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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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  :   541,852:   109,974    159,032    123,419    277,230    202,976    510,623    485,427:    31,229     56,425
Old  :   526,591:   110,480    161,904    114,359    272,220    197,051    497,058    473,314:    29,533     53,277
Other:    15,261:     4,639      2,273      3,915      5,010      5,925     13,565     12,113:     1,696      3,148
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :     2,431:      -658      3,395      1,495        221     -2,200      1,058      2,690:     1,374       -258
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       29.3       22.8       51.2       37.5       94.2       89.6:       5.8       10.4
Old  :     100.0:      21.0       30.7       21.7       51.7       37.4       94.4       89.9:       5.6       10.1
Other:     100.0:      30.4       14.9       25.7       32.8       38.8       88.9       79.4:      11.1       20.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       406:       108        170        152         91        112        290        349:
Old  :       406:       111        171        142         90        111        281        346:
Other:        99:        14         21         10         22         54         43         80:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.3        9.2       32.9       16.7       18.5        8.0       28.8       14.8
Old  :                 20.4        9.3       33.3       17.0       18.8        8.2       29.2       15.1
Other:                 62.1       41.5       74.9       51.1       37.7       12.9       44.1       20.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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  : 1,723,037:   300,660    174,506    520,115    739,272    726,514  1,560,047  1,421,135:   162,990    301,902
Old  : 1,009,952:   221,718    174,647    309,798    384,496    386,647    916,012    871,091:    93,940    138,861
Other:   713,085:   155,206     76,124    134,053    354,776    339,867    644,035    550,044:    69,050    163,041
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :    11,954:   -16,950     21,664     19,084      3,882    -37,286      6,016      3,462:     5,939      8,492
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       10.1       30.2       42.9       42.2       90.5       82.5:       9.5       17.5
Old  :     100.0:      22.0       17.3       30.7       38.1       38.3       90.7       86.3:       9.3       13.7
Other:     100.0:      21.8       10.7       18.8       49.8       47.7       90.3       77.1:       9.7       22.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       755:       176        206        273        250        321        577        664:
Old  :       700:       174        183        202        209        297        481        587:
Other:       609:       136        134        161        176        285        402        501:
     :----------------------------------------------------------------------------------------------------
     :             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        9.1       18.9       14.5        9.4        5.3       15.5        9.1
Old  :                 10.9        8.9       19.9       15.8       10.5        7.2       17.6       11.9
Other:                 15.0       13.7       26.1       19.2       13.5       10.3       22.3       14.8
 
CORN CSO - CHICAGO BOARD OF TRADE                                                                       Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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  :     7,326:     2,148      1,071      3,500      1,387      2,264      7,034      6,834:       292        492
Old  :     7,070:     2,086      1,024      3,333      1,387      2,264      6,806      6,621:       264        449
Other:       256:       224        209          4          0          0        228        213:        28         43
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :    -1,066:      -769       -299       -199       -139       -515     -1,107     -1,013:        41        -53
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.3       14.6       47.8       18.9       30.9       96.0       93.3:       4.0        6.7
Old  :     100.0:      29.5       14.5       47.1       19.6       32.0       96.3       93.7:       3.7        6.3
Other:     100.0:      87.5       81.7        1.5        0.0        0.0       89.0       83.2:      11.0       16.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         7          7          8          5          8         16         19:
Old  :        21:         6          7          8          5          8         15         19:
Other:         4:         1          3          2          0          0          3          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.2       48.9       75.2       69.6       19.9       17.2       32.4       26.0
Old  :                 49.9       47.9       77.9       69.2       22.3       17.9       33.9       26.9
Other:                 89.0       83.2       89.0       83.2       87.5       81.7       87.5       81.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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  :    12,686:     4,040        793        671      5,862      9,602     10,573     11,067:     2,113      1,619
Old  :    12,686:     4,040        793        671      5,862      9,602     10,573     11,067:     2,113      1,619
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :       401:       303        179        104        182        -23        588        260:      -187        141
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.8        6.3        5.3       46.2       75.7       83.3       87.2:      16.7       12.8
Old  :     100.0:      31.8        6.3        5.3       46.2       75.7       83.3       87.2:      16.7       12.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        11          9          6         16         13         32         24:
Old  :        40:        11          9          6         16         13         32         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.3       62.2       47.3       74.1       24.9       52.8       44.1       61.9
Old  :                 25.3       62.2       47.3       74.1       24.9       52.8       44.1       61.9
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 15, 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  : 1,104,590:   263,316     43,528    371,626    400,652    583,708  1,035,594    998,863:    68,996    105,727
Old  :   495,958:   154,980     38,500    163,870    149,822    257,241    468,672    459,612:    27,286     36,346
Other:   608,632:   145,007     41,699    171,085    250,830    326,467    566,922    539,251:    41,711     69,381
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :     3,904:   -20,071     -3,135     20,214      9,269     -4,306      9,412     12,772:    -5,508     -8,868
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8        3.9       33.6       36.3       52.8       93.8       90.4:       6.2        9.6
Old  :     100.0:      31.2        7.8       33.0       30.2       51.9       94.5       92.7:       5.5        7.3
Other:     100.0:      23.8        6.9       28.1       41.2       53.6       93.1       88.6:       6.9       11.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       640:       243        151        282        175        222        548        543:
Old  :       570:       199        147        180        109        198        395        442:
Other:       520:       180        111        184        158        202        416        426:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.2       17.4       18.9       25.0        6.4       12.2       10.9       16.9
Old  :                 14.2       17.1       22.5       26.0       12.9       15.5       20.6       22.2
Other:                 13.9       21.1       21.7       29.3        8.6       13.4       14.3       18.3
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                                                    Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    15,822:     2,188      2,036      8,087      5,259      5,180     15,534     15,304:       289        519
Old  :    15,691:     2,103      2,010      8,043      5,259      5,180     15,405     15,233:       287        458
Other:       131:        85         26         44          0          0        129         70:         2         61
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :       826:       264        110        477        274        351      1,015        938:      -189       -112
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8       12.9       51.1       33.2       32.7       98.2       96.7:       1.8        3.3
Old  :     100.0:      13.4       12.8       51.3       33.5       33.0       98.2       97.1:       1.8        2.9
Other:     100.0:      65.0       19.9       33.6        0.0        0.0       98.5       53.4:       1.5       46.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         8          8         11          9         14         22         28:
Old  :        31:         8          8         11          9         14         22         28:
Other:         2:         1          1          2          0          0          2          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.8       58.8       81.1       72.5       16.1       13.5       21.4       20.3
Old  :                 59.5       58.8       80.9       72.6       15.7       13.4       21.1       20.3
Other:                 98.5       53.4       98.5       53.4       65.0       19.9       65.0       19.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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  :   448,414:    76,851     82,801     88,396    249,666    241,831    414,912    413,028:    33,502     35,386
Old  :   299,228:    71,812     86,917     42,428    164,976    143,757    279,217    273,102:    20,011     26,126
Other:   149,186:    29,573     20,419     21,432     84,689     98,075    135,695    139,926:    13,491      9,259
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :    16,750:   -12,289      6,846      9,025     22,785     -5,595     19,521     10,277:    -2,771      6,473
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       18.5       19.7       55.7       53.9       92.5       92.1:       7.5        7.9
Old  :     100.0:      24.0       29.0       14.2       55.1       48.0       93.3       91.3:       6.7        8.7
Other:     100.0:      19.8       13.7       14.4       56.8       65.7       91.0       93.8:       9.0        6.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       285:        78         92        101         78         75        218        227:
Old  :       274:        88         88         70         70         71        186        207:
Other:       176:        45         49         53         59         50        139        124:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.9       23.8       29.5       33.0        9.6       13.2       16.3       19.4
Old  :                 24.2       18.5       34.3       27.7       19.6       14.1       29.0       22.1
Other:                 25.6       40.1       38.4       52.6       19.5       28.0       29.9       38.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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  :   833,730:    86,764     81,166    110,151    447,504    465,736    644,419    657,053:   189,311    176,677
Old  :   833,730:    86,764     81,166    110,151    447,504    465,736    644,419    657,053:   189,311    176,677
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :    99,163:     5,604     13,962     55,438     24,570     18,243     85,611     87,643:    13,551     11,520
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4        9.7       13.2       53.7       55.9       77.3       78.8:      22.7       21.2
Old  :     100.0:      10.4        9.7       13.2       53.7       55.9       77.3       78.8:      22.7       21.2
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  :       180:        34         38         47         88         89        148        148:
Old  :       180:        34         38         47         88         89        148        148:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.0       13.1       25.8       22.3       15.7       11.5       21.7       19.3
Old  :                 17.0       13.1       25.8       22.3       15.7       11.5       21.7       19.3
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 15, 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  :   369,204:    45,450     28,414        179    256,174    282,148    301,803    310,741:    67,401     58,463
Old  :   369,204:    45,450     28,414        179    256,174    282,148    301,803    310,741:    67,401     58,463
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :     8,301:       735      1,055          0      5,038      4,584      5,773      5,639:     2,527      2,662
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3        7.7        0.0       69.4       76.4       81.7       84.2:      18.3       15.8
Old  :     100.0:      12.3        7.7        0.0       69.4       76.4       81.7       84.2:      18.3       15.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        69:         7          5          2         42         43         49         50:
Old  :        69:         7          5          2         42         43         49         50:
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  :                 25.8       48.1       43.7       57.2       24.9       47.9       40.0       56.7
Old  :                 25.8       48.1       43.7       57.2       24.9       47.9       40.0       56.7
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 15, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :    12,787:     2,736        162      1,086      8,462     10,980     12,284     12,228:       503        559
Old  :    12,787:     2,736        162      1,086      8,462     10,980     12,284     12,228:       503        559
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :       851:       219        -85         58        904      1,102      1,181      1,075:      -330       -224
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4        1.3        8.5       66.2       85.9       96.1       95.6:       3.9        4.4
Old  :     100.0:      21.4        1.3        8.5       66.2       85.9       96.1       95.6:       3.9        4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        10          2          5         23         26         33         33:
Old  :        40:        10          2          5         23         26         33         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.9       56.7       67.3       71.6       18.9       21.5       27.5       27.4
Old  :                 50.9       56.7       67.3       71.6       18.9       21.5       27.5       27.4
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 15, 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  :   297,818:   103,017     10,312     50,184    100,664    213,924    253,865    274,420:    43,953     23,398
Old  :   194,322:    86,795      8,191     26,471     50,386    143,044    163,651    177,706:    30,670     16,616
Other:   103,496:    19,130      5,029     20,806     50,278     70,880     90,214     96,714:    13,283      6,782
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :     3,521:    -4,671      2,852      2,736      3,491     -2,550      1,557      3,039:     1,964        482
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.6        3.5       16.9       33.8       71.8       85.2       92.1:      14.8        7.9
Old  :     100.0:      44.7        4.2       13.6       25.9       73.6       84.2       91.4:      15.8        8.6
Other:     100.0:      18.5        4.9       20.1       48.6       68.5       87.2       93.4:      12.8        6.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       231:        98         35         55         74         70        204        135:
Old  :       214:        90         32         36         68         67        174        121:
Other:       141:        38         27         38         57         49        119         95:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.2       34.9       17.4       48.7        7.2       31.3       13.1       40.4
Old  :                 10.4       39.4       18.8       51.4        9.9       38.3       17.4       48.1
Other:                 19.6       34.8       30.0       49.8       12.2       27.3       19.9       39.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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  :    14,649:     3,843      4,320      1,413      6,539      7,576     11,795     13,309:     2,854      1,340
Old  :    11,397:     3,964      4,426        217      4,899      5,792      9,081     10,435:     2,317        962
Other:     3,252:       898        913        176      1,640      1,784      2,714      2,874:       538        378
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :       212:       290       -273        204       -191        429        303        360:       -91       -149
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2       29.5        9.6       44.6       51.7       80.5       90.9:      19.5        9.1
Old  :     100.0:      34.8       38.8        1.9       43.0       50.8       79.7       91.6:      20.3        8.4
Other:     100.0:      27.6       28.1        5.4       50.4       54.9       83.5       88.4:      16.5       11.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        78:        24         22         15         25         16         60         44:
Old  :        76:        29         18         10         22         12         55         36:
Other:        37:         9         10          6         10         14         23         26:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.3       43.0       39.9       57.5       22.8       36.8       34.8       50.7
Old  :                 24.5       46.3       39.5       64.8       24.3       45.7       39.3       64.0
Other:                 54.4       45.5       66.5       64.4       51.7       43.0       63.6       61.8
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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  : 1,072,852:   349,118    236,452     53,927    545,862    683,474    948,906    973,853:   123,946     98,999
Old  : 1,072,852:   349,118    236,452     53,927    545,862    683,474    948,906    973,853:   123,946     98,999
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :    18,289:     1,669     30,434      1,687     12,602    -17,496     15,958     14,625:     2,331      3,664
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.5       22.0        5.0       50.9       63.7       88.4       90.8:      11.6        9.2
Old  :     100.0:      32.5       22.0        5.0       50.9       63.7       88.4       90.8:      11.6        9.2
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  :       230:        46         44         27        104        106        166        161:
Old  :       230:        46         44         27        104        106        166        161:
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  :                 20.2       27.4       30.9       40.0       19.0       26.8       28.6       38.7
Old  :                 20.2       27.4       30.9       40.0       19.0       26.8       28.6       38.7
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 15, 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  : 2,480,446:   184,257    299,117    334,262  1,627,873  1,510,781  2,146,392  2,144,159:   334,054    336,287
Old  : 2,480,446:   184,257    299,117    334,262  1,627,873  1,510,781  2,146,392  2,144,159:   334,054    336,287
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :    98,766:   -50,831    -11,580     60,643     64,543     83,698     74,355    132,761:    24,410    -33,996
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.4       12.1       13.5       65.6       60.9       86.5       86.4:      13.5       13.6
Old  :     100.0:       7.4       12.1       13.5       65.6       60.9       86.5       86.4:      13.5       13.6
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  :       315:        38         81         76        165        176        251        285:
Old  :       315:        38         81         76        165        176        251        285:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.5       16.4       31.4       23.1       20.3       12.9       27.3       17.5
Old  :                 23.5       16.4       31.4       23.1       20.3       12.9       27.3       17.5
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 15, 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  : 1,637,851:   453,469    165,672    155,944    778,667  1,043,536  1,388,079  1,365,153:   249,772    272,699
Old  : 1,637,851:   453,469    165,672    155,944    778,667  1,043,536  1,388,079  1,365,153:   249,772    272,699
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :    51,964:    87,308     14,624     13,996    -42,317     31,864     58,987     60,485:    -7,023     -8,521
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7       10.1        9.5       47.5       63.7       84.8       83.4:      15.2       16.6
Old  :     100.0:      27.7       10.1        9.5       47.5       63.7       84.8       83.4:      15.2       16.6
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  :       210:        32         44         39         91        117        151        172:
Old  :       210:        32         44         39         91        117        151        172:
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       17.1       37.7       24.7       23.7       16.0       32.9       22.3
Old  :                 26.5       17.1       37.7       24.7       23.7       16.0       32.9       22.3
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 15, 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  :   610,750:    33,831     75,722    149,744    402,383    334,708    585,958    560,174:    24,792     50,576
Old  :   610,750:    33,831     75,722    149,744    402,383    334,708    585,958    560,174:    24,792     50,576
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :    31,579:    -3,574      3,114      7,819     29,297     16,740     33,541     27,673:    -1,962      3,907
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5       12.4       24.5       65.9       54.8       95.9       91.7:       4.1        8.3
Old  :     100.0:       5.5       12.4       24.5       65.9       54.8       95.9       91.7:       4.1        8.3
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  :        94:        13         22         29         51         54         81         89:
Old  :        94:        13         22         29         51         54         81         89:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.0       23.5       49.8       38.4       26.2       15.9       31.1       23.8
Old  :                 38.0       23.5       49.8       38.4       26.2       15.9       31.1       23.8
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 15, 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  :    51,651:    17,815      8,124        744     25,146     38,261     43,705     47,129:     7,946      4,522
Old  :    51,651:    17,815      8,124        744     25,146     38,261     43,705     47,129:     7,946      4,522
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :    -1,678:      -362     -1,340         76     -2,033       -573     -2,318     -1,837:       641        159
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.5       15.7        1.4       48.7       74.1       84.6       91.2:      15.4        8.8
Old  :     100.0:      34.5       15.7        1.4       48.7       74.1       84.6       91.2:      15.4        8.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       102:        29         17         10         34         33         70         53:
Old  :       102:        29         17         10         34         33         70         53:
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  :                 26.2       39.6       38.7       56.9       26.2       39.6       38.6       56.1
Old  :                 26.2       39.6       38.7       56.9       26.2       39.6       38.6       56.1
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 15, 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  :   103,302:    35,630     16,248      1,488     50,291     76,523     87,409     94,259:    15,893      9,043
Old  :   103,302:    35,630     16,248      1,488     50,291     76,523     87,409     94,259:    15,893      9,043
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :    -3,355:      -724     -2,681        153     -4,066     -1,146     -4,637     -3,674:     1,282        319
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.5       15.7        1.4       48.7       74.1       84.6       91.2:      15.4        8.8
Old  :     100.0:      34.5       15.7        1.4       48.7       74.1       84.6       91.2:      15.4        8.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       102:        29         17         10         34         33         70         53:
Old  :       102:        29         17         10         34         33         70         53:
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  :                 26.2       39.6       38.7       56.9       26.2       39.6       38.6       56.1
Old  :                 26.2       39.6       38.7       56.9       26.2       39.6       38.6       56.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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  :     6,976:     4,437      5,532        898      1,494        500      6,829      6,930:       147         46
Old  :     6,976:     4,437      5,532        898      1,494        500      6,829      6,930:       147         46
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :      -115:      -307       -106          7        133        -50       -167       -149:        52         34
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.6       79.3       12.9       21.4        7.2       97.9       99.3:       2.1        0.7
Old  :     100.0:      63.6       79.3       12.9       21.4        7.2       97.9       99.3:       2.1        0.7
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  :        21:        10          8          2          2          1         14          9:
Old  :        21:        10          8          2          2          1         14          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.5       72.1       90.6       98.4       63.5       63.8       81.3       85.5
Old  :                 63.5       72.1       90.6       98.4       63.5       63.8       81.3       85.5
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 15, 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  :     8,409:     2,170        472        217      5,807      7,596      8,194      8,285:       215        124
Old  :     8,409:     2,170        472        217      5,807      7,596      8,194      8,285:       215        124
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :       190:       -15         64         -5        164        115        144        174:        46         16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8        5.6        2.6       69.1       90.3       97.4       98.5:       2.6        1.5
Old  :     100.0:      25.8        5.6        2.6       69.1       90.3       97.4       98.5:       2.6        1.5
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  :        29:         8          5          2          6         11         15         17:
Old  :        29:         8          5          2          6         11         15         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  :                 71.2       79.8       87.7       90.3       71.1       79.7       87.5       88.8
Old  :                 71.2       79.8       87.7       90.3       71.1       79.7       87.5       88.8
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 15, 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  :     8,647:     1,130        690          0      7,266      7,879      8,396      8,569:       251         78
Old  :     8,647:     1,130        690          0      7,266      7,879      8,396      8,569:       251         78
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :       162:      -204        100          0        376         36        172        136:       -10         26
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1        8.0        0.0       84.0       91.1       97.1       99.1:       2.9        0.9
Old  :     100.0:      13.1        8.0        0.0       84.0       91.1       97.1       99.1:       2.9        0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         6          6          0          4         14         10         20:
Old  :        29:         6          6          0          4         14         10         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 93.3       62.8       96.3       80.8       93.3       62.8       96.2       80.8
Old  :                 93.3       62.8       96.3       80.8       93.3       62.8       96.2       80.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated May 21, 2012