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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 2011                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   578,531:   102,768     79,641    141,961    292,215    298,625    536,944    520,227:    41,588     58,304
Old  :   542,476:   102,914     85,520    123,838    279,154    284,076    505,906    493,434:    36,570     49,042
Other:    36,056:    11,568      5,836      6,409     13,061     14,549     31,038     26,794:     5,018      9,262
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2011                       :
     :   -14,148:       369      6,897     -6,247     -6,602    -15,465    -12,480    -14,815:    -1,668        667
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       13.8       24.5       50.5       51.6       92.8       89.9:       7.2       10.1
Old  :     100.0:      19.0       15.8       22.8       51.5       52.4       93.3       91.0:       6.7        9.0
Other:     100.0:      32.1       16.2       17.8       36.2       40.4       86.1       74.3:      13.9       25.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       447:       126        153        187        101        139        350        375:
Old  :       445:       125        159        177         98        139        339        371:
Other:       165:        33         31         21         35         82         84        127:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.1       15.7       32.6       22.8       16.7       12.1       27.7       16.5
Old  :                 20.7       16.6       33.8       24.1       17.6       13.4       29.2       18.6
Other:                 32.4       21.4       48.2       29.2       26.4       13.2       39.4       19.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 2011                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 2,180,458:   460,452     93,477    684,591    821,097  1,128,604  1,966,140  1,906,672:   214,317    273,785
Old  : 1,236,279:   268,393    116,555    371,113    477,263    623,776  1,116,768  1,111,443:   119,510    124,836
Other:   944,179:   269,161     54,024    236,376    343,834    504,828    849,372    795,229:    94,807    148,950
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2011                       :
     :  -117,033:   -35,885        -86    -43,891    -18,658    -51,330    -98,434    -95,307:   -18,599    -21,726
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1        4.3       31.4       37.7       51.8       90.2       87.4:       9.8       12.6
Old  :     100.0:      21.7        9.4       30.0       38.6       50.5       90.3       89.9:       9.7       10.1
Other:     100.0:      28.5        5.7       25.0       36.4       53.5       90.0       84.2:      10.0       15.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       912:       284        144        308        295        428        700        781:
Old  :       857:       241        164        253        245        403        597        713:
Other:       776:       206        129        189        216        389        509        629:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.3       11.2       18.8       16.9        9.0        6.4       13.2       10.0
Old  :                 13.1       14.6       21.3       20.0       12.1       11.1       17.9       15.4
Other:                 14.2       11.2       22.4       17.1       10.3        7.8       16.8       12.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 2011                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    15,016:     2,495        346      1,513      7,556     11,863     11,565     13,722:     3,451      1,293
Old  :    15,015:     2,494        346      1,513      7,556     11,863     11,564     13,722:     3,451      1,292
Other:         1:         1          0          0          0          0          1          0:         0          1
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2011                       :
     :       -89:    -1,403        162        417        412     -1,053       -573       -474:       484        385
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6        2.3       10.1       50.3       79.0       77.0       91.4:      23.0        8.6
Old  :     100.0:      16.6        2.3       10.1       50.3       79.0       77.0       91.4:      23.0        8.6
Other:     100.0:     100.0        0.0        0.0        0.0        0.0      100.0        0.0:       0.0      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        16          6          8         19         16         39         26:
Old  :        45:        16          6          8         19         16         39         26:
Other:         1:         1          0          0          0          0          1          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.1       55.2       43.2       74.3       23.7       46.2       33.2       60.3
Old  :                 28.1       55.2       43.2       74.3       23.7       46.2       33.2       60.3
Other:                100.0        0.0      100.0        0.0      100.0        0.0      100.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 2011                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   798,347:   144,841     42,828    257,566    335,846    410,069    738,253    710,463:    60,094     87,884
Old  :   392,325:   107,208     34,974     89,584    160,864    233,029    357,657    357,587:    34,668     34,738
Other:   406,023:    79,699     49,920    125,916    174,981    177,040    380,596    352,876:    25,426     53,146
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2011                       :
     :   -19,826:    -7,511      1,142    -13,539      3,644     -4,126    -17,406    -16,523:    -2,420     -3,304
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1        5.4       32.3       42.1       51.4       92.5       89.0:       7.5       11.0
Old  :     100.0:      27.3        8.9       22.8       41.0       59.4       91.2       91.1:       8.8        8.9
Other:     100.0:      19.6       12.3       31.0       43.1       43.6       93.7       86.9:       6.3       13.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       560:       200        122        217        131        207        425        471:
Old  :       509:       175        118        151         94        190        329        404:
Other:       455:       125        125        136        105        179        301        372:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.7       17.2       26.5       25.4       11.5       11.0       17.0       15.9
Old  :                 18.1       25.0       27.4       34.6       17.1       20.2       23.8       29.5
Other:                 20.1       14.8       29.1       24.1       15.4        9.0       21.5       13.5
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 2011                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    24,941:    22,235      2,646        120          5      6,333     22,360      9,099:     2,581     15,842
Old  :     3,948:     2,298        585         12          5        759      2,315      1,356:     1,633      2,592
Other:    20,993:    19,968      2,092         77          0      5,574     20,045      7,743:       948     13,250
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2011                       :
     :       -33:        27        127        -27          0        254          0        354:       -33       -387
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      89.2       10.6        0.5        0.0       25.4       89.7       36.5:      10.3       63.5
Old  :     100.0:      58.2       14.8        0.3        0.1       19.2       58.6       34.3:      41.4       65.7
Other:     100.0:      95.1       10.0        0.4        0.0       26.6       95.5       36.9:       4.5       63.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        16          7          7          2         19         18         33:
Old  :        39:        14          8          3          2         17         16         28:
Other:        42:        16          7          6          0         19         16         32:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.1       13.2       79.6       19.7       61.9       13.2       79.4       19.7
Old  :                 41.0       21.6       53.2       27.8       40.7       21.6       53.0       27.8
Other:                 66.3       12.3       85.4       19.2       66.1       12.3       85.2       19.2
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                                                    Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 2011                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    12,234:       967      9,019      2,310      8,122        560     11,399     11,889:       835        345
Old  :    11,176:       967      8,963      1,373      8,122        560     10,462     10,896:       714        280
Other:     1,058:       526        583        410          0          0        936        993:       121         65
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2011                       :
     :        84:         1        114       -143        190         65         49         36:        35         49
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9       73.7       18.9       66.4        4.6       93.2       97.2:       6.8        2.8
Old  :     100.0:       8.7       80.2       12.3       72.7        5.0       93.6       97.5:       6.4        2.5
Other:     100.0:      49.8       55.1       38.8        0.0        0.0       88.5       93.8:      11.5        6.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         9          5          7         13          7         27         14:
Old  :        28:         9          5          7         13          7         27         14:
Other:         3:         2          1          3          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  :                 61.1       88.1       77.1       96.7       54.6       70.6       62.7       73.9
Old  :                 65.2       87.5       77.1       97.0       59.7       76.8       68.6       80.3
Other:                 88.5       93.8       88.5       93.8       49.8       55.1       49.8       55.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 2011                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   393,035:    88,851     34,138     86,039    180,807    245,610    355,698    365,787:    37,337     27,248
Old  :   263,203:    66,792     39,276     48,323    119,921    153,814    235,036    241,414:    28,167     21,789
Other:   129,832:    36,191      8,993     23,584     60,887     91,796    120,662    124,373:     9,171      5,459
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2011                       :
     :   -16,227:    -7,460     -1,221     -3,652     -3,162    -13,197    -14,274    -18,069:    -1,953      1,842
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6        8.7       21.9       46.0       62.5       90.5       93.1:       9.5        6.9
Old  :     100.0:      25.4       14.9       18.4       45.6       58.4       89.3       91.7:      10.7        8.3
Other:     100.0:      27.9        6.9       18.2       46.9       70.7       92.9       95.8:       7.1        4.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       249:        90         57         88         66         69        207        183:
Old  :       244:        88         71         74         61         64        189        174:
Other:       140:        52         24         36         47         43        117         87:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.8       30.0       22.2       44.1        9.6       23.2       16.3       31.5
Old  :                 16.1       25.5       26.3       37.8       13.1       20.5       19.9       27.1
Other:                 18.4       46.3       31.6       61.5       16.3       39.7       28.4       50.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 2011                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   674,247:    85,837    112,109     35,847    387,297    365,081    508,980    513,037:   165,267    161,210
Old  :   674,247:    85,837    112,109     35,847    387,297    365,081    508,980    513,037:   165,267    161,210
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2011                       :
     :    39,730:    20,514      6,845      8,009        942     22,898     29,464     37,751:    10,266      1,979
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       16.6        5.3       57.4       54.1       75.5       76.1:      24.5       23.9
Old  :     100.0:      12.7       16.6        5.3       57.4       54.1       75.5       76.1:      24.5       23.9
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  :       157:        34         30         34         74         69        121        120:
Old  :       157:        34         30         34         74         69        121        120:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.1       18.3       28.2       27.9       18.7       17.6       26.4       26.1
Old  :                 19.1       18.3       28.2       27.9       18.7       17.6       26.4       26.1
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 3, 2011                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   322,812:    50,109     55,617      2,118    206,133    218,922    258,360    276,657:    64,452     46,156
Old  :   322,812:    50,109     55,617      2,118    206,133    218,922    258,360    276,657:    64,452     46,156
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2011                       :
     :     1,428:     6,750     -1,218        381        393      2,046      7,524      1,209:    -6,096        219
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       17.2        0.7       63.9       67.8       80.0       85.7:      20.0       14.3
Old  :     100.0:      15.5       17.2        0.7       63.9       67.8       80.0       85.7:      20.0       14.3
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  :        66:         7         11          4         36         34         45         47:
Old  :        66:         7         11          4         36         34         45         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.7       48.1       47.2       60.7       25.0       47.6       43.5       59.7
Old  :                 26.7       48.1       47.2       60.7       25.0       47.6       43.5       59.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 2011                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     7,635:     1,144        357        902      5,297      5,973      7,343      7,232:       292        403
Old  :     7,635:     1,144        357        902      5,297      5,973      7,343      7,232:       292        403
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2011                       :
     :       301:       173         71        131         91         53        395        255:       -94         46
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0        4.7       11.8       69.4       78.2       96.2       94.7:       3.8        5.3
Old  :     100.0:      15.0        4.7       11.8       69.4       78.2       96.2       94.7:       3.8        5.3
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  :        37:         8          6          8         20         21         34         29:
Old  :        37:         8          6          8         20         21         34         29:
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  :                 50.3       41.6       68.0       65.2       31.5       23.5       38.0       33.0
Old  :                 50.3       41.6       68.0       65.2       31.5       23.5       38.0       33.0
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 3, 2011                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   258,810:    44,831     26,047     54,752    116,738    151,277    216,321    232,077:    42,489     26,733
Old  :   166,733:    43,997     24,968     22,121     68,263    101,045    134,382    148,135:    32,351     18,599
Other:    92,077:    12,702     12,947     20,763     48,475     50,232     81,939     83,942:    10,138      8,135
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2011                       :
     :    -1,246:    -3,393     -1,485      2,935       -785     -2,882     -1,244     -1,432:        -2        186
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       10.1       21.2       45.1       58.5       83.6       89.7:      16.4       10.3
Old  :     100.0:      26.4       15.0       13.3       40.9       60.6       80.6       88.8:      19.4       11.2
Other:     100.0:      13.8       14.1       22.5       52.6       54.6       89.0       91.2:      11.0        8.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       202:        54         41         72         69         69        171        157:
Old  :       194:        67         36         56         67         65        160        139:
Other:       126:        17         36         29         53         46         94         91:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.6       33.5       24.1       43.2        7.7       23.7       14.2       28.7
Old  :                 12.5       37.1       21.3       45.9       10.5       35.4       17.5       42.9
Other:                 31.6       29.9       43.8       50.1       22.9       23.7       34.2       34.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 2011                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    25,850:     8,412      2,904      1,838      8,919     19,360     19,169     24,102:     6,681      1,747
Old  :    18,452:     7,802      2,351        768      5,392     14,554     13,962     17,673:     4,490        779
Other:     7,398:       834        777        846      3,527      4,806      5,207      6,429:     2,191        969
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2011                       :
     :      -206:       839       -702        -53       -333        453        454       -301:      -660         95
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.5       11.2        7.1       34.5       74.9       74.2       93.2:      25.8        6.8
Old  :     100.0:      42.3       12.7        4.2       29.2       78.9       75.7       95.8:      24.3        4.2
Other:     100.0:      11.3       10.5       11.4       47.7       65.0       70.4       86.9:      29.6       13.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       108:        55         17         17         28         20         91         47:
Old  :        98:        52         15         12         20         18         78         39:
Other:        53:        16         12         11         15         16         36         35:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.2       49.4       30.1       62.3       17.4       43.8       28.0       55.8
Old  :                 21.5       56.6       33.2       71.9       21.5       55.1       33.2       69.1
Other:                 40.8       40.7       51.2       56.2       40.5       39.5       47.7       54.4
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 2011                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,114,985:   372,153    136,532     57,020    571,222    755,209  1,000,395    948,762:   114,590    166,224
Old  : 1,114,985:   372,153    136,532     57,020    571,222    755,209  1,000,395    948,762:   114,590    166,224
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2011                       :
     :    14,229:    33,495    -14,965     10,157    -33,213      9,078     10,439      4,271:     3,790      9,958
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.4       12.2        5.1       51.2       67.7       89.7       85.1:      10.3       14.9
Old  :     100.0:      33.4       12.2        5.1       51.2       67.7       89.7       85.1:      10.3       14.9
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  :       288:        61         54         36        110        140        188        213:
Old  :       288:        61         54         36        110        140        188        213:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.8       19.5       34.0       26.4       22.8       15.8       31.8       22.3
Old  :                 22.8       19.5       34.0       26.4       22.8       15.8       31.8       22.3
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 3, 2011                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,045,343:   222,843    236,178    189,914  1,321,920  1,202,463  1,734,676  1,628,554:   310,667    416,789
Old  : 2,045,343:   222,843    236,178    189,914  1,321,920  1,202,463  1,734,676  1,628,554:   310,667    416,789
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2011                       :
     :   104,217:    14,452     28,725     24,786     47,521     46,730     86,760    100,241:    17,457      3,976
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9       11.5        9.3       64.6       58.8       84.8       79.6:      15.2       20.4
Old  :     100.0:      10.9       11.5        9.3       64.6       58.8       84.8       79.6:      15.2       20.4
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  :       282:        47         64         65        136        154        217        249:
Old  :       282:        47         64         65        136        154        217        249:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       15.2       28.3       23.6       18.5       12.2       25.2       16.9
Old  :                 19.2       15.2       28.3       23.6       18.5       12.2       25.2       16.9
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 3, 2011                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,582,946:   364,565    125,968    100,779    871,761  1,046,058  1,337,105  1,272,806:   245,842    310,140
Old  : 1,582,946:   364,565    125,968    100,779    871,761  1,046,058  1,337,105  1,272,806:   245,842    310,140
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2011                       :
     :    59,937:     4,882     14,679     15,151      3,699     13,567     23,731     43,397:    36,205     16,540
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0        8.0        6.4       55.1       66.1       84.5       80.4:      15.5       19.6
Old  :     100.0:      23.0        8.0        6.4       55.1       66.1       84.5       80.4:      15.5       19.6
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  :       212:        38         38         34        103        110        155        168:
Old  :       212:        38         38         34        103        110        155        168:
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  :                 21.1       19.0       33.3       28.6       19.7       17.1       29.9       25.6
Old  :                 21.1       19.0       33.3       28.6       19.7       17.1       29.9       25.6
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 3, 2011                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :   969,521:    87,268     63,259    355,370    490,082    491,706    932,721    910,334:    36,801     59,187
Old  :   969,521:    87,268     63,259    355,370    490,082    491,706    932,721    910,334:    36,801     59,187
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2011                       :
     :   -40,580:   -14,469     -2,742     11,281    -34,940    -54,072    -38,128    -45,534:    -2,452      4,954
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0        6.5       36.7       50.5       50.7       96.2       93.9:       3.8        6.1
Old  :     100.0:       9.0        6.5       36.7       50.5       50.7       96.2       93.9:       3.8        6.1
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  :       145:        30         36         46         64         71        118        134:
Old  :       145:        30         36         46         64         71        118        134:
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  :                 34.2       23.9       48.6       39.3       15.5        8.0       20.2       12.8
Old  :                 34.2       23.9       48.6       39.3       15.5        8.0       20.2       12.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 2011                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    67,599:    29,343      6,483      1,040     30,107     54,062     60,489     61,585:     7,109      6,014
Old  :    67,599:    29,343      6,483      1,040     30,107     54,062     60,489     61,585:     7,109      6,014
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2011                       :
     :     8,497:     8,516      1,659         20        213      9,923      8,750     11,602:      -253     -3,105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.4        9.6        1.5       44.5       80.0       89.5       91.1:      10.5        8.9
Old  :     100.0:      43.4        9.6        1.5       44.5       80.0       89.5       91.1:      10.5        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  :       112:        38         17          7         36         32         78         52:
Old  :       112:        38         17          7         36         32         78         52:
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  :                 33.3       40.4       45.7       57.3       32.3       39.0       44.3       55.9
Old  :                 33.3       40.4       45.7       57.3       32.3       39.0       44.3       55.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 2011                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   135,198:    58,685     12,965      2,080     60,214    108,124    120,979    123,169:    14,219     12,029
Old  :   135,198:    58,685     12,965      2,080     60,214    108,124    120,979    123,169:    14,219     12,029
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2011                       :
     :    16,994:    17,032      3,318         40        427     19,845     17,499     23,203:      -505     -6,210
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.4        9.6        1.5       44.5       80.0       89.5       91.1:      10.5        8.9
Old  :     100.0:      43.4        9.6        1.5       44.5       80.0       89.5       91.1:      10.5        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  :       112:        38         17          7         36         32         78         52:
Old  :       112:        38         17          7         36         32         78         52:
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  :                 33.3       40.4       45.7       57.3       32.3       39.0       44.3       55.9
Old  :                 33.3       40.4       45.7       57.3       32.3       39.0       44.3       55.9
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 with Delta-adjusted Options and Futures Combined, May 3, 2011                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :     7,523:     4,688      1,472         37      1,584      6,014      6,309      7,523:     1,214          0
Old  :     7,523:     4,688      1,472         37      1,584      6,014      6,309      7,523:     1,214          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2011                       :
     :    -1,296:      -291       -795          0        -90        419       -381       -376:      -915       -920
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.3       19.6        0.5       21.1       79.9       83.9      100.0:      16.1        0.0
Old  :     100.0:      62.3       19.6        0.5       21.1       79.9       83.9      100.0:      16.1        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:        12          6          1          1          4         13         11:
Old  :        23:        12          6          1          1          4         13         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.5       84.1       76.2       98.0       50.5       84.1       76.2       98.0
Old  :                 50.5       84.1       76.2       98.0       50.5       84.1       76.2       98.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 2011                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    10,818:       943      1,161          4      9,557      9,471     10,504     10,636:       314        182
Old  :    10,818:       943      1,161          4      9,557      9,471     10,504     10,636:       314        182
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2011                       :
     :      -431:      -319        -60         -6       -281       -365       -606       -431:       175          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7       10.7        0.0       88.3       87.5       97.1       98.3:       2.9        1.7
Old  :     100.0:       8.7       10.7        0.0       88.3       87.5       97.1       98.3:       2.9        1.7
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  :        31:         5          8          1          7         13         12         22:
Old  :        31:         5          8          1          7         13         12         22:
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  :                 85.0       69.9       96.4       85.3       85.0       69.9       96.3       85.1
Old  :                 85.0       69.9       96.4       85.3       85.0       69.9       96.3       85.1
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 3, 2011                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    27,935:     3,065      1,158          0     24,620     26,707     27,685     27,865:       250         70
Old  :    27,935:     3,065      1,158          0     24,620     26,707     27,685     27,865:       250         70
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2011                       :
     :       256:       917         62          0       -634        511        283        573:       -27       -317
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0        4.1        0.0       88.1       95.6       99.1       99.7:       0.9        0.3
Old  :     100.0:      11.0        4.1        0.0       88.1       95.6       99.1       99.7:       0.9        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  :        31:         6          5          0          7         14         13         19:
Old  :        31:         6          5          0          7         14         13         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 94.2       77.9       97.8       91.5       94.2       77.9       97.8       91.5
Old  :                 94.2       77.9       97.8       91.5       94.2       77.9       97.8       91.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated May 6, 2011