```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 05/15/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      438,113
COMMITMENTS
 107,213  167,966   59,253  242,992  157,918  409,458  385,137   28,655   52,976

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:       -127)
     310    2,179   -1,053     -758   -1,056   -1,501       70    1,374     -197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5     38.3     13.5     55.5     36.0     93.5     87.9      6.5     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      382)
      98      162      109       79      101      249      308
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 05/15/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,232,055
COMMITMENTS
 303,486  178,172  189,363  613,664  621,132  1106513  988,667  125,542  243,388

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:       -849)
  -4,473   28,785   -6,131    7,313  -30,943   -3,291   -8,289    2,442    7,440

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     14.5     15.4     49.8     50.4     89.8     80.2     10.2     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      718)
     160      185      208      204      296      488      589
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 05/15/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,865
COMMITMENTS
   4,305      875      171    5,365    9,307    9,841   10,353    2,024    1,512

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:        388)
     327      196       76      167       -5      570      267     -182      121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.3      7.4      1.4     45.2     78.4     82.9     87.3     17.1     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      13        7        4       16       13       31       23
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 05/15/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      790,836
COMMITMENTS
 290,270   47,448  130,700  308,399  519,662  729,369  697,810   61,467   93,026

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:     -7,896)
 -11,744   -4,643    3,973    5,818    1,067   -1,953      397   -5,943   -8,293

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.7      6.0     16.5     39.0     65.7     92.2     88.2      7.8     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      604)
     239      115      201      161      210      491      461
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 05/15/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      387,515
COMMITMENTS
  89,638   81,115   53,255  211,822  218,332  354,715  352,702   32,800   34,813

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:      5,359)
  -7,939    6,403    3,038   13,101  -10,463    8,200   -1,022   -2,841    6,381

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1     20.9     13.7     54.7     56.3     91.5     91.0      8.5      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
      86       79       85       73       68      208      206
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 05/15/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      645,984
COMMITMENTS
  93,668   85,676    9,145  375,673  399,698  478,486  494,519  167,498  151,465

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:     34,354)
  11,496   15,946    2,186   10,368    6,682   24,050   24,814   10,304    9,540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5     13.3      1.4     58.2     61.9     74.1     76.6     25.9     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      31       38       22       69       80      114      126
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 05/15/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      365,348
COMMITMENTS
  45,450   28,414      179  254,251  280,360  299,880  308,953   65,468   56,395

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:      7,028)
     735    1,055        0    3,447    3,934    4,182    4,989    2,846    2,039

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4      7.8      0.0     69.6     76.7     82.1     84.6     17.9     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       7        5        2       40       42       47       49
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 05/15/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       12,787
COMMITMENTS
   2,736      162    1,086    8,462   10,980   12,284   12,228      503      559

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:        851)
     219      -85       58      904    1,102    1,181    1,075     -330     -224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4      1.3      8.5     66.2     85.9     96.1     95.6      3.9      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      10        2        5       23       26       33       33
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 05/15/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      251,245
COMMITMENTS
 104,901   12,153   18,246   86,629  199,924  209,776  230,323   41,469   20,922

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:       -845)
  -4,846    1,517    1,062    1,215   -3,620   -2,569   -1,041    1,724      196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.8      4.8      7.3     34.5     79.6     83.5     91.7     16.5      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      99       28       50       67       64      191      125
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 05/15/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,017
COMMITMENTS
   3,922    4,321    1,047    6,261    7,323   11,230   12,691    2,787    1,326

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:        186)
     281     -282      174     -171      411      284      303      -98     -117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0     30.8      7.5     44.7     52.2     80.1     90.5     19.9      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      28       17       13       23       16       57       43
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 05/15/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,015,401
COMMITMENTS
 351,400  242,425   12,337  531,003  663,322  894,740  918,084  120,661   97,317

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:     17,486)
   2,065   31,358      709   12,198  -18,369   14,972   13,698    2,514    3,788

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.6     23.9      1.2     52.3     65.3     88.1     90.4     11.9      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      45       44       19       97      100      152      153
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 05/15/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,906,411
COMMITMENTS
 190,868  354,260   39,987  1368713  1204057  1599568  1598304  306,843  308,107

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:     21,869)
 -40,505   -9,841    9,172   28,276   49,771   -3,057   49,102   24,926  -27,233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0     18.6      2.1     71.8     63.2     83.9     83.8     16.1     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
      34       79       31      125      153      178      244
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 05/15/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,408,673
COMMITMENTS
 475,694  196,468   23,060  675,867  933,334  1174621  1152862  234,052  255,811

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:     39,005)
  88,043   15,862    3,859  -47,183   30,238   44,719   49,959   -5,714  -10,954

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8     13.9      1.6     48.0     66.3     83.4     81.8     16.6     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      35       39       26       76      110      127      159
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 05/15/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      528,528
COMMITMENTS
  42,074   83,137   75,634  389,001  320,797  506,709  479,568   21,819   48,960

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:     28,813)
  -2,753    3,543    5,670   28,448   16,312   31,365   25,525   -2,552    3,288

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0     15.7     14.3     73.6     60.7     95.9     90.7      4.1      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      15       18       26       50       51       77       84
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 05/15/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       50,060
COMMITMENTS
  17,836    8,465       33   24,496   37,100   42,364   45,598    7,696    4,463

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:     -1,764)
    -242   -1,232      -78   -1,963     -626   -2,282   -1,935      518      171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.6     16.9      0.1     48.9     74.1     84.6     91.1     15.4      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      28       17        3       32       32       62       50
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 05/15/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      100,120
COMMITMENTS
  35,671   16,930       66   48,991   74,199   84,728   91,195   15,392    8,925

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:     -3,527)
    -483   -2,463     -155   -3,925   -1,251   -4,563   -3,869    1,036      342

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.6     16.9      0.1     48.9     74.1     84.6     91.1     15.4      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      28       17        3       32       32       62       50
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 05/15/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        6,976
COMMITMENTS
   4,437    5,532      898    1,494      500    6,829    6,930      147       46

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:       -115)
    -307     -106        7      133      -50     -167     -149       52       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.6     79.3     12.9     21.4      7.2     97.9     99.3      2.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      10        8        2        2        1       14        9
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 05/15/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        8,409
COMMITMENTS
   2,170      472      217    5,807    7,596    8,194    8,285      215      124

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:        190)
     -15       64       -5      164      115      144      174       46       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.8      5.6      2.6     69.1     90.3     97.4     98.5      2.6      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       8        5        2        6       11       15       17
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 05/15/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        8,647
COMMITMENTS
   1,130      690        0    7,266    7,879    8,396    8,569      251       78

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:        162)
    -204      100        0      376       36      172      136      -10       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1      8.0      0.0     84.0     91.1     97.1     99.1      2.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6        6        0        4       14       10       20
```

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Updated May 21, 2012