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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  :   581,523:    96,481     72,973    151,184    287,092    293,343    534,757    517,500:    46,767     64,024
Old  :   533,741:    95,706     77,206    129,705    267,600    274,580    493,011    481,492:    40,730     52,249
Other:    47,783:    13,603      8,594      8,651     19,492     18,762     41,746     36,008:     6,037     11,775
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :     2,433:     5,399    -11,896      2,725     -9,963     11,478     -1,838      2,308:     4,272        126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       12.5       26.0       49.4       50.4       92.0       89.0:       8.0       11.0
Old  :     100.0:      17.9       14.5       24.3       50.1       51.4       92.4       90.2:       7.6        9.8
Other:     100.0:      28.5       18.0       18.1       40.8       39.3       87.4       75.4:      12.6       24.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       465:       150        146        201        104        140        366        395:
Old  :       462:       147        157        187        100        139        349        390:
Other:       193:        47         43         22         36         88         99        142:
     :----------------------------------------------------------------------------------------------------
     :             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       15.6       30.5       22.1       15.5       12.4       25.7       16.6
Old  :                 19.7       16.9       31.9       23.7       16.7       14.0       27.5       19.2
Other:                 31.3       22.1       46.5       30.6       25.5       14.3       37.9       19.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  : 2,094,720:   433,118     81,801    660,576    786,241  1,076,573  1,879,934  1,818,950:   214,786    275,770
Old  : 1,115,383:   234,764     87,675    352,880    417,476    556,107  1,005,120    996,662:   110,262    118,720
Other:   979,337:   252,757     48,530    253,292    368,765    520,466    874,814    822,288:   104,523    157,049
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :   -33,989:    10,428    -20,688    -30,953    -15,875     16,028    -36,400    -35,613:     2,411      1,625
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7        3.9       31.5       37.5       51.4       89.7       86.8:      10.3       13.2
Old  :     100.0:      21.0        7.9       31.6       37.4       49.9       90.1       89.4:       9.9       10.6
Other:     100.0:      25.8        5.0       25.9       37.7       53.1       89.3       84.0:      10.7       16.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       896:       266        153        296        299        429        685        772:
Old  :       836:       218        173        227        245        399        573        690:
Other:       773:       205        133        194        225        389        513        637:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.6       10.9       19.3       16.6        9.0        6.3       13.1        9.8
Old  :                 12.6       13.6       20.3       19.0       11.3        9.8       16.1       13.4
Other:                 14.5       10.9       22.8       16.8       10.2        7.3       16.3       10.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  :    14,324:     2,424      1,013      1,702      6,735     10,044     10,862     12,760:     3,462      1,564
Old  :    14,323:     2,424      1,014      1,701      6,735     10,044     10,861     12,760:     3,462      1,563
Other:         1:         1          0          0          0          0          1          0:        -0          1
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :       405:       208         81        244       -301        -72        151        253:       254        151
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9        7.1       11.9       47.0       70.1       75.8       89.1:      24.2       10.9
Old  :     100.0:      16.9        7.1       11.9       47.0       70.1       75.8       89.1:      24.2       10.9
Other:     100.0:     100.0        0.0        0.0        0.0        0.0      100.0        0.0:      -0.0      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        14          9          7         20         13         38         25:
Old  :        45:        14          9          7         20         13         38         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  :                 28.1       51.3       44.5       70.1       22.8       41.6       31.8       55.1
Old  :                 28.1       51.3       44.5       70.2       22.8       41.6       31.8       55.1
Other:                100.0        0.0      100.0        0.0      100.0        0.0      100.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  :   788,602:   140,873     50,174    255,657    335,643    394,914    732,173    700,745:    56,429     87,857
Old  :   362,983:    99,039     28,800     89,591    144,102    214,185    332,733    332,577:    30,250     30,406
Other:   425,619:    78,838     58,379    129,061    191,541    180,729    399,441    368,168:    26,178     57,450
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :    14,461:    13,393      2,949        145     -2,479     10,440     11,058     13,533:     3,403        928
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9        6.4       32.4       42.6       50.1       92.8       88.9:       7.2       11.1
Old  :     100.0:      27.3        7.9       24.7       39.7       59.0       91.7       91.6:       8.3        8.4
Other:     100.0:      18.5       13.7       30.3       45.0       42.5       93.8       86.5:       6.2       13.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       558:       190        137        223        130        196        431        466:
Old  :       504:       170        130        160         91        172        334        395:
Other:       450:       124        121        146        106        179        311        371:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.4       16.7       26.0       25.0       12.4       10.7       17.9       15.3
Old  :                 17.8       26.2       26.5       35.0       15.7       20.1       22.7       28.7
Other:                 19.4       13.8       29.3       22.5       15.7        8.3       23.4       13.0
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  :    26,220:    23,223      3,376         88          3      6,507     23,314      9,971:     2,906     16,249
Old  :     4,736:     2,872      1,238          8          3        788      2,883      2,034:     1,853      2,702
Other:    21,484:    20,381      2,168         50          0      5,719     20,431      7,937:     1,053     13,547
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :       757:       487        268        -19          0        103        468        352:       289        405
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      88.6       12.9        0.3        0.0       24.8       88.9       38.0:      11.1       62.0
Old  :     100.0:      60.6       26.1        0.2        0.1       16.6       60.9       42.9:      39.1       57.1
Other:     100.0:      94.9       10.1        0.2        0.0       26.6       95.1       36.9:       4.9       63.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        18          9          7          1         19         20         34:
Old  :        44:        16         10          2          1         18         17         30:
Other:        42:        16          7          5          0         19         16         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  :                 59.8       14.0       77.2       20.4       59.6       14.0       77.0       20.4
Old  :                 32.8       23.3       48.7       34.8       32.6       23.3       48.5       34.8
Other:                 66.2       12.6       85.5       19.5       66.0       12.6       85.3       19.5
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                                                    Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  :    12,962:       674      8,601      3,483      8,401        647     12,558     12,731:       404        230
Old  :    11,921:       617      8,544      2,562      8,401        647     11,580     11,754:       340        167
Other:     1,041:       590        590        388          0          0        978        978:        63         63
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :       320:        32        436       -177        483         38        337        298:       -17         23
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2       66.4       26.9       64.8        5.0       96.9       98.2:       3.1        1.8
Old  :     100.0:       5.2       71.7       21.5       70.5        5.4       97.1       98.6:       2.9        1.4
Other:     100.0:      56.7       56.7       37.2        0.0        0.0       93.9       93.9:       6.1        6.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         8          7         10         12          7         25         19:
Old  :        28:         8          7         10         12          7         25         19:
Other:         4:         3          1          3          0          0          4          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.2       83.5       82.9       94.6       54.7       60.7       60.6       66.4
Old  :                 68.2       82.6       82.3       94.6       59.5       65.5       65.9       71.8
Other:                 93.9       93.9       93.9       93.9       56.7       56.7       56.7       56.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  :   389,434:    80,872     35,343     88,926    182,574    237,801    352,372    362,070:    37,062     27,364
Old  :   251,993:    57,870     40,299     52,238    116,135    137,787    226,243    230,324:    25,749     21,669
Other:   137,441:    35,114      7,156     24,576     66,439    100,013    126,129    131,746:    11,313      5,695
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :     2,141:    10,726     -6,003      1,272    -14,276      8,084     -2,277      3,354:     4,419     -1,212
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8        9.1       22.8       46.9       61.1       90.5       93.0:       9.5        7.0
Old  :     100.0:      23.0       16.0       20.7       46.1       54.7       89.8       91.4:      10.2        8.6
Other:     100.0:      25.5        5.2       17.9       48.3       72.8       91.8       95.9:       8.2        4.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       274:        94         64         97         74         78        225        205:
Old  :       264:        80         88         80         69         72        201        193:
Other:       163:        67         25         38         51         53        131        103:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.6       29.0       21.6       42.0        9.9       22.7       16.4       30.6
Old  :                 16.3       25.4       25.8       34.5       13.7       19.3       20.6       26.3
Other:                 17.8       46.6       31.0       62.4       16.3       40.0       27.6       51.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  :   828,573:   115,124    143,253     41,353    490,593    482,465    647,070    667,071:   181,502    161,502
Old  :   828,573:   115,124    143,253     41,353    490,593    482,465    647,070    667,071:   181,502    161,502
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :    -4,464:    -3,969     13,732    -23,883     23,702     12,324     -4,150      2,174:      -314     -6,638
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       17.3        5.0       59.2       58.2       78.1       80.5:      21.9       19.5
Old  :     100.0:      13.9       17.3        5.0       59.2       58.2       78.1       80.5:      21.9       19.5
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  :       162:        26         35         35         80         80        127        129:
Old  :       162:        26         35         35         80         80        127        129:
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       20.0       28.2       29.4       18.2       17.6       27.2       25.0
Old  :                 18.2       20.0       28.2       29.4       18.2       17.6       27.2       25.0
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 24, 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  :   368,171:    43,439     52,729      5,852    232,280    256,756    281,570    315,337:    86,600     52,834
Old  :   368,171:    43,439     52,729      5,852    232,280    256,756    281,570    315,337:    86,600     52,834
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :    16,462:    -1,504     -8,595      3,035       -511     16,452      1,020     10,892:    15,442      5,569
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8       14.3        1.6       63.1       69.7       76.5       85.6:      23.5       14.4
Old  :     100.0:      11.8       14.3        1.6       63.1       69.7       76.5       85.6:      23.5       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  :        60:         5         10          5         35         30         43         42:
Old  :        60:         5         10          5         35         30         43         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.1       47.7       44.9       61.5       23.7       47.6       41.7       60.9
Old  :                 25.1       47.7       44.9       61.5       23.7       47.6       41.7       60.9
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 24, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     8,505:       910        149        755      6,382      7,178      8,047      8,082:       458        423
Old  :     8,505:       910        149        755      6,382      7,178      8,047      8,082:       458        423
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :       378:        42         55       -224        642        463        460        294:       -82         84
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7        1.8        8.9       75.0       84.4       94.6       95.0:       5.4        5.0
Old  :     100.0:      10.7        1.8        8.9       75.0       84.4       94.6       95.0:       5.4        5.0
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  :        40:         8          4          7         19         25         30         34:
Old  :        40:         8          4          7         19         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  :                 41.5       39.6       60.1       62.4       24.1       18.7       32.5       28.0
Old  :                 41.5       39.6       60.1       62.4       24.1       18.7       32.5       28.0
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 24, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   260,987:    47,821     21,863     61,257    108,860    153,901    217,939    237,021:    43,048     23,966
Old  :   164,825:    51,233     21,112     22,579     60,331    103,287    134,144    146,977:    30,681     17,848
Other:    96,162:    11,743     15,906     23,523     48,529     50,614     83,795     90,044:    12,367      6,118
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :       222:     6,884     -3,150      2,111    -12,175      2,985     -3,180      1,946:     3,402     -1,723
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3        8.4       23.5       41.7       59.0       83.5       90.8:      16.5        9.2
Old  :     100.0:      31.1       12.8       13.7       36.6       62.7       81.4       89.2:      18.6       10.8
Other:     100.0:      12.2       16.5       24.5       50.5       52.6       87.1       93.6:      12.9        6.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       201:        72         29         67         71         69        174        151:
Old  :       193:        74         34         55         64         62        160        133:
Other:       132:        32         27         35         54         49        101         98:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.7       32.6       22.3       42.2        6.8       24.1       12.4       30.3
Old  :                 10.9       37.6       20.2       47.0       10.0       35.5       18.2       44.4
Other:                 27.9       29.3       39.4       44.8       16.2       22.0       27.2       31.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  :    24,693:     7,401      2,088      2,268      9,586     18,507     19,255     22,862:     5,438      1,830
Old  :    16,154:     6,555      1,561        824      5,392     12,881     12,771     15,266:     3,382        887
Other:     8,539:     1,141        821      1,149      4,194      5,626      6,484      7,596:     2,055        943
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :       -77:       679       -514         66       -295        475        450         26:      -526       -103
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.0        8.5        9.2       38.8       74.9       78.0       92.6:      22.0        7.4
Old  :     100.0:      40.6        9.7        5.1       33.4       79.7       79.1       94.5:      20.9        5.5
Other:     100.0:      13.4        9.6       13.5       49.1       65.9       75.9       89.0:      24.1       11.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       104:        48         14         17         31         23         88         48:
Old  :        94:        48         11         11         22         20         72         40:
Other:        57:        17         12         12         20         17         42         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  :                 18.9       47.7       30.5       60.6       18.4       41.9       28.4       53.9
Old  :                 22.6       57.2       35.7       72.7       22.6       55.0       35.7       70.3
Other:                 39.5       41.4       52.0       57.8       39.3       39.3       48.0       53.4
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  : 1,127,454:   371,217    154,974     42,384    593,616    765,704  1,007,217    963,061:   120,237    164,392
Old  : 1,127,454:   371,217    154,974     42,384    593,616    765,704  1,007,217    963,061:   120,237    164,392
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :    16,980:    17,382     25,484    -19,511     21,031     20,545     18,903     26,519:    -1,923     -9,539
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9       13.7        3.8       52.7       67.9       89.3       85.4:      10.7       14.6
Old  :     100.0:      32.9       13.7        3.8       52.7       67.9       89.3       85.4:      10.7       14.6
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  :       267:        52         54         33         96        139        169        205:
Old  :       267:        52         54         33         96        139        169        205:
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       17.7       38.4       25.8       26.2       14.4       36.1       21.4
Old  :                 26.7       17.7       38.4       25.8       26.2       14.4       36.1       21.4
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 24, 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  : 2,156,740:   222,456    293,489    152,115  1,419,268  1,300,668  1,793,839  1,746,272:   362,901    410,468
Old  : 2,156,740:   222,456    293,489    152,115  1,419,268  1,300,668  1,793,839  1,746,272:   362,901    410,468
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :  -273,751:    -8,886    -11,366   -129,612   -159,213   -148,157   -297,712   -289,136:    23,961     15,385
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       13.6        7.1       65.8       60.3       83.2       81.0:      16.8       19.0
Old  :     100.0:      10.3       13.6        7.1       65.8       60.3       83.2       81.0:      16.8       19.0
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  :       258:        39         57         51        121        143        186        225:
Old  :       258:        39         57         51        121        143        186        225:
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  :                 24.3       20.5       32.1       30.0       21.4       17.3       28.1       23.5
Old  :                 24.3       20.5       32.1       30.0       21.4       17.3       28.1       23.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  : 1,573,161:   397,726    107,431     66,250    855,474  1,068,921  1,319,449  1,242,601:   253,712    330,560
Old  : 1,573,161:   397,726    107,431     66,250    855,474  1,068,921  1,319,449  1,242,601:   253,712    330,560
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :  -149,957:    -4,560    -25,896    -74,439    -88,039    -71,179   -167,038   -171,513:    17,081     21,557
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3        6.8        4.2       54.4       67.9       83.9       79.0:      16.1       21.0
Old  :     100.0:      25.3        6.8        4.2       54.4       67.9       83.9       79.0:      16.1       21.0
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  :       204:        42         32         31         93        111        147        162:
Old  :       204:        42         32         31         93        111        147        162:
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  :                 22.0       20.9       34.3       30.2       22.0       19.3       31.7       27.0
Old  :                 22.0       20.9       34.3       30.2       22.0       19.3       31.7       27.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  : 1,031,872:    75,984     74,740    355,907    557,081    540,837    988,971    971,484:    42,901     60,388
Old  : 1,031,872:    75,984     74,740    355,907    557,081    540,837    988,971    971,484:    42,901     60,388
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :    18,685:     4,008      1,582     -6,448     18,287     19,214     15,848     14,349:     2,837      4,336
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.4        7.2       34.5       54.0       52.4       95.8       94.1:       4.2        5.9
Old  :     100.0:       7.4        7.2       34.5       54.0       52.4       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  :       152:        29         36         44         68         79        121        140:
Old  :       152:        29         36         44         68         79        121        140:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.3       23.9       48.6       38.6       16.1        8.3       19.6       12.2
Old  :                 35.3       23.9       48.6       38.6       16.1        8.3       19.6       12.2
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 24, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    79,521:    15,632      3,336      4,331     43,114     58,602     63,078     66,269:    16,443     13,252
Old  :    79,521:    15,632      3,336      4,331     43,114     58,602     63,078     66,269:    16,443     13,252
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :        59:      -721         20        379        678       -250        336        148:      -277        -89
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7        4.2        5.4       54.2       73.7       79.3       83.3:      20.7       16.7
Old  :     100.0:      19.7        4.2        5.4       54.2       73.7       79.3       83.3:      20.7       16.7
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  :       106:        28         11         17         42         35         81         58:
Old  :       106:        28         11         17         42         35         81         58:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.3       39.3       35.5       56.2       15.8       32.7       23.7       44.9
Old  :                 22.3       39.3       35.5       56.2       15.8       32.7       23.7       44.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    24,479:     3,084      1,452          9     12,123     20,494     15,216     21,955:     9,263      2,524
Old  :    24,479:     3,084      1,452          9     12,123     20,494     15,216     21,955:     9,263      2,524
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :        98:       265         47          1          0         -2        266         46:      -168         52
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6        5.9        0.0       49.5       83.7       62.2       89.7:      37.8       10.3
Old  :     100.0:      12.6        5.9        0.0       49.5       83.7       62.2       89.7:      37.8       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  :        23:         5          5          4          9          6         17         12:
Old  :        23:         5          5          4          9          6         17         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.1       79.6       55.7       86.5       42.1       78.7       55.7       85.5
Old  :                 42.1       79.6       55.7       86.5       42.1       78.7       55.7       85.5
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, May 24, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   110,084:    32,260     10,931      1,481     61,983     76,215     95,724     88,627:    14,361     21,457
Old  :   110,084:    32,260     10,931      1,481     61,983     76,215     95,724     88,627:    14,361     21,457
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :       -78:      -949        968       -267      1,356       -497        140        204:      -219       -283
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.3        9.9        1.3       56.3       69.2       87.0       80.5:      13.0       19.5
Old  :     100.0:      29.3        9.9        1.3       56.3       69.2       87.0       80.5:      13.0       19.5
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  :       102:        30         13         14         38         32         75         52:
Old  :       102:        30         13         14         38         32         75         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.3       39.4       42.2       54.0       28.0       38.0       41.9       52.6
Old  :                 28.3       39.4       42.2       54.0       28.0       38.0       41.9       52.6
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, May 24, 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  :     8,057:     4,626      1,303        672      1,559      5,957      6,857      7,932:     1,200        125
Old  :     8,057:     4,626      1,303        672      1,559      5,957      6,857      7,932:     1,200        125
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :        56:         2        -27          0        -25        -42        -23        -69:        79        125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.4       16.2        8.3       19.3       73.9       85.1       98.4:      14.9        1.6
Old  :     100.0:      57.4       16.2        8.3       19.3       73.9       85.1       98.4:      14.9        1.6
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  :        22:        13          5          1          1          3         15          8:
Old  :        22:        13          5          1          1          3         15          8:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.2       89.4       71.3       98.4       44.7       81.1       68.3       90.1
Old  :                 46.2       89.4       71.3       98.4       44.7       81.1       68.3       90.1
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 24, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    13,907:     3,972        975          3      9,576     12,838     13,551     13,816:       356         91
Old  :    13,907:     3,972        975          3      9,576     12,838     13,551     13,816:       356         91
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :     2,338:     1,493       -116          0        863      2,454      2,356      2,338:       -18          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6        7.0        0.0       68.9       92.3       97.4       99.3:       2.6        0.7
Old  :     100.0:      28.6        7.0        0.0       68.9       92.3       97.4       99.3:       2.6        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  :        32:         7          7          1          7         13         14         21:
Old  :        32:         7          7          1          7         13         14         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  :                 80.9       81.4       94.5       90.5       79.8       81.4       93.5       90.3
Old  :                 80.9       81.4       94.5       90.5       79.8       81.4       93.5       90.3
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 24, 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  :    28,745:     3,097        869         38     25,230     27,787     28,365     28,694:       380         51
Old  :    28,745:     3,097        869         38     25,230     27,787     28,365     28,694:       380         51
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :       181:      -458       -561         38        616        684        196        161:       -15         20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8        3.0        0.1       87.8       96.7       98.7       99.8:       1.3        0.2
Old  :     100.0:      10.8        3.0        0.1       87.8       96.7       98.7       99.8:       1.3        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:        10          5          1          7         15         17         21:
Old  :        35:        10          5          1          7         15         17         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 91.7       70.5       96.9       90.8       90.8       70.5       95.9       90.8
Old  :                 91.7       70.5       96.9       90.8       90.8       70.5       95.9       90.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated May 27, 2011