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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, May 1, 2012                     
-------------------------------------------------------------------------------------------------------------------
     :   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  :   427,502:   107,009    146,462     60,911    232,282    170,251    400,202    377,624:    27,300     49,878
Old  :   415,400:   107,377    148,582     53,908    228,487    165,907    389,772    368,397:    25,628     47,003
Other:    12,102:     3,389      1,637      3,246      3,795      4,344     10,430      9,227:     1,672      2,875
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :   -29,250:     6,255     -8,063     -7,263    -24,629    -10,371    -25,637    -25,697:    -3,613     -3,553
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0       34.3       14.2       54.3       39.8       93.6       88.3:       6.4       11.7
Old  :     100.0:      25.8       35.8       13.0       55.0       39.9       93.8       88.7:       6.2       11.3
Other:     100.0:      28.0       13.5       26.8       31.4       35.9       86.2       76.2:      13.8       23.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       369:        94        154        110         70         98        237        302:
Old  :       366:        96        155        103         69         97        230        297:
Other:        89:        11         19          7         22         43         37         67:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.3       15.1       39.1       24.0       23.9       13.3       37.6       20.6
Old  :                 25.6       15.5       39.9       24.7       24.2       13.7       38.3       21.2
Other:                 65.5       43.9       74.7       52.0       37.9       13.5       43.4       20.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, May 1, 2012                     
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,225,210:   315,523    163,575    188,733    594,906    636,510  1,099,162    988,818:   126,048    236,392
Old  :   731,325:   254,476    164,360     71,118    329,687    374,537    655,281    610,015:    76,044    121,310
Other:   493,885:   154,291     92,459     24,371    265,219    261,973    443,881    378,803:    50,004    115,082
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :   -84,523:     1,896     -2,978    -35,185    -42,099    -22,778    -75,388    -60,941:    -9,135    -23,582
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8       13.4       15.4       48.6       52.0       89.7       80.7:      10.3       19.3
Old  :     100.0:      34.8       22.5        9.7       45.1       51.2       89.6       83.4:      10.4       16.6
Other:     100.0:      31.2       18.7        4.9       53.7       53.0       89.9       76.7:      10.1       23.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       711:       179        163        201        198        305        491        573:
Old  :       665:       179        148        128        151        277        391        496:
Other:       562:       119        118         68        131        265        291        418:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.8       10.7       24.1       17.2       13.7        8.0       22.1       13.4
Old  :                 16.9       11.4       28.2       19.2       16.9       10.5       27.8       16.5
Other:                 19.1       18.5       32.7       24.3       18.8       14.1       29.5       19.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, May 1, 2012                     
-------------------------------------------------------------------------------------------------------------------
     :   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  :    10,537:     3,005        631         14      5,429      8,480      8,448      9,125:     2,089      1,412
Old  :    10,537:     3,005        631         14      5,429      8,480      8,448      9,125:     2,089      1,412
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :      -371:       358        101        -74       -564       -252       -280       -225:       -91       -146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5        6.0        0.1       51.5       80.5       80.2       86.6:      19.8       13.4
Old  :     100.0:      28.5        6.0        0.1       51.5       80.5       80.2       86.6:      19.8       13.4
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  :        36:        13          6          2         15         11         29         18:
Old  :        36:        13          6          2         15         11         29         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.6       71.0       50.8       81.0       27.0       58.1       45.9       67.5
Old  :                 28.6       71.0       50.8       81.0       27.0       58.1       45.9       67.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, May 1, 2012                     
-------------------------------------------------------------------------------------------------------------------
     :   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  :   807,124:   310,602     51,859    134,346    295,709    522,527    740,657    708,732:    66,467     98,392
Old  :   373,567:   214,959     48,327     19,505    109,117    267,831    343,581    335,663:    29,986     37,904
Other:   433,557:   145,445     53,334     65,039    186,592    254,696    397,076    373,069:    36,481     60,488
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :    -8,702:    13,140      3,739     -3,986    -16,651     -5,092     -7,497     -5,339:    -1,205     -3,363
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.5        6.4       16.6       36.6       64.7       91.8       87.8:       8.2       12.2
Old  :     100.0:      57.5       12.9        5.2       29.2       71.7       92.0       89.9:       8.0       10.1
Other:     100.0:      33.5       12.3       15.0       43.0       58.7       91.6       86.0:       8.4       14.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       612:       254        101        192        158        213        496        448:
Old  :       552:       203        121         83         80        195        327        361:
Other:       482:       166         80        116        140        190        362        347:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.1       20.4       17.4       30.3        8.5       18.1       14.7       27.1
Old  :                 16.4       26.0       27.7       38.5       16.3       25.9       27.7       37.8
Other:                 15.1       20.2       23.7       29.8       11.7       15.8       18.5       22.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, May 1, 2012                     
-------------------------------------------------------------------------------------------------------------------
     :   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  :   364,638:   103,062     67,000     48,155    175,762    224,229    326,979    339,384:    37,659     25,254
Old  :   245,080:    95,565     73,067     14,263    109,434    139,884    219,262    227,214:    25,818     17,866
Other:   119,558:    30,400     16,836     10,989     66,328     84,345    107,717    112,170:    11,841      7,388
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :   -13,293:    -8,311     10,029     -5,630      5,341    -17,546     -8,600    -13,147:    -4,693       -146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3       18.4       13.2       48.2       61.5       89.7       93.1:      10.3        6.9
Old  :     100.0:      39.0       29.8        5.8       44.7       57.1       89.5       92.7:      10.5        7.3
Other:     100.0:      25.4       14.1        9.2       55.5       70.5       90.1       93.8:       9.9        6.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       280:        98         72         87         70         70        221        193:
Old  :       273:       100         79         59         58         66        189        174:
Other:       155:        48         35         31         46         42        112         96:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.0       29.4       28.1       39.0       11.1       23.4       18.4       31.3
Old  :                 21.7       28.4       31.2       39.2       21.1       27.8       30.2       37.5
Other:                 22.8       42.1       37.0       57.3       20.5       33.8       33.6       48.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, May 1, 2012                     
-------------------------------------------------------------------------------------------------------------------
     :   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  :   571,339:    60,155     75,131      2,448    359,207    348,813    421,810    426,392:   149,529    144,947
Old  :   571,339:    60,155     75,131      2,448    359,207    348,813    421,810    426,392:   149,529    144,947
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :    -7,195:   -10,163       -474        214     -1,310     -7,269    -11,259     -7,529:     4,064        334
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5       13.1        0.4       62.9       61.1       73.8       74.6:      26.2       25.4
Old  :     100.0:      10.5       13.1        0.4       62.9       61.1       73.8       74.6:      26.2       25.4
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  :       165:        20         40         10         72         75        100        117:
Old  :       165:        20         40         10         72         75        100        117:
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  :                 20.4       16.5       31.7       27.2       17.4       15.4       25.8       24.2
Old  :                 20.4       16.5       31.7       27.2       17.4       15.4       25.8       24.2
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 - Futures Only, May 1, 2012                     
-------------------------------------------------------------------------------------------------------------------
     :   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  :   356,427:    46,284     24,678        179    250,167    277,860    296,630    302,717:    59,797     53,710
Old  :   356,427:    46,284     24,678        179    250,167    277,860    296,630    302,717:    59,797     53,710
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :    -7,672:       -87     -1,848          6    -12,245     -8,902    -12,326    -10,744:     4,654      3,072
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0        6.9        0.1       70.2       78.0       83.2       84.9:      16.8       15.1
Old  :     100.0:      13.0        6.9        0.1       70.2       78.0       83.2       84.9:      16.8       15.1
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  :        65:         7          6          2         36         40         43         48:
Old  :        65:         7          6          2         36         40         43         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.2       48.5       46.2       59.2       26.0       48.4       42.2       58.5
Old  :                 27.2       48.5       46.2       59.2       26.0       48.4       42.2       58.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, May 1, 2012                     
-------------------------------------------------------------------------------------------------------------------
     :   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  :    11,815:     2,004        258      1,128      7,813      9,687     10,945     11,073:       870        742
Old  :    11,815:     2,004        258      1,128      7,813      9,687     10,945     11,073:       870        742
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :       436:       302         69        -61        167        376        408        384:        28         52
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0        2.2        9.5       66.1       82.0       92.6       93.7:       7.4        6.3
Old  :     100.0:      17.0        2.2        9.5       66.1       82.0       92.6       93.7:       7.4        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  :        38:        10          1          4         22         23         32         28:
Old  :        38:        10          1          4         22         23         32         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.2       51.5       65.1       67.7       15.7       17.0       24.7       24.2
Old  :                 46.2       51.5       65.1       67.7       15.7       17.0       24.7       24.2
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 - Futures Only, May 1, 2012                     
-------------------------------------------------------------------------------------------------------------------
     :   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  :   254,173:   109,953     10,768     19,115     81,872    203,083    210,940    232,966:    43,233     21,207
Old  :   175,482:    93,614     10,180      6,327     43,407    144,138    143,348    160,645:    32,134     14,837
Other:    78,691:    19,790      4,039      9,337     38,465     58,945     67,592     72,321:    11,099      6,370
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :   -14,246:    -6,568      1,499     -4,648     -2,096     -9,371    -13,312    -12,520:      -934     -1,726
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.3        4.2        7.5       32.2       79.9       83.0       91.7:      17.0        8.3
Old  :     100.0:      53.3        5.8        3.6       24.7       82.1       81.7       91.5:      18.3        8.5
Other:     100.0:      25.1        5.1       11.9       48.9       74.9       85.9       91.9:      14.1        8.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       228:        98         30         51         68         66        195        129:
Old  :       212:        93         25         35         57         59        166        111:
Other:       141:        40         24         28         52         45        110         85:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.9       40.7       17.7       53.0        9.2       36.4       16.5       47.3
Old  :                 12.4       46.1       21.0       57.5       12.3       44.2       21.0       54.4
Other:                 20.4       37.4       33.0       53.9       18.4       32.7       27.8       46.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, May 1, 2012                     
-------------------------------------------------------------------------------------------------------------------
     :   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  :    14,254:     3,939      4,585      1,037      6,297      7,174     11,273     12,796:     2,981      1,458
Old  :    11,378:     3,905      4,587        240      4,731      5,388      8,876     10,215:     2,502      1,163
Other:     2,876:       816        780         15      1,566      1,786      2,397      2,581:       479        295
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :    -1,106:      -147        521        -85       -277     -1,443       -509     -1,007:      -597        -99
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6       32.2        7.3       44.2       50.3       79.1       89.8:      20.9       10.2
Old  :     100.0:      34.3       40.3        2.1       41.6       47.4       78.0       89.8:      22.0       10.2
Other:     100.0:      28.4       27.1        0.5       54.5       62.1       83.3       89.7:      16.7       10.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        71:        23         18         13         22         15         53         40:
Old  :        68:        23         18          5         18         10         46         28:
Other:        32:         9          6          2          9         13         19         20:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.2       40.7       40.1       55.6       23.2       36.3       35.3       49.8
Old  :                 24.6       42.7       39.7       61.4       24.6       42.0       39.7       60.6
Other:                 59.4       52.2       73.5       74.7       58.1       50.1       71.5       72.7
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, May 1, 2012                     
-------------------------------------------------------------------------------------------------------------------
     :   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  :   953,779:   330,094    189,203      9,681    494,643    655,265    834,418    854,149:   119,361     99,630
Old  :   953,779:   330,094    189,203      9,681    494,643    655,265    834,418    854,149:   119,361     99,630
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :    36,024:    48,139      7,161        532    -17,455     32,279     31,216     39,972:     4,808     -3,948
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.6       19.8        1.0       51.9       68.7       87.5       89.6:      12.5       10.4
Old  :     100.0:      34.6       19.8        1.0       51.9       68.7       87.5       89.6:      12.5       10.4
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  :       229:        46         40         18         97         99        150        150:
Old  :       229:        46         40         18         97         99        150        150:
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  :                 21.3       27.0       32.8       37.2       19.9       26.4       29.2       36.5
Old  :                 21.3       27.0       32.8       37.2       19.9       26.4       29.2       36.5
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 - Futures Only, May 1, 2012                     
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,832,781:   212,287    357,043     27,572  1,320,307  1,128,384  1,560,166  1,512,999:   272,615    319,782
Old  : 1,832,781:   212,287    357,043     27,572  1,320,307  1,128,384  1,560,166  1,512,999:   272,615    319,782
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :    12,854:     9,723     -2,611      4,835      1,008     39,197     15,566     41,421:    -2,712    -28,567
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       19.5        1.5       72.0       61.6       85.1       82.6:      14.9       17.4
Old  :     100.0:      11.6       19.5        1.5       72.0       61.6       85.1       82.6:      14.9       17.4
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  :       303:        35         80         36        112        160        172        251:
Old  :       303:        35         80         36        112        160        172        251:
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  :                 29.5       16.5       39.6       23.7       27.4       13.1       36.6       19.0
Old  :                 29.5       16.5       39.6       23.7       27.4       13.1       36.6       19.0
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 - Futures Only, May 1, 2012                     
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,323,793:   385,865    185,851     19,409    678,053    865,256  1,083,327  1,070,516:   240,466    253,277
Old  : 1,323,793:   385,865    185,851     19,409    678,053    865,256  1,083,327  1,070,516:   240,466    253,277
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :     2,504:    -4,953     13,414      1,106     20,138    -15,319     16,291       -799:   -13,787      3,303
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1       14.0        1.5       51.2       65.4       81.8       80.9:      18.2       19.1
Old  :     100.0:      29.1       14.0        1.5       51.2       65.4       81.8       80.9:      18.2       19.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       194:        34         37         17         73        101        117        145:
Old  :       194:        34         37         17         73        101        117        145:
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  :                 25.2       19.9       38.2       28.5       22.3       18.5       33.8       24.8
Old  :                 25.2       19.9       38.2       28.5       22.3       18.5       33.8       24.8
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 - Futures Only, May 1, 2012                     
-------------------------------------------------------------------------------------------------------------------
     :   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  :   490,074:    48,779     83,702     65,354    348,383    293,841    462,516    442,897:    27,558     47,177
Old  :   490,074:    48,779     83,702     65,354    348,383    293,841    462,516    442,897:    27,558     47,177
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :   -33,490:      -324      7,464     -6,519    -24,899    -31,263    -31,742    -30,318:    -1,748     -3,172
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0       17.1       13.3       71.1       60.0       94.4       90.4:       5.6        9.6
Old  :     100.0:      10.0       17.1       13.3       71.1       60.0       94.4       90.4:       5.6        9.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:        11         22         26         46         46         73         79:
Old  :        85:        11         22         26         46         46         73         79:
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  :                 44.8       28.5       56.1       45.9       34.3       21.0       40.9       31.9
Old  :                 44.8       28.5       56.1       45.9       34.3       21.0       40.9       31.9
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 - Futures Only, May 1, 2012                     
-------------------------------------------------------------------------------------------------------------------
     :   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  :    56,222:    23,380      6,554         26     25,378     44,568     48,784     51,147:     7,438      5,075
Old  :    56,222:    23,380      6,554         26     25,378     44,568     48,784     51,147:     7,438      5,075
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :     5,880:     3,722        499         -4      2,263      4,798      5,981      5,292:      -101        588
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.6       11.7        0.0       45.1       79.3       86.8       91.0:      13.2        9.0
Old  :     100.0:      41.6       11.7        0.0       45.1       79.3       86.8       91.0:      13.2        9.0
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  :       110:        39         16          3         28         32         68         50:
Old  :       110:        39         16          3         28         32         68         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.2       38.6       44.1       56.3       28.2       38.6       44.1       56.3
Old  :                 28.2       38.6       44.1       56.3       28.2       38.6       44.1       56.3
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 - Futures Only, May 1, 2012                     
-------------------------------------------------------------------------------------------------------------------
     :   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  :   112,443:    46,760     13,107         51     50,756     89,135     97,567    102,293:    14,876     10,150
Old  :   112,443:    46,760     13,107         51     50,756     89,135     97,567    102,293:    14,876     10,150
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :    11,760:     7,443        997         -8      4,526      9,595     11,961     10,584:      -201      1,176
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.6       11.7        0.0       45.1       79.3       86.8       91.0:      13.2        9.0
Old  :     100.0:      41.6       11.7        0.0       45.1       79.3       86.8       91.0:      13.2        9.0
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  :       110:        39         16          3         28         32         68         50:
Old  :       110:        39         16          3         28         32         68         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.2       38.6       44.1       56.3       28.2       38.6       44.1       56.3
Old  :                 28.2       38.6       44.1       56.3       28.2       38.6       44.1       56.3
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 - Futures Only, May 1, 2012                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :     7,156:     4,728      5,743        891      1,449        500      7,068      7,134:        88         22
Old  :     7,156:     4,728      5,743        891      1,449        500      7,068      7,134:        88         22
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :      -277:      -376       -208          6         88        -77       -282       -279:         5          2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.1       80.3       12.5       20.2        7.0       98.8       99.7:       1.2        0.3
Old  :     100.0:      66.1       80.3       12.5       20.2        7.0       98.8       99.7:       1.2        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:        11          9          2          2          1         15         10:
Old  :        23:        11          9          2          2          1         15         10:
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  :                 61.9       68.7       88.9       95.9       61.9       61.0       82.1       83.4
Old  :                 61.9       68.7       88.9       95.9       61.9       61.0       82.1       83.4
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 - Futures Only, May 1, 2012                     
-------------------------------------------------------------------------------------------------------------------
     :   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  :     8,197:     2,503        522         14      5,494      7,549      8,011      8,085:       186        112
Old  :     8,197:     2,503        522         14      5,494      7,549      8,011      8,085:       186        112
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :       266:       322         20          0        -50        262        272        282:        -6        -16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5        6.4        0.2       67.0       92.1       97.7       98.6:       2.3        1.4
Old  :     100.0:      30.5        6.4        0.2       67.0       92.1       97.7       98.6:       2.3        1.4
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  :        30:         8          5          1          7         11         15         17:
Old  :        30:         8          5          1          7         11         15         17:
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  :                 69.6       80.8       90.6       90.3       69.4       80.7       90.5       90.2
Old  :                 69.6       80.8       90.6       90.3       69.4       80.7       90.5       90.2
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 - Futures Only, May 1, 2012                     
-------------------------------------------------------------------------------------------------------------------
     :   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  :     8,475:     1,268        722          0      6,933      7,701      8,201      8,423:       274         52
Old  :     8,475:     1,268        722          0      6,933      7,701      8,201      8,423:       274         52
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :      -187:      -388       -746          0        186        577       -202       -169:        15        -18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0        8.5        0.0       81.8       90.9       96.8       99.4:       3.2        0.6
Old  :     100.0:      15.0        8.5        0.0       81.8       90.9       96.8       99.4:       3.2        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         8          8          0          5         13         13         21:
Old  :        33:         8          8          0          5         13         13         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 87.7       61.4       94.5       79.5       87.7       61.4       94.5       79.5
Old  :                 87.7       61.4       94.5       79.5       87.7       61.4       94.5       79.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated May 4, 2012