```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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  :   545,554:   106,021    101,894    148,219    260,262    244,244    514,502    494,358:    31,052     51,196
Old  :   528,267:   104,682    103,176    139,427    255,174    237,777    499,283    480,380:    28,984     47,887
Other:    17,287:     5,016      2,396      5,116      5,088      6,467     15,219     13,978:     2,068      3,309
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2012                         :
     :     3,702:    -3,953    -57,137     24,800    -16,969     41,268      3,879      8,931:      -176     -5,228
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       18.7       27.2       47.7       44.8       94.3       90.6:       5.7        9.4
Old  :     100.0:      19.8       19.5       26.4       48.3       45.0       94.5       90.9:       5.5        9.1
Other:     100.0:      29.0       13.9       29.6       29.4       37.4       88.0       80.9:      12.0       19.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       411:       118        156        152         95        122        312        336:
Old  :       409:       118        156        144         93        121        303        332:
Other:       107:        15         24         12         23         57         47         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  :                 18.8       13.9       30.6       21.3       17.1       12.4       27.5       17.7
Old  :                 19.2       14.3       31.2       22.0       17.5       12.7       28.0       18.3
Other:                 59.6       42.9       71.9       52.1       34.7       14.3       41.4       21.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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  : 1,699,747:   287,894    133,264    525,854    727,366    747,961  1,541,115  1,407,079:   158,633    292,668
Old  :   979,556:   212,673    132,580    305,324    373,094    408,620    891,091    846,523:    88,465    133,033
Other:   720,191:   156,915     82,378    138,837    354,272    339,341    650,024    560,556:    70,167    159,635
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2012                         :
     :   -23,290:   -12,766    -41,242      5,740    -11,906     21,446    -18,932    -14,056:    -4,358     -9,234
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9        7.8       30.9       42.8       44.0       90.7       82.8:       9.3       17.2
Old  :     100.0:      21.7       13.5       31.2       38.1       41.7       91.0       86.4:       9.0       13.6
Other:     100.0:      21.8       11.4       19.3       49.2       47.1       90.3       77.8:       9.7       22.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       751:       180        192        267        249        328        573        655:
Old  :       691:       180        160        191        209        303        476        569:
Other:       630:       129        152        161        180        295        404        523:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.6        9.9       18.4       15.8        9.4        5.8       15.5        9.3
Old  :                 10.9       10.5       19.7       16.8       10.5        8.2       17.7       12.5
Other:                 14.3       13.9       24.4       18.9       13.0       11.3       21.1       15.2
 
CORN CSO - CHICAGO BOARD OF TRADE                                                                       Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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  :     6,681:     1,799        853      3,215      1,300      2,184      6,314      6,252:       368        429
Old  :     6,375:     1,715        800      3,017      1,300      2,184      6,032      6,002:       342        372
Other:       307:       276        244          6          0          0        281        250:        25         56
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2012                         :
     :      -645:      -349       -218       -284        -87        -80       -720       -582:        75        -63
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9       12.8       48.1       19.5       32.7       94.5       93.6:       5.5        6.4
Old  :     100.0:      26.9       12.6       47.3       20.4       34.3       94.6       94.2:       5.4        5.8
Other:     100.0:      89.9       79.7        1.9        0.0        0.0       91.7       81.6:       8.3       18.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         6          8          7          5          8         16         18:
Old  :        21:         5          8          7          5          8         15         18:
Other:         4:         1          3          2          0          0          3          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.6       50.9       75.3       71.9       22.8       18.2       32.6       26.5
Old  :                 55.0       49.7       78.8       71.4       26.9       19.1       32.8       27.8
Other:                 91.7       81.6       91.7       81.6       89.9       79.7       89.9       79.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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  :    12,887:     3,957        530        876      5,877      9,933     10,710     11,339:     2,177      1,548
Old  :    12,887:     3,957        530        876      5,877      9,933     10,710     11,339:     2,177      1,548
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2012                         :
     :       201:       -83       -263        204         16        331        137        272:        63        -72
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7        4.1        6.8       45.6       77.1       83.1       88.0:      16.9       12.0
Old  :     100.0:      30.7        4.1        6.8       45.6       77.1       83.1       88.0:      16.9       12.0
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  :        42:        13          8          8         16         13         36         24:
Old  :        42:        13          8          8         16         13         36         24:
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  :                 25.9       61.9       47.0       74.9       25.3       50.9       43.7       61.3
Old  :                 25.9       61.9       47.0       74.9       25.3       50.9       43.7       61.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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  : 1,108,738:   256,155     48,131    382,507    397,914    572,223  1,036,576  1,002,861:    72,162    105,877
Old  :   484,859:   144,896     37,881    162,252    148,980    248,342    456,128    448,475:    28,731     36,384
Other:   623,879:   141,353     40,343    190,162    248,933    323,881    580,448    554,386:    43,431     69,492
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2012                         :
     :     4,148:    -7,160      4,603     10,881     -2,739    -11,486        982      3,998:     3,166        150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1        4.3       34.5       35.9       51.6       93.5       90.5:       6.5        9.5
Old  :     100.0:      29.9        7.8       33.5       30.7       51.2       94.1       92.5:       5.9        7.5
Other:     100.0:      22.7        6.5       30.5       39.9       51.9       93.0       88.9:       7.0       11.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       629:       258        132        277        173        213        537        532:
Old  :       553:       197        139        178        111        191        386        433:
Other:       511:       183        104        188        155        200        415        423:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.6       17.0       18.0       24.4        6.4       12.1       10.9       17.1
Old  :                 13.2       18.7       21.8       27.9       12.0       16.7       19.9       23.6
Other:                 12.5       19.5       20.3       27.9        8.2       11.7       12.7       16.5
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                                                    Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    16,503:     3,127      3,073      7,859      5,194      4,853     16,180     15,785:       324        719
Old  :    16,366:     3,027      3,037      7,826      5,194      4,853     16,047     15,716:       320        651
Other:       137:       100         36         33          0          0        133         69:         4         68
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2012                         :
     :       681:       939      1,037       -228        -65       -327        646        481:        35        200
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       18.6       47.6       31.5       29.4       98.0       95.6:       2.0        4.4
Old  :     100.0:      18.5       18.6       47.8       31.7       29.7       98.0       96.0:       2.0        4.0
Other:     100.0:      72.9       26.1       24.3        0.0        0.0       97.2       50.4:       2.8       49.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         8          9         11          9         14         22         29:
Old  :        32:         8          9         11          9         14         22         29:
Other:         2:         1          1          2          0          0          2          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.2       54.6       82.6       70.5       20.5       16.2       25.1       23.0
Old  :                 61.9       54.6       82.5       70.6       20.1       16.2       24.7       23.0
Other:                 97.2       50.4       97.2       50.4       72.9       26.1       72.9       26.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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  :   467,023:    71,694     87,872    103,514    259,842    239,971    435,049    431,356:    31,973     35,666
Old  :   308,376:    68,216     95,594     49,838    172,377    136,038    290,430    281,469:    17,946     26,907
Other:   158,646:    31,690     20,489     25,465     87,465    103,933    144,619    149,887:    14,027      8,759
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2012                         :
     :    18,609:    -5,157      5,071     15,118     10,176     -1,861     20,137     18,328:    -1,528        281
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       18.8       22.2       55.6       51.4       93.2       92.4:       6.8        7.6
Old  :     100.0:      22.1       31.0       16.2       55.9       44.1       94.2       91.3:       5.8        8.7
Other:     100.0:      20.0       12.9       16.1       55.1       65.5       91.2       94.5:       8.8        5.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       298:        65        107        108         81         78        227        241:
Old  :       288:        79        105         77         74         72        194        221:
Other:       181:        46         51         57         60         54        147        129:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.5       21.3       29.0       31.2        9.7       11.6       16.1       17.8
Old  :                 24.1       14.4       34.7       24.0       19.4       10.4       28.6       18.4
Other:                 23.4       38.4       36.0       51.1       18.1       26.9       28.0       37.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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  :   904,753:    96,236     46,878    135,316    482,307    549,016    713,859    731,210:   190,894    173,543
Old  :   904,753:    96,236     46,878    135,316    482,307    549,016    713,859    731,210:   190,894    173,543
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2012                         :
     :    71,023:     9,472    -34,288     25,165     34,803     83,280     69,440     74,157:     1,583     -3,134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6        5.2       15.0       53.3       60.7       78.9       80.8:      21.1       19.2
Old  :     100.0:      10.6        5.2       15.0       53.3       60.7       78.9       80.8:      21.1       19.2
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  :       184:        40         33         48         91         91        155        148:
Old  :       184:        40         33         48         91         91        155        148:
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  :                 18.1       12.6       26.7       21.4       16.1       11.5       22.5       18.9
Old  :                 18.1       12.6       26.7       21.4       16.1       11.5       22.5       18.9
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 22, 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  :   363,792:    44,659     26,705        227    250,217    276,176    295,103    303,108:    68,689     60,684
Old  :   363,792:    44,659     26,705        227    250,217    276,176    295,103    303,108:    68,689     60,684
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2012                         :
     :    -5,412:      -791     -1,709         48     -5,958     -5,972     -6,701     -7,633:     1,288      2,221
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3        7.3        0.1       68.8       75.9       81.1       83.3:      18.9       16.7
Old  :     100.0:      12.3        7.3        0.1       68.8       75.9       81.1       83.3:      18.9       16.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        67:         7          5          2         39         41         46         48:
Old  :        67:         7          5          2         39         41         46         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.6       44.0       45.1       54.5       25.7       43.4       39.3       52.8
Old  :                 27.6       44.0       45.1       54.5       25.7       43.4       39.3       52.8
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 22, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :    12,992:     3,168        187      1,032      7,917     10,894     12,117     12,113:       875        879
Old  :    12,992:     3,168        187      1,032      7,917     10,894     12,117     12,113:       875        879
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2012                         :
     :       205:       432         25        -54       -545        -86       -167       -115:       372        320
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4        1.4        7.9       60.9       83.9       93.3       93.2:       6.7        6.8
Old  :     100.0:      24.4        1.4        7.9       60.9       83.9       93.3       93.2:       6.7        6.8
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  :        41:        10          2          6         24         25         35         33:
Old  :        41:        10          2          6         24         25         35         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.9       55.9       67.0       71.1       21.8       21.6       30.4       27.9
Old  :                 50.9       55.9       67.0       71.1       21.8       21.6       30.4       27.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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  :   299,610:    97,894      7,651     54,700    104,237    210,799    256,831    273,150:    42,779     26,460
Old  :   191,995:    82,021      7,111     27,649     54,415    138,573    164,085    173,333:    27,910     18,662
Other:   107,615:    20,992      5,659     21,932     49,822     72,226     92,746     99,817:    14,869      7,798
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2012                         :
     :     1,792:    -5,123     -2,661      4,516      3,573     -3,125      2,966     -1,270:    -1,174      3,062
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.7        2.6       18.3       34.8       70.4       85.7       91.2:      14.3        8.8
Old  :     100.0:      42.7        3.7       14.4       28.3       72.2       85.5       90.3:      14.5        9.7
Other:     100.0:      19.5        5.3       20.4       46.3       67.1       86.2       92.8:      13.8        7.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       226:       100         28         57         73         74        199        141:
Old  :       212:        98         23         43         68         71        175        129:
Other:       144:        36         33         36         57         51        120         96:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.7       32.9       18.0       46.6        7.3       29.9       13.1       38.4
Old  :                 10.9       36.9       19.7       48.0        9.8       35.7       17.3       44.3
Other:                 18.1       34.1       28.2       49.0       11.8       26.4       20.3       38.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    14,333:     3,555      4,652      1,585      6,392      6,831     11,531     13,069:     2,801      1,264
Old  :    11,013:     3,681      4,957        240      4,835      4,960      8,755     10,156:     2,257        856
Other:     3,320:     1,031        852        188      1,557      1,872      2,776      2,913:       544        408
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2012                         :
     :      -316:      -288        332        172       -147       -744       -263       -240:       -53        -76
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8       32.5       11.1       44.6       47.7       80.5       91.2:      19.5        8.8
Old  :     100.0:      33.4       45.0        2.2       43.9       45.0       79.5       92.2:      20.5        7.8
Other:     100.0:      31.0       25.7        5.7       46.9       56.4       83.6       87.7:      16.4       12.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        76:        22         22         15         24         15         56         45:
Old  :        74:        25         21          9         21         12         50         38:
Other:        35:         8          9          6         11         13         23         24:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.3       38.9       40.5       53.7       23.9       36.0       38.3       49.3
Old  :                 25.4       42.9       40.9       60.3       25.3       42.8       40.7       60.2
Other:                 48.9       48.5       64.5       66.0       46.3       46.0       61.8       63.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,021,306:   290,682    224,583     56,341    547,966    636,720    894,990    917,645:   126,317    103,661
Old  : 1,021,306:   290,682    224,583     56,341    547,966    636,720    894,990    917,645:   126,317    103,661
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2012                         :
     :   -51,546:   -58,436    -11,869      2,414      2,104    -46,754    -53,917    -56,209:     2,371      4,663
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5       22.0        5.5       53.7       62.3       87.6       89.9:      12.4       10.1
Old  :     100.0:      28.5       22.0        5.5       53.7       62.3       87.6       89.9:      12.4       10.1
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  :       231:        44         47         28        107        101        169        158:
Old  :       231:        44         47         28        107        101        169        158:
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  :                 18.4       28.8       28.7       40.4       16.4       28.2       25.0       39.4
Old  :                 18.4       28.8       28.7       40.4       16.4       28.2       25.0       39.4
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 22, 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  : 2,609,657:   200,453    272,549    359,470  1,741,545  1,642,931  2,301,468  2,274,950:   308,189    334,708
Old  : 2,609,657:   200,453    272,549    359,470  1,741,545  1,642,931  2,301,468  2,274,950:   308,189    334,708
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2012                         :
     :   129,211:    16,196    -26,568     25,208    113,672    132,151    155,076    130,791:   -25,865     -1,580
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.7       10.4       13.8       66.7       63.0       88.2       87.2:      11.8       12.8
Old  :     100.0:       7.7       10.4       13.8       66.7       63.0       88.2       87.2:      11.8       12.8
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  :       321:        51         74         78        163        181        257        290:
Old  :       321:        51         74         78        163        181        257        290:
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  :                 25.3       16.4       33.7       23.3       22.2       13.7       29.4       18.1
Old  :                 25.3       16.4       33.7       23.3       22.2       13.7       29.4       18.1
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 22, 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  : 1,645,527:   453,121    149,890    168,369    764,796  1,055,311  1,386,286  1,373,571:   259,241    271,956
Old  : 1,645,527:   453,121    149,890    168,369    764,796  1,055,311  1,386,286  1,373,571:   259,241    271,956
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2012                         :
     :     7,675:      -348    -15,782     12,425    -13,871     11,775     -1,793      8,418:     9,469       -743
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.5        9.1       10.2       46.5       64.1       84.2       83.5:      15.8       16.5
Old  :     100.0:      27.5        9.1       10.2       46.5       64.1       84.2       83.5:      15.8       16.5
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  :       202:        35         36         38         93        114        154        162:
Old  :       202:        35         36         38         93        114        154        162:
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  :                 23.7       17.3       34.8       26.4       22.8       16.3       30.7       23.0
Old  :                 23.7       17.3       34.8       26.4       22.8       16.3       30.7       23.0
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 22, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :   623,534:    32,806     77,810    156,009    409,100    333,898    597,916    567,717:    25,619     55,817
Old  :   623,534:    32,806     77,810    156,009    409,100    333,898    597,916    567,717:    25,619     55,817
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2012                         :
     :    12,784:    -1,024      2,088      6,265      6,716       -810     11,957      7,543:       827      5,241
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.3       12.5       25.0       65.6       53.5       95.9       91.0:       4.1        9.0
Old  :     100.0:       5.3       12.5       25.0       65.6       53.5       95.9       91.0:       4.1        9.0
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  :        94:        11         23         28         50         55         79         90:
Old  :        94:        11         23         28         50         55         79         90:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.0       23.0       49.9       38.0       26.3       16.0       31.9       23.6
Old  :                 38.0       23.0       49.9       38.0       26.3       16.0       31.9       23.6
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 22, 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  :    68,717:    14,145      6,216      6,201     39,502     49,024     59,848     61,441:     8,869      7,276
Old  :    68,717:    14,145      6,216      6,201     39,502     49,024     59,848     61,441:     8,869      7,276
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2012                         :
     :    17,066:    -3,670     -1,907      5,457     14,356     10,762     16,143     14,312:       923      2,754
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6        9.0        9.0       57.5       71.3       87.1       89.4:      12.9       10.6
Old  :     100.0:      20.6        9.0        9.0       57.5       71.3       87.1       89.4:      12.9       10.6
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  :       103:        30         14         14         37         37         75         59:
Old  :       103:        30         14         14         37         37         75         59:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.4       33.1       39.5       47.7       18.7       29.0       29.1       39.7
Old  :                 24.4       33.1       39.5       47.7       18.7       29.0       29.1       39.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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  :    16,263:     5,208      2,137         20      9,611     11,329     14,839     13,486:     1,424      2,777
Old  :    16,263:     5,208      2,137         20      9,611     11,329     14,839     13,486:     1,424      2,777
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2012                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0       13.1        0.1       59.1       69.7       91.2       82.9:       8.8       17.1
Old  :     100.0:      32.0       13.1        0.1       59.1       69.7       91.2       82.9:       8.8       17.1
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  :        20:         5          3          4          4          8         10         14:
Old  :        20:         5          3          4          4          8         10         14:
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  :                 70.2       53.1       89.6       77.0       70.2       53.1       89.5       77.0
Old  :                 70.2       53.1       89.6       77.0       70.2       53.1       89.5       77.0
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 22, 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  :   104,907:    28,668     18,953      1,568     59,782     75,389     90,018     95,910:    14,890      8,997
Old  :   104,907:    28,668     18,953      1,568     59,782     75,389     90,018     95,910:    14,890      8,997
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2012                         :
     :     1,605:    -6,962      2,705         80      9,490     -1,133      2,608      1,651:    -1,003        -46
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3       18.1        1.5       57.0       71.9       85.8       91.4:      14.2        8.6
Old  :     100.0:      27.3       18.1        1.5       57.0       71.9       85.8       91.4:      14.2        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  :       100:        29         16         11         36         32         72         52:
Old  :       100:        29         16         11         36         32         72         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  :                 27.8       39.4       41.8       55.9       27.8       39.3       41.8       55.1
Old  :                 27.8       39.4       41.8       55.9       27.8       39.3       41.8       55.1
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 22, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :     7,149:     4,303      5,737        901      1,859        500      7,063      7,138:        86         11
Old  :     7,149:     4,303      5,737        901      1,859        500      7,063      7,138:        86         11
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2012                         :
     :       173:      -134        205          3        365          0        234        208:       -61        -35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.2       80.2       12.6       26.0        7.0       98.8       99.8:       1.2        0.2
Old  :     100.0:      60.2       80.2       12.6       26.0        7.0       98.8       99.8:       1.2        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:        11          9          2          3          1         16         10:
Old  :        24:        11          9          2          3          1         16         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.1       70.0       83.7       96.4       58.4       61.6       79.3       83.8
Old  :                 59.1       70.0       83.7       96.4       58.4       61.6       79.3       83.8
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 22, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :     8,464:     2,088        469        343      5,790      7,511      8,221      8,323:       243        141
Old  :     8,464:     2,088        469        343      5,790      7,511      8,221      8,323:       243        141
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2012                         :
     :        55:       -82         -3        126        -17        -85         27         38:        28         17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7        5.5        4.1       68.4       88.7       97.1       98.3:       2.9        1.7
Old  :     100.0:      24.7        5.5        4.1       68.4       88.7       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  :        27:         8          4          3          6         10         15         16:
Old  :        27:         8          4          3          6         10         15         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  :                 70.3       78.7       87.4       89.2       69.2       78.6       85.8       87.6
Old  :                 70.3       78.7       87.4       89.2       69.2       78.6       85.8       87.6
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, May 22, 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  :     9,041:     1,816      1,456          0      6,975      7,545      8,791      9,001:       250         40
Old  :     9,041:     1,816      1,456          0      6,975      7,545      8,791      9,001:       250         40
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2012                         :
     :       394:       686        766          0       -291       -334        395        432:        -1        -38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       16.1        0.0       77.1       83.5       97.2       99.6:       2.8        0.4
Old  :     100.0:      20.1       16.1        0.0       77.1       83.5       97.2       99.6:       2.8        0.4
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  :        32:         9          6          0          4         14         13         20:
Old  :        32:         9          6          0          4         14         13         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 89.6       58.9       95.0       81.1       89.6       58.9       95.0       81.1
Old  :                 89.6       58.9       95.0       81.1       89.6       58.9       95.0       81.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated May 25, 2012