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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 5, 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  :   550,696:   109,574    117,947    141,063    269,538    235,463    520,175    494,474:    30,521     56,223
Old  :   524,027:   101,798    115,679    132,326    261,034    225,099    495,158    473,104:    28,869     50,923
Other:    26,669:     9,799      4,292      6,714      8,504     10,364     25,017     21,370:     1,652      5,299
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :     4,411:     1,733     19,511     -7,979     10,120    -12,728      3,873     -1,196:       538      5,607
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9       21.4       25.6       48.9       42.8       94.5       89.8:       5.5       10.2
Old  :     100.0:      19.4       22.1       25.3       49.8       43.0       94.5       90.3:       5.5        9.7
Other:     100.0:      36.7       16.1       25.2       31.9       38.9       93.8       80.1:       6.2       19.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       382:       112        138        150         96        117        293        327:
Old  :       379:       114        136        143         96        115        290        318:
Other:       120:        14         36         13         26         57         50         98:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.6       11.6       30.0       19.2       15.4        9.0       25.2       15.4
Old  :                 19.2       11.7       30.9       19.3       16.0        9.4       26.1       16.3
Other:                 60.9       41.6       73.6       50.6       36.7       17.6       45.8       23.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 5, 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  : 1,696,371:   260,071    170,055    520,936    742,186    710,023  1,523,193  1,401,014:   173,178    295,356
Old  :   941,070:   191,669    165,650    284,244    374,784    373,494    850,697    823,388:    90,372    117,682
Other:   755,301:   148,474     84,478    156,619    367,402    336,529    672,496    577,627:    82,805    177,674
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :    14,874:    -4,056     18,559     10,553     -3,537    -13,102      2,960     16,010:    11,914     -1,136
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       10.0       30.7       43.8       41.9       89.8       82.6:      10.2       17.4
Old  :     100.0:      20.4       17.6       30.2       39.8       39.7       90.4       87.5:       9.6       12.5
Other:     100.0:      19.7       11.2       20.7       48.6       44.6       89.0       76.5:      11.0       23.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       718:       181        187        269        244        307        557        642:
Old  :       653:       163        169        195        210        276        467        548:
Other:       597:       139        137        164        175        276        399        500:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.0       10.2       18.9       16.0        9.4        6.0       15.5        9.5
Old  :                 11.2       13.0       19.5       21.1       11.0       11.7       18.3       16.3
Other:                 15.1       13.1       25.1       18.4       13.3       10.9       21.8       15.1
 
CORN CSO - CHICAGO BOARD OF TRADE                                                                       Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     5,412:     1,206      1,488      2,627      1,201        925      5,035      5,040:       377        372
Old  :     5,128:       955      1,258      2,622      1,201        925      4,779      4,805:       349        323
Other:       284:       251        230          5          0          0        256        235:        28         49
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :      -180:      -174        340       -185         21       -224       -339        -69:       159       -110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3       27.5       48.5       22.2       17.1       93.0       93.1:       7.0        6.9
Old  :     100.0:      18.6       24.5       51.1       23.4       18.0       93.2       93.7:       6.8        6.3
Other:     100.0:      88.3       81.0        1.8        0.0        0.0       90.1       82.8:       9.9       17.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         5          9          9          4          7         17         17:
Old  :        20:         4          9          9          4          7         16         17:
Other:         4:         1          3          2          0          0          3          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.0       56.7       69.7       77.9       28.6       25.7       38.0       36.4
Old  :                 47.4       55.3       73.5       77.6       30.2       23.7       35.2       33.9
Other:                 90.1       82.8       90.1       82.8       88.3       81.0       88.3       81.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 5, 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  :    13,229:     1,838      2,532      1,347      7,553      7,038     10,737     10,918:     2,492      2,312
Old  :    13,229:     1,838      2,532      1,347      7,553      7,038     10,737     10,918:     2,492      2,312
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :     1,330:      -123      1,373        384        975       -747      1,237      1,011:        94        320
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       19.1       10.2       57.1       53.2       81.2       82.5:      18.8       17.5
Old  :     100.0:      13.9       19.1       10.2       57.1       53.2       81.2       82.5:      18.8       17.5
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  :        47:        18         10          9         18         11         37         29:
Old  :        47:        18         10          9         18         11         37         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.3       50.3       49.0       63.8       26.4       45.8       39.5       53.5
Old  :                 31.3       50.3       49.0       63.8       26.4       45.8       39.5       53.5
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, June 5, 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  : 1,082,409:   230,019     53,050    376,695    405,360    552,636  1,012,075    982,382:    70,335    100,028
Old  :   421,768:   118,732     39,905    137,265    140,301    215,123    396,298    392,293:    25,470     29,476
Other:   660,641:   139,794     41,652    210,924    265,059    337,513    615,776    590,089:    44,864     70,552
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :   -11,524:   -24,004      3,402      3,528      9,035    -14,754    -11,440     -7,825:       -84     -3,699
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3        4.9       34.8       37.4       51.1       93.5       90.8:       6.5        9.2
Old  :     100.0:      28.2        9.5       32.5       33.3       51.0       94.0       93.0:       6.0        7.0
Other:     100.0:      21.2        6.3       31.9       40.1       51.1       93.2       89.3:       6.8       10.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       607:       232        133        271        167        210        511        524:
Old  :       524:       176        136        168        118        181        370        413:
Other:       510:       182        104        202        147        197        413        431:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.5       17.6       19.4       25.6        6.6       12.0       11.1       16.2
Old  :                 15.3       19.6       23.5       27.9       13.0       16.7       20.1       22.4
Other:                 12.2       20.0       20.4       28.2        9.0       13.1       14.2       17.9
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                                                    Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 5, 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  :    15,968:     2,321      2,957      7,942      5,420      4,197     15,683     15,096:       285        872
Old  :    15,774:     2,211      2,920      7,863      5,420      4,197     15,495     14,981:       279        793
Other:       194:       115         43         73          0          0        188        115:         6         79
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :      -380:      -604         96         68        192       -670       -344       -506:       -36        126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       18.5       49.7       33.9       26.3       98.2       94.5:       1.8        5.5
Old  :     100.0:      14.0       18.5       49.9       34.4       26.6       98.2       95.0:       1.8        5.0
Other:     100.0:      59.3       21.9       37.4        0.0        0.0       96.7       59.3:       3.3       40.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         9          8         12          9         13         24         27:
Old  :        31:         9          8         12          9         13         24         27:
Other:         3:         1          2          2          0          0          2          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  :                 58.5       55.2       80.5       72.1       18.6       17.9       26.0       22.7
Old  :                 58.2       55.2       80.3       72.2       18.7       17.8       25.6       22.7
Other:                 96.7       59.3       96.7       59.3       59.3       21.9       59.3       21.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 5, 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  :   477,593:    59,719     96,940    113,983    269,671    226,646    443,373    437,569:    34,220     40,024
Old  :   305,163:    55,712     99,942     55,473    175,253    120,764    286,438    276,178:    18,726     28,985
Other:   172,430:    33,187     26,177     29,331     94,418    105,882    156,936    161,390:    15,494     11,039
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :     7,428:    -5,199      4,656      3,897      7,424     -3,090      6,123      5,463:     1,306      1,965
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5       20.3       23.9       56.5       47.5       92.8       91.6:       7.2        8.4
Old  :     100.0:      18.3       32.8       18.2       57.4       39.6       93.9       90.5:       6.1        9.5
Other:     100.0:      19.2       15.2       17.0       54.8       61.4       91.0       93.6:       9.0        6.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       300:        69         92        124         82         76        237        249:
Old  :       286:        82         95         90         74         74        199        230:
Other:       196:        52         56         61         64         54        151        147:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.5       19.6       29.3       27.4       10.0        8.3       16.0       13.6
Old  :                 25.3       12.9       35.0       21.9       19.0        9.0       26.2       15.1
Other:                 21.4       36.7       34.9       48.6       17.7       26.7       28.5       36.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 5, 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  :   898,463:    89,770     43,576    126,830    505,134    567,741    721,734    738,147:   176,729    160,316
Old  :   898,463:    89,770     43,576    126,830    505,134    567,741    721,734    738,147:   176,729    160,316
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :   -14,933:    -2,626      2,397     36,170    -20,245    -41,504     13,299     -2,937:   -28,231    -11,996
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0        4.9       14.1       56.2       63.2       80.3       82.2:      19.7       17.8
Old  :     100.0:      10.0        4.9       14.1       56.2       63.2       80.3       82.2:      19.7       17.8
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  :       166:        36         27         41         88         85        144        133:
Old  :       166:        36         27         41         88         85        144        133:
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  :                 20.5       14.1       31.0       24.9       19.1       12.8       26.8       21.5
Old  :                 20.5       14.1       31.0       24.9       19.1       12.8       26.8       21.5
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 5, 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  :   373,596:    42,707     13,944      7,396    257,200    295,619    307,303    316,959:    66,293     56,637
Old  :   373,596:    42,707     13,944      7,396    257,200    295,619    307,303    316,959:    66,293     56,637
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :   -30,928:        51     -6,782     -2,020     -7,545     -4,278     -9,514    -13,080:   -21,415    -17,849
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4        3.7        2.0       68.8       79.1       82.3       84.8:      17.7       15.2
Old  :     100.0:      11.4        3.7        2.0       68.8       79.1       82.3       84.8:      17.7       15.2
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  :        66:         7          5          4         41         39         49         47:
Old  :        66:         7          5          4         41         39         49         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.3       43.2       43.5       55.5       26.0       40.7       37.4       51.3
Old  :                 27.3       43.2       43.5       55.5       26.0       40.7       37.4       51.3
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 5, 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  :    12,717:     3,309        128        977      8,137     11,333     12,423     12,438:       294        279
Old  :    12,717:     3,309        128        977      8,137     11,333     12,423     12,438:       294        279
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :       303:       489         15       -181         15        543        323        377:       -20        -74
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0        1.0        7.7       64.0       89.1       97.7       97.8:       2.3        2.2
Old  :     100.0:      26.0        1.0        7.7       64.0       89.1       97.7       97.8:       2.3        2.2
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  :        41:         9          2          6         24         27         34         35:
Old  :        41:         9          2          6         24         27         34         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.2       57.9       68.7       72.6       25.7       25.8       32.9       33.5
Old  :                 54.2       57.9       68.7       72.6       25.7       25.8       32.9       33.5
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 5, 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  :   286,361:    83,801      9,812     56,196    102,570    194,580    242,567    260,588:    43,794     25,772
Old  :   166,071:    64,826      8,748     25,539     48,373    115,968    138,738    150,255:    27,334     15,816
Other:   120,289:    24,979      7,068     24,654     54,196     78,612    103,829    110,333:    16,460      9,956
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :   -14,370:   -10,211        373     -1,395     -2,446    -14,705    -14,052    -15,726:      -318      1,356
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.3        3.4       19.6       35.8       67.9       84.7       91.0:      15.3        9.0
Old  :     100.0:      39.0        5.3       15.4       29.1       69.8       83.5       90.5:      16.5        9.5
Other:     100.0:      20.8        5.9       20.5       45.1       65.4       86.3       91.7:      13.7        8.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       223:        93         27         59         80         80        195        149:
Old  :       208:        85         28         42         71         75        170        131:
Other:       154:        42         28         39         64         54        131         99:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.7       30.2       18.7       44.3        7.5       26.3       12.9       35.3
Old  :                 12.8       33.4       20.7       44.2       10.5       31.2       17.5       41.7
Other:                 17.7       33.3       28.1       48.7       12.1       26.1       19.2       38.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 5, 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  :    16,849:     3,025      6,238      2,523      8,634      5,651     14,182     14,411:     2,668      2,438
Old  :     9,547:     3,118      5,747        660      4,076      1,459      7,855      7,866:     1,693      1,681
Other:     7,302:     1,348      1,931        422      4,557      4,192      6,327      6,545:       975        757
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :     1,588:      -265        500        558      1,484       -108      1,776        950:      -188        638
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       37.0       15.0       51.2       33.5       84.2       85.5:      15.8       14.5
Old  :     100.0:      32.7       60.2        6.9       42.7       15.3       82.3       82.4:      17.7       17.6
Other:     100.0:      18.5       26.4        5.8       62.4       57.4       86.6       89.6:      13.4       10.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        87:        20         29         21         25         15         61         58:
Old  :        74:        25         26         10         17          9         46         41:
Other:        55:        11         21          9         17         14         36         37:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 31.3       32.2       45.1       44.8       31.2       29.5       44.0       42.0
Old  :                 27.1       35.8       41.3       55.8       27.0       35.7       41.0       55.7
Other:                 48.7       45.5       65.5       60.7       48.6       43.9       63.6       58.7
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 5, 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  : 1,026,459:   280,808    154,624     53,685    550,704    718,264    885,197    926,573:   141,262     99,886
Old  : 1,026,459:   280,808    154,624     53,685    550,704    718,264    885,197    926,573:   141,262     99,886
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :    49,524:     1,516    -43,823     17,937     20,227     81,557     39,679     55,671:     9,845     -6,147
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4       15.1        5.2       53.7       70.0       86.2       90.3:      13.8        9.7
Old  :     100.0:      27.4       15.1        5.2       53.7       70.0       86.2       90.3:      13.8        9.7
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  :       225:        47         37         29        106        100        169        150:
Old  :       225:        47         37         29        106        100        169        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  :                 19.2       34.4       29.8       44.9       16.7       31.1       24.0       38.9
Old  :                 19.2       34.4       29.8       44.9       16.7       31.1       24.0       38.9
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 5, 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  : 2,334,270:   275,344    258,851    272,068  1,464,342  1,478,719  2,011,754  2,009,638:   322,516    324,632
Old  : 2,334,270:   275,344    258,851    272,068  1,464,342  1,478,719  2,011,754  2,009,638:   322,516    324,632
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :  -128,552:    56,980    -15,687     11,978   -174,942    -91,742   -105,984    -95,450:   -22,568    -33,102
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8       11.1       11.7       62.7       63.3       86.2       86.1:      13.8       13.9
Old  :     100.0:      11.8       11.1       11.7       62.7       63.3       86.2       86.1:      13.8       13.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       268:        48         53         56        137        154        211        237:
Old  :       268:        48         53         56        137        154        211        237:
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       16.7       36.5       23.6       25.4       14.5       34.0       19.6
Old  :                 27.8       16.7       36.5       23.6       25.4       14.5       34.0       19.6
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 5, 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  : 1,308,276:   359,091    139,453     62,016    631,400    853,713  1,052,507  1,055,182:   255,768    253,094
Old  : 1,308,276:   359,091    139,453     62,016    631,400    853,713  1,052,507  1,055,182:   255,768    253,094
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :   -52,089:   -34,668     18,427     22,686    -37,988    -91,436    -49,970    -50,323:    -2,118     -1,765
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4       10.7        4.7       48.3       65.3       80.4       80.7:      19.6       19.3
Old  :     100.0:      27.4       10.7        4.7       48.3       65.3       80.4       80.7:      19.6       19.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       190:        38         32         30         82        102        138        146:
Old  :       190:        38         32         30         82        102        138        146:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.8       16.5       32.6       25.0       20.3       15.1       29.6       23.2
Old  :                 21.8       16.5       32.6       25.0       20.3       15.1       29.6       23.2
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 5, 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  :   558,152:    25,068     55,608    136,467    374,415    313,557    535,950    505,632:    22,202     52,519
Old  :   558,152:    25,068     55,608    136,467    374,415    313,557    535,950    505,632:    22,202     52,519
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :   -65,187:    -9,125    -26,796    -18,654    -34,738    -19,442    -62,517    -64,892:    -2,670       -294
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.5       10.0       24.4       67.1       56.2       96.0       90.6:       4.0        9.4
Old  :     100.0:       4.5       10.0       24.4       67.1       56.2       96.0       90.6:       4.0        9.4
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  :        90:        13         21         28         49         53         79         87:
Old  :        90:        13         21         28         49         53         79         87:
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  :                 38.1       21.4       49.5       36.2       28.5       14.8       32.3       22.7
Old  :                 38.1       21.4       49.5       36.2       28.5       14.8       32.3       22.7
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 5, 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  :    74,061:     9,860      5,887      5,329     48,547     54,916     63,736     66,132:    10,326      7,929
Old  :    74,061:     9,860      5,887      5,329     48,547     54,916     63,736     66,132:    10,326      7,929
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :     3,760:      -989     -1,113        164      4,401      4,622      3,575      3,673:       185         87
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3        7.9        7.2       65.5       74.1       86.1       89.3:      13.9       10.7
Old  :     100.0:      13.3        7.9        7.2       65.5       74.1       86.1       89.3:      13.9       10.7
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  :        95:        25         12         11         40         37         69         58:
Old  :        95:        25         12         11         40         37         69         58:
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  :                 28.5       35.4       41.8       49.4       16.8       22.7       24.2       33.3
Old  :                 28.5       35.4       41.8       49.4       16.8       22.7       24.2       33.3
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, June 5, 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  :    20,582:     5,238      1,140         43     13,884     15,595     19,165     16,778:     1,417      3,804
Old  :    20,582:     5,238      1,140         43     13,884     15,595     19,165     16,778:     1,417      3,804
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :     3,056:        -3         -9         26      3,038      2,972      3,061      2,990:        -5         66
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4        5.5        0.2       67.5       75.8       93.1       81.5:       6.9       18.5
Old  :     100.0:      25.4        5.5        0.2       67.5       75.8       93.1       81.5:       6.9       18.5
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  :        22:         5          2          4          6          9         12         14:
Old  :        22:         5          2          4          6          9         12         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  :                 63.0       57.9       86.7       76.7       62.9       57.9       86.6       76.7
Old  :                 63.0       57.9       86.7       76.7       62.9       57.9       86.6       76.7
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 5, 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  :   106,958:    18,061     18,311      1,754     69,326     78,642     89,141     98,708:    17,817      8,250
Old  :   106,958:    18,061     18,311      1,754     69,326     78,642     89,141     98,708:    17,817      8,250
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :     1,409:    -1,991     -2,227        293      2,725      3,300      1,028      1,367:       381         42
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       17.1        1.6       64.8       73.5       83.3       92.3:      16.7        7.7
Old  :     100.0:      16.9       17.1        1.6       64.8       73.5       83.3       92.3:      16.7        7.7
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  :        93:        23         15          9         37         32         64         52:
Old  :        93:        23         15          9         37         32         64         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  :                 31.7       39.0       45.1       56.2       31.7       38.8       44.8       55.7
Old  :                 31.7       39.0       45.1       56.2       31.7       38.8       44.8       55.7
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 5, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :     8,978:     5,017      7,761        704      3,147        500      8,868      8,965:       110         13
Old  :     8,978:     5,017      7,761        704      3,147        500      8,868      8,965:       110         13
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :       971:       291      1,166       -197        857          0        951        969:        20          2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.9       86.4        7.8       35.1        5.6       98.8       99.9:       1.2        0.1
Old  :     100.0:      55.9       86.4        7.8       35.1        5.6       98.8       99.9:       1.2        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         9         10          2          3          1         13         12:
Old  :        23:         9         10          2          3          1         13         12:
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  :                 56.1       72.0       86.0       92.7       56.1       67.7       84.8       87.1
Old  :                 56.1       72.0       86.0       92.7       56.1       67.7       84.8       87.1
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 5, 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  :     8,713:     1,431      1,218         88      6,929      7,334      8,448      8,640:       265         73
Old  :     8,713:     1,431      1,218         88      6,929      7,334      8,448      8,640:       265         73
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :       284:      -826        513       -129      1,263        -51        308        333:       -24        -49
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       14.0        1.0       79.5       84.2       97.0       99.2:       3.0        0.8
Old  :     100.0:      16.4       14.0        1.0       79.5       84.2       97.0       99.2:       3.0        0.8
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  :        32:         8          7          2          7         11         16         19:
Old  :        32:         8          7          2          7         11         16         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.3       73.4       90.7       85.6       77.3       73.3       90.3       84.9
Old  :                 77.3       73.4       90.7       85.6       77.3       73.3       90.3       84.9
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 5, 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  :    12,076:     3,160      2,696      1,181      7,423      8,174     11,764     12,051:       312         25
Old  :    12,076:     3,160      2,696      1,181      7,423      8,174     11,764     12,051:       312         25
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :     2,436:       745        531      1,174        511        735      2,430      2,440:         6         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2       22.3        9.8       61.5       67.7       97.4       99.8:       2.6        0.2
Old  :     100.0:      26.2       22.3        9.8       61.5       67.7       97.4       99.8:       2.6        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  :        36:        12          6          1          4         15         17         21:
Old  :        36:        12          6          1          4         15         17         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  :                 77.0       66.9       91.6       85.0       73.6       57.1       83.2       75.2
Old  :                 77.0       66.9       91.6       85.0       73.6       57.1       83.2       75.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated June 8, 2012