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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   584,243:    91,452     74,814    159,763    282,448    281,657    533,663    516,233:    50,581     68,010
Old  :   526,225:    89,952     76,203    136,443    254,932    259,892    481,327    472,537:    44,898     53,687
Other:    58,019:    14,614     11,725     10,206     27,516     21,765     52,336     43,696:     5,683     14,323
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2011                         :
     :     1,318:    -6,431      4,952        533      2,874     -7,009     -3,024     -1,525:     4,342      2,843
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       12.8       27.3       48.3       48.2       91.3       88.4:       8.7       11.6
Old  :     100.0:      17.1       14.5       25.9       48.4       49.4       91.5       89.8:       8.5       10.2
Other:     100.0:      25.2       20.2       17.6       47.4       37.5       90.2       75.3:       9.8       24.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       466:       157        145        211        106        137        376        400:
Old  :       462:       160        150        194        104        135        364        387:
Other:       200:        48         48         27         38         85        105        150:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.8       15.9       30.5       21.6       16.1       13.1       25.6       17.4
Old  :                 20.9       17.3       31.1       23.6       17.2       15.3       26.5       20.1
Other:                 36.7       19.3       52.3       28.1       27.5        9.5       39.6       15.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 2,174,051:   444,871     81,071    722,179    787,755  1,084,168  1,954,805  1,887,418:   219,246    286,633
Old  : 1,108,542:   236,282     87,773    370,697    392,071    533,870    999,050    992,341:   109,492    116,201
Other: 1,065,509:   271,345     56,054    288,726    395,685    550,298    955,755    895,077:   109,753    170,432
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2011                         :
     :    27,162:   -10,872      1,742     38,316      2,019    -10,355     29,463     29,703:    -2,302     -2,541
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5        3.7       33.2       36.2       49.9       89.9       86.8:      10.1       13.2
Old  :     100.0:      21.3        7.9       33.4       35.4       48.2       90.1       89.5:       9.9       10.5
Other:     100.0:      25.5        5.3       27.1       37.1       51.6       89.7       84.0:      10.3       16.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       923:       292        161        323        300        419        727        785:
Old  :       851:       250        167        261        243        386        605        704:
Other:       798:       216        151        220        233        381        554        653:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.8       11.6       19.3       17.1        8.7        6.1       12.6        9.4
Old  :                 12.9       14.6       20.3       20.3       11.0       10.4       15.7       14.1
Other:                 15.2       10.1       22.7       15.9       10.5        5.9       16.5        9.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    14,288:     3,217        681      1,397      6,543     11,021     11,157     13,098:     3,131      1,190
Old  :    14,287:     3,216        681      1,397      6,543     11,021     11,156     13,098:     3,131      1,189
Other:         1:         1          0          0          0          0          1          0:         0          1
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2011                         :
     :      -138:       258        -87       -387        145        452         17        -21:      -154       -116
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5        4.8        9.8       45.8       77.1       78.1       91.7:      21.9        8.3
Old  :     100.0:      22.5        4.8        9.8       45.8       77.1       78.1       91.7:      21.9        8.3
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  :        44:        16          6          7         18         15         37         25:
Old  :        44:        16          6          7         18         15         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  :                 27.1       57.0       44.6       74.7       22.7       47.7       34.9       61.7
Old  :                 27.1       57.0       44.6       74.7       22.7       47.7       34.9       61.7
Other:                100.0        0.0      100.0        0.0      100.0        0.0      100.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   846,307:   163,511     54,376    280,347    337,001    423,393    780,860    758,116:    65,447     88,191
Old  :   352,906:   102,802     29,492     99,770    117,042    196,420    319,615    325,682:    33,292     27,224
Other:   493,401:    96,432     60,607    144,854    219,959    226,973    461,245    432,434:    32,156     60,967
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2011                         :
     :    29,910:    14,893      2,863     10,507      1,932     17,171     27,332     30,540:     2,578       -631
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3        6.4       33.1       39.8       50.0       92.3       89.6:       7.7       10.4
Old  :     100.0:      29.1        8.4       28.3       33.2       55.7       90.6       92.3:       9.4        7.7
Other:     100.0:      19.5       12.3       29.4       44.6       46.0       93.5       87.6:       6.5       12.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       588:       207        151        228        127        203        454        480:
Old  :       518:       198        118        160         89        178        349        397:
Other:       486:       128        146        154        107        190        333        399:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.3       16.2       24.2       24.4       10.7       10.3       15.2       14.6
Old  :                 13.6       23.0       22.7       31.4        9.8       16.8       16.4       23.3
Other:                 17.1       15.6       27.0       24.2       13.8       10.1       20.7       15.3
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    26,919:    23,874      3,161         80          3      6,455     23,957      9,696:     2,962     17,223
Old  :     4,563:     2,754        720         17          3        736      2,774      1,473:     1,789      3,090
Other:    22,356:    21,140      2,461         43          0      5,719     21,183      8,223:     1,173     14,133
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2011                         :
     :      -157:      -414       -782         -7          0       -183       -421       -972:       264        815
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      88.7       11.7        0.3        0.0       24.0       89.0       36.0:      11.0       64.0
Old  :     100.0:      60.4       15.8        0.4        0.1       16.1       60.8       32.3:      39.2       67.7
Other:     100.0:      94.6       11.0        0.2        0.0       25.6       94.8       36.8:       5.2       63.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        16          9          8          1         18         19         33:
Old  :        40:        16          9          2          1         15         17         26:
Other:        39:        13          8          6          0         18         14         31:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.7       13.2       79.2       19.7       60.6       13.2       79.0       19.6
Old  :                 32.1       19.4       51.6       28.0       31.8       19.4       51.2       28.0
Other:                 66.6       13.0       86.7       19.8       66.5       12.9       86.6       19.8
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                                                    Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    13,639:     1,184      8,982      3,744      8,324        632     13,252     13,358:       387        281
Old  :    11,647:       764      8,707      2,247      8,324        483     11,335     11,436:       312        211
Other:     1,992:     1,100        956        817          0        149      1,917      1,922:        75         70
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2011                         :
     :       667:       296        527        306         63       -187        666        647:         1         20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7       65.9       27.5       61.0        4.6       97.2       97.9:       2.8        2.1
Old  :     100.0:       6.6       74.8       19.3       71.5        4.1       97.3       98.2:       2.7        1.8
Other:     100.0:      55.2       48.0       41.0        0.0        7.5       96.2       96.5:       3.8        3.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         8          8         10         12          7         25         20:
Old  :        28:         8          7         10         12          7         25         19:
Other:         8:         5          2          3          0          1          6          5:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.9       78.7       83.4       93.8       52.4       55.9       62.1       65.9
Old  :                 70.2       82.6       84.9       95.0       62.6       66.8       71.2       74.8
Other:                 85.0       95.3       96.2       96.5       50.2       55.5       55.2       55.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   403,818:    97,960     28,522     90,663    173,271    257,821    361,894    377,006:    41,924     26,812
Old  :   238,632:    67,899     32,664     47,102     94,603    138,818    209,603    218,584:    29,028     20,048
Other:   165,187:    46,020     11,817     27,602     78,669    119,003    152,290    158,422:    12,896      6,764
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2011                         :
     :     9,499:     7,874     -1,544      1,547     -1,693     10,965      7,727     10,968:     1,772     -1,469
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3        7.1       22.5       42.9       63.8       89.6       93.4:      10.4        6.6
Old  :     100.0:      28.5       13.7       19.7       39.6       58.2       87.8       91.6:      12.2        8.4
Other:     100.0:      27.9        7.2       16.7       47.6       72.0       92.2       95.9:       7.8        4.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       282:       106         62        103         69         82        234        210:
Old  :       269:       101         75         80         65         75        206        194:
Other:       189:        75         38         45         52         58        148        122:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.4       31.0       19.5       44.4        9.4       26.3       15.7       34.9
Old  :                 15.0       26.5       23.1       36.0       11.3       21.0       17.5       28.0
Other:                 16.2       47.4       28.7       61.6       15.7       42.2       26.9       53.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   773,657:   102,282    123,068     48,389    450,458    452,831    601,128    624,288:   172,529    149,369
Old  :   773,657:   102,282    123,068     48,389    450,458    452,831    601,128    624,288:   172,529    149,369
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2011                         :
     :   -32,257:   -14,199    -24,311     12,306    -23,069    -13,176    -24,962    -25,181:    -7,296     -7,077
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       15.9        6.3       58.2       58.5       77.7       80.7:      22.3       19.3
Old  :     100.0:      13.2       15.9        6.3       58.2       58.5       77.7       80.7:      22.3       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  :       168:        29         32         34         82         87        132        132:
Old  :       168:        29         32         34         82         87        132        132:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.2       17.2       27.2       27.3       18.1       17.0       26.1       24.4
Old  :                 18.2       17.2       27.2       27.3       18.1       17.0       26.1       24.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   372,645:    45,451     50,725      5,437    256,467    267,711    307,356    323,873:    65,290     48,772
Old  :   372,645:    45,451     50,725      5,437    256,467    267,711    307,356    323,873:    65,290     48,772
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2011                         :
     :   -12,350:     1,818      1,590     -7,964      3,308       -153     -2,838     -6,527:    -9,512     -5,824
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       13.6        1.5       68.8       71.8       82.5       86.9:      17.5       13.1
Old  :     100.0:      12.2       13.6        1.5       68.8       71.8       82.5       86.9:      17.5       13.1
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  :        68:         6         10          6         41         34         51         46:
Old  :        68:         6         10          6         41         34         51         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.0       50.5       49.1       62.6       27.2       49.6       46.0       61.5
Old  :                 29.0       50.5       49.1       62.6       27.2       49.6       46.0       61.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     9,072:       920        205        668      6,910      7,811      8,498      8,684:       574        388
Old  :     9,072:       920        205        668      6,910      7,811      8,498      8,684:       574        388
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2011                         :
     :       797:        -1         92        -77        870        890        792        905:         5       -108
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1        2.3        7.4       76.2       86.1       93.7       95.7:       6.3        4.3
Old  :     100.0:      10.1        2.3        7.4       76.2       86.1       93.7       95.7:       6.3        4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         5          4          7         21         25         30         34:
Old  :        39:         5          4          7         21         25         30         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.4       40.1       60.0       65.0       25.3       21.0       35.4       29.4
Old  :                 36.4       40.1       60.0       65.0       25.3       21.0       35.4       29.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   270,638:    54,710     18,935     63,483    101,957    161,534    220,150    243,952:    50,489     26,686
Old  :   166,687:    53,752     20,060     23,058     53,758    105,696    130,567    148,814:    36,119     17,873
Other:   103,952:    17,932     15,849     23,451     48,199     55,839     89,582     95,139:    14,369      8,813
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2011                         :
     :    11,293:     8,098     -6,012      2,389     -5,292     15,247      5,195     11,624:     6,098       -331
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2        7.0       23.5       37.7       59.7       81.3       90.1:      18.7        9.9
Old  :     100.0:      32.2       12.0       13.8       32.3       63.4       78.3       89.3:      21.7       10.7
Other:     100.0:      17.3       15.2       22.6       46.4       53.7       86.2       91.5:      13.8        8.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       199:        79         28         66         66         66        176        143:
Old  :       189:        75         34         50         62         60        160        124:
Other:       137:        41         26         34         52         49        107         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  :                 13.8       32.2       20.5       42.1        6.6       24.2       12.4       30.5
Old  :                 10.9       34.3       19.0       44.5        9.5       33.2       17.1       42.3
Other:                 25.2       29.6       35.8       46.7       14.0       21.3       23.1       31.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    22,490:     6,842      2,001      2,263      8,267     16,746     17,372     21,010:     5,118      1,480
Old  :    11,959:     5,438      1,286        812      2,779      9,275      9,028     11,374:     2,930        585
Other:    10,531:     1,724      1,034      1,132      5,488      7,470      8,344      9,636:     2,187        895
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2011                         :
     :    -1,396:      -520        -28         94       -632     -1,217     -1,058     -1,151:      -337       -245
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4        8.9       10.1       36.8       74.5       77.2       93.4:      22.8        6.6
Old  :     100.0:      45.5       10.8        6.8       23.2       77.6       75.5       95.1:      24.5        4.9
Other:     100.0:      16.4        9.8       10.7       52.1       70.9       79.2       91.5:      20.8        8.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       102:        47         13         17         31         24         86         48:
Old  :        86:        43         10         10         21         19         67         36:
Other:        68:        19         14         12         22         20         49         39:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.1       46.9       30.3       60.2       19.1       44.9       29.6       57.7
Old  :                 20.1       56.8       33.4       72.1       19.4       54.7       32.7       69.3
Other:                 39.4       40.7       52.9       57.6       39.4       39.5       51.4       54.8
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,043,201:   374,915    174,404     43,532    507,423    663,055    925,870    880,991:   117,332    162,210
Old  : 1,043,201:   374,915    174,404     43,532    507,423    663,055    925,870    880,991:   117,332    162,210
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2011                         :
     :   -27,409:    13,855     20,441     -4,677    -32,540    -43,004    -23,362    -27,239:    -4,048       -170
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.9       16.7        4.2       48.6       63.6       88.8       84.5:      11.2       15.5
Old  :     100.0:      35.9       16.7        4.2       48.6       63.6       88.8       84.5:      11.2       15.5
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  :       272:        53         58         35        101        136        176        207:
Old  :       272:        53         58         35        101        136        176        207:
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  :                 23.4       14.2       36.7       22.6       22.8       10.5       33.9       18.0
Old  :                 23.4       14.2       36.7       22.6       22.8       10.5       33.9       18.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,229,377:   268,847    259,919    218,947  1,391,984  1,371,362  1,879,778  1,850,228:   349,599    379,149
Old  : 2,229,377:   268,847    259,919    218,947  1,391,984  1,371,362  1,879,778  1,850,228:   349,599    379,149
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2011                         :
     :   -42,704:    10,855    -50,224     23,790    -58,053     28,461    -23,408      2,027:   -19,296    -44,730
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       11.7        9.8       62.4       61.5       84.3       83.0:      15.7       17.0
Old  :     100.0:      12.1       11.7        9.8       62.4       61.5       84.3       83.0:      15.7       17.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       289:        58         51         60        137        164        221        249:
Old  :       289:        58         51         60        137        164        221        249:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.0       17.8       26.2       25.6       18.0       14.2       24.1       19.2
Old  :                 19.0       17.8       26.2       25.6       18.0       14.2       24.1       19.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,626,454:   406,731    103,793     93,878    866,312  1,115,146  1,366,922  1,312,818:   259,532    313,636
Old  : 1,626,454:   406,731    103,793     93,878    866,312  1,115,146  1,366,922  1,312,818:   259,532    313,636
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2011                         :
     :    -7,827:   -24,919     10,324      5,051      7,145    -27,821    -12,723    -12,445:     4,897      4,619
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0        6.4        5.8       53.3       68.6       84.0       80.7:      16.0       19.3
Old  :     100.0:      25.0        6.4        5.8       53.3       68.6       84.0       80.7:      16.0       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  :       214:        40         35         36        102        121        157        177:
Old  :       214:        40         35         36        102        121        157        177:
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  :                 23.6       20.4       36.4       29.5       23.1       19.0       35.7       26.4
Old  :                 23.6       20.4       36.4       29.5       23.1       19.0       35.7       26.4
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, June 7, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :   968,939:    73,277     90,496    309,971    545,333    511,203    928,580    911,670:    40,359     57,268
Old  :   968,939:    73,277     90,496    309,971    545,333    511,203    928,580    911,670:    40,359     57,268
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2011                         :
     :   -95,146:     1,469      9,238    -46,187    -44,906    -48,355    -89,625    -85,304:    -5,522     -9,842
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6        9.3       32.0       56.3       52.8       95.8       94.1:       4.2        5.9
Old  :     100.0:       7.6        9.3       32.0       56.3       52.8       95.8       94.1:       4.2        5.9
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  :       149:        29         32         42         69         83        116        141:
Old  :       149:        29         32         42         69         83        116        141:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.8       24.3       50.7       37.5       21.6        9.6       25.0       14.1
Old  :                 37.8       24.3       50.7       37.5       21.6        9.6       25.0       14.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    72,264:    10,192      5,741      4,480     41,835     48,850     56,507     59,071:    15,757     13,192
Old  :    72,264:    10,192      5,741      4,480     41,835     48,850     56,507     59,071:    15,757     13,192
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2011                         :
     :    -8,088:    -6,421      2,400       -153     -1,437     -9,919     -8,010     -7,672:       -77       -416
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1        7.9        6.2       57.9       67.6       78.2       81.7:      21.8       18.3
Old  :     100.0:      14.1        7.9        6.2       57.9       67.6       78.2       81.7:      21.8       18.3
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  :       105:        24         16         16         40         36         76         61:
Old  :       105:        24         16         16         40         36         76         61:
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  :                 23.3       37.3       34.6       52.0       20.0       35.2       29.3       45.8
Old  :                 23.3       37.3       34.6       52.0       20.0       35.2       29.3       45.8
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 with Delta-adjusted Options and Futures Combined, June 7, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    20,628:     3,179      1,419         16      8,187     16,490     11,382     17,925:     9,246      2,703
Old  :    20,628:     3,179      1,419         16      8,187     16,490     11,382     17,925:     9,246      2,703
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2011                         :
     :    -3,724:       149        -18          7     -3,936     -4,004     -3,780     -4,015:        56        291
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4        6.9        0.1       39.7       79.9       55.2       86.9:      44.8       13.1
Old  :     100.0:      15.4        6.9        0.1       39.7       79.9       55.2       86.9:      44.8       13.1
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:         5          5          3          8          5         15         11:
Old  :        22:         5          5          3          8          5         15         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.2       77.5       48.9       84.6       38.2       77.5       48.9       84.5
Old  :                 38.2       77.5       48.9       84.6       38.2       77.5       48.9       84.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   103,272:    21,457     16,076      1,497     67,296     64,720     90,250     82,293:    13,022     20,979
Old  :   103,272:    21,457     16,076      1,497     67,296     64,720     90,250     82,293:    13,022     20,979
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2011                         :
     :    -8,726:   -13,003      4,973       -456      4,999    -11,830     -8,461     -7,314:      -265     -1,412
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       15.6        1.4       65.2       62.7       87.4       79.7:      12.6       20.3
Old  :     100.0:      20.8       15.6        1.4       65.2       62.7       87.4       79.7:      12.6       20.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       103:        26         17         15         37         32         71         56:
Old  :       103:        26         17         15         37         32         71         56:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.7       33.5       43.7       48.9       29.4       32.2       43.4       47.6
Old  :                 29.7       33.5       43.7       48.9       29.4       32.2       43.4       47.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :     7,966:     4,442      1,378        672      1,643      5,825      6,757      7,875:     1,209         91
Old  :     7,966:     4,442      1,378        672      1,643      5,825      6,757      7,875:     1,209         91
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2011                         :
     :         9:        15         41          0         -2         -3         13         38:        -4        -29
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.8       17.3        8.4       20.6       73.1       84.8       98.9:      15.2        1.1
Old  :     100.0:      55.8       17.3        8.4       20.6       73.1       84.8       98.9:      15.2        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:        12          5          1          2          4         15          9:
Old  :        22:        12          5          1          2          4         15          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.0       90.2       70.3       98.8       43.9       81.8       67.6       90.3
Old  :                 46.0       90.2       70.3       98.8       43.9       81.8       67.6       90.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    14,948:     3,817        866          3     10,720     13,978     14,540     14,847:       408        101
Old  :    14,948:     3,817        866          3     10,720     13,978     14,540     14,847:       408        101
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2011                         :
     :     1,125:       452        -38          1        664      1,136      1,117      1,099:         8         26
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5        5.8        0.0       71.7       93.5       97.3       99.3:       2.7        0.7
Old  :     100.0:      25.5        5.8        0.0       71.7       93.5       97.3       99.3:       2.7        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         6          6          1          8         12         14         19:
Old  :        30:         6          6          1          8         12         14         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 79.5       77.7       93.4       92.0       72.1       77.7       86.0       86.0
Old  :                 79.5       77.7       93.4       92.0       72.1       77.7       86.0       86.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    28,683:     3,276        482      1,393     23,726     26,762     28,395     28,637:       288         46
Old  :    28,683:     3,276        482      1,393     23,726     26,762     28,395     28,637:       288         46
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2011                         :
     :       306:    -1,081       -576      1,277        148       -420        344        281:       -38         25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4        1.7        4.9       82.7       93.3       99.0       99.8:       1.0        0.2
Old  :     100.0:      11.4        1.7        4.9       82.7       93.3       99.0       99.8:       1.0        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        12          3          3          7         14         19         20:
Old  :        35:        12          3          3          7         14         19         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 88.4       68.1       95.9       90.2       85.0       68.1       91.4       88.2
Old  :                 88.4       68.1       95.9       90.2       85.0       68.1       91.4       88.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated June 10, 2011