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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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  :   539,421:   110,632    155,637    121,925    277,009    205,176    509,566    482,738:    29,855     56,683
Old  :   525,454:   111,483    158,456    113,113    272,586    200,128    497,183    471,698:    28,271     53,756
Other:    13,967:     4,196      2,228      3,764      4,423      5,048     12,383     11,040:     1,584      2,927
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :    14,546:       532     17,591      1,929     11,977     -7,856     14,437     11,663:       108      2,883
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5       28.9       22.6       51.4       38.0       94.5       89.5:       5.5       10.5
Old  :     100.0:      21.2       30.2       21.5       51.9       38.1       94.6       89.8:       5.4       10.2
Other:     100.0:      30.0       16.0       26.9       31.7       36.1       88.7       79.0:      11.3       21.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       409:       107        174        153         89        113        290        353:
Old  :       408:       112        173        143         88        112        281        349:
Other:        94:        13         20          6         22         48         40         71:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.4       10.3       32.6       17.9       18.7        9.1       29.2       15.4
Old  :                 20.6       10.5       33.1       18.3       19.0        9.3       29.6       15.7
Other:                 65.9       43.8       76.8       52.3       38.5       12.8       44.6       20.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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  : 1,711,083:   317,610    152,842    501,030    735,391    763,801  1,554,031  1,417,673:   157,052    293,410
Old  : 1,017,318:   238,934    154,543    291,983    394,610    430,393    925,527    876,919:    91,791    140,399
Other:   693,765:   159,677     79,299    128,047    340,780    333,408    628,504    540,754:    65,261    153,011
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :    26,564:   -10,375    -14,632     22,038     14,632     14,442     26,295     21,848:       269      4,716
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6        8.9       29.3       43.0       44.6       90.8       82.9:       9.2       17.1
Old  :     100.0:      23.5       15.2       28.7       38.8       42.3       91.0       86.2:       9.0       13.8
Other:     100.0:      23.0       11.4       18.5       49.1       48.1       90.6       77.9:       9.4       22.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       768:       209        181        276        248        333        591        670:
Old  :       715:       201        165        211        200        306        495        591:
Other:       623:       129        149        161        179        290        407        510:
     :----------------------------------------------------------------------------------------------------
     :             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        9.9       19.2       15.2        9.7        5.6       15.9        9.3
Old  :                 11.7        9.5       20.5       16.4       11.2        6.9       18.6       11.0
Other:                 15.1       14.8       27.0       20.4       13.7       11.1       22.7       16.0
 
CORN CSO - CHICAGO BOARD OF TRADE                                                                       Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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  :     8,393:     2,917      1,369      3,699      1,525      2,779      8,141      7,847:       251        545
Old  :     8,190:     2,860      1,334      3,557      1,525      2,779      7,942      7,670:       249        520
Other:       202:       186        164         13          0          0        199        177:         3         25
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :        70:      -160         99        126         63       -266         29        -41:        41        111
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.8       16.3       44.1       18.2       33.1       97.0       93.5:       3.0        6.5
Old  :     100.0:      34.9       16.3       43.4       18.6       33.9       97.0       93.6:       3.0        6.4
Other:     100.0:      92.2       81.3        6.5        0.0        0.0       98.6       87.7:       1.4       12.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         7          7          8          5          8         16         19:
Old  :        22:         7          7          8          5          8         16         19:
Other:         4:         1          3          3          0          0          4          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.2       48.2       74.7       69.1       22.9       20.1       37.7       30.2
Old  :                 48.2       47.4       76.3       68.8       22.9       20.6       37.9       31.0
Other:                 98.6       87.7       98.6       87.7       92.2       81.3       92.2       81.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 2012                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    12,285:     3,737        615        568      5,680      9,625      9,984     10,807:     2,301      1,478
Old  :    12,285:     3,737        615        568      5,680      9,625      9,984     10,807:     2,301      1,478
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :       993:       895         16        163       -177        815        882        995:       112         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4        5.0        4.6       46.2       78.3       81.3       88.0:      18.7       12.0
Old  :     100.0:      30.4        5.0        4.6       46.2       78.3       81.3       88.0:      18.7       12.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        11          9          6         15         12         32         21:
Old  :        38:        11          9          6         15         12         32         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  :                 25.4       64.5       45.9       76.4       24.3       52.7       42.8       63.8
Old  :                 25.4       64.5       45.9       76.4       24.3       52.7       42.8       63.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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  : 1,100,686:   283,386     46,664    351,413    391,383    588,015  1,026,182    986,091:    74,504    114,595
Old  :   518,643:   175,628     41,638    158,685    151,576    274,670    485,889    474,992:    32,754     43,651
Other:   582,043:   147,112     44,379    153,375    239,807    313,345    540,293    511,099:    41,750     70,945
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :   -11,478:   -23,171       -130     -4,190     14,608     -9,584    -12,753    -13,904:     1,274      2,425
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7        4.2       31.9       35.6       53.4       93.2       89.6:       6.8       10.4
Old  :     100.0:      33.9        8.0       30.6       29.2       53.0       93.7       91.6:       6.3        8.4
Other:     100.0:      25.3        7.6       26.4       41.2       53.8       92.8       87.8:       7.2       12.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       629:       252        134        249        172        218        530        511:
Old  :       565:       204        139        159        103        199        379        428:
Other:       507:       166        114        169        155        198        401        408:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.5       16.2       17.9       24.8        6.3       12.0       10.9       17.5
Old  :                 12.3       18.2       20.5       27.0       11.0       15.8       18.5       23.6
Other:                 14.4       20.8       21.8       28.9        8.8       12.8       14.7       18.0
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                                                    Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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  :    14,996:     1,924      1,926      7,610      4,985      4,829     14,519     14,365:       478        631
Old  :    14,943:     1,877      1,928      7,606      4,985      4,829     14,468     14,363:       476        580
Other:        53:        49          0          2          0          0         51          2:         2         51
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :       145:       367        406       -342        155       -163        179       -100:       -34        245
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8       12.8       50.7       33.2       32.2       96.8       95.8:       3.2        4.2
Old  :     100.0:      12.6       12.9       50.9       33.4       32.3       96.8       96.1:       3.2        3.9
Other:     100.0:      92.0        0.0        4.0        0.0        0.0       96.0        4.0:       4.0       96.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         7          5         11          8         12         19         24:
Old  :        25:         7          5         11          8         12         19         24:
Other:         2:         2          0          2          0          0          2          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.6       61.3       82.2       74.8       14.5       15.1       20.4       20.5
Old  :                 59.5       61.5       82.1       75.1       14.2       15.2       20.2       20.6
Other:                 96.0        4.0       96.0        4.0       92.0        0.0       92.0        0.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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  :   431,664:    89,140     75,955     79,371    226,881    247,426    395,391    402,752:    36,273     28,912
Old  :   288,349:    83,236     79,955     36,095    146,169    151,602    265,500    267,652:    22,849     20,697
Other:   143,315:    29,808     19,904     19,372     80,712     95,824    129,891    135,100:    13,424      8,215
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :    23,534:    -8,494      8,604      4,331     29,729      7,439     25,567     20,374:    -2,033      3,160
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       17.6       18.4       52.6       57.3       91.6       93.3:       8.4        6.7
Old  :     100.0:      28.9       27.7       12.5       50.7       52.6       92.1       92.8:       7.9        7.2
Other:     100.0:      20.8       13.9       13.5       56.3       66.9       90.6       94.3:       9.4        5.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       293:        86         94        111         72         75        235        223:
Old  :       282:        95         92         77         64         72        200        203:
Other:       173:        47         50         52         53         50        137        122:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.6       26.8       28.7       36.0        9.1       17.4       15.5       23.9
Old  :                 23.5       22.7       32.7       32.7       19.8       19.4       28.6       27.6
Other:                 25.7       40.0       38.5       53.7       20.3       29.3       30.7       40.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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  :   734,567:    81,160     67,204     54,713    422,934    447,493    558,808    569,411:   175,760    165,157
Old  :   734,567:    81,160     67,204     54,713    422,934    447,493    558,808    569,411:   175,760    165,157
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :    58,136:    21,679     -3,727     12,135     13,924     46,930     47,738     55,337:    10,398      2,799
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0        9.1        7.4       57.6       60.9       76.1       77.5:      23.9       22.5
Old  :     100.0:      11.0        9.1        7.4       57.6       60.9       76.1       77.5:      23.9       22.5
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  :       174:        27         36         43         91         91        146        142:
Old  :       174:        27         36         43         91         91        146        142:
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  :                 17.1       13.3       26.7       23.0       15.3       12.5       22.2       20.6
Old  :                 17.1       13.3       26.7       23.0       15.3       12.5       22.2       20.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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  :   360,903:    44,715     27,359        179    251,136    277,565    296,030    305,103:    64,874     55,801
Old  :   360,903:    44,715     27,359        179    251,136    277,565    296,030    305,103:    64,874     55,801
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :     2,481:    -1,569      2,681          0        892       -295       -677      2,386:     3,158         96
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4        7.6        0.0       69.6       76.9       82.0       84.5:      18.0       15.5
Old  :     100.0:      12.4        7.6        0.0       69.6       76.9       82.0       84.5:      18.0       15.5
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  :        67:         7          6          2         37         41         44         49:
Old  :        67:         7          6          2         37         41         44         49:
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  :                 26.5       47.3       45.0       57.3       25.7       47.2       40.8       56.2
Old  :                 26.5       47.3       45.0       57.3       25.7       47.2       40.8       56.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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  :    11,936:     2,517        247      1,028      7,558      9,878     11,103     11,153:       833        783
Old  :    11,936:     2,517        247      1,028      7,558      9,878     11,103     11,153:       833        783
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :       121:       513        -11       -100       -255        191        158         80:       -37         41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1        2.1        8.6       63.3       82.8       93.0       93.4:       7.0        6.6
Old  :     100.0:      21.1        2.1        8.6       63.3       82.8       93.0       93.4:       7.0        6.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         9          1          4         23         25         32         30:
Old  :        38:         9          1          4         23         25         32         30:
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  :                 49.4       55.3       65.0       68.5       18.9       20.0       27.7       26.9
Old  :                 49.4       55.3       65.0       68.5       18.9       20.0       27.7       26.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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  :   294,297:   107,688      7,459     47,447     97,173    216,474    252,308    271,381:    41,989     22,916
Old  :   196,425:    91,714      5,758     24,979     50,287    149,092    166,980    179,828:    29,445     16,597
Other:    97,872:    18,482      4,210     19,960     46,885     67,382     85,328     91,553:    12,544      6,319
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :    -1,301:    -1,812     -1,554        746      3,348       -100      2,281       -909:    -3,582       -393
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.6        2.5       16.1       33.0       73.6       85.7       92.2:      14.3        7.8
Old  :     100.0:      46.7        2.9       12.7       25.6       75.9       85.0       91.6:      15.0        8.4
Other:     100.0:      18.9        4.3       20.4       47.9       68.8       87.2       93.5:      12.8        6.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       232:       105         26         53         77         74        206        136:
Old  :       213:        94         25         40         69         68        178        121:
Other:       143:        40         25         37         56         50        118         93:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.5       37.3       17.8       50.0        7.8       33.2       14.2       42.9
Old  :                 11.1       42.0       19.9       53.3       11.1       40.8       18.7       50.8
Other:                 20.1       35.4       30.6       50.0       15.1       27.2       23.0       39.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 2012                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    14,437:     3,553      4,593      1,209      6,730      7,147     11,492     12,949:     2,946      1,489
Old  :    11,351:     3,574      4,610        232      5,046      5,408      8,852     10,250:     2,499      1,101
Other:     3,087:       816        821        139      1,685      1,738      2,640      2,698:       447        388
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :      -463:      -242          8       -207         75       -242       -373       -440:       -90        -23
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       31.8        8.4       46.6       49.5       79.6       89.7:      20.4       10.3
Old  :     100.0:      31.5       40.6        2.0       44.5       47.6       78.0       90.3:      22.0        9.7
Other:     100.0:      26.4       26.6        4.5       54.6       56.3       85.5       87.4:      14.5       12.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        72:        22         19         12         24         16         53         42:
Old  :        69:        23         18          9         20         12         47         35:
Other:        33:         8          7          4         10         14         21         22:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.0       40.1       41.0       54.8       23.6       36.1       35.2       49.4
Old  :                 25.1       42.6       40.3       61.3       24.9       41.8       40.1       60.4
Other:                 57.9       45.3       71.2       65.6       55.4       42.6       68.1       63.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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  : 1,054,563:   347,449    206,018     52,240    533,260    700,970    932,949    959,228:   121,614     95,335
Old  : 1,054,563:   347,449    206,018     52,240    533,260    700,970    932,949    959,228:   121,614     95,335
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :    44,615:    20,050     24,447        807     24,982     25,193     45,838     50,447:    -1,223     -5,832
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9       19.5        5.0       50.6       66.5       88.5       91.0:      11.5        9.0
Old  :     100.0:      32.9       19.5        5.0       50.6       66.5       88.5       91.0:      11.5        9.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       236:        48         45         26        104        104        167        160:
Old  :       236:        48         45         26        104        104        167        160:
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  :                 20.4       27.7       31.2       37.6       18.9       27.1       27.2       36.3
Old  :                 20.4       27.7       31.2       37.6       18.9       27.1       27.2       36.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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  : 2,381,681:   235,088    310,697    273,619  1,563,330  1,427,082  2,072,037  2,011,398:   309,644    370,283
Old  : 2,381,681:   235,088    310,697    273,619  1,563,330  1,427,082  2,072,037  2,011,398:   309,644    370,283
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :   120,905:    22,309    -12,008     29,613     54,640     78,617    106,562     96,222:    14,343     24,683
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9       13.0       11.5       65.6       59.9       87.0       84.5:      13.0       15.5
Old  :     100.0:       9.9       13.0       11.5       65.6       59.9       87.0       84.5:      13.0       15.5
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  :       309:        47         67         72        160        175        246        275:
Old  :       309:        47         67         72        160        175        246        275:
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  :                 22.9       16.2       31.0       22.6       20.4       12.3       27.1       17.6
Old  :                 22.9       16.2       31.0       22.6       20.4       12.3       27.1       17.6
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, May 8, 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  : 1,585,888:   366,160    151,048    141,948    820,984  1,011,672  1,329,092  1,304,668:   256,795    281,220
Old  : 1,585,888:   366,160    151,048    141,948    820,984  1,011,672  1,329,092  1,304,668:   256,795    281,220
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :    63,322:    -1,795     -7,860     12,523     49,304     43,895     60,033     48,559:     3,289     14,763
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1        9.5        9.0       51.8       63.8       83.8       82.3:      16.2       17.7
Old  :     100.0:      23.1        9.5        9.0       51.8       63.8       83.8       82.3:      16.2       17.7
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  :       203:        35         36         34         90        113        146        162:
Old  :       203:        35         36         34         90        113        146        162:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.1       17.5       33.6       25.2       18.5       16.4       28.6       22.7
Old  :                 22.1       17.5       33.6       25.2       18.5       16.4       28.6       22.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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  :   579,171:    37,405     72,609    141,926    373,087    317,967    552,417    532,501:    26,753     46,669
Old  :   579,171:    37,405     72,609    141,926    373,087    317,967    552,417    532,501:    26,753     46,669
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :     9,070:    -4,092     -4,799      5,195     11,078     10,005     12,181     10,400:    -3,111     -1,330
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.5       12.5       24.5       64.4       54.9       95.4       91.9:       4.6        8.1
Old  :     100.0:       6.5       12.5       24.5       64.4       54.9       95.4       91.9:       4.6        8.1
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  :        90:        11         23         29         49         52         79         86:
Old  :        90:        11         23         29         49         52         79         86:
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  :                 40.3       24.0       51.8       39.4       27.8       16.5       32.6       25.7
Old  :                 40.3       24.0       51.8       39.4       27.8       16.5       32.6       25.7
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, May 8, 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  :    53,329:    18,177      9,464        668     27,179     38,834     46,023     48,966:     7,306      4,362
Old  :    53,329:    18,177      9,464        668     27,179     38,834     46,023     48,966:     7,306      4,362
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :    -4,385:    -5,201      3,346        -81      1,097     -6,842     -4,186     -3,577:      -199       -808
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.1       17.7        1.3       51.0       72.8       86.3       91.8:      13.7        8.2
Old  :     100.0:      34.1       17.7        1.3       51.0       72.8       86.3       91.8:      13.7        8.2
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  :        98:        30         13         10         33         32         69         49:
Old  :        98:        30         13         10         33         32         69         49:
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  :                 27.9       39.5       41.3       57.7       27.9       39.5       41.3       57.6
Old  :                 27.9       39.5       41.3       57.7       27.9       39.5       41.3       57.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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  :   106,657:    36,354     18,929      1,335     54,357     77,669     92,046     97,933:    14,611      8,725
Old  :   106,657:    36,354     18,929      1,335     54,357     77,669     92,046     97,933:    14,611      8,725
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :    -8,770:   -10,403      6,693       -162      2,193    -13,685     -8,372     -7,154:      -398     -1,616
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.1       17.7        1.3       51.0       72.8       86.3       91.8:      13.7        8.2
Old  :     100.0:      34.1       17.7        1.3       51.0       72.8       86.3       91.8:      13.7        8.2
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  :        98:        30         13         10         33         32         69         49:
Old  :        98:        30         13         10         33         32         69         49:
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  :                 27.9       39.5       41.3       57.7       27.9       39.5       41.3       57.6
Old  :                 27.9       39.5       41.3       57.7       27.9       39.5       41.3       57.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 2012                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :     7,091:     4,744      5,638        891      1,361        550      6,996      7,079:        95         12
Old  :     7,091:     4,744      5,638        891      1,361        550      6,996      7,079:        95         12
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :       -65:        16       -105          0        -88         50        -72        -55:         7        -10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.9       79.5       12.6       19.2        7.8       98.7       99.8:       1.3        0.2
Old  :     100.0:      66.9       79.5       12.6       19.2        7.8       98.7       99.8:       1.3        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  :        23:        11          9          2          1          2         14         11:
Old  :        23:        11          9          2          1          2         14         11:
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  :                 62.5       69.3       89.7       95.9       62.5       61.2       82.9       83.4
Old  :                 62.5       69.3       89.7       95.9       62.5       61.2       82.9       83.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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  :     8,219:     2,185        408        222      5,643      7,481      8,050      8,111:       169        108
Old  :     8,219:     2,185        408        222      5,643      7,481      8,050      8,111:       169        108
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :        22:      -318       -114        208        149        -68         39         26:       -17         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6        5.0        2.7       68.7       91.0       97.9       98.7:       2.1        1.3
Old  :     100.0:      26.6        5.0        2.7       68.7       91.0       97.9       98.7:       2.1        1.3
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  :        30:         8          4          2          7         11         16         17:
Old  :        30:         8          4          2          7         11         16         17:
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  :                 69.3       79.9       88.0       90.1       69.1       79.9       87.8       89.4
Old  :                 69.3       79.9       88.0       90.1       69.1       79.9       87.8       89.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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  :     8,485:     1,334        590          0      6,890      7,843      8,224      8,433:       261         52
Old  :     8,485:     1,334        590          0      6,890      7,843      8,224      8,433:       261         52
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :        10:        66       -132          0        -43        142         23         10:       -13          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7        7.0        0.0       81.2       92.4       96.9       99.4:       3.1        0.6
Old  :     100.0:      15.7        7.0        0.0       81.2       92.4       96.9       99.4:       3.1        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         8          6          0          5         13         13         19:
Old  :        31:         8          6          0          5         13         13         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  :                 87.6       62.5       94.3       81.3       87.6       62.5       94.3       81.3
Old  :                 87.6       62.5       94.3       81.3       87.6       62.5       94.3       81.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated May 11, 2012