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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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  :   580,373:   100,094     80,529    147,542    290,168    289,708    537,804    517,779:    42,569     62,593
Old  :   540,041:   100,268     86,170    128,462    274,262    273,377    502,992    488,008:    37,049     52,033
Other:    40,332:    11,869      6,403      7,037     15,906     16,331     34,812     29,771:     5,520     10,561
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2011                          :
     :     1,841:    -2,674        888      5,581     -2,047     -8,918        860     -2,448:       981      4,290
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       13.9       25.4       50.0       49.9       92.7       89.2:       7.3       10.8
Old  :     100.0:      18.6       16.0       23.8       50.8       50.6       93.1       90.4:       6.9        9.6
Other:     100.0:      29.4       15.9       17.4       39.4       40.5       86.3       73.8:      13.7       26.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       450:       147        133        194        101        141        355        382:
Old  :       448:       141        146        183         98        141        343        378:
Other:       172:        38         31         20         33         86         85        130:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.7       15.1       32.0       21.8       15.8       10.7       26.9       15.1
Old  :                 20.0       16.0       32.8       23.1       17.0       12.1       28.4       17.3
Other:                 32.5       23.5       48.5       31.8       25.1       14.8       38.5       20.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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  : 2,154,362:   431,384     99,756    694,894    814,339  1,086,098  1,940,616  1,880,748:   213,746    273,615
Old  : 1,192,941:   244,597    113,034    375,108    457,249    586,120  1,076,953  1,074,262:   115,988    118,679
Other:   961,421:   258,264     58,199    248,308    357,090    499,978    863,663    806,486:    97,758    154,936
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2011                          :
     :   -26,095:   -29,068      6,279     10,302     -6,758    -42,506    -25,524    -25,924:      -571       -171
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0        4.6       32.3       37.8       50.4       90.1       87.3:       9.9       12.7
Old  :     100.0:      20.5        9.5       31.4       38.3       49.1       90.3       90.1:       9.7        9.9
Other:     100.0:      26.9        6.1       25.8       37.1       52.0       89.8       83.9:      10.2       16.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       900:       263        156        307        298        427        690        780:
Old  :       841:       233        161        235        244        399        581        695:
Other:       767:       189        140        195        225        385        508        635:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.0       10.7       18.5       16.3        8.8        6.3       12.9        9.9
Old  :                 12.5       13.8       19.9       18.7       11.3        9.9       16.7       13.7
Other:                 14.2       10.6       22.6       16.5       10.4        7.3       16.9       11.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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  :    14,469:     2,264        913      1,523      7,330     10,654     11,117     13,090:     3,352      1,379
Old  :    14,468:     2,263        913      1,523      7,330     10,654     11,116     13,090:     3,352      1,378
Other:         1:         1          0          0          0          0          1          0:         0          1
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2011                          :
     :      -547:      -232        567         10       -226     -1,209       -448       -632:       -99         85
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6        6.3       10.5       50.7       73.6       76.8       90.5:      23.2        9.5
Old  :     100.0:      15.6        6.3       10.5       50.7       73.6       76.8       90.5:      23.2        9.5
Other:     100.0:     100.0        0.0        0.0        0.0        0.0      100.0        0.0:       0.0      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        16          5          8         20         13         37         25:
Old  :        43:        16          5          8         20         13         37         25:
Other:         1:         1          0          0          0          0          1          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.9       54.8       45.6       72.5       25.2       45.3       35.0       60.7
Old  :                 29.9       54.8       45.6       72.5       25.2       45.3       35.0       60.7
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, May 10, 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  :   783,601:   129,666     44,434    259,794    337,695    389,955    727,154    694,183:    56,447     89,418
Old  :   381,511:    94,441     29,501     97,257    159,537    219,507    351,234    346,266:    30,277     35,245
Other:   402,090:    77,503     57,211    120,258    178,158    170,448    375,920    347,917:    26,170     54,173
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2011                          :
     :   -14,746:   -15,175      1,606      2,228      1,849    -20,114    -11,099    -16,280:    -3,648      1,534
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5        5.7       33.2       43.1       49.8       92.8       88.6:       7.2       11.4
Old  :     100.0:      24.8        7.7       25.5       41.8       57.5       92.1       90.8:       7.9        9.2
Other:     100.0:      19.3       14.2       29.9       44.3       42.4       93.5       86.5:       6.5       13.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       549:       190        123        220        136        205        421        471:
Old  :       500:       167        123        162         98        179        328        405:
Other:       446:       126        114        139        108        180        304        367:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.4       17.1       27.5       25.6       12.8       10.6       18.3       15.4
Old  :                 18.1       25.4       28.0       34.6       16.3       19.1       22.9       27.6
Other:                 21.1       14.7       30.1       23.9       16.9        8.8       23.1       14.0
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    25,252:    22,511      2,966        116          3      6,350     22,630      9,432:     2,622     15,820
Old  :     4,141:     2,408        877          9          3        742      2,420      1,628:     1,721      2,513
Other:    21,111:    20,137      2,123         73          0      5,608     20,210      7,804:       901     13,307
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2011                          :
     :       311:       276        320         -4         -2         17        270        333:        41        -22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      89.1       11.7        0.5        0.0       25.1       89.6       37.4:      10.4       62.6
Old  :     100.0:      58.2       21.2        0.2        0.1       17.9       58.4       39.3:      41.6       60.7
Other:     100.0:      95.4       10.1        0.3        0.0       26.6       95.7       37.0:       4.3       63.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        16          8          7          1         19         17         34:
Old  :        39:        14          9          2          1         16         15         27:
Other:        42:        16          7          6          0         19         16         32:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.1       13.4       79.3       19.7       62.0       13.4       79.1       19.7
Old  :                 43.2       24.5       54.1       32.0       43.0       24.5       53.9       32.0
Other:                 66.4       12.5       85.6       19.3       66.3       12.5       85.4       19.3
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                                                    Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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  :    12,282:       517      8,576      2,817      8,147        562     11,481     11,956:       800        326
Old  :    11,297:       517      8,522      1,947      8,147        562     10,611     11,031:       686        266
Other:       984:       504        558        366          0          0        870        924:       114         60
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2011                          :
     :        48:      -451       -443        508         26          2         83         67:       -35        -19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2       69.8       22.9       66.3        4.6       93.5       97.3:       6.5        2.7
Old  :     100.0:       4.6       75.4       17.2       72.1        5.0       93.9       97.6:       6.1        2.4
Other:     100.0:      51.2       56.7       37.2        0.0        0.0       88.4       93.9:      11.6        6.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         8          5          9         13          7         26         16:
Old  :        27:         8          5          9         13          7         26         16:
Other:         3:         2          1          3          0          0          3          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.5       86.6       79.2       96.1       54.4       66.8       60.9       70.0
Old  :                 64.4       85.9       78.4       96.3       59.2       72.1       66.2       75.6
Other:                 88.4       93.9       88.4       93.9       51.2       56.7       51.2       56.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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  :   383,144:    72,160     38,185     87,392    188,857    230,476    348,409    356,054:    34,736     27,091
Old  :   255,268:    50,785     41,736     52,645    126,670    139,574    230,101    233,955:    25,167     21,312
Other:   127,877:    32,471      7,546     23,650     62,187     90,903    118,308    122,098:     9,569      5,779
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2011                          :
     :    -9,891:   -16,691      4,048      1,353      8,049    -15,134     -7,289     -9,733:    -2,602       -157
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       10.0       22.8       49.3       60.2       90.9       92.9:       9.1        7.1
Old  :     100.0:      19.9       16.3       20.6       49.6       54.7       90.1       91.7:       9.9        8.3
Other:     100.0:      25.4        5.9       18.5       48.6       71.1       92.5       95.5:       7.5        4.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       249:        79         64         89         70         72        198        195:
Old  :       245:        73         80         77         65         69        181        188:
Other:       140:        50         25         36         50         43        117         87:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.0       28.6       22.7       41.3        9.8       21.7       16.5       28.8
Old  :                 16.4       25.7       27.0       35.3       13.9       19.4       21.5       26.3
Other:                 19.2       45.3       32.5       61.4       17.0       40.2       28.6       50.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   751,535:   107,661    120,050     52,865    419,605    418,303    580,132    591,219:   171,403    160,316
Old  :   751,535:   107,661    120,050     52,865    419,605    418,303    580,132    591,219:   171,403    160,316
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2011                          :
     :    77,288:    21,825      7,941     17,018     32,309     53,223     71,152     78,182:     6,136       -894
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       16.0        7.0       55.8       55.7       77.2       78.7:      22.8       21.3
Old  :     100.0:      14.3       16.0        7.0       55.8       55.7       77.2       78.7:      22.8       21.3
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  :       164:        32         32         36         80         76        128        128:
Old  :       164:        32         32         36         80         76        128        128:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.6       19.1       27.9       28.2       17.6       18.4       26.7       25.9
Old  :                 17.6       19.1       27.9       28.2       17.6       18.4       26.7       25.9
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 with Delta-adjusted Options and Futures Combined, May 10, 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  :   325,447:    49,710     55,829      2,338    210,808    220,305    262,856    278,472:    62,591     46,975
Old  :   325,447:    49,710     55,829      2,338    210,808    220,305    262,856    278,472:    62,591     46,975
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2011                          :
     :     2,634:      -399        212        220      4,675      1,383      4,496      1,815:    -1,862        819
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       17.2        0.7       64.8       67.7       80.8       85.6:      19.2       14.4
Old  :     100.0:      15.3       17.2        0.7       64.8       67.7       80.8       85.6:      19.2       14.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        69:         7         11          4         35         35         44         48:
Old  :        69:         7         11          4         35         35         44         48:
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  :                 26.7       48.2       47.5       60.1       24.8       47.7       43.7       59.6
Old  :                 26.7       48.2       47.5       60.1       24.8       47.7       43.7       59.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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  :     7,783:       884        158        918      5,577      6,201      7,379      7,277:       404        506
Old  :     7,783:       884        158        918      5,577      6,201      7,379      7,277:       404        506
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2011                          :
     :       148:      -260       -199         16        280        228         36         45:       112        103
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4        2.0       11.8       71.7       79.7       94.8       93.5:       5.2        6.5
Old  :     100.0:      11.4        2.0       11.8       71.7       79.7       94.8       93.5:       5.2        6.5
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  :        40:         7          7          8         20         24         33         33:
Old  :        40:         7          7          8         20         24         33         33:
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  :                 48.3       41.6       65.8       63.2       28.2       21.4       35.1       30.0
Old  :                 48.3       41.6       65.8       63.2       28.2       21.4       35.1       30.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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  :   263,054:    42,724     24,238     59,915    121,971    153,598    224,610    237,751:    38,444     25,303
Old  :   168,742:    45,935     24,003     23,398     71,302    102,898    140,635    150,299:    28,107     18,443
Other:    94,312:    11,604     15,050     21,702     50,669     50,701     83,975     87,452:    10,337      6,860
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2011                          :
     :     4,244:    -2,107     -1,809      5,163      5,234      2,321      8,289      5,674:    -4,045     -1,430
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2        9.2       22.8       46.4       58.4       85.4       90.4:      14.6        9.6
Old  :     100.0:      27.2       14.2       13.9       42.3       61.0       83.3       89.1:      16.7       10.9
Other:     100.0:      12.3       16.0       23.0       53.7       53.8       89.0       92.7:      11.0        7.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       201:        59         37         69         71         70        167        159:
Old  :       194:        69         37         56         68         62        158        138:
Other:       130:        16         39         30         57         47         98         94:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.5       34.3       24.7       43.0        7.4       24.7       13.6       29.8
Old  :                 11.8       38.4       21.0       46.7       10.3       36.6       18.0       43.6
Other:                 31.6       28.9       44.0       47.3       21.1       23.6       32.3       32.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    24,348:     6,672      2,460      1,978      9,448     18,095     18,098     22,533:     6,250      1,815
Old  :    16,434:     6,277      1,959        711      5,435     12,957     12,424     15,628:     4,010        806
Other:     7,914:       727        834        934      4,013      5,138      5,675      6,906:     2,240      1,009
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2011                          :
     :    -1,501:    -1,740       -444        140        529     -1,265     -1,070     -1,569:      -431         68
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4       10.1        8.1       38.8       74.3       74.3       92.5:      25.7        7.5
Old  :     100.0:      38.2       11.9        4.3       33.1       78.8       75.6       95.1:      24.4        4.9
Other:     100.0:       9.2       10.5       11.8       50.7       64.9       71.7       87.3:      28.3       12.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       101:        51         14         18         28         20         85         47:
Old  :        92:        48         13         13         20         18         72         40:
Other:        52:        14         13         11         17         17         36         36:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.3       48.7       31.5       61.6       19.5       42.9       28.9       55.1
Old  :                 22.3       57.7       33.4       72.5       22.1       55.6       33.2       70.0
Other:                 41.7       41.0       53.3       57.0       41.5       39.6       49.6       53.8
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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  : 1,096,709:   366,849    135,203     57,370    556,431    744,898    980,651    937,471:   116,058    159,238
Old  : 1,096,709:   366,849    135,203     57,370    556,431    744,898    980,651    937,471:   116,058    159,238
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2011                          :
     :   -18,276:    -5,304     -1,329        350    -14,791    -10,311    -19,744    -11,290:     1,468     -6,986
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.5       12.3        5.2       50.7       67.9       89.4       85.5:      10.6       14.5
Old  :     100.0:      33.5       12.3        5.2       50.7       67.9       89.4       85.5:      10.6       14.5
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  :       282:        60         51         35        108        142        184        212:
Old  :       282:        60         51         35        108        142        184        212:
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  :                 22.8       19.5       34.6       26.4       22.7       15.2       31.6       21.6
Old  :                 22.8       19.5       34.6       26.4       22.7       15.2       31.6       21.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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  : 2,172,908:   201,817    271,722    227,715  1,409,173  1,272,719  1,838,706  1,772,157:   334,202    400,751
Old  : 2,172,908:   201,817    271,722    227,715  1,409,173  1,272,719  1,838,706  1,772,157:   334,202    400,751
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2011                          :
     :   127,564:   -21,025     35,545     37,802     87,253     70,256    104,029    143,603:    23,535    -16,038
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       12.5       10.5       64.9       58.6       84.6       81.6:      15.4       18.4
Old  :     100.0:       9.3       12.5       10.5       64.9       58.6       84.6       81.6:      15.4       18.4
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  :       290:        46         69         66        134        159        217        257:
Old  :       290:        46         69         66        134        159        217        257:
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  :                 19.8       17.4       28.2       25.1       18.4       13.6       24.7       17.8
Old  :                 19.8       17.4       28.2       25.1       18.4       13.6       24.7       17.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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  : 1,644,564:   397,223    129,899    107,902    910,153  1,091,938  1,415,279  1,329,739:   229,286    314,825
Old  : 1,644,564:   397,223    129,899    107,902    910,153  1,091,938  1,415,279  1,329,739:   229,286    314,825
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2011                          :
     :    61,618:    32,659      3,931      7,123     38,392     45,880     78,174     56,933:   -16,556      4,685
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2        7.9        6.6       55.3       66.4       86.1       80.9:      13.9       19.1
Old  :     100.0:      24.2        7.9        6.6       55.3       66.4       86.1       80.9:      13.9       19.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       229:        47         37         40        108        118        169        181:
Old  :       229:        47         37         40        108        118        169        181:
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  :                 22.3       19.2       34.2       27.8       21.1       17.4       31.1       24.7
Old  :                 22.3       19.2       34.2       27.8       21.1       17.4       31.1       24.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  : 1,005,270:    79,088     65,773    370,780    515,717    512,660    965,585    949,213:    39,685     56,057
Old  : 1,005,270:    79,088     65,773    370,780    515,717    512,660    965,585    949,213:    39,685     56,057
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2011                          :
     :    35,748:    -8,181      2,515     15,410     25,635     20,954     32,864     38,879:     2,884     -3,130
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9        6.5       36.9       51.3       51.0       96.1       94.4:       3.9        5.6
Old  :     100.0:       7.9        6.5       36.9       51.3       51.0       96.1       94.4:       3.9        5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       144:        28         35         45         67         73        119        134:
Old  :       144:        28         35         45         67         73        119        134:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.0       24.5       48.0       39.6       14.2        7.8       18.6       12.3
Old  :                 34.0       24.5       48.0       39.6       14.2        7.8       18.6       12.3
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 with Delta-adjusted Options and Futures Combined, May 10, 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  :    62,563:    25,119      4,849      1,031     28,647     50,234     54,796     56,113:     7,766      6,449
Old  :    62,563:    25,119      4,849      1,031     28,647     50,234     54,796     56,113:     7,766      6,449
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2011                          :
     :    -5,036:    -4,224     -1,634         -9     -1,460     -3,828     -5,693     -5,471:       657        435
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.1        7.8        1.6       45.8       80.3       87.6       89.7:      12.4       10.3
Old  :     100.0:      40.1        7.8        1.6       45.8       80.3       87.6       89.7:      12.4       10.3
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  :       107:        40         10          8         35         32         79         46:
Old  :       107:        40         10          8         35         32         79         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  :                 32.8       42.0       44.8       58.7       32.5       40.4       44.5       57.2
Old  :                 32.8       42.0       44.8       58.7       32.5       40.4       44.5       57.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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  :   125,126:    50,238      9,697      2,061     57,294    100,468    109,593    112,227:    15,533     12,899
Old  :   125,126:    50,238      9,697      2,061     57,294    100,468    109,593    112,227:    15,533     12,899
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2011                          :
     :   -10,072:    -8,447     -3,268        -19     -2,920     -7,655    -11,386    -10,942:     1,314        870
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.1        7.8        1.6       45.8       80.3       87.6       89.7:      12.4       10.3
Old  :     100.0:      40.1        7.8        1.6       45.8       80.3       87.6       89.7:      12.4       10.3
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  :       107:        40         10          8         35         32         79         46:
Old  :       107:        40         10          8         35         32         79         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  :                 32.8       42.0       44.8       58.7       32.5       40.4       44.5       57.2
Old  :                 32.8       42.0       44.8       58.7       32.5       40.4       44.5       57.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :     8,084:     4,597      1,342        709      1,584      6,024      6,890      8,075:     1,194          9
Old  :     8,084:     4,597      1,342        709      1,584      6,024      6,890      8,075:     1,194          9
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2011                          :
     :       561:       -91       -130        672          0         10        581        552:       -20          9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.9       16.6        8.8       19.6       74.5       85.2       99.9:      14.8        0.1
Old  :     100.0:      56.9       16.6        8.8       19.6       74.5       85.2       99.9:      14.8        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  :        24:        13          6          2          1          4         15         11:
Old  :        24:        13          6          2          1          4         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  :                 46.4       88.6       71.3       98.0       44.9       80.3       68.6       89.7
Old  :                 46.4       88.6       71.3       98.0       44.9       80.3       68.6       89.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    11,383:     1,136      1,121          3      9,976     10,162     11,115     11,286:       268         97
Old  :    11,383:     1,136      1,121          3      9,976     10,162     11,115     11,286:       268         97
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2011                          :
     :       565:       193        -40         -1        419        691        611        650:       -46        -85
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0        9.8        0.0       87.6       89.3       97.6       99.1:       2.4        0.9
Old  :     100.0:      10.0        9.8        0.0       87.6       89.3       97.6       99.1:       2.4        0.9
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  :        32:         6          7          1          7         13         13         21:
Old  :        32:         6          7          1          7         13         13         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 84.8       73.4       96.2       87.2       84.8       73.4       96.2       87.0
Old  :                 84.8       73.4       96.2       87.2       84.8       73.4       96.2       87.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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  :    28,229:     3,404      1,080          0     24,546     27,086     27,950     28,166:       279         63
Old  :    28,229:     3,404      1,080          0     24,546     27,086     27,950     28,166:       279         63
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2011                          :
     :       294:       339        -78          0        -74        379        265        301:        29         -7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1        3.8        0.0       87.0       96.0       99.0       99.8:       1.0        0.2
Old  :     100.0:      12.1        3.8        0.0       87.0       96.0       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  :        33:         7          6          0          7         14         14         20:
Old  :        33:         7          6          0          7         14         14         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  :                 92.9       76.4       97.2       91.4       92.9       76.4       97.2       91.4
Old  :                 92.9       76.4       97.2       91.4       92.9       76.4       97.2       91.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated May 13, 2010