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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, May 8, 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  :   438,240:   106,903    165,787     60,306    243,750    158,974    410,959    385,067:    27,281     53,173
Old  :   424,273:   107,745    168,597     51,504    239,327    153,926    398,576    374,027:    25,697     50,246
Other:    13,967:     4,196      2,228      3,764      4,423      5,048     12,383     11,040:     1,584      2,927
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :    10,738:      -106     19,325       -605     11,468    -11,277     10,757      7,443:       -19      3,295
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4       37.8       13.8       55.6       36.3       93.8       87.9:       6.2       12.1
Old  :     100.0:      25.4       39.7       12.1       56.4       36.3       93.9       88.2:       6.1       11.8
Other:     100.0:      30.0       16.0       26.9       31.7       36.1       88.7       79.0:      11.3       21.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       385:        94        167        109         78        101        244        316:
Old  :       384:        98        170         97         76        100        233        311:
Other:        94:        13         20          6         22         48         40         71:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.5       12.5       38.3       21.5       23.2       10.9       36.5       18.2
Old  :                 24.9       12.8       39.1       22.1       23.6       11.2       37.2       18.7
Other:                 65.9       43.8       76.8       52.3       38.5       12.8       44.6       20.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, May 8, 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  : 1,232,904:   307,959    149,387    195,494    606,351    652,075  1,109,804    996,956:   123,100    235,948
Old  :   711,350:   254,287    150,944     72,539    310,743    369,716    637,569    593,199:    73,781    118,151
Other:   521,554:   149,071     93,842     27,556    295,608    282,359    472,235    403,757:    49,319    117,797
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :     7,694:    -7,564    -14,188      6,761     11,445     15,565     10,642      8,138:    -2,948       -444
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0       12.1       15.9       49.2       52.9       90.0       80.9:      10.0       19.1
Old  :     100.0:      35.7       21.2       10.2       43.7       52.0       89.6       83.4:      10.4       16.6
Other:     100.0:      28.6       18.0        5.3       56.7       54.1       90.5       77.4:       9.5       22.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       734:       183        170        217        202        307        512        593:
Old  :       677:       194        141        127        151        274        398        495:
Other:       590:       116        138         85        137        267        307        448:
     :----------------------------------------------------------------------------------------------------
     :             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       11.2       24.1       17.7       13.6        8.2       22.2       13.4
Old  :                 15.7       12.3       27.2       19.5       15.7       11.4       26.6       17.6
Other:                 18.8       18.2       32.5       24.2       18.8       14.4       30.6       20.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, May 8, 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  :    11,477:     3,978        679         95      5,198      9,312      9,271     10,086:     2,206      1,391
Old  :    11,477:     3,978        679         95      5,198      9,312      9,271     10,086:     2,206      1,391
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :       940:       973         48         81       -231        832        823        961:       117        -21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.7        5.9        0.8       45.3       81.1       80.8       87.9:      19.2       12.1
Old  :     100.0:      34.7        5.9        0.8       45.3       81.1       80.8       87.9:      19.2       12.1
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  :        38:        14          6          3         15         12         31         19:
Old  :        38:        14          6          3         15         12         31         19:
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       68.6       48.4       80.4       26.0       56.8       45.3       68.5
Old  :                 27.2       68.6       48.4       80.4       26.0       56.8       45.3       68.5
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 8, 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  :   798,732:   302,014     52,091    126,727    302,581    518,595    731,322    697,413:    67,410    101,319
Old  :   352,842:   189,338     51,756     18,605    115,997    243,803    323,940    314,164:    28,902     38,678
Other:   445,890:   158,086     45,745     62,712    186,584    274,792    407,382    383,249:    38,508     62,641
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :    -8,392:    -8,588        232     -7,619      6,872     -3,932     -9,335    -11,319:       943      2,927
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.8        6.5       15.9       37.9       64.9       91.6       87.3:       8.4       12.7
Old  :     100.0:      53.7       14.7        5.3       32.9       69.1       91.8       89.0:       8.2       11.0
Other:     100.0:      35.5       10.3       14.1       41.8       61.6       91.4       86.0:       8.6       14.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       600:       238        118        186        159        208        482        448:
Old  :       534:       187        129         75         75        181        305        347:
Other:       484:       163         95        115        144        185        365        348:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.1       19.8       18.6       30.8        8.4       17.3       14.4       25.7
Old  :                 16.5       26.0       27.4       38.0       16.4       25.7       27.3       37.0
Other:                 13.8       23.4       22.4       32.2       11.4       17.1       18.3       23.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, May 8, 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  :   382,156:    97,577     74,712     50,217    198,721    228,795    346,515    353,724:    35,641     28,432
Old  :   246,933:    92,031     80,021     11,506    120,991    134,972    224,528    226,499:    22,405     20,434
Other:   135,223:    30,226     19,371     14,031     77,730     93,823    121,987    127,225:    13,236      7,998
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :    17,518:    -5,485      7,712      2,062     22,959      4,566     19,536     14,340:    -2,018      3,178
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5       19.6       13.1       52.0       59.9       90.7       92.6:       9.3        7.4
Old  :     100.0:      37.3       32.4        4.7       49.0       54.7       90.9       91.7:       9.1        8.3
Other:     100.0:      22.4       14.3       10.4       57.5       69.4       90.2       94.1:       9.8        5.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       289:        96         78         96         68         69        227        202:
Old  :       278:       104         79         55         58         64        190        173:
Other:       167:        53         42         34         48         43        125        102:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.1       27.6       30.9       37.3       11.4       20.5       19.0       28.7
Old  :                 25.9       25.8       35.5       36.5       25.4       24.8       34.8       34.5
Other:                 27.2       41.6       40.1       55.5       21.5       31.1       32.5       42.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, May 8, 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  :   611,630:    82,172     69,730      6,959    365,305    393,016    454,436    469,705:   157,194    141,925
Old  :   611,630:    82,172     69,730      6,959    365,305    393,016    454,436    469,705:   157,194    141,925
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :    40,291:    22,017     -5,401      4,511      6,098     44,203     32,626     43,313:     7,665     -3,022
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       11.4        1.1       59.7       64.3       74.3       76.8:      25.7       23.2
Old  :     100.0:      13.4       11.4        1.1       59.7       64.3       74.3       76.8:      25.7       23.2
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  :       170:        25         35         18         71         81        108        122:
Old  :       170:        25         35         18         71         81        108        122:
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  :                 20.1       15.7       31.3       26.5       18.4       14.6       26.5       23.8
Old  :                 20.1       15.7       31.3       26.5       18.4       14.6       26.5       23.8
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 8, 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  :   358,320:    44,715     27,359        179    250,804    276,426    295,698    303,964:    62,622     54,356
Old  :   358,320:    44,715     27,359        179    250,804    276,426    295,698    303,964:    62,622     54,356
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :     1,893:    -1,569      2,681          0        637     -1,434       -932      1,247:     2,825        646
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5        7.6        0.0       70.0       77.1       82.5       84.8:      17.5       15.2
Old  :     100.0:      12.5        7.6        0.0       70.0       77.1       82.5       84.8:      17.5       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  :        67:         7          6          2         37         40         44         48:
Old  :        67:         7          6          2         37         40         44         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.7       47.7       45.3       57.7       25.9       47.5       41.1       56.6
Old  :                 26.7       47.7       45.3       57.7       25.9       47.5       41.1       56.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, May 8, 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  :    11,936:     2,517        247      1,028      7,558      9,878     11,103     11,153:       833        783
Old  :    11,936:     2,517        247      1,028      7,558      9,878     11,103     11,153:       833        783
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :       121:       513        -11       -100       -255        191        158         80:       -37         41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1        2.1        8.6       63.3       82.8       93.0       93.4:       7.0        6.6
Old  :     100.0:      21.1        2.1        8.6       63.3       82.8       93.0       93.4:       7.0        6.6
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  :        38:         9          1          4         23         25         32         30:
Old  :        38:         9          1          4         23         25         32         30:
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  :                 49.4       55.3       65.0       68.5       18.9       20.0       27.7       26.9
Old  :                 49.4       55.3       65.0       68.5       18.9       20.0       27.7       26.9
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 8, 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  :   252,090:   109,747     10,636     17,184     85,414    203,544    212,345    231,364:    39,745     20,726
Old  :   170,191:    94,402      9,881      4,466     43,322    140,923    142,190    155,270:    28,001     14,921
Other:    81,899:    19,005      4,415      9,058     42,092     62,621     70,155     76,094:    11,744      5,805
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :    -2,083:      -206       -132     -1,931      3,542        461      1,405     -1,602:    -3,488       -481
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.5        4.2        6.8       33.9       80.7       84.2       91.8:      15.8        8.2
Old  :     100.0:      55.5        5.8        2.6       25.5       82.8       83.5       91.2:      16.5        8.8
Other:     100.0:      23.2        5.4       11.1       51.4       76.5       85.7       92.9:      14.3        7.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       222:       100         25         46         70         67        190        125:
Old  :       204:        87         27         27         59         60        158        105:
Other:       140:        41         22         28         54         46        109         86:
     :----------------------------------------------------------------------------------------------------
     :             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       41.8       18.2       53.7        9.1       38.6       16.8       49.6
Old  :                 12.8       47.4       21.9       58.7       12.8       47.0       21.9       57.5
Other:                 20.1       36.2       31.7       53.7       18.1       30.7       27.4       45.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, May 8, 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  :    13,831:     3,641      4,603        873      6,432      6,912     10,946     12,388:     2,885      1,443
Old  :    11,008:     3,605      4,623         56      4,890      5,253      8,551      9,932:     2,457      1,076
Other:     2,823:       832        776         21      1,542      1,659      2,395      2,456:       428        367
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :      -423:      -298         18       -164        135       -262       -327       -408:       -96        -15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3       33.3        6.3       46.5       50.0       79.1       89.6:      20.9       10.4
Old  :     100.0:      32.7       42.0        0.5       44.4       47.7       77.7       90.2:      22.3        9.8
Other:     100.0:      29.5       27.5        0.7       54.6       58.8       84.8       87.0:      15.2       13.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        72:        23         18         10         23         16         51         41:
Old  :        69:        23         18          3         19         10         45         28:
Other:        32:         9          6          3          9         13         20         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  :                 25.0       41.9       41.2       57.2       24.1       37.8       36.2       51.7
Old  :                 25.6       43.9       40.7       63.2       25.6       43.2       40.7       62.4
Other:                 59.5       49.5       74.0       71.8       58.3       46.9       71.5       69.2
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, May 8, 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  :   997,915:   349,335    211,067     11,628    518,805    681,691    879,768    904,386:   118,147     93,529
Old  :   997,915:   349,335    211,067     11,628    518,805    681,691    879,768    904,386:   118,147     93,529
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :    44,136:    19,241     21,864      1,947     24,162     26,426     45,350     50,237:    -1,214     -6,101
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.0       21.2        1.2       52.0       68.3       88.2       90.6:      11.8        9.4
Old  :     100.0:      35.0       21.2        1.2       52.0       68.3       88.2       90.6:      11.8        9.4
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  :       233:        47         45         18         98         97        154        151:
Old  :       233:        47         45         18         98         97        154        151:
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  :                 21.6       29.1       33.0       39.5       20.2       28.5       28.9       38.3
Old  :                 21.6       29.1       33.0       39.5       20.2       28.5       28.9       38.3
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 8, 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  : 1,884,542:   231,373    364,101     30,815  1,340,437  1,154,286  1,602,625  1,549,202:   281,917    335,340
Old  : 1,884,542:   231,373    364,101     30,815  1,340,437  1,154,286  1,602,625  1,549,202:   281,917    335,340
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :    51,761:    19,086      7,058      3,243     20,130     25,902     42,459     36,203:     9,302     15,558
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       19.3        1.6       71.1       61.3       85.0       82.2:      15.0       17.8
Old  :     100.0:      12.3       19.3        1.6       71.1       61.3       85.0       82.2:      15.0       17.8
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  :       300:        34         77         30        118        155        170        244:
Old  :       300:        34         77         30        118        155        170        244:
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  :                 28.1       18.4       38.0       25.5       26.0       15.4       34.4       21.5
Old  :                 28.1       18.4       38.0       25.5       26.0       15.4       34.4       21.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, May 8, 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  : 1,369,668:   387,651    180,606     19,201    723,050    903,096  1,129,902  1,102,903:   239,766    266,765
Old  : 1,369,668:   387,651    180,606     19,201    723,050    903,096  1,129,902  1,102,903:   239,766    266,765
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :    45,875:     1,786     -5,245       -208     44,997     37,840     46,575     32,387:      -700     13,488
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3       13.2        1.4       52.8       65.9       82.5       80.5:      17.5       19.5
Old  :     100.0:      28.3       13.2        1.4       52.8       65.9       82.5       80.5:      17.5       19.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       199:        34         36         19         77        103        122        147:
Old  :       199:        34         36         19         77        103        122        147:
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  :                 25.5       20.2       38.7       28.7       22.2       19.0       33.8       26.3
Old  :                 25.5       20.2       38.7       28.7       22.2       19.0       33.8       26.3
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 8, 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  :   499,715:    44,827     79,594     69,964    360,553    304,485    475,344    454,043:    24,371     45,672
Old  :   499,715:    44,827     79,594     69,964    360,553    304,485    475,344    454,043:    24,371     45,672
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :     9,641:    -3,952     -4,108      4,610     12,170     10,644     12,828     11,146:    -3,187     -1,505
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0       15.9       14.0       72.2       60.9       95.1       90.9:       4.9        9.1
Old  :     100.0:       9.0       15.9       14.0       72.2       60.9       95.1       90.9:       4.9        9.1
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  :        86:        13         19         26         48         49         75         81:
Old  :        86:        13         19         26         48         49         75         81:
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  :                 42.8       27.7       54.4       44.9       33.4       19.2       38.9       29.8
Old  :                 42.8       27.7       54.4       44.9       33.4       19.2       38.9       29.8
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 8, 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  :    51,824:    18,077      9,697        111     26,458     37,725     44,646     47,532:     7,178      4,292
Old  :    51,824:    18,077      9,697        111     26,458     37,725     44,646     47,532:     7,178      4,292
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :    -4,398:    -5,303      3,143         85      1,080     -6,843     -4,138     -3,615:      -260       -784
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.9       18.7        0.2       51.1       72.8       86.1       91.7:      13.9        8.3
Old  :     100.0:      34.9       18.7        0.2       51.1       72.8       86.1       91.7:      13.9        8.3
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  :        97:        28         14          3         30         31         60         46:
Old  :        97:        28         14          3         30         31         60         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.7       40.6       42.5       59.4       28.7       40.6       42.5       59.2
Old  :                 28.7       40.6       42.5       59.4       28.7       40.6       42.5       59.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, May 8, 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  :   103,647:    36,154     19,393        221     52,916     75,450     89,291     95,064:    14,356      8,583
Old  :   103,647:    36,154     19,393        221     52,916     75,450     89,291     95,064:    14,356      8,583
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :    -8,796:   -10,606      6,286        170      2,160    -13,685     -8,276     -7,229:      -520     -1,567
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.9       18.7        0.2       51.1       72.8       86.1       91.7:      13.9        8.3
Old  :     100.0:      34.9       18.7        0.2       51.1       72.8       86.1       91.7:      13.9        8.3
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  :        97:        28         14          3         30         31         60         46:
Old  :        97:        28         14          3         30         31         60         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.7       40.6       42.5       59.4       28.7       40.6       42.5       59.2
Old  :                 28.7       40.6       42.5       59.4       28.7       40.6       42.5       59.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders - Futures Only, May 8, 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  :     7,091:     4,744      5,638        891      1,361        550      6,996      7,079:        95         12
Old  :     7,091:     4,744      5,638        891      1,361        550      6,996      7,079:        95         12
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :       -65:        16       -105          0        -88         50        -72        -55:         7        -10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.9       79.5       12.6       19.2        7.8       98.7       99.8:       1.3        0.2
Old  :     100.0:      66.9       79.5       12.6       19.2        7.8       98.7       99.8:       1.3        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:        11          9          2          1          2         14         11:
Old  :        23:        11          9          2          1          2         14         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.5       69.3       89.7       95.9       62.5       61.2       82.9       83.4
Old  :                 62.5       69.3       89.7       95.9       62.5       61.2       82.9       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 8, 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  :     8,219:     2,185        408        222      5,643      7,481      8,050      8,111:       169        108
Old  :     8,219:     2,185        408        222      5,643      7,481      8,050      8,111:       169        108
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :        22:      -318       -114        208        149        -68         39         26:       -17         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6        5.0        2.7       68.7       91.0       97.9       98.7:       2.1        1.3
Old  :     100.0:      26.6        5.0        2.7       68.7       91.0       97.9       98.7:       2.1        1.3
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  :        30:         8          4          2          7         11         16         17:
Old  :        30:         8          4          2          7         11         16         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  :                 69.3       79.9       88.0       90.1       69.1       79.9       87.8       89.4
Old  :                 69.3       79.9       88.0       90.1       69.1       79.9       87.8       89.4
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 - Futures Only, May 8, 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  :     8,485:     1,334        590          0      6,890      7,843      8,224      8,433:       261         52
Old  :     8,485:     1,334        590          0      6,890      7,843      8,224      8,433:       261         52
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :        10:        66       -132          0        -43        142         23         10:       -13          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7        7.0        0.0       81.2       92.4       96.9       99.4:       3.1        0.6
Old  :     100.0:      15.7        7.0        0.0       81.2       92.4       96.9       99.4:       3.1        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  :        31:         8          6          0          5         13         13         19:
Old  :        31:         8          6          0          5         13         13         19:
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  :                 87.6       62.5       94.3       81.3       87.6       62.5       94.3       81.3
Old  :                 87.6       62.5       94.3       81.3       87.6       62.5       94.3       81.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated May 11, 2012