```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 05/29/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      429,748
COMMITMENTS
 110,615  109,983   68,649  222,312  204,338  401,576  382,970   28,172   46,778

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:      9,269)
   1,380   -5,384    8,670     -170    5,561    9,880    8,847     -611      422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7     25.6     16.0     51.7     47.5     93.4     89.1      6.6     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      363)
      98      138      116       76      106      249      296
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 05/29/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,173,286
COMMITMENTS
 261,793  155,142  175,054  614,492  608,565  1051339  938,761  121,947  234,525

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:    -21,755)
 -25,656   14,384  -12,308   14,954  -26,082  -23,010  -24,006    1,255    2,251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3     13.2     14.9     52.4     51.9     89.6     80.0     10.4     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      705)
     152      175      191      208      299      475      575
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 05/29/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,745
COMMITMENTS
   2,555    1,193      150    5,718    7,589    8,423    8,932    2,322    1,813

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:     -1,297)
  -1,628      602     -242      345   -2,020   -1,525   -1,660      228      363

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8     11.1      1.4     53.2     70.6     78.4     83.1     21.6     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      14        7        5       15       10       31       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 05/29/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      773,983
COMMITMENTS
 292,162   55,852  124,731  294,579  502,101  711,472  682,684   62,511   91,299

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:     -2,806)
  -3,467    5,110      547    1,399   -6,250   -1,521     -593   -1,285   -2,213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.7      7.2     16.1     38.1     64.9     91.9     88.2      8.1     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      585)
     222      121      208      154      201      467      466
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 05/29/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      396,753
COMMITMENTS
  78,326   91,320   67,610  218,791  200,331  364,727  359,261   32,026   37,492

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:       -115)
  -7,355    4,528    5,320    1,057  -12,529     -978   -2,681      863    2,566

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7     23.0     17.0     55.1     50.5     91.9     90.6      8.1      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
      77       87      112       73       69      223      236
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 05/29/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      790,120
COMMITMENTS
  97,029   46,023   14,241  487,620  573,218  598,890  633,482  191,230  156,638

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:    101,420)
  -7,609   -9,771    1,008   85,137  100,581   78,536   91,818   22,884    9,602

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3      5.8      1.8     61.7     72.5     75.8     80.2     24.2     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      32       25       18       70       74      112      107
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 05/29/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      403,081
COMMITMENTS
  42,656   20,726    9,416  264,698  299,798  316,770  329,940   86,311   73,141

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:     43,789)
  -2,003   -5,979    9,189   16,527   25,429   23,713   28,639   20,076   15,150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6      5.1      2.3     65.7     74.4     78.6     81.9     21.4     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       6        6        6       37       36       46       46
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 05/29/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       12,414
COMMITMENTS
   2,820      113    1,158    8,122   10,790   12,100   12,061      314      353

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:       -578)
    -348      -74      126      205     -104      -17      -52     -561     -526

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7      0.9      9.3     65.4     86.9     97.5     97.2      2.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      10        2        6       23       26       34       34
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 05/29/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      249,886
COMMITMENTS
  98,240   12,414   20,305   89,896  195,038  208,441  227,757   41,445   22,129

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:      1,039)
  -2,968    2,853    1,507    1,126   -1,591     -335    2,769    1,374   -1,730

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.3      5.0      8.1     36.0     78.1     83.4     91.1     16.6      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      99       24       47       73       69      191      126
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 05/29/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,266
COMMITMENTS
   3,942    5,675    1,162    6,401    5,673   11,505   12,510    2,761    1,756

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:        630)
     249    1,049       -4      355     -923      600      122       30      508

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6     39.8      8.1     44.9     39.8     80.6     87.7     19.4     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      24       20       12       23       14       52       43
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 05/29/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      948,559
COMMITMENTS
 273,270  193,829   18,729  526,059  630,899  818,058  843,457  130,501  105,102

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:    -14,384)
 -21,190  -39,976    7,330   -7,951   15,803  -21,811  -16,843    7,427    2,459

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8     20.4      2.0     55.5     66.5     86.2     88.9     13.8     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      47       34       27       96       98      157      146
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 05/29/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,147,766
COMMITMENTS
 225,805  306,883   93,901  1503159  1409669  1822865  1810453  324,901  337,313

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:    136,811)
  15,144  -39,968   49,518   32,256   96,840   96,918  106,390   39,893   30,421

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     14.3      4.4     70.0     65.6     84.9     84.3     15.1     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      35       64       27      107      143      157      219
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 05/29/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,311,759
COMMITMENTS
 397,224  124,866   12,756  652,197  928,208  1062177  1065830  249,582  245,929

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:   -112,051)
 -79,141  -54,823  -26,032  -12,524  -21,779 -117,697 -102,634    5,646   -9,417

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.3      9.5      1.0     49.7     70.8     81.0     81.3     19.0     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      34       27       25       76      107      125      144
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 05/29/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      539,857
COMMITMENTS
  43,394   90,974   78,811  395,809  318,630  518,014  488,415   21,843   51,442

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:        471)
   2,278    5,166   -1,492      450     -263    1,236    3,411     -765   -2,940

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0     16.9     14.6     73.3     59.0     96.0     90.5      4.0      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      15       19       26       51       53       79       87
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 05/29/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       68,734
COMMITMENTS
  10,900    7,337    4,462   43,416   49,173   58,777   60,971    9,957    7,763

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:      1,544)
  -3,309      773   -1,022    4,578    1,231      248      982    1,296      562

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     10.7      6.5     63.2     71.5     85.5     88.7     14.5     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      24        9        6       37       35       65       49
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 05/29/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       17,501
COMMITMENTS
   5,249    1,149        0   10,846   12,623   16,095   13,772    1,406    3,729

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:      1,264)
      30     -989        0    1,235    1,294    1,265      305       -1      959

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.0      6.6      0.0     62.0     72.1     92.0     78.7      8.0     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        2        0        5        8       10       10
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 05/29/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      102,465
COMMITMENTS
  20,155   21,229       69   65,140   73,100   85,364   94,398   17,101    8,067

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:        559)
  -8,640    1,561      -81    6,686     -126   -2,035    1,354    2,594     -795

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7     20.7      0.1     63.6     71.3     83.3     92.1     16.7      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      22       13        2       35       29       59       42
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 05/29/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        8,007
COMMITMENTS
   4,726    6,595      901    2,290      500    7,917    7,996       90       11

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:        858)
     423      858        0      431        0      854      858        4        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.0     82.4     11.3     28.6      6.2     98.9     99.9      1.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      10        9        2        3        1       15       10
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 05/29/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        8,429
COMMITMENTS
   2,257      705      217    5,666    7,385    8,140    8,307      289      122

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:        -35)
     169      236     -126     -124     -126      -81      -16       46      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8      8.4      2.6     67.2     87.6     96.6     98.6      3.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       9        5        2        7       10       17       16
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 05/29/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        9,640
COMMITMENTS
   2,415    2,165        7    6,912    7,439    9,334    9,611      306       29

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:        599)
     599      709        7      -63     -106      543      610       56      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1     22.5      0.1     71.7     77.2     96.8     99.7      3.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      10        5        1        4       14       15       19
```

----

Updated June 5, 2012