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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, May 15, 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  :   438,113:   107,213    167,966     59,253    242,992    157,918    409,458    385,137:    28,655     52,976
Old  :   422,922:   107,690    170,802     50,260    238,013    152,032    395,963    373,094:    26,959     49,828
Other:    15,191:     4,639      2,280      3,877      4,979      5,886     13,495     12,043:     1,696      3,148
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :      -127:       310      2,179     -1,053       -758     -1,056     -1,501         70:     1,374       -197
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5       38.3       13.5       55.5       36.0       93.5       87.9:       6.5       12.1
Old  :     100.0:      25.5       40.4       11.9       56.3       35.9       93.6       88.2:       6.4       11.8
Other:     100.0:      30.5       15.0       25.5       32.8       38.7       88.8       79.3:      11.2       20.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       382:        98        162        109         79        101        249        308:
Old  :       382:       101        164         98         77         98        238        303:
Other:        99:        12         23          8         22         53         41         79:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.4       11.2       38.8       20.2       22.9        9.7       36.3       17.8
Old  :                 24.9       11.5       39.6       20.8       23.4       10.0       37.1       18.4
Other:                 62.4       41.7       75.3       51.3       37.9       13.0       44.3       21.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, May 15, 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  : 1,232,055:   303,486    178,172    189,363    613,664    621,132  1,106,513    988,667:   125,542    243,388
Old  :   699,694:   249,720    177,349     70,985    305,361    333,535    626,066    581,869:    73,628    117,825
Other:   532,361:   145,723     92,780     26,421    308,303    287,597    480,447    406,798:    51,914    125,563
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :      -849:    -4,473     28,785     -6,131      7,313    -30,943     -3,291     -8,289:     2,442      7,440
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       14.5       15.4       49.8       50.4       89.8       80.2:      10.2       19.8
Old  :     100.0:      35.7       25.3       10.1       43.6       47.7       89.5       83.2:      10.5       16.8
Other:     100.0:      27.4       17.4        5.0       57.9       54.0       90.2       76.4:       9.8       23.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       718:       160        185        208        204        296        488        589:
Old  :       656:       169        152        120        152        265        376        488:
Other:       574:       114        131         76        136        262        299        432:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.4       10.7       23.5       17.2       13.2        7.9       21.7       13.3
Old  :                 15.1       11.7       25.4       20.4       15.1       11.1       25.1       18.8
Other:                 18.9       16.9       31.8       22.9       18.6       13.7       30.3       18.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, May 15, 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  :    11,865:     4,305        875        171      5,365      9,307      9,841     10,353:     2,024      1,512
Old  :    11,865:     4,305        875        171      5,365      9,307      9,841     10,353:     2,024      1,512
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :       388:       327        196         76        167         -5        570        267:      -182        121
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.3        7.4        1.4       45.2       78.4       82.9       87.3:      17.1       12.7
Old  :     100.0:      36.3        7.4        1.4       45.2       78.4       82.9       87.3:      17.1       12.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        13          7          4         16         13         31         23:
Old  :        40:        13          7          4         16         13         31         23:
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  :                 27.0       66.1       49.5       78.1       26.6       56.9       46.4       66.6
Old  :                 27.0       66.1       49.5       78.1       26.6       56.9       46.4       66.6
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 15, 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  :   790,836:   290,270     47,448    130,700    308,399    519,662    729,369    697,810:    61,467     93,026
Old  :   327,891:   168,110     46,146     20,590    115,690    228,932    304,390    295,668:    23,501     32,223
Other:   462,945:   163,506     42,648     68,764    192,709    290,730    424,979    402,142:    37,966     60,803
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :    -7,896:   -11,744     -4,643      3,973      5,818      1,067     -1,953        397:    -5,943     -8,293
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.7        6.0       16.5       39.0       65.7       92.2       88.2:       7.8       11.8
Old  :     100.0:      51.3       14.1        6.3       35.3       69.8       92.8       90.2:       7.2        9.8
Other:     100.0:      35.3        9.2       14.9       41.6       62.8       91.8       86.9:       8.2       13.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       604:       239        115        201        161        210        491        461:
Old  :       532:       196        118         75         75        181        304        345:
Other:       494:       167         96        121        143        188        376        354:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.4       21.7       20.1       31.6        8.6       17.4       14.7       25.3
Old  :                 19.9       25.7       31.4       36.9       19.7       25.7       31.3       36.1
Other:                 13.8       24.9       22.2       33.5       11.2       18.6       17.6       25.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, May 15, 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  :   387,515:    89,638     81,115     53,255    211,822    218,332    354,715    352,702:    32,800     34,813
Old  :   249,478:    84,039     86,766     13,674    132,224    123,225    229,937    223,665:    19,541     25,813
Other:   138,037:    31,030     19,780     14,150     79,598     95,107    124,778    129,037:    13,259      9,000
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :     5,359:    -7,939      6,403      3,038     13,101    -10,463      8,200     -1,022:    -2,841      6,381
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       20.9       13.7       54.7       56.3       91.5       91.0:       8.5        9.0
Old  :     100.0:      33.7       34.8        5.5       53.0       49.4       92.2       89.7:       7.8       10.3
Other:     100.0:      22.5       14.3       10.3       57.7       68.9       90.4       93.5:       9.6        6.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       282:        86         79         85         73         68        208        206:
Old  :       271:        93         80         49         64         62        175        179:
Other:       170:        54         38         36         53         44        129        103:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.7       24.2       32.0       33.5       13.0       16.4       20.7       24.7
Old  :                 27.1       20.3       37.6       30.5       26.6       19.6       37.0       29.2
Other:                 26.9       41.9       39.9       55.5       21.1       30.7       32.4       41.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, May 15, 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  :   645,984:    93,668     85,676      9,145    375,673    399,698    478,486    494,519:   167,498    151,465
Old  :   645,984:    93,668     85,676      9,145    375,673    399,698    478,486    494,519:   167,498    151,465
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :    34,354:    11,496     15,946      2,186     10,368      6,682     24,050     24,814:    10,304      9,540
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       13.3        1.4       58.2       61.9       74.1       76.6:      25.9       23.4
Old  :     100.0:      14.5       13.3        1.4       58.2       61.9       74.1       76.6:      25.9       23.4
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  :       176:        31         38         22         69         80        114        126:
Old  :       176:        31         38         22         69         80        114        126:
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  :                 21.7       15.3       32.5       25.7       20.3       14.8       28.1       24.7
Old  :                 21.7       15.3       32.5       25.7       20.3       14.8       28.1       24.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders - Futures Only, May 15, 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  :   365,348:    45,450     28,414        179    254,251    280,360    299,880    308,953:    65,468     56,395
Old  :   365,348:    45,450     28,414        179    254,251    280,360    299,880    308,953:    65,468     56,395
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :     7,028:       735      1,055          0      3,447      3,934      4,182      4,989:     2,846      2,039
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4        7.8        0.0       69.6       76.7       82.1       84.6:      17.9       15.4
Old  :     100.0:      12.4        7.8        0.0       69.6       76.7       82.1       84.6:      17.9       15.4
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  :        69:         7          5          2         40         42         47         49:
Old  :        69:         7          5          2         40         42         47         49:
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  :                 26.1       48.6       44.2       57.8       25.2       48.4       40.5       57.4
Old  :                 26.1       48.6       44.2       57.8       25.2       48.4       40.5       57.4
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 15, 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  :    12,787:     2,736        162      1,086      8,462     10,980     12,284     12,228:       503        559
Old  :    12,787:     2,736        162      1,086      8,462     10,980     12,284     12,228:       503        559
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :       851:       219        -85         58        904      1,102      1,181      1,075:      -330       -224
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4        1.3        8.5       66.2       85.9       96.1       95.6:       3.9        4.4
Old  :     100.0:      21.4        1.3        8.5       66.2       85.9       96.1       95.6:       3.9        4.4
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  :        40:        10          2          5         23         26         33         33:
Old  :        40:        10          2          5         23         26         33         33:
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  :                 50.9       56.7       67.3       71.6       18.9       21.5       27.5       27.4
Old  :                 50.9       56.7       67.3       71.6       18.9       21.5       27.5       27.4
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 15, 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  :   251,245:   104,901     12,153     18,246     86,629    199,924    209,776    230,323:    41,469     20,922
Old  :   165,917:    88,363     11,811      5,411     43,009    133,920    136,783    151,142:    29,134     14,775
Other:    85,328:    20,132      3,936      9,241     43,620     66,004     72,993     79,181:    12,335      6,147
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :      -845:    -4,846      1,517      1,062      1,215     -3,620     -2,569     -1,041:     1,724        196
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.8        4.8        7.3       34.5       79.6       83.5       91.7:      16.5        8.3
Old  :     100.0:      53.3        7.1        3.3       25.9       80.7       82.4       91.1:      17.6        8.9
Other:     100.0:      23.6        4.6       10.8       51.1       77.4       85.5       92.8:      14.5        7.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       223:        99         28         50         67         64        191        125:
Old  :       205:        87         29         27         57         60        155        108:
Other:       139:        43         21         28         53         44        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  :                  9.3       39.8       17.2       52.7        8.7       37.0       15.7       47.6
Old  :                 11.6       44.9       20.6       56.6       11.6       44.5       20.6       55.2
Other:                 18.7       36.3       30.7       53.4       14.3       31.5       22.9       45.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, May 15, 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  :    14,017:     3,922      4,321      1,047      6,261      7,323     11,230     12,691:     2,787      1,326
Old  :    11,027:     4,000      4,444          7      4,737      5,623      8,744     10,074:     2,283        953
Other:     2,990:       912        867         50      1,524      1,700      2,486      2,617:       504        373
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :       186:       281       -282        174       -171        411        284        303:       -98       -117
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0       30.8        7.5       44.7       52.2       80.1       90.5:      19.9        9.5
Old  :     100.0:      36.3       40.3        0.1       43.0       51.0       79.3       91.4:      20.7        8.6
Other:     100.0:      30.5       29.0        1.7       51.0       56.9       83.1       87.5:      16.9       12.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        78:        28         17         13         23         16         57         43:
Old  :        76:        28         19          2         19         11         49         30:
Other:        36:        10          9          3          9         13         21         23:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.4       45.0       40.7       60.0       23.5       38.5       35.9       53.2
Old  :                 25.1       47.8       39.9       67.0       25.1       47.3       39.9       66.2
Other:                 55.6       49.5       68.6       70.0       53.8       47.0       66.5       67.5
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, May 15, 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  : 1,015,401:   351,400    242,425     12,337    531,003    663,322    894,740    918,084:   120,661     97,317
Old  : 1,015,401:   351,400    242,425     12,337    531,003    663,322    894,740    918,084:   120,661     97,317
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :    17,486:     2,065     31,358        709     12,198    -18,369     14,972     13,698:     2,514      3,788
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.6       23.9        1.2       52.3       65.3       88.1       90.4:      11.9        9.6
Old  :     100.0:      34.6       23.9        1.2       52.3       65.3       88.1       90.4:      11.9        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  :       226:        45         44         19         97        100        152        153:
Old  :       226:        45         44         19         97        100        152        153:
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  :                 21.4       28.7       32.6       42.0       20.2       28.1       30.4       40.7
Old  :                 21.4       28.7       32.6       42.0       20.2       28.1       30.4       40.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, May 15, 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  : 1,906,411:   190,868    354,260     39,987  1,368,713  1,204,057  1,599,568  1,598,304:   306,843    308,107
Old  : 1,906,411:   190,868    354,260     39,987  1,368,713  1,204,057  1,599,568  1,598,304:   306,843    308,107
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :    21,869:   -40,505     -9,841      9,172     28,276     49,771     -3,057     49,102:    24,926    -27,233
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0       18.6        2.1       71.8       63.2       83.9       83.8:      16.1       16.2
Old  :     100.0:      10.0       18.6        2.1       71.8       63.2       83.9       83.8:      16.1       16.2
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  :       303:        34         79         31        125        153        178        244:
Old  :       303:        34         79         31        125        153        178        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  :                 29.8       18.8       39.4       25.7       26.6       16.1       35.1       21.9
Old  :                 29.8       18.8       39.4       25.7       26.6       16.1       35.1       21.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, May 15, 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  : 1,408,673:   475,694    196,468     23,060    675,867    933,334  1,174,621  1,152,862:   234,052    255,811
Old  : 1,408,673:   475,694    196,468     23,060    675,867    933,334  1,174,621  1,152,862:   234,052    255,811
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :    39,005:    88,043     15,862      3,859    -47,183     30,238     44,719     49,959:    -5,714    -10,954
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.8       13.9        1.6       48.0       66.3       83.4       81.8:      16.6       18.2
Old  :     100.0:      33.8       13.9        1.6       48.0       66.3       83.4       81.8:      16.6       18.2
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  :       205:        35         39         26         76        110        127        159:
Old  :       205:        35         39         26         76        110        127        159:
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  :                 30.5       19.8       42.5       28.1       27.7       18.6       37.7       25.9
Old  :                 30.5       19.8       42.5       28.1       27.7       18.6       37.7       25.9
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 15, 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  :   528,528:    42,074     83,137     75,634    389,001    320,797    506,709    479,568:    21,819     48,960
Old  :   528,528:    42,074     83,137     75,634    389,001    320,797    506,709    479,568:    21,819     48,960
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :    28,813:    -2,753      3,543      5,670     28,448     16,312     31,365     25,525:    -2,552      3,288
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       15.7       14.3       73.6       60.7       95.9       90.7:       4.1        9.3
Old  :     100.0:       8.0       15.7       14.3       73.6       60.7       95.9       90.7:       4.1        9.3
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  :        90:        15         18         26         50         51         77         84:
Old  :        90:        15         18         26         50         51         77         84:
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  :                 40.5       27.0       52.5       43.0       31.2       18.3       36.7       27.3
Old  :                 40.5       27.0       52.5       43.0       31.2       18.3       36.7       27.3
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 15, 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  :    50,060:    17,836      8,465         33     24,496     37,100     42,364     45,598:     7,696      4,463
Old  :    50,060:    17,836      8,465         33     24,496     37,100     42,364     45,598:     7,696      4,463
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :    -1,764:      -242     -1,232        -78     -1,963       -626     -2,282     -1,935:       518        171
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.6       16.9        0.1       48.9       74.1       84.6       91.1:      15.4        8.9
Old  :     100.0:      35.6       16.9        0.1       48.9       74.1       84.6       91.1:      15.4        8.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       101:        28         17          3         32         32         62         50:
Old  :       101:        28         17          3         32         32         62         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  :                 27.0       40.8       39.9       58.7       27.0       40.8       39.9       57.9
Old  :                 27.0       40.8       39.9       58.7       27.0       40.8       39.9       57.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, May 15, 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  :   100,120:    35,671     16,930         66     48,991     74,199     84,728     91,195:    15,392      8,925
Old  :   100,120:    35,671     16,930         66     48,991     74,199     84,728     91,195:    15,392      8,925
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :    -3,527:      -483     -2,463       -155     -3,925     -1,251     -4,563     -3,869:     1,036        342
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.6       16.9        0.1       48.9       74.1       84.6       91.1:      15.4        8.9
Old  :     100.0:      35.6       16.9        0.1       48.9       74.1       84.6       91.1:      15.4        8.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       101:        28         17          3         32         32         62         50:
Old  :       101:        28         17          3         32         32         62         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  :                 27.0       40.8       39.9       58.7       27.0       40.8       39.9       57.9
Old  :                 27.0       40.8       39.9       58.7       27.0       40.8       39.9       57.9
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 15, 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  :     6,976:     4,437      5,532        898      1,494        500      6,829      6,930:       147         46
Old  :     6,976:     4,437      5,532        898      1,494        500      6,829      6,930:       147         46
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :      -115:      -307       -106          7        133        -50       -167       -149:        52         34
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.6       79.3       12.9       21.4        7.2       97.9       99.3:       2.1        0.7
Old  :     100.0:      63.6       79.3       12.9       21.4        7.2       97.9       99.3:       2.1        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:        10          8          2          2          1         14          9:
Old  :        21:        10          8          2          2          1         14          9:
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  :                 63.5       72.1       90.6       98.4       63.5       63.8       81.3       85.5
Old  :                 63.5       72.1       90.6       98.4       63.5       63.8       81.3       85.5
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 15, 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  :     8,409:     2,170        472        217      5,807      7,596      8,194      8,285:       215        124
Old  :     8,409:     2,170        472        217      5,807      7,596      8,194      8,285:       215        124
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :       190:       -15         64         -5        164        115        144        174:        46         16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8        5.6        2.6       69.1       90.3       97.4       98.5:       2.6        1.5
Old  :     100.0:      25.8        5.6        2.6       69.1       90.3       97.4       98.5:       2.6        1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         8          5          2          6         11         15         17:
Old  :        29:         8          5          2          6         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  :                 71.2       79.8       87.7       90.3       71.1       79.7       87.5       88.8
Old  :                 71.2       79.8       87.7       90.3       71.1       79.7       87.5       88.8
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 15, 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  :     8,647:     1,130        690          0      7,266      7,879      8,396      8,569:       251         78
Old  :     8,647:     1,130        690          0      7,266      7,879      8,396      8,569:       251         78
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :       162:      -204        100          0        376         36        172        136:       -10         26
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1        8.0        0.0       84.0       91.1       97.1       99.1:       2.9        0.9
Old  :     100.0:      13.1        8.0        0.0       84.0       91.1       97.1       99.1:       2.9        0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         6          6          0          4         14         10         20:
Old  :        29:         6          6          0          4         14         10         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 93.3       62.8       96.3       80.8       93.3       62.8       96.2       80.8
Old  :                 93.3       62.8       96.3       80.8       93.3       62.8       96.2       80.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated May 21, 2012