```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   582,926:    97,882     69,862    159,230    279,575    288,666    536,687    517,758:    46,238     65,167
Old  :   531,655:    98,019     73,497    136,274    257,746    269,409    492,039    479,179:    39,616     52,476
Other:    51,271:    13,525     10,028      9,294     21,829     19,257     44,648     38,579:     6,622     12,691
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :     1,402:     1,401     -3,111      8,046     -7,517     -4,677      1,930        259:      -528      1,144
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       12.0       27.3       48.0       49.5       92.1       88.8:       7.9       11.2
Old  :     100.0:      18.4       13.8       25.6       48.5       50.7       92.5       90.1:       7.5        9.9
Other:     100.0:      26.4       19.6       18.1       42.6       37.6       87.1       75.2:      12.9       24.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       461:       151        146        209        103        136        368        397:
Old  :       458:       147        158        194         99        134        351        390:
Other:       197:        53         45         23         37         85        106        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  :                 19.2       15.7       30.3       21.6       15.3       12.3       25.2       16.5
Old  :                 19.9       16.9       31.6       23.2       16.4       14.5       27.2       19.4
Other:                 27.4       21.4       42.8       30.3       22.2       13.9       34.6       19.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 2,146,889:   455,743     79,329    683,863    785,737  1,094,524  1,925,342  1,857,715:   221,547    289,174
Old  : 1,124,534:   240,118     79,971    367,904    402,914    553,956  1,010,937  1,001,831:   113,597    122,703
Other: 1,022,355:   265,823     49,556    265,760    382,822    540,568    914,405    855,884:   107,950    166,471
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :    52,170:    22,625     -2,473     23,287       -504     17,951     45,408     38,765:     6,762     13,404
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2        3.7       31.9       36.6       51.0       89.7       86.5:      10.3       13.5
Old  :     100.0:      21.4        7.1       32.7       35.8       49.3       89.9       89.1:      10.1       10.9
Other:     100.0:      26.0        4.8       26.0       37.4       52.9       89.4       83.7:      10.6       16.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       903:       268        168        303        297        419        701        767:
Old  :       839:       227        176        238        243        393        589        690:
Other:       782:       209        145        204        228        377        531        636:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.5       11.5       19.4       17.1        8.9        6.3       12.8        9.7
Old  :                 12.7       14.2       20.4       19.8       11.0       10.3       15.7       13.9
Other:                 14.6       11.3       22.8       17.2        9.8        7.0       15.7       10.5
 
MINI CORN - CHICAGO BOARD OF TRADE                                                                      Code-002603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    20,387:    16,309      1,604         96          9      3,842     16,414      5,542:     3,973     14,845
Old  :     5,060:     2,742      1,186         20          9        316      2,771      1,522:     2,289      3,538
Other:    15,327:    13,624        475         19          0      3,526     13,643      4,020:     1,684     11,307
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.0        7.9        0.5        0.0       18.8       80.5       27.2:      19.5       72.8
Old  :     100.0:      54.2       23.4        0.4        0.2        6.2       54.8       30.1:      45.2       69.9
Other:     100.0:      88.9        3.1        0.1        0.0       23.0       89.0       26.2:      11.0       73.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         9          3          7          3          8         14         16:
Old  :        20:         9          3          2          3          7         13         11:
Other:        19:        10          1          4          0          8         10         13:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.8       14.3       77.7       22.5       53.7       14.2       77.5       22.4
Old  :                 40.9       26.9       53.9       29.7       40.9       26.6       53.7       29.4
Other:                 62.1       14.6       86.1       24.1       62.0       14.6       86.0       24.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    14,426:     2,959        768      1,783      6,398     10,568     11,141     13,119:     3,285      1,307
Old  :    14,425:     2,959        769      1,782      6,398     10,568     11,140     13,119:     3,285      1,306
Other:         1:         1          0          0          0          0          1          0:        -0          1
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :       102:       535       -246         81       -337        524        279        359:      -177       -257
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5        5.3       12.4       44.4       73.3       77.2       90.9:      22.8        9.1
Old  :     100.0:      20.5        5.3       12.4       44.4       73.3       77.2       90.9:      22.8        9.1
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  :        46:        17          7          7         18         13         38         24:
Old  :        46:        17          7          7         18         13         38         24:
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  :                 28.6       53.0       45.2       73.2       22.9       43.9       32.9       58.3
Old  :                 28.6       53.0       45.2       73.2       22.9       43.9       32.9       58.3
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 31, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   816,397:   148,618     51,513    269,840    335,069    406,222    753,528    727,575:    62,869     88,822
Old  :   368,677:   100,181     31,268     97,958    137,112    209,500    335,251    338,725:    33,425     29,951
Other:   447,721:    86,963     58,771    133,357    197,957    196,722    418,277    388,850:    29,444     58,871
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :    27,795:     7,745      1,338     14,184       -574     11,308     21,355     26,830:     6,441        965
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2        6.3       33.1       41.0       49.8       92.3       89.1:       7.7       10.9
Old  :     100.0:      27.2        8.5       26.6       37.2       56.8       90.9       91.9:       9.1        8.1
Other:     100.0:      19.4       13.1       29.8       44.2       43.9       93.4       86.9:       6.6       13.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       572:       201        143        229        127        200        439        478:
Old  :       512:       183        125        165         90        176        341        404:
Other:       460:       123        133        146        104        179        317        374:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.1       16.3       24.9       24.5       11.5       10.4       16.9       14.7
Old  :                 15.8       24.7       24.7       32.6       13.3       18.7       19.4       25.8
Other:                 18.6       14.7       28.1       23.1       14.8        8.4       22.1       13.9
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    27,076:    24,288      3,943         87          3      6,638     24,378     10,668:     2,698     16,408
Old  :     5,189:     3,488      1,639         10          3        826      3,501      2,475:     1,688      2,714
Other:    21,887:    20,829      2,333         48          0      5,812     20,877      8,193:     1,010     13,694
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :       856:     1,065        567         -1          0        131      1,064        697:      -208        159
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      89.7       14.6        0.3        0.0       24.5       90.0       39.4:      10.0       60.6
Old  :     100.0:      67.2       31.6        0.2        0.1       15.9       67.5       47.7:      32.5       52.3
Other:     100.0:      95.2       10.7        0.2        0.0       26.6       95.4       37.4:       4.6       62.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        19         12          7          1         19         21         37:
Old  :        48:        17         13          2          1         18         18         33:
Other:        44:        16          9          5          0         19         16         33:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.3       13.4       76.5       19.7       59.2       13.4       76.3       19.7
Old  :                 34.0       21.2       50.4       35.4       33.8       21.2       50.3       35.4
Other:                 66.2       12.4       85.3       19.2       66.0       12.4       85.1       19.2
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                                                    Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    12,972:       888      8,454      3,437      8,261        820     12,586     12,711:       386        260
Old  :    11,605:       695      8,527      2,330      8,261        555     11,286     11,413:       319        192
Other:     1,367:       758        492        542          0        265      1,300      1,298:        67         69
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :        10:       214       -147        -45       -140        172         28        -20:       -18         30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.8       65.2       26.5       63.7        6.3       97.0       98.0:       3.0        2.0
Old  :     100.0:       6.0       73.5       20.1       71.2        4.8       97.3       98.3:       2.7        1.7
Other:     100.0:      55.4       36.0       39.7        0.0       19.3       95.1       95.0:       4.9        5.0
     :          :                                                                            :
     :# 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:         7:         5          1          3          0          1          6          4:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 65.3       82.4       83.2       94.7       52.7       58.8       60.4       65.2
Old  :                 68.9       82.5       83.6       94.7       61.2       66.4       68.9       73.5
Other:                 90.3       95.0       95.1       95.0       53.3       55.3       55.4       55.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   394,319:    90,086     30,066     89,116    174,965    246,856    354,167    366,038:    40,152     28,281
Old  :   246,027:    64,955     32,459     51,007    101,794    141,097    217,756    224,563:    28,271     21,464
Other:   148,292:    35,433      7,909     27,808     73,170    105,758    136,411    141,475:    11,882      6,817
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :     4,885:     9,214     -5,277        190     -7,609      9,055      1,795      3,969:     3,090        916
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8        7.6       22.6       44.4       62.6       89.8       92.8:      10.2        7.2
Old  :     100.0:      26.4       13.2       20.7       41.4       57.4       88.5       91.3:      11.5        8.7
Other:     100.0:      23.9        5.3       18.8       49.3       71.3       92.0       95.4:       8.0        4.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       273:        98         62         96         70         78        224        202:
Old  :       265:        91         77         78         66         72        201        191:
Other:       164:        66         26         41         50         55        130        109:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.0       29.5       20.2       43.2        9.9       23.5       16.3       32.9
Old  :                 15.4       26.4       23.5       36.6       12.8       22.0       19.3       28.6
Other:                 17.1       44.8       30.5       60.3       16.1       37.7       27.1       48.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   805,914:   116,480    147,379     36,082    473,527    466,007    626,090    649,468:   179,825    156,446
Old  :   805,914:   116,480    147,379     36,082    473,527    466,007    626,090    649,468:   179,825    156,446
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :   -22,658:     1,356      4,126     -5,271    -17,066    -16,458    -20,981    -17,602:    -1,678     -5,056
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       18.3        4.5       58.8       57.8       77.7       80.6:      22.3       19.4
Old  :     100.0:      14.5       18.3        4.5       58.8       57.8       77.7       80.6:      22.3       19.4
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  :       164:        26         37         31         84         80        131        127:
Old  :       164:        26         37         31         84         80        131        127:
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  :                 18.8       18.5       29.0       28.7       18.7       17.2       27.3       24.7
Old  :                 18.8       18.5       29.0       28.7       18.7       17.2       27.3       24.7
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 31, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   384,996:    43,633     49,134     13,401    253,160    267,864    310,194    330,400:    74,802     54,596
Old  :   384,996:    43,633     49,134     13,401    253,160    267,864    310,194    330,400:    74,802     54,596
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :    16,825:       194     -3,595      7,550     20,880     11,108     28,624     15,063:   -11,799      1,762
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       12.8        3.5       65.8       69.6       80.6       85.8:      19.4       14.2
Old  :     100.0:      11.3       12.8        3.5       65.8       69.6       80.6       85.8:      19.4       14.2
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  :        67:         5         10          7         41         35         51         47:
Old  :        67:         5         10          7         41         35         51         47:
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       48.0       44.5       62.6       23.4       47.4       41.4       59.7
Old  :                 25.1       48.0       44.5       62.6       23.4       47.4       41.4       59.7
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 31, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     8,275:       921        113        745      6,040      6,921      7,706      7,779:       569        496
Old  :     8,275:       921        113        745      6,040      6,921      7,706      7,779:       569        496
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :      -230:        11        -36        -10       -342       -257       -341       -303:       111         73
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1        1.4        9.0       73.0       83.6       93.1       94.0:       6.9        6.0
Old  :     100.0:      11.1        1.4        9.0       73.0       83.6       93.1       94.0:       6.9        6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         6          4          7         19         25         29         34:
Old  :        38:         6          4          7         19         25         29         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.7       36.5       55.3       60.4       21.4       16.9       30.7       27.1
Old  :                 35.7       36.5       55.3       60.4       21.4       16.9       30.7       27.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   259,345:    46,612     24,947     61,093    107,249    146,288    214,955    232,328:    44,390     27,017
Old  :   161,252:    47,417     24,244     22,477     59,970     95,032    129,864    141,753:    31,388     19,499
Other:    98,093:    13,295     14,802     24,517     47,279     51,256     85,090     90,575:    13,003      7,518
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :    -1,642:    -1,209      3,084       -164     -1,612     -7,613     -2,984     -4,693:     1,342      3,051
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0        9.6       23.6       41.4       56.4       82.9       89.6:      17.1       10.4
Old  :     100.0:      29.4       15.0       13.9       37.2       58.9       80.5       87.9:      19.5       12.1
Other:     100.0:      13.6       15.1       25.0       48.2       52.3       86.7       92.3:      13.3        7.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       190:        61         36         64         68         66        162        147:
Old  :       183:        60         41         53         65         59        153        129:
Other:       130:        32         27         33         52         48        100         95:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.7       31.2       23.1       40.2        7.4       22.2       13.9       27.9
Old  :                 12.2       34.6       21.5       43.5       11.4       32.5       20.0       40.7
Other:                 26.9       29.9       38.3       45.6       16.0       22.4       25.6       31.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    23,885:     7,362      2,030      2,169      8,899     17,962     18,430     22,161:     5,455      1,725
Old  :    14,764:     6,197      1,465        757      4,455     11,809     11,409     14,031:     3,355        732
Other:     9,121:     1,456        854      1,122      4,444      6,153      7,021      8,129:     2,100        992
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :      -807:       -39        -58        -99       -687       -544       -825       -702:        17       -106
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.8        8.5        9.1       37.3       75.2       77.2       92.8:      22.8        7.2
Old  :     100.0:      42.0        9.9        5.1       30.2       80.0       77.3       95.0:      22.7        5.0
Other:     100.0:      16.0        9.4       12.3       48.7       67.5       77.0       89.1:      23.0       10.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       101:        46         14         15         31         23         86         45:
Old  :        91:        45         11         11         22         20         70         39:
Other:        61:        18         12         11         22         18         46         35:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.6       47.4       29.1       61.0       18.6       44.1       28.7       56.8
Old  :                 19.6       58.3       33.9       72.6       19.3       56.1       33.6       70.3
Other:                 32.0       42.5       46.5       58.9       32.0       40.3       44.3       55.6
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,070,611:   361,060    153,964     48,209    539,962    706,058    949,231    908,231:   121,379    162,380
Old  : 1,070,611:   361,060    153,964     48,209    539,962    706,058    949,231    908,231:   121,379    162,380
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :   -56,843:   -10,156     -1,010      5,825    -53,654    -59,646    -57,985    -54,831:     1,142     -2,012
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.7       14.4        4.5       50.4       65.9       88.7       84.8:      11.3       15.2
Old  :     100.0:      33.7       14.4        4.5       50.4       65.9       88.7       84.8:      11.3       15.2
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  :       268:        60         49         37         97        138        175        206:
Old  :       268:        60         49         37         97        138        175        206:
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  :                 24.9       18.0       37.9       25.7       24.7       14.9       35.8       21.7
Old  :                 24.9       18.0       37.9       25.7       24.7       14.9       35.8       21.7
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 31, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,272,080:   257,992    310,143    195,157  1,450,037  1,342,901  1,903,186  1,848,201:   368,895    423,879
Old  : 2,272,080:   257,992    310,143    195,157  1,450,037  1,342,901  1,903,186  1,848,201:   368,895    423,879
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :   115,340:    35,535     16,654     43,042     30,770     42,233    109,347    101,929:     5,993     13,411
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4       13.7        8.6       63.8       59.1       83.8       81.3:      16.2       18.7
Old  :     100.0:      11.4       13.7        8.6       63.8       59.1       83.8       81.3:      16.2       18.7
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  :       282:        48         56         55        134        160        210        243:
Old  :       282:        48         56         55        134        160        210        243:
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  :                 22.4       17.8       29.6       26.7       19.4       15.2       25.3       19.9
Old  :                 22.4       17.8       29.6       26.7       19.4       15.2       25.3       19.9
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 31, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,634,281:   431,650     93,469     88,827    859,168  1,142,967  1,379,645  1,325,263:   254,635    309,017
Old  : 1,634,281:   431,650     93,469     88,827    859,168  1,142,967  1,379,645  1,325,263:   254,635    309,017
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :    61,119:    33,925    -13,962     22,578      3,694     74,046     60,196     82,662:       923    -21,543
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4        5.7        5.4       52.6       69.9       84.4       81.1:      15.6       18.9
Old  :     100.0:      26.4        5.7        5.4       52.6       69.9       84.4       81.1:      15.6       18.9
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  :       217:        44         33         36         96        119        156        172:
Old  :       217:        44         33         36         96        119        156        172:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.8       20.2       32.1       28.7       18.7       18.7       29.0       26.2
Old  :                 19.8       20.2       32.1       28.7       18.7       18.7       29.0       26.2
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 31, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  : 1,064,085:    71,808     81,258    356,158    590,239    559,558  1,018,205    996,974:    45,881     67,111
Old  : 1,064,085:    71,808     81,258    356,158    590,239    559,558  1,018,205    996,974:    45,881     67,111
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :    32,213:    -4,176      6,518        251     33,158     18,721     29,233     25,491:     2,980      6,722
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.7        7.6       33.5       55.5       52.6       95.7       93.7:       4.3        6.3
Old  :     100.0:       6.7        7.6       33.5       55.5       52.6       95.7       93.7:       4.3        6.3
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  :       154:        27         37         45         69         82        121        144:
Old  :       154:        27         37         45         69         82        121        144:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.3       23.9       49.8       38.1       17.5        8.5       20.5       12.4
Old  :                 36.3       23.9       49.8       38.1       17.5        8.5       20.5       12.4
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 31, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    80,351:    16,612      3,341      4,633     43,272     58,769     64,517     66,743:    15,834     13,608
Old  :    80,351:    16,612      3,341      4,633     43,272     58,769     64,517     66,743:    15,834     13,608
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :       830:       980          5        302        157        167      1,439        475:      -609        356
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7        4.2        5.8       53.9       73.1       80.3       83.1:      19.7       16.9
Old  :     100.0:      20.7        4.2        5.8       53.9       73.1       80.3       83.1:      19.7       16.9
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  :       102:        28         11         14         40         33         79         53:
Old  :       102:        28         11         14         40         33         79         53:
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       38.7       36.5       54.8       16.8       31.9       24.9       43.7
Old  :                 22.3       38.7       36.5       54.8       16.8       31.9       24.9       43.7
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 31, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    24,352:     3,030      1,437          9     12,123     20,494     15,162     21,940:     9,190      2,412
Old  :    24,352:     3,030      1,437          9     12,123     20,494     15,162     21,940:     9,190      2,412
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :      -127:       -54        -15          0          0          0        -54        -15:       -73       -112
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4        5.9        0.0       49.8       84.2       62.3       90.1:      37.7        9.9
Old  :     100.0:      12.4        5.9        0.0       49.8       84.2       62.3       90.1:      37.7        9.9
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  :        23:         5          5          4          9          6         17         12:
Old  :        23:         5          5          4          9          6         17         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.4       80.1       55.9       87.0       42.4       79.1       55.9       85.9
Old  :                 42.4       80.1       55.9       87.0       42.4       79.1       55.9       85.9
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 31, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   111,998:    34,460     11,104      1,953     62,298     76,550     98,711     89,606:    13,287     22,391
Old  :   111,998:    34,460     11,104      1,953     62,298     76,550     98,711     89,606:    13,287     22,391
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :     1,914:     2,200        173        472        315        334      2,987        979:    -1,073        934
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.8        9.9        1.7       55.6       68.3       88.1       80.0:      11.9       20.0
Old  :     100.0:      30.8        9.9        1.7       55.6       68.3       88.1       80.0:      11.9       20.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        98:        31         12         10         36         30         72         47:
Old  :        98:        31         12         10         36         30         72         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.8       38.2       43.4       52.7       29.5       36.7       43.2       51.1
Old  :                 29.8       38.2       43.4       52.7       29.5       36.7       43.2       51.1
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 31, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :     7,957:     4,427      1,337        672      1,645      5,828      6,744      7,837:     1,213        120
Old  :     7,957:     4,427      1,337        672      1,645      5,828      6,744      7,837:     1,213        120
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :      -100:      -199         34          0         86       -129       -113        -95:        13         -5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.6       16.8        8.4       20.7       73.2       84.8       98.5:      15.2        1.5
Old  :     100.0:      55.6       16.8        8.4       20.7       73.2       84.8       98.5:      15.2        1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:        13          5          1          2          3         16          8:
Old  :        23:        13          5          1          2          3         16          8:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.4       89.8       70.0       98.5       44.2       81.4       66.8       90.0
Old  :                 46.4       89.8       70.0       98.5       44.2       81.4       66.8       90.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    13,823:     3,365        904          2     10,056     12,842     13,423     13,748:       400         75
Old  :    13,823:     3,365        904          2     10,056     12,842     13,423     13,748:       400         75
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :       -84:      -607        -71         -1        480          4       -128        -68:        44        -16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3        6.5        0.0       72.7       92.9       97.1       99.5:       2.9        0.5
Old  :     100.0:      24.3        6.5        0.0       72.7       92.9       97.1       99.5:       2.9        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         7          6          1          9         13         16         20:
Old  :        32:         7          6          1          9         13         16         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 78.5       82.4       92.8       91.5       77.5       82.4       91.7       91.4
Old  :                 78.5       82.4       92.8       91.5       77.5       82.4       91.7       91.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    28,377:     4,357      1,058        116     23,578     27,182     28,051     28,356:       326         21
Old  :    28,377:     4,357      1,058        116     23,578     27,182     28,051     28,356:       326         21
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :      -368:     1,260        189         78     -1,652       -605       -314       -338:       -54        -30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4        3.7        0.4       83.1       95.8       98.9       99.9:       1.1        0.1
Old  :     100.0:      15.4        3.7        0.4       83.1       95.8       98.9       99.9:       1.1        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        10          5          2          7         14         17         21:
Old  :        35:        10          5          2          7         14         17         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 90.7       71.5       96.4       91.1       90.6       71.5       96.1       91.1
Old  :                 90.7       71.5       96.4       91.1       90.6       71.5       96.1       91.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated June 3, 2011