```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      420,479
COMMITMENTS
 109,235  115,367   59,979  222,482  198,777  391,696  374,123   28,783   46,356

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:    -17,634)
   2,022  -52,599      726  -20,510   40,859  -17,762  -11,014      128   -6,620

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0     27.4     14.3     52.9     47.3     93.2     89.0      6.8     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      380)
     113      142      115       78      106      265      295
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,195,041
COMMITMENTS
 287,449  140,758  187,362  599,538  634,647  1074349  962,767  120,692  232,274

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:    -37,014)
 -16,037  -37,414   -2,001  -14,126   13,515  -32,164  -25,900   -4,850  -11,114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1     11.8     15.7     50.2     53.1     89.9     80.6     10.1     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      707)
     166      164      200      199      302      476      576
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,042
COMMITMENTS
   4,183      591      392    5,373    9,609    9,948   10,592    2,094    1,450

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:        177)
    -122     -284      221        8      302      107      239       70      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.7      4.9      3.3     44.6     79.8     82.6     88.0     17.4     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      15        6        4       15       13       33       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      776,789
COMMITMENTS
 295,629   50,742  124,184  293,180  508,351  712,993  683,277   63,796   93,512

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:    -14,047)
   5,359    3,294   -6,516  -15,219  -11,311  -16,376  -14,533    2,329      486

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.1      6.5     16.0     37.7     65.4     91.8     88.0      8.2     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      586)
     231      113      198      159      201      475      450
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      396,868
COMMITMENTS
  85,681   86,792   62,290  217,734  212,860  365,705  361,942   31,163   34,926

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:      9,353)
  -3,957    5,677    9,035    5,912   -5,472   10,990    9,240   -1,637      113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6     21.9     15.7     54.9     53.6     92.1     91.2      7.9      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
      79       88       94       76       69      217      219
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      688,700
COMMITMENTS
 104,638   55,794   13,233  402,483  472,637  520,354  541,664  168,346  147,036

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:     42,716)
  10,970  -29,882    4,088   26,810   72,939   41,868   47,145      848   -4,429

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2      8.1      1.9     58.4     68.6     75.6     78.7     24.4     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      34       35       25       71       80      120      125
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      359,292
COMMITMENTS
  44,659   26,705      227  248,171  274,369  293,057  301,301   66,235   57,991

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:     -6,056)
    -791   -1,709       48   -6,080   -5,991   -6,823   -7,652      767    1,596

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4      7.4      0.1     69.1     76.4     81.6     83.9     18.4     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       7        5        2       37       40       44       47
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       12,992
COMMITMENTS
   3,168      187    1,032    7,917   10,894   12,117   12,113      875      879

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:        205)
     432       25      -54     -545      -86     -167     -115      372      320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4      1.4      7.9     60.9     83.9     93.3     93.2      6.7      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      10        2        6       24       25       35       33
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      248,847
COMMITMENTS
 101,208    9,561   18,798   88,770  196,629  208,776  224,988   40,071   23,859

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:     -2,398)
  -3,693   -2,592      552    2,141   -3,295   -1,000   -5,335   -1,398    2,937

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.7      3.8      7.6     35.7     79.0     83.9     90.4     16.1      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      95       24       49       68       68      188      125
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       13,636
COMMITMENTS
   3,693    4,626    1,166    6,046    6,596   10,905   12,388    2,731    1,248

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:       -381)
    -229      305      119     -215     -727     -325     -303      -56      -78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1     33.9      8.6     44.3     48.4     80.0     90.8     20.0      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      24       19       13       22       15       53       44
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      962,943
COMMITMENTS
 294,460  233,805   11,399  534,010  615,096  839,869  860,300  123,074  102,643

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:    -52,458)
 -56,940   -8,620     -938    3,007  -48,226  -54,871  -57,784    2,413    5,326

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6     24.3      1.2     55.5     63.9     87.2     89.3     12.8     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      45       45       21       99       93      156      147
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,010,955
COMMITMENTS
 210,661  346,851   44,383  1470903  1312829  1725947  1704063  285,008  306,892

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:    104,544)
  19,793   -7,409    4,396  102,190  108,772  126,379  105,759  -21,835   -1,215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     17.2      2.2     73.1     65.3     85.8     84.7     14.2     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
      39       77       30      123      158      182      245
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,423,810
COMMITMENTS
 476,365  179,689   38,788  664,721  949,987  1179874  1168464  243,936  255,346

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:     15,137)
     671  -16,779   15,728  -11,146   16,653    5,253   15,602    9,884     -465

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.5     12.6      2.7     46.7     66.7     82.9     82.1     17.1     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      34       35       24       76      103      128      144
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      539,386
COMMITMENTS
  41,116   85,808   80,303  395,359  318,893  516,778  485,004   22,608   54,382

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:     10,858)
    -958    2,671    4,669    6,358   -1,904   10,069    5,436      789    5,422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6     15.9     14.9     73.3     59.1     95.8     89.9      4.2     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      12       20       25       49       52       75       85
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       67,190
COMMITMENTS
  14,209    6,564    5,483   38,838   47,942   58,530   59,989    8,661    7,201

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:     17,130)
  -3,627   -1,901    5,450   14,343   10,843   16,166   14,392      965    2,739

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1      9.8      8.2     57.8     71.4     87.1     89.3     12.9     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      30       13       11       35       36       72       56
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       16,237
COMMITMENTS
   5,219    2,138        0    9,611   11,329   14,830   13,467    1,407    2,770

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.1     13.2      0.0     59.2     69.8     91.3     82.9      8.7     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        3        0        4        8        9       11
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      101,906
COMMITMENTS
  28,795   19,668      150   58,454   73,226   87,399   93,044   14,507    8,862

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:      1,786)
  -6,876    2,738       84    9,463     -973    2,671    1,849     -885      -63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3     19.3      0.1     57.4     71.9     85.8     91.3     14.2      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      29       16        6       34       31       67       49
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        7,149
COMMITMENTS
   4,303    5,737      901    1,859      500    7,063    7,138       86       11

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:        173)
    -134      205        3      365        0      234      208      -61      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.2     80.2     12.6     26.0      7.0     98.8     99.8      1.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      11        9        2        3        1       16       10
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        8,464
COMMITMENTS
   2,088      469      343    5,790    7,511    8,221    8,323      243      141

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:         55)
     -82       -3      126      -17      -85       27       38       28       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7      5.5      4.1     68.4     88.7     97.1     98.3      2.9      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       8        4        3        6       10       15       16
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        9,041
COMMITMENTS
   1,816    1,456        0    6,975    7,545    8,791    9,001      250       40

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:        394)
     686      766        0     -291     -334      395      432       -1      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     16.1      0.0     77.1     83.5     97.2     99.6      2.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       9        6        0        4       14       13       20
```

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Updated May 25, 2012