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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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  :   546,285:   107,841     98,436    149,043    259,418    248,191    516,302    495,670:    29,983     50,615
Old  :   526,185:   104,201     97,534    141,145    252,963    240,673    498,310    479,352:    27,875     46,833
Other:    20,100:     5,658      2,921      5,879      6,455      7,518     17,992     16,318:     2,108      3,782
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :       731:     1,820     -3,458        823       -843      3,946      1,800      1,312:    -1,069       -581
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       18.0       27.3       47.5       45.4       94.5       90.7:       5.5        9.3
Old  :     100.0:      19.8       18.5       26.8       48.1       45.7       94.7       91.1:       5.3        8.9
Other:     100.0:      28.1       14.5       29.2       32.1       37.4       89.5       81.2:      10.5       18.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       395:       110        145        146         92        121        294        330:
Old  :       392:       108        150        138         90        120        284        326:
Other:       115:        19         26         14         27         56         55         90:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.0       14.2       29.8       21.6       16.5       12.6       26.9       18.3
Old  :                 18.4       14.7       30.4       22.0       16.9       13.1       27.5       19.0
Other:                 55.0       43.0       68.1       53.5       30.8       15.7       38.7       23.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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  : 1,681,497:   264,127    151,496    510,383    745,723    723,125  1,520,233  1,385,005:   161,263    296,492
Old  :   946,029:   194,259    143,449    284,981    378,054    384,422    857,293    812,852:    88,736    133,177
Other:   735,468:   143,641     81,820    151,630    367,670    338,703    662,940    572,153:    72,528    163,315
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :   -18,251:   -23,767     18,232    -15,471     18,357    -24,836    -20,881    -22,075:     2,631      3,824
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7        9.0       30.4       44.3       43.0       90.4       82.4:       9.6       17.6
Old  :     100.0:      20.5       15.2       30.1       40.0       40.6       90.6       85.9:       9.4       14.1
Other:     100.0:      19.5       11.1       20.6       50.0       46.1       90.1       77.8:       9.9       22.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       751:       185        189        262        257        325        575        657:
Old  :       685:       171        169        181        218        296        474        563:
Other:       616:       127        147        171        184        289        409        518:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.0       10.5       18.8       16.0        9.6        6.0       15.9        9.4
Old  :                 11.6       12.3       20.4       18.8       11.4       10.6       18.4       15.1
Other:                 14.4       13.6       24.5       18.6       12.6       11.0       21.1       15.5
 
CORN CSO - CHICAGO BOARD OF TRADE                                                                       Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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  :     5,591:     1,381      1,148      2,812      1,181      1,149      5,373      5,109:       218        482
Old  :     5,307:     1,130        918      2,807      1,181      1,149      5,117      4,874:       190        433
Other:       284:       251        230          5          0          0        256        235:        28         49
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :    -1,090:      -418        295       -403       -119     -1,035       -940     -1,143:      -150         53
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7       20.5       50.3       21.1       20.6       96.1       91.4:       3.9        8.6
Old  :     100.0:      21.3       17.3       52.9       22.2       21.7       96.4       91.8:       3.6        8.2
Other:     100.0:      88.4       81.0        1.8        0.0        0.0       90.2       82.8:       9.8       17.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         6          8          8          4          8         17         17:
Old  :        21:         5          8          8          4          8         16         17:
Other:         4:         1          3          2          0          0          3          3:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 47.3       53.7       70.8       77.4       25.1       25.1       38.1       32.9
Old  :                 49.7       52.4       74.5       77.1       25.6       23.0       36.8       30.4
Other:                 90.2       82.8       90.2       82.8       88.4       81.0       88.4       81.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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  :    11,899:     1,960      1,159        963      6,577      7,785      9,501      9,907:     2,398      1,992
Old  :    11,899:     1,960      1,159        963      6,577      7,785      9,501      9,907:     2,398      1,992
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :      -988:    -1,997        629         88        700     -2,149     -1,209     -1,432:       221        444
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5        9.7        8.1       55.3       65.4       79.8       83.3:      20.2       16.7
Old  :     100.0:      16.5        9.7        8.1       55.3       65.4       79.8       83.3:      20.2       16.7
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  :        41:        15          6          8         16         11         33         25:
Old  :        41:        15          6          8         16         11         33         25:
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  :                 30.6       53.9       49.7       68.0       29.2       45.0       42.7       55.7
Old  :                 30.6       53.9       49.7       68.0       29.2       45.0       42.7       55.7
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 with Delta-adjusted Options and Futures Combined, May 29, 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  : 1,093,933:   254,023     49,649    373,167    396,325    567,390  1,023,515    990,206:    70,418    103,727
Old  :   446,287:   140,677     38,136    139,890    139,701    235,859    420,267    413,884:    26,020     32,402
Other:   647,646:   141,910     40,077    204,714    256,624    331,531    603,248    576,322:    44,398     71,324
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :   -14,805:    -2,132      1,517     -9,340     -1,589     -4,832    -13,061    -12,655:    -1,744     -2,150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2        4.5       34.1       36.2       51.9       93.6       90.5:       6.4        9.5
Old  :     100.0:      31.5        8.5       31.3       31.3       52.8       94.2       92.7:       5.8        7.3
Other:     100.0:      21.9        6.2       31.6       39.6       51.2       93.1       89.0:       6.9       11.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       618:       248        132        275        167        210        526        525:
Old  :       543:       195        138        168        110        184        376        422:
Other:       516:       180        119        200        151        197        417        435:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.9       17.4       18.3       25.2        6.5       12.3       11.0       17.2
Old  :                 13.8       19.9       22.3       29.0       12.7       17.5       20.5       24.8
Other:                 12.4       19.5       20.7       28.2        8.0       11.8       13.0       16.8
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                                                    Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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  :    16,348:     2,925      2,861      7,874      5,228      4,867     16,026     15,602:       322        746
Old  :    16,201:     2,817      2,823      7,839      5,228      4,867     15,883     15,529:       318        672
Other:       147:       108         38         35          0          0        143         73:         4         74
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :      -155:      -202       -212         14         34         14       -153       -183:        -2         28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       17.5       48.2       32.0       29.8       98.0       95.4:       2.0        4.6
Old  :     100.0:      17.4       17.4       48.4       32.3       30.0       98.0       95.9:       2.0        4.1
Other:     100.0:      73.5       25.9       23.8        0.0        0.0       97.3       49.8:       2.7       50.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         9          9         11          9         14         23         29:
Old  :        33:         9          9         11          9         14         23         29:
Other:         2:         1          1          2          0          0          2          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.3       55.4       82.1       70.8       19.6       15.9       23.9       21.8
Old  :                 61.0       55.5       81.9       71.0       19.1       15.8       23.4       21.7
Other:                 97.3       49.8       97.3       49.8       73.5       25.9       73.5       25.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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  :   470,165:    64,918     92,284    110,085    262,247    229,736    437,251    432,106:    32,914     38,059
Old  :   306,694:    62,148     99,892     53,514    172,237    123,952    287,899    277,358:    18,794     29,336
Other:   163,472:    32,030     21,652     27,311     90,010    105,784    149,352    154,748:    14,120      8,723
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :     3,142:    -6,775      4,413      6,571      2,405    -10,234      2,202        750:       941      2,393
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8       19.6       23.4       55.8       48.9       93.0       91.9:       7.0        8.1
Old  :     100.0:      20.3       32.6       17.4       56.2       40.4       93.9       90.4:       6.1        9.6
Other:     100.0:      19.6       13.2       16.7       55.1       64.7       91.4       94.7:       8.6        5.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       305:        61        109        123         78         77        235        253:
Old  :       294:        76        107         91         72         74        201        235:
Other:       186:        51         52         64         60         53        154        135:
     :----------------------------------------------------------------------------------------------------
     :             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       19.7       29.2       29.0        9.8        9.4       15.9       15.3
Old  :                 24.4       12.2       34.3       21.5       18.9        8.7       26.6       15.4
Other:                 22.4       38.6       35.6       51.0       17.4       27.4       27.5       37.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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  :   913,396:    92,396     41,179     90,660    525,379    609,245    708,436    741,084:   204,961    172,313
Old  :   913,396:    92,396     41,179     90,660    525,379    609,245    708,436    741,084:   204,961    172,313
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :     8,644:    -3,840     -5,699    -44,655     43,072     60,228     -5,423      9,874:    14,067     -1,230
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1        4.5        9.9       57.5       66.7       77.6       81.1:      22.4       18.9
Old  :     100.0:      10.1        4.5        9.9       57.5       66.7       77.6       81.1:      22.4       18.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       161:        34         27         39         82         81        136        127:
Old  :       161:        34         27         39         82         81        136        127:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.8       17.6       29.3       27.7       17.1       12.9       23.4       20.7
Old  :                 18.8       17.6       29.3       27.7       17.1       12.9       23.4       20.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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  :   404,525:    42,656     20,726      9,416    264,745    299,897    316,817    330,039:    87,708     74,486
Old  :   404,525:    42,656     20,726      9,416    264,745    299,897    316,817    330,039:    87,708     74,486
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :    40,733:    -2,003     -5,979      9,189     14,528     23,721     21,714     26,931:    19,019     13,802
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5        5.1        2.3       65.4       74.1       78.3       81.6:      21.7       18.4
Old  :     100.0:      10.5        5.1        2.3       65.4       74.1       78.3       81.6:      21.7       18.4
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  :        62:         6          6          6         37         36         46         46:
Old  :        62:         6          6          6         37         36         46         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  :                 24.9       43.3       40.7       54.1       23.4       39.0       35.3       47.7
Old  :                 24.9       43.3       40.7       54.1       23.4       39.0       35.3       47.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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  :    12,414:     2,820        113      1,158      8,122     10,790     12,100     12,061:       314        353
Old  :    12,414:     2,820        113      1,158      8,122     10,790     12,100     12,061:       314        353
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :      -578:      -348        -74        126        205       -104        -17        -52:      -561       -526
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7        0.9        9.3       65.4       86.9       97.5       97.2:       2.5        2.8
Old  :     100.0:      22.7        0.9        9.3       65.4       86.9       97.5       97.2:       2.5        2.8
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  :        42:        10          2          6         23         26         34         34:
Old  :        42:        10          2          6         23         26         34         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.8       55.4       67.2       73.3       21.2       22.5       28.7       30.2
Old  :                 52.8       55.4       67.2       73.3       21.2       22.5       28.7       30.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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  :   300,731:    94,012      9,439     57,591    105,016    209,285    256,619    276,315:    44,112     24,416
Old  :   188,867:    75,550      9,050     29,612     54,510    133,364    159,672    172,027:    29,195     16,840
Other:   111,864:    22,807      4,734     23,633     50,506     75,921     96,946    104,288:    14,918      7,576
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :     1,121:    -3,882      1,788      2,890        779     -1,514       -212      3,165:     1,333     -2,044
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3        3.1       19.2       34.9       69.6       85.3       91.9:      14.7        8.1
Old  :     100.0:      40.0        4.8       15.7       28.9       70.6       84.5       91.1:      15.5        8.9
Other:     100.0:      20.4        4.2       21.1       45.1       67.9       86.7       93.2:      13.3        6.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       229:        98         31         57         77         77        201        144:
Old  :       214:        86         34         44         71         74        177        132:
Other:       151:        51         20         38         62         54        130         97:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.7       31.7       17.8       45.5        7.2       28.5       12.9       37.3
Old  :                 11.6       34.9       20.3       46.1       10.1       33.0       17.6       42.4
Other:                 17.2       33.5       26.8       48.6       11.2       27.1       18.3       38.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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  :    15,262:     3,291      5,737      1,965      7,150      5,759     12,406     13,461:     2,856      1,801
Old  :    10,968:     3,475      5,803        485      4,820      3,459      8,780      9,747:     2,189      1,221
Other:     4,293:     1,098      1,216        199      2,330      2,300      3,626      3,714:       667        579
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :       929:      -264      1,085        380        758     -1,073        874        392:        55        537
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6       37.6       12.9       46.8       37.7       81.3       88.2:      18.7       11.8
Old  :     100.0:      31.7       52.9        4.4       43.9       31.5       80.0       88.9:      20.0       11.1
Other:     100.0:      25.6       28.3        4.6       54.3       53.6       84.5       86.5:      15.5       13.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        76:        21         24         14         26         15         56         46:
Old  :        74:        23         23          9         22         10         49         38:
Other:        37:         7         10          6         14         14         26         25:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.6       35.9       40.5       49.7       26.4       33.7       40.0       47.5
Old  :                 24.2       42.5       39.4       59.9       24.2       42.4       39.1       59.8
Other:                 49.1       46.4       65.6       63.9       47.9       44.2       64.0       61.1
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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  :   976,935:   279,292    198,446     35,748    530,478    636,707    845,518    870,902:   131,417    106,033
Old  :   976,935:   279,292    198,446     35,748    530,478    636,707    845,518    870,902:   131,417    106,033
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :   -44,372:   -11,390    -26,137    -20,593    -17,489        -13    -49,472    -46,743:     5,100      2,372
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6       20.3        3.7       54.3       65.2       86.5       89.1:      13.5       10.9
Old  :     100.0:      28.6       20.3        3.7       54.3       65.2       86.5       89.1:      13.5       10.9
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  :       219:        44         38         35        101        103        164        157:
Old  :       219:        44         38         35        101        103        164        157:
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       30.7       31.1       42.0       18.5       30.6       27.5       41.3
Old  :                 20.1       30.7       31.1       42.0       18.5       30.6       27.5       41.3
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 with Delta-adjusted Options and Futures Combined, May 29, 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  : 2,462,823:   218,364    274,538    260,090  1,639,284  1,570,460  2,117,738  2,105,088:   345,084    357,735
Old  : 2,462,823:   218,364    274,538    260,090  1,639,284  1,570,460  2,117,738  2,105,088:   345,084    357,735
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :  -146,835:    17,911      1,989    -99,380   -102,261    -72,471   -183,730   -169,861:    36,895     23,027
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9       11.1       10.6       66.6       63.8       86.0       85.5:      14.0       14.5
Old  :     100.0:       8.9       11.1       10.6       66.6       63.8       86.0       85.5:      14.0       14.5
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  :       268:        45         55         53        130        155        203        235:
Old  :       268:        45         55         53        130        155        203        235:
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  :                 28.0       17.8       35.8       25.0       25.7       14.8       33.1       19.9
Old  :                 28.0       17.8       35.8       25.0       25.7       14.8       33.1       19.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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  : 1,360,364:   393,759    121,026     39,330    669,388    945,149  1,102,478  1,105,505:   257,887    254,859
Old  : 1,360,364:   393,759    121,026     39,330    669,388    945,149  1,102,478  1,105,505:   257,887    254,859
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :  -285,163:   -59,362    -28,864   -129,039    -95,408   -110,163   -283,809   -268,066:    -1,354    -17,097
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.9        8.9        2.9       49.2       69.5       81.0       81.3:      19.0       18.7
Old  :     100.0:      28.9        8.9        2.9       49.2       69.5       81.0       81.3:      19.0       18.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       190:        36         26         31         82        110        133        152:
Old  :       190:        36         26         31         82        110        133        152:
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  :                 27.8       19.7       38.9       29.3       26.1       18.4       35.6       27.6
Old  :                 27.8       19.7       38.9       29.3       26.1       18.4       35.6       27.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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  :   623,338:    34,193     82,404    155,121    409,153    332,999    598,467    570,525:    24,871     52,813
Old  :   623,338:    34,193     82,404    155,121    409,153    332,999    598,467    570,525:    24,871     52,813
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :      -196:     1,387      4,594       -888         53       -898        551      2,808:      -748     -3,004
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5       13.2       24.9       65.6       53.4       96.0       91.5:       4.0        8.5
Old  :     100.0:       5.5       13.2       24.9       65.6       53.4       96.0       91.5:       4.0        8.5
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  :        97:        16         20         29         52         56         83         92:
Old  :        97:        16         20         29         52         56         83         92:
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  :                 38.0       23.1       50.0       38.5       25.0       16.0       30.3       23.5
Old  :                 38.0       23.1       50.0       38.5       25.0       16.0       30.3       23.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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  :    70,301:    10,849      7,000      5,165     44,146     50,294     60,160     62,459:    10,141      7,842
Old  :    70,301:    10,849      7,000      5,165     44,146     50,294     60,160     62,459:    10,141      7,842
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :     1,584:    -3,296        783     -1,036      4,645      1,270        312      1,018:     1,272        566
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       10.0        7.3       62.8       71.5       85.6       88.8:      14.4       11.2
Old  :     100.0:      15.4       10.0        7.3       62.8       71.5       85.6       88.8:      14.4       11.2
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  :        94:        25          9          9         39         37         68         53:
Old  :        94:        25          9          9         39         37         68         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.8       34.8       43.9       52.0       18.8       30.0       28.7       40.6
Old  :                 29.8       34.8       43.9       52.0       18.8       30.0       28.7       40.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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  :    17,526:     5,241      1,149         17     10,846     12,623     16,104     13,788:     1,422      3,738
Old  :    17,526:     5,241      1,149         17     10,846     12,623     16,104     13,788:     1,422      3,738
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :     1,263:        33       -989         -3      1,235      1,294      1,265        302:        -2        961
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9        6.6        0.1       61.9       72.0       91.9       78.7:       8.1       21.3
Old  :     100.0:      29.9        6.6        0.1       61.9       72.0       91.9       78.7:       8.1       21.3
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  :        20:         5          2          4          5          8         11         13:
Old  :        20:         5          2          4          5          8         11         13:
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  :                 69.7       56.6       87.7       75.4       69.7       56.6       87.6       75.4
Old  :                 69.7       56.6       87.7       75.4       69.7       56.6       87.6       75.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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  :   105,550:    20,052     20,538      1,461     66,601     75,342     88,113     97,341:    17,436      8,209
Old  :   105,550:    20,052     20,538      1,461     66,601     75,342     88,113     97,341:    17,436      8,209
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :       643:    -8,617      1,586       -107      6,819        -47     -1,904      1,431:     2,547       -789
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       19.5        1.4       63.1       71.4       83.5       92.2:      16.5        7.8
Old  :     100.0:      19.0       19.5        1.4       63.1       71.4       83.5       92.2:      16.5        7.8
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  :        91:        22         13          8         37         31         65         46:
Old  :        91:        22         13          8         37         31         65         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  :                 33.0       42.0       45.8       60.5       33.0       41.9       45.8       59.5
Old  :                 33.0       42.0       45.8       60.5       33.0       41.9       45.8       59.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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  :     8,007:     4,726      6,595        901      2,290        500      7,917      7,996:        90         11
Old  :     8,007:     4,726      6,595        901      2,290        500      7,917      7,996:        90         11
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :       858:       423        858          0        431          0        854        858:         4          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.0       82.4       11.3       28.6        6.2       98.9       99.9:       1.1        0.1
Old  :     100.0:      59.0       82.4       11.3       28.6        6.2       98.9       99.9:       1.1        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:        10          9          2          3          1         15         10:
Old  :        23:        10          9          2          3          1         15         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.1       71.0       80.8       94.2       54.1       63.3       79.1       84.3
Old  :                 54.1       71.0       80.8       94.2       54.1       63.3       79.1       84.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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  :     8,429:     2,257        705        217      5,666      7,385      8,140      8,307:       289        122
Old  :     8,429:     2,257        705        217      5,666      7,385      8,140      8,307:       289        122
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :       -35:       169        236       -126       -124       -126        -81        -16:        46        -19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8        8.4        2.6       67.2       87.6       96.6       98.6:       3.4        1.4
Old  :     100.0:      26.8        8.4        2.6       67.2       87.6       96.6       98.6:       3.4        1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         9          5          2          7         10         17         16:
Old  :        30:         9          5          2          7         10         17         16:
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  :                 69.2       77.4       86.1       89.2       69.2       77.3       85.7       87.8
Old  :                 69.2       77.4       86.1       89.2       69.2       77.3       85.7       87.8
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 with Delta-adjusted Options and Futures Combined, May 29, 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  :     9,640:     2,415      2,165          7      6,912      7,439      9,334      9,611:       306         29
Old  :     9,640:     2,415      2,165          7      6,912      7,439      9,334      9,611:       306         29
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :       599:       599        709          7        -63       -106        543        610:        56        -11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       22.5        0.1       71.7       77.2       96.8       99.7:       3.2        0.3
Old  :     100.0:      25.1       22.5        0.1       71.7       77.2       96.8       99.7:       3.2        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:        10          5          1          4         14         15         19:
Old  :        32:        10          5          1          4         14         15         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  :                 84.2       62.8       93.8       83.8       84.2       62.8       93.8       83.7
Old  :                 84.2       62.8       93.8       83.8       84.2       62.8       93.8       83.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated June 5, 2012