Old  :     100.0:      19.9        9.2       33.2       37.4       47.5       90.5       89.9:       9.5       10.1
Other:     100.0:      26.2        5.8       25.2       38.0       52.7       89.5       83.7:      10.5       16.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       893:       257        165        306        297        419        688        771:
Old  :       830:       212        178        242        243        391        580        689:
Other:       763:       207        121        194        229        381        513        627:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.2       10.7       18.5       16.2        8.7        6.2       12.9        9.7
Old  :                 12.2       13.2       19.5       18.4       10.9        9.4       16.0       13.1
Other:                 14.0       10.9       22.7       16.8       10.0        7.3       16.5       11.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    13,919:     2,216        932      1,459      7,036     10,116     10,711     12,507:     3,208      1,412
Old  :    13,918:     2,215        932      1,459      7,036     10,116     10,710     12,507:     3,208      1,411
Other:         1:         1          0          0          0          0          1          0:         0          1
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :      -550:       -47         19        -65       -294       -538       -406       -583:      -144         34
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9        6.7       10.5       50.6       72.7       77.0       89.9:      23.0       10.1
Old  :     100.0:      15.9        6.7       10.5       50.6       72.7       77.0       89.9:      23.0       10.1
Other:     100.0:     100.0        0.0        0.0        0.0        0.0      100.0        0.0:       0.0      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        16          5          8         20         13         37         25:
Old  :        43:        16          5          8         20         13         37         25:
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  :                 30.2       53.2       45.9       71.0       25.0       43.1       34.4       58.1
Old  :                 30.2       53.2       45.9       71.0       25.0       43.1       34.4       58.1
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 with Delta-adjusted Options and Futures Combined, May 17, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   774,141:   127,481     47,226    255,512    338,123    384,474    721,116    687,212:    53,025     86,929
Old  :   369,207:    90,541     27,589     97,250    153,144    212,394    340,936    337,233:    28,271     31,974
Other:   404,934:    72,772     55,470    122,429    184,979    172,080    380,180    349,979:    24,754     54,955
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :    -9,460:    -2,185      2,792     -4,282        428     -5,481     -6,039     -6,971:    -3,421     -2,489
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5        6.1       33.0       43.7       49.7       93.2       88.8:       6.8       11.2
Old  :     100.0:      24.5        7.5       26.3       41.5       57.5       92.3       91.3:       7.7        8.7
Other:     100.0:      18.0       13.7       30.2       45.7       42.5       93.9       86.4:       6.1       13.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       558:       192        129        232        136        203        432        481:
Old  :       511:       169        133        169         97        172        342        403:
Other:       450:       122        117        140        107        182        299        375:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.1       16.7       27.0       25.0       12.9       10.5       18.5       15.2
Old  :                 18.4       25.5       27.8       35.2       16.7       19.4       23.0       28.1
Other:                 20.6       14.0       30.4       22.9       16.6        8.7       23.9       13.6
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    25,463:    22,736      3,108        107          3      6,404     22,846      9,619:     2,617     15,844
Old  :     4,356:     2,636      1,005         11          3        781      2,650      1,797:     1,706      2,559
Other:    21,107:    20,120      2,123         76          0      5,623     20,196      7,822:       911     13,285
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :       211:       225        142         -9          0         54        216        187:        -5         24
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      89.3       12.2        0.4        0.0       25.2       89.7       37.8:      10.3       62.2
Old  :     100.0:      60.5       23.1        0.3        0.1       17.9       60.8       41.3:      39.2       58.7
Other:     100.0:      95.3       10.1        0.4        0.0       26.6       95.7       37.1:       4.3       62.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        18          8          7          1         19         19         34:
Old  :        43:        16          9          2          1         18         17         29:
Other:        42:        16          7          6          0         19         16         32:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.6       13.7       78.4       20.0       61.4       13.7       78.2       20.0
Old  :                 39.2       25.7       53.9       34.1       38.9       25.7       53.7       34.1
Other:                 66.4       12.5       85.6       19.4       66.2       12.5       85.4       19.4
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                                                    Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    12,641:       643      8,165      3,660      7,918        609     12,221     12,434:       420        208
Old  :    11,573:       584      8,107      2,714      7,918        609     11,217     11,431:       356        142
Other:     1,068:       599        598        405          0          0      1,004      1,003:        65         66
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :       360:       126       -412        842       -229         47        740        478:      -380       -118
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1       64.6       28.9       62.6        4.8       96.7       98.4:       3.3        1.6
Old  :     100.0:       5.0       70.1       23.5       68.4        5.3       96.9       98.8:       3.1        1.2
Other:     100.0:      56.1       56.0       37.9        0.0        0.0       94.0       93.9:       6.0        6.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         8          7         10         12          7         25         19:
Old  :        28:         8          7         10         12          7         25         19:
Other:         4:         3          1          3          0          0          4          3:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 63.9       83.4       81.9       94.2       52.6       59.1       58.2       64.7
Old  :                 65.8       82.4       81.1       94.2       57.5       64.1       63.4       70.2
Other:                 94.0       93.9       94.0       93.9       56.1       56.0       56.1       56.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   387,293:    70,146     41,346     87,654    196,850    229,716    354,650    358,716:    32,643     28,577
Old  :   256,971:    50,757     43,818     53,433    129,960    136,211    234,150    233,461:    22,821     23,509
Other:   130,322:    30,145      8,284     23,465     66,889     93,506    120,500    125,255:     9,822      5,067
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :     4,149:    -2,014      3,161        262      7,993       -760      6,241      2,663:    -2,092      1,486
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       10.7       22.6       50.8       59.3       91.6       92.6:       8.4        7.4
Old  :     100.0:      19.8       17.1       20.8       50.6       53.0       91.1       90.9:       8.9        9.1
Other:     100.0:      23.1        6.4       18.0       51.3       71.7       92.5       96.1:       7.5        3.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       246:        73         67         88         72         74        197        194:
Old  :       239:        72         76         74         66         70        177        184:
Other:       148:        47         31         37         52         49        119         97:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.3       29.4       22.6       41.5        9.5       21.2       16.0       27.8
Old  :                 17.1       26.5       28.2       35.7       13.7       19.0       21.2       25.7
Other:                 17.8       45.3       31.0       62.4       16.1       39.2       27.6       50.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   833,037:   119,093    129,521     65,236    466,891    470,140    651,220    664,897:   181,817    168,140
Old  :   833,037:   119,093    129,521     65,236    466,891    470,140    651,220    664,897:   181,817    168,140
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :    81,502:    11,432      9,470     12,371     47,286     51,837     71,088     73,678:    10,414      7,824
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       15.5        7.8       56.0       56.4       78.2       79.8:      21.8       20.2
Old  :     100.0:      14.3       15.5        7.8       56.0       56.4       78.2       79.8:      21.8       20.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       176:        28         40         37         86         82        135        138:
Old  :       176:        28         40         37         86         82        135        138:
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  :                 17.7       17.5       27.2       26.1       17.7       16.6       26.1       23.5
Old  :                 17.7       17.5       27.2       26.1       17.7       16.6       26.1       23.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   351,709:    44,943     61,324      2,816    232,791    240,304    280,550    304,444:    71,159     47,264
Old  :   351,709:    44,943     61,324      2,816    232,791    240,304    280,550    304,444:    71,159     47,264
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :    26,262:    -4,767      5,496        478     21,983     19,999     17,694     25,973:     8,568        289
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8       17.4        0.8       66.2       68.3       79.8       86.6:      20.2       13.4
Old  :     100.0:      12.8       17.4        0.8       66.2       68.3       79.8       86.6:      20.2       13.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        69:         6         12          4         39         33         47         47:
Old  :        69:         6         12          4         39         33         47         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.4       47.6       44.8       61.9       23.4       47.1       41.5       61.0
Old  :                 25.4       47.6       44.8       61.9       23.4       47.1       41.5       61.0
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, May 17, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     8,127:       868         94        979      5,740      6,715      7,587      7,788:       540        339
Old  :     8,127:       868         94        979      5,740      6,715      7,587      7,788:       540        339
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :       344:       -16        -64         61        163        514        208        511:       136       -167
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7        1.2       12.0       70.6       82.6       93.4       95.8:       6.6        4.2
Old  :     100.0:      10.7        1.2       12.0       70.6       82.6       93.4       95.8:       6.6        4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         8          3          8         20         26         31         35:
Old  :        39:         8          3          8         20         26         31         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.7       41.1       64.3       62.8       23.8       21.0       31.8       30.4
Old  :                 44.7       41.1       64.3       62.8       23.8       21.0       31.8       30.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   260,765:    40,937     25,013     59,147    121,035    150,916    221,119    235,075:    39,646     25,689
Old  :   165,063:    44,233     23,797     22,985     69,282     99,218    136,500    146,000:    28,563     19,063
Other:    95,702:    11,355     15,867     21,510     51,754     51,698     84,618     89,075:    11,083      6,627
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :    -2,289:    -1,787        774       -768       -936     -2,682     -3,491     -2,676:     1,202        387
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7        9.6       22.7       46.4       57.9       84.8       90.1:      15.2        9.9
Old  :     100.0:      26.8       14.4       13.9       42.0       60.1       82.7       88.5:      17.3       11.5
Other:     100.0:      11.9       16.6       22.5       54.1       54.0       88.4       93.1:      11.6        6.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       197:        53         40         65         71         69        164        154:
Old  :       189:        60         43         54         65         63        151        138:
Other:       128:        22         31         31         57         48         99         93:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.3       33.1       24.4       42.4        7.0       23.6       12.9       29.3
Old  :                 12.4       36.3       21.1       45.8       10.2       34.7       18.1       42.6
Other:                 29.6       29.8       41.3       47.9       18.7       23.1       29.6       32.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    24,769:     6,722      2,602      2,202      9,881     18,032     18,805     22,836:     5,964      1,933
Old  :    16,384:     6,190      2,032        837      5,658     12,606     12,685     15,475:     3,699        909
Other:     8,385:       851        889      1,046      4,223      5,426      6,120      7,361:     2,265      1,024
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :       421:        50        142        224        433        -63        707        303:      -286        118
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1       10.5        8.9       39.9       72.8       75.9       92.2:      24.1        7.8
Old  :     100.0:      37.8       12.4        5.1       34.5       76.9       77.4       94.5:      22.6        5.5
Other:     100.0:      10.2       10.6       12.5       50.4       64.7       73.0       87.8:      27.0       12.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       101:        50         13         18         30         21         86         48:
Old  :        92:        48         11         12         21         19         71         40:
Other:        53:        16         11         12         18         17         39         36:
     :----------------------------------------------------------------------------------------------------
     :             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       46.8       31.1       59.4       18.9       40.9       28.0       52.3
Old  :                 22.1       55.2       34.6       70.8       21.8       52.9       34.1       68.2
Other:                 39.2       41.4       51.0       57.5       39.0       39.6       47.2       53.1
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,110,474:   353,834    129,489     61,895    572,585    745,159    988,314    936,542:   122,160    173,932
Old  : 1,110,474:   353,834    129,489     61,895    572,585    745,159    988,314    936,542:   122,160    173,932
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :    13,765:   -13,015     -5,713      4,524     16,154        260      7,663       -929:     6,102     14,694
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.9       11.7        5.6       51.6       67.1       89.0       84.3:      11.0       15.7
Old  :     100.0:      31.9       11.7        5.6       51.6       67.1       89.0       84.3:      11.0       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  :       285:        62         51         37        106        146        184        218:
Old  :       285:        62         51         37        106        146        184        218:
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       17.5       33.2       24.5       22.0       13.3       30.4       19.5
Old  :                 22.9       17.5       33.2       24.5       22.0       13.3       30.4       19.5
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 with Delta-adjusted Options and Futures Combined, May 17, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,430,491:   231,342    304,855    281,727  1,578,481  1,448,826  2,091,550  2,035,408:   338,941    395,083
Old  : 2,430,491:   231,342    304,855    281,727  1,578,481  1,448,826  2,091,550  2,035,408:   338,941    395,083
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :   257,584:    29,525     33,133     54,012    169,308    176,106    252,845    263,251:     4,739     -5,668
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5       12.5       11.6       64.9       59.6       86.1       83.7:      13.9       16.3
Old  :     100.0:       9.5       12.5       11.6       64.9       59.6       86.1       83.7:      13.9       16.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       310:        48         74         66        145        170        232        271:
Old  :       310:        48         74         66        145        170        232        271:
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  :                 21.2       18.5       28.3       26.5       19.2       14.8       24.7       19.8
Old  :                 21.2       18.5       28.3       26.5       19.2       14.8       24.7       19.8
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, May 17, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,723,118:   402,286    133,327    140,689    943,513  1,140,100  1,486,487  1,414,115:   236,631    309,003
Old  : 1,723,118:   402,286    133,327    140,689    943,513  1,140,100  1,486,487  1,414,115:   236,631    309,003
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :    78,554:     5,062      3,427     32,787     33,360     48,161     71,209     84,376:     7,345     -5,822
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3        7.7        8.2       54.8       66.2       86.3       82.1:      13.7       17.9
Old  :     100.0:      23.3        7.7        8.2       54.8       66.2       86.3       82.1:      13.7       17.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       236:        47         39         43        111        125        175        190:
Old  :       236:        47         39         43        111        125        175        190:
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       19.1       34.6       28.3       21.7       17.5       31.0       24.4
Old  :                 23.1       19.1       34.6       28.3       21.7       17.5       31.0       24.4
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, May 17, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  : 1,013,188:    71,976     73,158    362,355    538,793    521,623    973,124    957,135:    40,064     56,053
Old  : 1,013,188:    71,976     73,158    362,355    538,793    521,623    973,124    957,135:    40,064     56,053
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :     7,918:    -7,112      7,384     -8,426     23,076      8,963      7,539      7,922:       379         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1        7.2       35.8       53.2       51.5       96.0       94.5:       4.0        5.5
Old  :     100.0:       7.1        7.2       35.8       53.2       51.5       96.0       94.5:       4.0        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  :       145:        24         38         43         66         75        116        135:
Old  :       145:        24         38         43         66         75        116        135:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.3       24.1       48.6       38.9       14.6        8.0       18.2       11.8
Old  :                 34.3       24.1       48.6       38.9       14.6        8.0       18.2       11.8
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, May 17, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    79,463:    16,353      3,316      3,953     42,436     58,852     62,742     66,121:    16,721     13,342
Old  :    79,463:    16,353      3,316      3,953     42,436     58,852     62,742     66,121:    16,721     13,342
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :    16,900:    -8,766     -1,533      2,922     13,789      8,618      7,945     10,007:     8,954      6,893
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6        4.2        5.0       53.4       74.1       79.0       83.2:      21.0       16.8
Old  :     100.0:      20.6        4.2        5.0       53.4       74.1       79.0       83.2:      21.0       16.8
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:        29         10         13         40         32         77         52:
Old  :       102:        29         10         13         40         32         77         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  :                 22.6       40.2       35.2       57.3       15.4       34.0       23.5       46.2
Old  :                 22.6       40.2       35.2       57.3       15.4       34.0       23.5       46.2
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, May 17, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    24,381:     2,819      1,405          8     12,123     20,496     14,950     21,909:     9,431      2,472
Old  :    24,381:     2,819      1,405          8     12,123     20,496     14,950     21,909:     9,431      2,472
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6        5.8        0.0       49.7       84.1       61.3       89.9:      38.7       10.1
Old  :     100.0:      11.6        5.8        0.0       49.7       84.1       61.3       89.9:      38.7       10.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         4          5          3          9          6         16         11:
Old  :        22:         4          5          3          9          6         16         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.3       80.0       56.0       86.9       42.3       79.0       56.0       85.8
Old  :                 42.3       80.0       56.0       86.9       42.3       79.0       56.0       85.8
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, May 17, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   110,163:    33,209      9,964      1,747     60,627     76,712     95,584     88,423:    14,579     21,740
Old  :   110,163:    33,209      9,964      1,747     60,627     76,712     95,584     88,423:    14,579     21,740
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :   -14,963:   -17,028        266       -314      3,333    -23,756    -14,009    -23,804:      -953      8,841
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.1        9.0        1.6       55.0       69.6       86.8       80.3:      13.2       19.7
Old  :     100.0:      30.1        9.0        1.6       55.0       69.6       86.8       80.3:      13.2       19.7
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  :        98:        30         12          8         36         29         70         45:
Old  :        98:        30         12          8         36         29         70         45:
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  :                 28.1       40.7       41.9       55.4       27.9       39.2       41.7       53.8
Old  :                 28.1       40.7       41.9       55.4       27.9       39.2       41.7       53.8
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 with Delta-adjusted Options and Futures Combined, May 17, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :     8,001:     4,624      1,330        672      1,584      5,999      6,880      8,001:     1,121          0
Old  :     8,001:     4,624      1,330        672      1,584      5,999      6,880      8,001:     1,121          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :       -83:        27        -12        -37          0        -25        -10        -74:       -73         -9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.8       16.6        8.4       19.8       75.0       86.0      100.0:      14.0        0.0
Old  :     100.0:      57.8       16.6        8.4       19.8       75.0       86.0      100.0:      14.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:        13          6          1          1          4         15         10:
Old  :        24:        13          6          1          1          4         15         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.9       90.0       72.1       97.9       45.4       81.6       69.1       89.5
Old  :                 46.9       90.0       72.1       97.9       45.4       81.6       69.1       89.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    11,569:     2,479      1,091          3      8,713     10,384     11,195     11,478:       374         91
Old  :    11,569:     2,479      1,091          3      8,713     10,384     11,195     11,478:       374         91
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :       186:     1,343        -30          0     -1,263        222         80        192:       106         -6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4        9.4        0.0       75.3       89.8       96.8       99.2:       3.2        0.8
Old  :     100.0:      21.4        9.4        0.0       75.3       89.8       96.8       99.2:       3.2        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         6          7          1          7         13         13         21:
Old  :        32:         6          7          1          7         13         13         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 79.1       77.2       94.8       89.2       79.1       77.2       94.8       89.0
Old  :                 79.1       77.2       94.8       89.2       79.1       77.2       94.8       89.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    28,564:     3,555      1,430          0     24,614     27,103     28,169     28,533:       395         31
Old  :    28,564:     3,555      1,430          0     24,614     27,103     28,169     28,533:       395         31
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :       335:       151        350          0         68         17        219        367:       116        -32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4        5.0        0.0       86.2       94.9       98.6       99.9:       1.4        0.1
Old  :     100.0:      12.4        5.0        0.0       86.2       94.9       98.6       99.9:       1.4        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         8          6          0          7         14         15         20:
Old  :        34:         8          6          0          7         14         15         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 90.7       72.0       97.1       90.3       90.7       72.0       97.1       90.3
Old  :                 90.7       72.0       97.1       90.3       90.7       72.0       97.1       90.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated May 20, 2011