```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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  :   543,269:   115,156    125,268    134,241    263,380    229,130    512,777    488,638:    30,493     54,631
Old  :   505,143:   103,260    120,228    121,540    251,297    214,898    476,097    456,666:    29,046     48,477
Other:    38,127:    16,031      9,175      8,565     12,083     14,232     36,680     31,972:     1,447      6,155
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2012                        :
     :     1,511:     2,206      1,187     -3,379      3,026      5,771      1,853      3,579:      -341     -2,067
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       23.1       24.7       48.5       42.2       94.4       89.9:       5.6       10.1
Old  :     100.0:      20.4       23.8       24.1       49.7       42.5       94.3       90.4:       5.7        9.6
Other:     100.0:      42.0       24.1       22.5       31.7       37.3       96.2       83.9:       3.8       16.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       385:       108        143        159         94        119        297        335:
Old  :       382:       115        139        152         93        118        291        329:
Other:       131:        13         45         16         25         63         50        114:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.2       12.8       29.3       20.2       15.6       10.2       25.6       16.7
Old  :                 18.1       12.4       30.9       20.0       16.5       10.9       27.1       18.1
Other:                 69.4       39.2       82.6       50.7       49.7       17.8       58.5       26.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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  : 1,640,692:   274,863    154,821    512,568    678,700    686,212  1,466,132  1,353,601:   174,560    287,091
Old  :   811,565:   172,457    105,012    262,075    300,729    341,769    735,261    708,856:    76,305    102,709
Other:   829,126:   178,244    125,646    174,656    377,971    344,442    730,871    644,745:    98,255    184,382
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2012                        :
     :   -43,603:    19,344     -7,132    -30,996    -34,999      1,408    -46,651    -36,720:     3,048     -6,883
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8        9.4       31.2       41.4       41.8       89.4       82.5:      10.6       17.5
Old  :     100.0:      21.2       12.9       32.3       37.1       42.1       90.6       87.3:       9.4       12.7
Other:     100.0:      21.5       15.2       21.1       45.6       41.5       88.1       77.8:      11.9       22.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       695:       187        164        259        254        308        568        615:
Old  :       619:       166        138        182        224        271        470        514:
Other:       616:       146        149        173        189        274        433        507:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.5       10.0       18.1       15.5        9.0        6.3       15.3        9.9
Old  :                 11.5       13.8       19.1       21.6       10.9       12.1       16.9       16.5
Other:                 13.9       10.3       23.3       15.6       11.8        8.7       20.3       12.5
 
CORN CSO - CHICAGO BOARD OF TRADE                                                                       Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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  :     3,435:       787      1,836        983      1,244        491      3,014      3,310:       421        125
Old  :     3,120:       492      1,539        967      1,244        491      2,703      2,997:       417        123
Other:       315:       295        297         17          0          0        312        313:         4          2
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2012                        :
     :    -1,315:      -383         84     -1,082         50       -233     -1,416     -1,232:       100        -84
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9       53.4       28.6       36.2       14.3       87.7       96.3:      12.3        3.7
Old  :     100.0:      15.8       49.3       31.0       39.9       15.7       86.6       96.0:      13.4        4.0
Other:     100.0:      93.6       94.1        5.3        0.0        0.0       98.8       99.4:       1.2        0.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         6          9         11          4          7         18         19:
Old  :        21:         5          9         11          4          7         17         19:
Other:         4:         1          3          3          0          0          4          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  :                 52.1       68.7       76.9       91.8       38.5       52.7       58.0       66.1
Old  :                 55.3       65.7       79.8       91.0       40.1       49.4       54.6       63.3
Other:                 98.8       99.4       98.8       99.4       93.6       94.1       93.6       94.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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  :    12,904:     1,806      2,642      1,307      7,770      7,050     10,883     10,999:     2,021      1,904
Old  :    12,903:     1,806      2,642      1,307      7,770      7,050     10,883     10,999:     2,021      1,904
Other:         0:         0          0          0          0          0          0          0:         0         -0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2012                        :
     :      -301:       316        112        -92       -281         75        -57         95:      -244       -396
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0       20.5       10.1       60.2       54.6       84.3       85.2:      15.7       14.8
Old  :     100.0:      14.0       20.5       10.1       60.2       54.6       84.3       85.2:      15.7       14.8
Other:     100.0:       0.0      100.0        0.0        0.0        0.0        0.0      100.0:     100.0       -0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        13         15         10         17         11         35         32:
Old  :        47:        13         15         10         17         11         35         32:
Other:         1:         0          1          0          0          0          0          1:
     :----------------------------------------------------------------------------------------------------
     :             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       51.2       53.4       64.8       26.2       47.0       43.3       54.3
Old  :                 33.3       51.2       53.5       64.8       26.2       47.0       43.3       54.3
Other:                  0.0      100.0        0.0      100.0        0.0      100.0        0.0      100.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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  : 1,116,839:   259,163     41,896    395,396    380,247    578,229  1,034,805  1,015,521:    82,033    101,318
Old  :   316,027:    90,339     14,107    117,689     85,924    161,829    293,953    293,626:    22,074     22,401
Other:   800,811:   192,409     51,374    254,120    294,323    416,400    740,852    721,895:    59,959     78,916
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2012                        :
     :    17,311:     2,296     -2,835     10,164       -324      9,343     12,136     16,672:     5,175        639
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2        3.8       35.4       34.0       51.8       92.7       90.9:       7.3        9.1
Old  :     100.0:      28.6        4.5       37.2       27.2       51.2       93.0       92.9:       7.0        7.1
Other:     100.0:      24.0        6.4       31.7       36.8       52.0       92.5       90.1:       7.5        9.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       635:       257        119        270        186        219        557        520:
Old  :       491:       153        117        154        126        183        356        381:
Other:       590:       220        127        222        163        209        488        467:
     :----------------------------------------------------------------------------------------------------
     :             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       17.4       18.3       26.1        6.3       12.3       10.8       17.5
Old  :                 17.2       18.9       26.8       29.4       14.9       15.4       21.0       21.8
Other:                 10.1       19.1       18.1       27.2        8.7       13.9       14.0       19.1
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                                                    Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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  :    15,673:     1,572      4,491      7,849      5,833      1,995     15,254     14,334:       419      1,339
Old  :    15,476:     1,556      4,504      7,673      5,833      1,995     15,063     14,172:       414      1,304
Other:       197:        40         11        151          0          0        192        162:         5         35
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2012                        :
     :      -419:      -464      2,509       -766        739     -3,033       -491     -1,291:        72        872
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0       28.7       50.1       37.2       12.7       97.3       91.5:       2.7        8.5
Old  :     100.0:      10.1       29.1       49.6       37.7       12.9       97.3       91.6:       2.7        8.4
Other:     100.0:      20.5        5.4       76.8        0.0        0.0       97.3       82.2:       2.7       17.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         7          9         12          9         13         23         27:
Old  :        30:         7          9         12          9         13         23         27:
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  :                 60.7       55.7       82.7       76.0       30.8       23.8       39.2       29.5
Old  :                 60.9       55.5       82.5       75.9       31.2       24.3       39.6       29.9
Other:                 97.3       82.2       97.3       82.2       20.5        5.4       20.5        5.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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  :   462,321:    67,085    102,957    107,497    253,888    217,385    428,470    427,839:    33,851     34,482
Old  :   239,525:    37,489     58,908     50,113    137,531    112,091    225,133    221,112:    14,393     18,413
Other:   222,796:    46,548     61,001     40,433    116,356    105,293    203,337    206,727:    19,459     16,069
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2012                        :
     :   -13,747:     1,701     -2,037     -8,849     -8,293       -403    -15,440    -11,289:     1,693     -2,458
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       22.3       23.3       54.9       47.0       92.7       92.5:       7.3        7.5
Old  :     100.0:      15.7       24.6       20.9       57.4       46.8       94.0       92.3:       6.0        7.7
Other:     100.0:      20.9       27.4       18.1       52.2       47.3       91.3       92.8:       8.7        7.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       284:        70         97        109         81         79        222        238:
Old  :       238:        71         72         71         71         71        175        187:
Other:       227:        58         76         66         67         60        164        174:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.8       18.5       29.1       26.6       10.7        9.0       16.4       14.6
Old  :                 30.6       16.4       40.7       26.4       22.9       10.5       28.4       17.3
Other:                 17.7       22.2       31.4       32.9       15.9       15.7       27.6       25.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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  :   812,015:    76,912     31,906     91,773    470,218    538,657    638,903    662,336:   173,112    149,679
Old  :   812,015:    76,912     31,906     91,773    470,218    538,657    638,903    662,336:   173,112    149,679
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2012                        :
     :   -22,480:   -17,898     -8,609     -1,092    -10,030    -18,134    -29,020    -27,835:     6,540      5,355
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5        3.9       11.3       57.9       66.3       78.7       81.6:      21.3       18.4
Old  :     100.0:       9.5        3.9       11.3       57.9       66.3       78.7       81.6:      21.3       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  :       169:        26         33         41         93         93        146        140:
Old  :       169:        26         33         41         93         93        146        140:
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  :                 20.8       13.8       29.9       25.2       19.3       13.7       26.6       23.7
Old  :                 20.8       13.8       29.9       25.2       19.3       13.7       26.6       23.7
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, June 19, 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  :   347,636:    45,044     21,523        460    236,865    270,839    282,369    292,822:    65,266     54,814
Old  :   347,636:    45,044     21,523        460    236,865    270,839    282,369    292,822:    65,266     54,814
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2012                        :
     :   -11,453:     1,665      5,323     -7,362       -100    -11,535     -5,797    -13,574:    -5,657      2,121
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0        6.2        0.1       68.1       77.9       81.2       84.2:      18.8       15.8
Old  :     100.0:      13.0        6.2        0.1       68.1       77.9       81.2       84.2:      18.8       15.8
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  :        67:         7          6          3         37         42         45         50:
Old  :        67:         7          6          3         37         42         45         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.0       42.0       47.0       53.1       28.9       41.3       41.2       51.4
Old  :                 30.0       42.0       47.0       53.1       28.9       41.3       41.2       51.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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  :    10,309:     1,748        205        899      7,226      8,832      9,873      9,936:       436        373
Old  :    10,309:     1,748        205        899      7,226      8,832      9,873      9,936:       436        373
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2012                        :
     :      -987:       -60         46       -116       -850       -953     -1,026     -1,023:        39         36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0        2.0        8.7       70.1       85.7       95.8       96.4:       4.2        3.6
Old  :     100.0:      17.0        2.0        8.7       70.1       85.7       95.8       96.4:       4.2        3.6
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  :        37:         5          3          5         23         24         30         31:
Old  :        37:         5          3          5         23         24         30         31:
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  :                 45.2       52.9       64.3       70.6       20.5       26.9       30.9       33.4
Old  :                 45.2       52.9       64.3       70.6       20.5       26.9       30.9       33.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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  :   315,804:    97,526      7,993     71,487     97,555    208,378    266,568    287,857:    49,237     27,947
Old  :   143,809:    54,582      2,878     25,892     40,172    100,220    120,647    128,990:    23,163     14,819
Other:   171,995:    53,729     15,900     34,809     57,383    108,158    145,921    158,867:    26,074     13,128
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2012                        :
     :    17,935:     6,584     -2,136     12,765     -2,330      5,594     17,019     16,223:       916      1,712
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9        2.5       22.6       30.9       66.0       84.4       91.2:      15.6        8.8
Old  :     100.0:      38.0        2.0       18.0       27.9       69.7       83.9       89.7:      16.1       10.3
Other:     100.0:      31.2        9.2       20.2       33.4       62.9       84.8       92.4:      15.2        7.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       241:        98         26         70         76         88        208        167:
Old  :       198:        80         22         47         68         79        164        133:
Other:       193:        63         41         51         63         58        159        121:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.1       28.6       18.0       42.2        7.4       23.1       12.9       31.6
Old  :                 13.6       24.1       23.1       38.2       11.3       20.2       18.1       31.3
Other:                 14.6       36.5       24.7       48.8       11.5       29.5       19.8       38.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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  :    17,128:     3,072      6,569      2,668      8,792      5,635     14,532     14,871:     2,596      2,257
Old  :     6,781:     2,372      4,247        506      2,670      1,175      5,548      5,929:     1,233        852
Other:    10,347:     2,347      3,967        515      6,122      4,459      8,984      8,942:     1,363      1,405
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2012                        :
     :       220:       159       -122        413       -274         74        298        366:       -78       -146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       38.4       15.6       51.3       32.9       84.8       86.8:      15.2       13.2
Old  :     100.0:      35.0       62.6        7.5       39.4       17.3       81.8       87.4:      18.2       12.6
Other:     100.0:      22.7       38.3        5.0       59.2       43.1       86.8       86.4:      13.2       13.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        87:        24         23         21         29         17         64         57:
Old  :        62:        24         17         10         18          7         43         33:
Other:        69:        15         25          9         20         16         42         45:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.7       29.8       43.3       42.7       29.6       27.3       41.9       39.4
Old  :                 25.9       39.2       39.5       63.9       25.1       39.1       38.7       63.8
Other:                 45.0       35.9       62.0       50.3       44.9       34.9       60.7       49.2
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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  :   964,373:   221,515    186,896     48,357    560,895    647,688    830,767    882,941:   133,606     81,432
Old  :   964,373:   221,515    186,896     48,357    560,895    647,688    830,767    882,941:   133,606     81,432
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2012                        :
     :   -59,221:   -25,963        489      3,541    -35,587    -64,958    -58,010    -60,929:    -1,211      1,708
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       19.4        5.0       58.2       67.2       86.1       91.6:      13.9        8.4
Old  :     100.0:      23.0       19.4        5.0       58.2       67.2       86.1       91.6:      13.9        8.4
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  :       216:        38         40         27        108         99        162        150:
Old  :       216:        38         40         27        108         99        162        150:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.2       34.3       27.7       44.5       14.2       30.7       23.2       39.1
Old  :                 15.2       34.3       27.7       44.5       14.2       30.7       23.2       39.1
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, June 19, 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  : 2,237,466:   264,024    234,410    274,256  1,400,565  1,411,962  1,938,846  1,920,628:   298,621    316,838
Old  : 2,237,466:   264,024    234,410    274,256  1,400,565  1,411,962  1,938,846  1,920,628:   298,621    316,838
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2012                        :
     :   -62,727:    49,476    -19,211     -5,297    -88,148    -37,799    -43,969    -62,307:   -18,758       -421
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8       10.5       12.3       62.6       63.1       86.7       85.8:      13.3       14.2
Old  :     100.0:      11.8       10.5       12.3       62.6       63.1       86.7       85.8:      13.3       14.2
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  :       271:        39         62         56        138        156        211        240:
Old  :       271:        39         62         56        138        156        211        240:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.8       17.2       35.1       24.0       22.9       14.6       31.0       20.2
Old  :                 25.8       17.2       35.1       24.0       22.9       14.6       31.0       20.2
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, June 19, 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  : 1,211,342:   186,584    144,226     59,613    738,030    765,558    984,228    969,398:   227,114    241,943
Old  : 1,211,342:   186,584    144,226     59,613    738,030    765,558    984,228    969,398:   227,114    241,943
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2012                        :
     :   -14,654:     3,461      2,084       -110    -13,046     -2,714     -9,695       -741:    -4,958    -13,913
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       11.9        4.9       60.9       63.2       81.3       80.0:      18.7       20.0
Old  :     100.0:      15.4       11.9        4.9       60.9       63.2       81.3       80.0:      18.7       20.0
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  :       190:        27         37         30         88        105        136        151:
Old  :       190:        27         37         30         88        105        136        151:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.2       18.7       29.8       27.3       16.6       17.3       27.1       25.3
Old  :                 18.2       18.7       29.8       27.3       16.6       17.3       27.1       25.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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  :   577,147:    20,771     62,122    135,110    395,989    330,468    551,870    527,699:    25,277     49,448
Old  :   577,147:    20,771     62,122    135,110    395,989    330,468    551,870    527,699:    25,277     49,448
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2012                        :
     :    15,414:    -2,918      5,730      1,831     14,645     10,412     13,558     17,973:     1,856     -2,558
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.6       10.8       23.4       68.6       57.3       95.6       91.4:       4.4        8.6
Old  :     100.0:       3.6       10.8       23.4       68.6       57.3       95.6       91.4:       4.4        8.6
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  :        98:        17         22         32         51         55         85         95:
Old  :        98:        17         22         32         51         55         85         95:
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  :                 38.8       23.3       48.8       37.6       29.1       16.8       33.0       25.4
Old  :                 38.8       23.3       48.8       37.6       29.1       16.8       33.0       25.4
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, June 19, 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  :    40,046:    10,212      7,576        369     23,008     27,765     33,588     35,710:     6,458      4,336
Old  :    40,046:    10,212      7,576        369     23,008     27,765     33,588     35,710:     6,458      4,336
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2012                        :
     :   -50,799:      -830      2,158     -6,607    -37,674    -40,462    -45,111    -44,910:    -5,688     -5,888
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5       18.9        0.9       57.5       69.3       83.9       89.2:      16.1       10.8
Old  :     100.0:      25.5       18.9        0.9       57.5       69.3       83.9       89.2:      16.1       10.8
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  :        80:        20         12          9         32         26         56         43:
Old  :        80:        20         12          9         32         26         56         43:
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  :                 28.4       39.9       45.7       57.9       28.4       39.9       45.6       57.6
Old  :                 28.4       39.9       45.7       57.9       28.4       39.9       45.6       57.6
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, June 19, 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  :    80,092:    20,424     15,153        737     46,016     55,531     67,177     71,421:    12,916      8,672
Old  :    80,092:    20,424     15,153        737     46,016     55,531     67,177     71,421:    12,916      8,672
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2012                        :
     :   -53,574:        38     -2,438     -3,828    -44,571    -46,533    -48,361    -52,800:    -5,212       -774
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5       18.9        0.9       57.5       69.3       83.9       89.2:      16.1       10.8
Old  :     100.0:      25.5       18.9        0.9       57.5       69.3       83.9       89.2:      16.1       10.8
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  :        80:        20         12          9         32         26         56         43:
Old  :        80:        20         12          9         32         26         56         43:
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  :                 28.4       39.9       45.7       57.9       28.4       39.9       45.6       57.6
Old  :                 28.4       39.9       45.7       57.9       28.4       39.9       45.6       57.6
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, June 19, 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  :    10,591:     4,586      6,532      3,336      2,557        616     10,479     10,484:       112        107
Old  :    10,591:     4,586      6,532      3,336      2,557        616     10,479     10,484:       112        107
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2012                        :
     :     2,368:      -238       -385      2,632         55        116      2,449      2,363:       -81          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.3       61.7       31.5       24.1        5.8       98.9       99.0:       1.1        1.0
Old  :     100.0:      43.3       61.7       31.5       24.1        5.8       98.9       99.0:       1.1        1.0
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  :        22:         8         10          5          3          3         13         16:
Old  :        22:         8         10          5          3          3         13         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  :                 68.6       73.0       91.4       90.6       45.5       50.1       63.8       63.5
Old  :                 68.6       73.0       91.4       90.6       45.5       50.1       63.8       63.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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  :     9,430:     1,510      2,248         45      7,674      7,070      9,229      9,363:       201         67
Old  :     9,430:     1,510      2,248         45      7,674      7,070      9,229      9,363:       201         67
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2012                        :
     :    -3,089:       -43       -862     -2,104       -736         65     -2,883     -2,901:      -206       -188
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       23.8        0.5       81.4       75.0       97.9       99.3:       2.1        0.7
Old  :     100.0:      16.0       23.8        0.5       81.4       75.0       97.9       99.3:       2.1        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         7          7          1          6         10         13         18:
Old  :        29:         7          7          1          6         10         13         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 79.6       69.0       93.5       86.7       79.6       69.0       93.5       86.6
Old  :                 79.6       69.0       93.5       86.7       79.6       69.0       93.5       86.6
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, June 19, 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  :     9,308:     2,060      1,649          0      6,961      7,612      9,021      9,261:       287         47
Old  :     9,308:     2,060      1,649          0      6,961      7,612      9,021      9,261:       287         47
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2012                        :
     :    -2,065:       257       -144       -461     -1,894     -1,375     -2,098     -1,980:        33        -85
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1       17.7        0.0       74.8       81.8       96.9       99.5:       3.1        0.5
Old  :     100.0:      22.1       17.7        0.0       74.8       81.8       96.9       99.5:       3.1        0.5
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  :        31:         8          7          0          3         14         11         21:
Old  :        31:         8          7          0          3         14         11         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 86.8       58.4       95.4       78.0       86.8       58.4       95.4       78.0
Old  :                 86.8       58.4       95.4       78.0       86.8       58.4       95.4       78.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated June 22, 2012