```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, May 31, 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  :   456,560:   100,869     84,872     71,538    243,116    240,013    415,523    396,423:    41,037     60,137
Old  :   405,415:   100,619     88,060     49,083    221,287    220,756    370,989    357,899:    34,426     47,516
Other:    51,145:    13,443     10,005      9,262     21,829     19,257     44,534     38,524:     6,611     12,621
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :    -3,847:     1,867     -1,012      2,096     -7,039     -5,804     -3,076     -4,720:      -771        873
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1       18.6       15.7       53.2       52.6       91.0       86.8:       9.0       13.2
Old  :     100.0:      24.8       21.7       12.1       54.6       54.5       91.5       88.3:       8.5       11.7
Other:     100.0:      26.3       19.6       18.1       42.7       37.7       87.1       75.3:      12.9       24.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       431:       131        141        159         89        127        322        348:
Old  :       426:       131        150        140         82        118        300        331:
Other:       193:        48         46         18         37         85         99        140:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.9       18.8       35.7       25.4       19.7       15.2       32.4       20.7
Old  :                 23.2       21.0       38.4       28.1       21.7       18.6       35.8       25.0
Other:                 27.4       21.5       42.9       30.4       22.2       14.0       34.7       19.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, May 31, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,435,358:   554,915     91,397    155,088    564,065    959,110  1,274,068  1,205,595:   161,290    229,763
Old  :   759,047:   307,748     90,706     67,821    299,900    502,996    675,469    661,523:    83,578     97,524
Other:   676,311:   298,703     52,227     35,731    264,165    456,114    598,599    544,072:    77,712    132,239
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :    29,923:    22,725     -1,334      7,140     -3,705     13,933     26,160     19,739:     3,763     10,184
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.7        6.4       10.8       39.3       66.8       88.8       84.0:      11.2       16.0
Old  :     100.0:      40.5       11.9        8.9       39.5       66.3       89.0       87.2:      11.0       12.8
Other:     100.0:      44.2        7.7        5.3       39.1       67.4       88.5       80.4:      11.5       19.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       856:       268        134        197        216        383        575        643:
Old  :       791:       240        134        120        159        349        458        547:
Other:       734:       198        124         87        150        344        392        517:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.1       12.3       20.7       18.8       11.9       10.8       18.0       16.7
Old  :                 16.4       17.1       24.3       23.3       16.4       16.4       23.4       22.3
Other:                 15.1       11.6       24.6       17.5       13.7       11.2       21.9       16.4
 
MINI CORN - CHICAGO BOARD OF TRADE                                                                      Code-002603
Commitments of Traders - Futures Only, May 31, 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  :    20,387:    16,309      1,604         96          9      3,842     16,414      5,542:     3,973     14,845
Old  :     5,060:     2,742      1,186         20          9        316      2,771      1,522:     2,289      3,538
Other:    15,327:    13,624        475         19          0      3,526     13,643      4,020:     1,684     11,307
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.0        7.9        0.5        0.0       18.8       80.5       27.2:      19.5       72.8
Old  :     100.0:      54.2       23.4        0.4        0.2        6.2       54.8       30.1:      45.2       69.9
Other:     100.0:      88.9        3.1        0.1        0.0       23.0       89.0       26.2:      11.0       73.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         9          3          7          3          8         14         16:
Old  :        20:         9          3          2          3          7         13         11:
Other:        19:        10          1          4          0          8         10         13:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 53.8       14.3       77.7       22.5       53.7       14.2       77.5       22.4
Old  :                 40.9       26.9       53.9       29.7       40.9       26.6       53.7       29.4
Other:                 62.1       14.6       86.1       24.1       62.0       14.6       86.0       24.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, May 31, 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  :    12,706:     3,429        759        674      5,522     10,076      9,625     11,509:     3,081      1,197
Old  :    12,705:     3,428        759        674      5,522     10,076      9,624     11,509:     3,081      1,196
Other:         1:         1          0          0          0          0          1          0:         0          1
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :       226:       274       -192        247        -58        409        463        464:      -237       -238
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0        6.0        5.3       43.5       79.3       75.8       90.6:      24.2        9.4
Old  :     100.0:      27.0        6.0        5.3       43.5       79.3       75.7       90.6:      24.3        9.4
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  :        45:        20          4          3         16         11         36         18:
Old  :        45:        20          4          3         16         11         36         18:
Other:         1:         1          0          0          0          0          1          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.7       58.8       46.2       77.8       26.0       52.3       37.3       68.6
Old  :                 27.7       58.8       46.2       77.8       26.0       52.3       37.3       68.6
Other:                100.0        0.0      100.0        0.0      100.0        0.0      100.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, May 31, 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  :   578,376:   185,872     61,003     78,112    259,168    359,281    523,152    498,396:    55,224     79,980
Old  :   268,877:   114,882     36,509     17,423    106,430    187,774    238,735    241,706:    30,142     27,171
Other:   309,499:   104,155     57,659     27,524    152,738    171,507    284,417    256,690:    25,082     52,809
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :    23,418:     7,711      2,993     10,809     -1,456      8,771     17,064     22,573:     6,354        845
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.1       10.5       13.5       44.8       62.1       90.5       86.2:       9.5       13.8
Old  :     100.0:      42.7       13.6        6.5       39.6       69.8       88.8       89.9:      11.2       10.1
Other:     100.0:      33.7       18.6        8.9       49.4       55.4       91.9       82.9:       8.1       17.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       538:       192        113        156        111        188        386        404:
Old  :       481:       172        110         70         70        159        275        313:
Other:       430:       121        107         83         84        168        261        314:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.7       18.9       23.8       26.7       12.9       16.6       20.3       22.6
Old  :                 17.0       30.4       26.6       40.2       16.3       27.8       25.3       36.5
Other:                 19.7       14.9       29.7       23.0       19.2       12.4       28.6       19.8
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, May 31, 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  :    27,076:    24,288      3,943         87          3      6,638     24,378     10,668:     2,698     16,408
Old  :     5,189:     3,488      1,639         10          3        826      3,501      2,475:     1,688      2,714
Other:    21,887:    20,829      2,333         48          0      5,812     20,877      8,193:     1,010     13,694
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :       856:     1,065        567         -1          0        131      1,064        697:      -208        159
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      89.7       14.6        0.3        0.0       24.5       90.0       39.4:      10.0       60.6
Old  :     100.0:      67.2       31.6        0.2        0.1       15.9       67.5       47.7:      32.5       52.3
Other:     100.0:      95.2       10.7        0.2        0.0       26.6       95.4       37.4:       4.6       62.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        19         12          7          1         19         21         37:
Old  :        48:        17         13          2          1         18         18         33:
Other:        44:        16          9          5          0         19         16         33:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.3       13.4       76.5       19.7       59.2       13.4       76.3       19.7
Old  :                 34.0       21.2       50.4       35.4       33.8       21.2       50.3       35.4
Other:                 66.2       12.4       85.3       19.2       66.0       12.4       85.1       19.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, May 31, 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  :   321,598:    97,202     34,715     39,699    145,598    219,607    282,499    294,021:    39,099     27,577
Old  :   195,328:    70,522     35,882     18,017     79,270    120,424    167,809    174,323:    27,519     21,005
Other:   126,270:    35,996      8,149     12,366     66,328     99,183    114,690    119,698:    11,580      6,572
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :     3,832:     5,275     -4,973        503     -4,968      7,284        810      2,814:     3,022      1,018
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2       10.8       12.3       45.3       68.3       87.8       91.4:      12.2        8.6
Old  :     100.0:      36.1       18.4        9.2       40.6       61.7       85.9       89.2:      14.1       10.8
Other:     100.0:      28.5        6.5        9.8       52.5       78.5       90.8       94.8:       9.2        5.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       263:        95         59         77         63         68        209        175:
Old  :       255:        93         68         51         57         60        181        156:
Other:       153:        54         32         27         46         44        114         90:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.0       32.2       21.2       44.9       11.7       28.8       19.6       40.4
Old  :                 16.2       30.0       25.2       38.9       15.8       29.6       24.2       37.8
Other:                 17.8       49.6       32.7       64.0       17.8       42.7       30.8       55.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, May 31, 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  :   740,953:   112,276    148,277      6,592    448,653    438,052    567,521    592,921:   173,432    148,032
Old  :   740,953:   112,276    148,277      6,592    448,653    438,052    567,521    592,921:   173,432    148,032
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :   -33,750:       -78      2,500    -10,062    -21,119    -20,305    -31,259    -27,867:    -2,491     -5,883
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       20.0        0.9       60.6       59.1       76.6       80.0:      23.4       20.0
Old  :     100.0:      15.2       20.0        0.9       60.6       59.1       76.6       80.0:      23.4       20.0
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  :       158:        26         34          8         74         73        104        111:
Old  :       158:        26         34          8         74         73        104        111:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.4       20.1       31.5       31.0       20.3       18.7       29.7       26.9
Old  :                 20.4       20.1       31.5       31.0       20.3       18.7       29.7       26.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders - Futures Only, May 31, 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  :   378,832:    43,863     49,877     11,656    251,648    264,289    307,167    325,822:    71,665     53,010
Old  :   378,832:    43,863     49,877     11,656    251,648    264,289    307,167    325,822:    71,665     53,010
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :    15,472:       424     -3,560      6,774     19,785      9,751     26,983     12,965:   -11,511      2,507
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       13.2        3.1       66.4       69.8       81.1       86.0:      18.9       14.0
Old  :     100.0:      11.6       13.2        3.1       66.4       69.8       81.1       86.0:      18.9       14.0
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  :        67:         6          9          5         39         34         48         45:
Old  :        67:         6          9          5         39         34         48         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  :                 25.5       48.2       45.2       62.9       23.8       47.6       42.1       60.4
Old  :                 25.5       48.2       45.2       62.9       23.8       47.6       42.1       60.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, May 31, 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  :     8,275:       921        113        745      6,040      6,921      7,706      7,779:       569        496
Old  :     8,275:       921        113        745      6,040      6,921      7,706      7,779:       569        496
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :      -230:        11        -36        -10       -342       -257       -341       -303:       111         73
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1        1.4        9.0       73.0       83.6       93.1       94.0:       6.9        6.0
Old  :     100.0:      11.1        1.4        9.0       73.0       83.6       93.1       94.0:       6.9        6.0
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  :        38:         6          4          7         19         25         29         34:
Old  :        38:         6          4          7         19         25         29         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  :                 35.7       36.5       55.3       60.4       21.4       16.9       30.7       27.1
Old  :                 35.7       36.5       55.3       60.4       21.4       16.9       30.7       27.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, May 31, 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  :   228,197:    57,345     26,132     36,752     92,819    140,185    186,916    203,069:    41,281     25,128
Old  :   143,648:    52,988     24,675      9,578     51,709     91,234    114,275    125,487:    29,373     18,161
Other:    84,549:    18,077     15,177     13,454     41,110     48,951     72,641     77,582:    11,908      6,967
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :       628:      -291      3,629        600     -1,433     -6,767     -1,124     -2,538:     1,752      3,166
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       11.5       16.1       40.7       61.4       81.9       89.0:      18.1       11.0
Old  :     100.0:      36.9       17.2        6.7       36.0       63.5       79.6       87.4:      20.4       12.6
Other:     100.0:      21.4       18.0       15.9       48.6       57.9       85.9       91.8:      14.1        8.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       186:        60         32         53         62         59        154        130:
Old  :       179:        62         37         36         56         53        140        109:
Other:       125:        33         24         22         49         39         93         77:
     :----------------------------------------------------------------------------------------------------
     :             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       33.1       21.7       42.1        7.9       26.2       14.6       32.4
Old  :                 12.0       37.9       21.7       47.6       11.6       37.2       20.9       46.5
Other:                 26.5       30.9       38.9       49.0       17.6       25.6       28.7       38.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, May 31, 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  :    21,693:     7,162      2,026      1,095      8,330     16,971     16,587     20,092:     5,106      1,601
Old  :    13,590:     6,185      1,541         40      4,110     11,307     10,335     12,888:     3,255        702
Other:     8,103:     1,414        922        618      4,220      5,664      6,252      7,204:     1,851        899
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :      -708:       -97        -42          1       -648       -504       -744       -545:        36       -163
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.0        9.3        5.0       38.4       78.2       76.5       92.6:      23.5        7.4
Old  :     100.0:      45.5       11.3        0.3       30.2       83.2       76.0       94.8:      24.0        5.2
Other:     100.0:      17.5       11.4        7.6       52.1       69.9       77.2       88.9:      22.8       11.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        93:        42         12         13         24         19         73         40:
Old  :        85:        42         12          1         15         16         57         29:
Other:        53:        14         11          7         18         15         35         30:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.5       52.0       32.1       66.0       20.5       49.3       31.6       63.0
Old  :                 21.3       62.6       36.1       78.0       21.0       62.6       35.8       78.0
Other:                 36.1       47.2       52.0       63.8       36.0       44.9       50.0       61.2
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, May 31, 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  : 1,046,815:   361,170    157,376     29,231    535,659    699,065    926,060    885,672:   120,755    161,143
Old  : 1,046,815:   361,170    157,376     29,231    535,659    699,065    926,060    885,672:   120,755    161,143
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :   -56,957:    -9,087      1,277      3,696    -52,910    -60,299    -58,301    -55,326:     1,344     -1,631
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.5       15.0        2.8       51.2       66.8       88.5       84.6:      11.5       15.4
Old  :     100.0:      34.5       15.0        2.8       51.2       66.8       88.5       84.6:      11.5       15.4
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  :       260:        55         51         28         88        132        158        196:
Old  :       260:        55         51         28         88        132        158        196:
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  :                 25.5       18.5       38.8       26.2       25.3       15.2       36.6       22.2
Old  :                 25.5       18.5       38.8       26.2       25.3       15.2       36.6       22.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, May 31, 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  : 1,973,136:   258,916    337,488     49,650  1,316,861  1,186,553  1,625,427  1,573,691:   347,709    399,445
Old  : 1,973,136:   258,916    337,488     49,650  1,316,861  1,186,553  1,625,427  1,573,691:   347,709    399,445
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :    29,783:    33,430     28,087        991     -7,723     -8,977     26,698     20,101:     3,085      9,682
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1       17.1        2.5       66.7       60.1       82.4       79.8:      17.6       20.2
Old  :     100.0:      13.1       17.1        2.5       66.7       60.1       82.4       79.8:      17.6       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  :       274:        42         59         29        110        143        166        217:
Old  :       274:        42         59         29        110        143        166        217:
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  :                 25.5       19.3       33.3       29.2       22.4       17.1       29.2       22.6
Old  :                 25.5       19.3       33.3       29.2       22.4       17.1       29.2       22.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, May 31, 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  : 1,555,969:   444,979    112,131     32,725    830,346  1,110,564  1,308,050  1,255,420:   247,919    300,549
Old  : 1,555,969:   444,979    112,131     32,725    830,346  1,110,564  1,308,050  1,255,420:   247,919    300,549
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :    40,108:    36,381    -10,937     11,468     -7,289     62,787     40,560     63,318:      -452    -23,210
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6        7.2        2.1       53.4       71.4       84.1       80.7:      15.9       19.3
Old  :     100.0:      28.6        7.2        2.1       53.4       71.4       84.1       80.7:      15.9       19.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       215:        42         35         23         85        115        135        165:
Old  :       215:        42         35         23         85        115        135        165:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.8       21.1       33.6       29.6       19.6       19.6       31.2       27.4
Old  :                 20.8       21.1       33.6       29.6       19.6       19.6       31.2       27.4
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 - Futures Only, May 31, 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  :   751,787:    76,482     84,501     96,047    537,549    508,747    710,078    689,295:    41,709     62,492
Old  :   751,787:    76,482     84,501     96,047    537,549    508,747    710,078    689,295:    41,709     62,492
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :    37,552:    -8,641      8,837      3,076     40,008     17,862     34,443     29,775:     3,109      7,777
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2       11.2       12.8       71.5       67.7       94.5       91.7:       5.5        8.3
Old  :     100.0:      10.2       11.2       12.8       71.5       67.7       94.5       91.7:       5.5        8.3
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  :       146:        23         34         39         64         77        109        135:
Old  :       146:        23         34         39         64         77        109        135:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.2       23.9       52.7       34.1       28.2       12.0       31.9       17.3
Old  :                 40.2       23.9       52.7       34.1       28.2       12.0       31.9       17.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, May 31, 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  :    78,430:    16,735      3,186      3,948     42,021     57,847     62,703     64,980:    15,727     13,450
Old  :    78,430:    16,735      3,186      3,948     42,021     57,847     62,703     64,980:    15,727     13,450
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :       753:       991          6        252        105        169      1,348        427:      -595        327
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3        4.1        5.0       53.6       73.8       79.9       82.9:      20.1       17.1
Old  :     100.0:      21.3        4.1        5.0       53.6       73.8       79.9       82.9:      20.1       17.1
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  :       102:        30          9         10         38         32         76         49:
Old  :       102:        30          9         10         38         32         76         49:
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       39.3       36.3       55.8       17.3       32.7       25.5       44.8
Old  :                 22.6       39.3       36.3       55.8       17.3       32.7       25.5       44.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders - Futures Only, May 31, 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  :    24,315:     3,030      1,437          9     12,123     20,494     15,162     21,940:     9,153      2,375
Old  :    24,315:     3,030      1,437          9     12,123     20,494     15,162     21,940:     9,153      2,375
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :      -126:       -54        -15          0          0          0        -54        -15:       -72       -111
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5        5.9        0.0       49.9       84.3       62.4       90.2:      37.6        9.8
Old  :     100.0:      12.5        5.9        0.0       49.9       84.3       62.4       90.2:      37.6        9.8
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  :        23:         5          5          4          9          6         17         12:
Old  :        23:         5          5          4          9          6         17         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.4       80.2       56.0       87.1       42.4       79.2       56.0       86.0
Old  :                 42.4       80.2       56.0       87.1       42.4       79.2       56.0       86.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, May 31, 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  :   108,229:    34,705     10,793        581     59,795     74,705     95,081     86,079:    13,148     22,150
Old  :   108,229:    34,705     10,793        581     59,795     74,705     95,081     86,079:    13,148     22,150
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :     1,758:     2,222        174        371        210        338      2,803        883:    -1,045        875
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.1       10.0        0.5       55.2       69.0       87.9       79.5:      12.1       20.5
Old  :     100.0:      32.1       10.0        0.5       55.2       69.0       87.9       79.5:      12.1       20.5
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  :        98:        33         10          6         33         29         68         43:
Old  :        98:        33         10          6         33         29         68         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.8       38.9       45.0       53.9       30.5       38.9       44.7       53.8
Old  :                 30.8       38.9       45.0       53.9       30.5       38.9       44.7       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 - Futures Only, May 31, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :     7,957:     4,427      1,337        672      1,645      5,828      6,744      7,837:     1,213        120
Old  :     7,957:     4,427      1,337        672      1,645      5,828      6,744      7,837:     1,213        120
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :      -100:      -199         34          0         86       -129       -113        -95:        13         -5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.6       16.8        8.4       20.7       73.2       84.8       98.5:      15.2        1.5
Old  :     100.0:      55.6       16.8        8.4       20.7       73.2       84.8       98.5:      15.2        1.5
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  :        23:        13          5          1          2          3         16          8:
Old  :        23:        13          5          1          2          3         16          8:
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  :                 46.4       89.8       70.0       98.5       44.2       81.4       66.8       90.0
Old  :                 46.4       89.8       70.0       98.5       44.2       81.4       66.8       90.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders - Futures Only, May 31, 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  :    13,823:     3,365        904          2     10,056     12,842     13,423     13,748:       400         75
Old  :    13,823:     3,365        904          2     10,056     12,842     13,423     13,748:       400         75
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :       -84:      -607        -71         -1        480          4       -128        -68:        44        -16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3        6.5        0.0       72.7       92.9       97.1       99.5:       2.9        0.5
Old  :     100.0:      24.3        6.5        0.0       72.7       92.9       97.1       99.5:       2.9        0.5
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  :        32:         7          6          1          9         13         16         20:
Old  :        32:         7          6          1          9         13         16         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  :                 78.5       82.4       92.8       91.5       77.5       82.4       91.7       91.4
Old  :                 78.5       82.4       92.8       91.5       77.5       82.4       91.7       91.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders - Futures Only, May 31, 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  :    28,377:     4,357      1,058        116     23,578     27,182     28,051     28,356:       326         21
Old  :    28,377:     4,357      1,058        116     23,578     27,182     28,051     28,356:       326         21
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :      -368:     1,260        189         78     -1,652       -605       -314       -338:       -54        -30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4        3.7        0.4       83.1       95.8       98.9       99.9:       1.1        0.1
Old  :     100.0:      15.4        3.7        0.4       83.1       95.8       98.9       99.9:       1.1        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  :        35:        10          5          2          7         14         17         21:
Old  :        35:        10          5          2          7         14         17         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  :                 90.7       71.5       96.4       91.1       90.6       71.5       96.1       91.1
Old  :                 90.7       71.5       96.4       91.1       90.6       71.5       96.1       91.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated June 3, 2011