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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 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  :   524,875:   110,100    138,047    119,996    265,033    213,032    495,128    471,075:    29,747     53,800
Old  :   512,773:   110,479    140,178    112,981    261,238    208,688    484,698    461,848:    28,075     50,925
Other:    12,102:     3,389      1,637      3,246      3,795      4,344     10,430      9,227:     1,672      2,875
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :   -27,829:     5,241    -11,011     -4,871    -24,523     -8,584    -24,153    -24,465:    -3,676     -3,364
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       26.3       22.9       50.5       40.6       94.3       89.7:       5.7       10.3
Old  :     100.0:      21.5       27.3       22.0       50.9       40.7       94.5       90.1:       5.5        9.9
Other:     100.0:      28.0       13.5       26.8       31.4       35.9       86.2       76.2:      13.8       23.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       392:       103        162        141         82        112        275        335:
Old  :       390:       106        162        134         82        111        269        331:
Other:        89:        11         19          7         22         43         37         67:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.9       12.5       33.3       20.0       19.3       11.1       30.2       17.6
Old  :                 21.1       12.7       33.7       20.4       19.4       11.3       30.6       18.0
Other:                 65.5       43.9       74.7       52.0       37.9       13.5       43.4       20.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 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  : 1,684,519:   327,985    167,474    478,992    720,759    749,359  1,527,736  1,395,825:   156,783    288,694
Old  : 1,025,659:   241,650    166,774    279,253    412,901    438,615    933,804    884,642:    91,855    141,017
Other:   658,860:   165,862     80,227    120,213    307,858    310,743    593,932    511,183:    64,928    147,677
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :   -55,107:     8,346     -6,020    -17,759    -36,139     -8,736    -45,552    -32,515:    -9,556    -22,592
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5        9.9       28.4       42.8       44.5       90.7       82.9:       9.3       17.1
Old  :     100.0:      23.6       16.3       27.2       40.3       42.8       91.0       86.3:       9.0       13.7
Other:     100.0:      25.2       12.2       18.2       46.7       47.2       90.1       77.6:       9.9       22.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       740:       201        169        255        242        329        561        646:
Old  :       695:       185        163        196        199        305        473        578:
Other:       594:       138        120        143        170        287        382        484:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.9        9.6       19.5       14.9        9.8        5.7       15.9        9.3
Old  :                 12.7        9.0       22.0       15.3       12.2        6.5       19.7       10.6
Other:                 15.4       15.0       26.5       20.6       13.7       10.9       21.7       15.8
 
CORN CSO - CHICAGO BOARD OF TRADE                                                                       Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 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  :     8,322:     3,076      1,271      3,573      1,463      3,045      8,112      7,888:       210        434
Old  :     8,100:     3,051      1,271      3,379      1,463      3,045      7,893      7,694:       208        406
Other:       222:       206        181         13          0          0        219        194:         3         28
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :       333:       615        184       -445        450        705        621        444:      -287       -111
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.0       15.3       42.9       17.6       36.6       97.5       94.8:       2.5        5.2
Old  :     100.0:      37.7       15.7       41.7       18.1       37.6       97.4       95.0:       2.6        5.0
Other:     100.0:      93.0       81.5        5.9        0.0        0.0       98.9       87.4:       1.1       12.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:        10          4          7          6          7         16         18:
Old  :        21:         9          4          7          6          7         15         18:
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  :                 51.9       44.8       77.3       73.0       21.6       29.6       37.6       40.2
Old  :                 53.2       44.6       79.3       72.8       24.0       30.4       40.4       41.3
Other:                 98.9       87.4       98.9       87.4       93.0       81.5       93.0       81.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 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  :    11,292:     2,842        598        404      5,857      8,810      9,103      9,812:     2,189      1,480
Old  :    11,292:     2,842        598        404      5,857      8,810      9,103      9,812:     2,189      1,480
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :      -286:       362         73          1       -532       -213       -169       -138:      -117       -148
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2        5.3        3.6       51.9       78.0       80.6       86.9:      19.4       13.1
Old  :     100.0:      25.2        5.3        3.6       51.9       78.0       80.6       86.9:      19.4       13.1
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  :        36:        11          8          5         15         11         30         20:
Old  :        36:        11          8          5         15         11         30         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  :                 27.0       66.7       48.1       76.9       25.5       53.9       42.6       62.8
Old  :                 27.0       66.7       48.1       76.9       25.5       53.9       42.6       62.8
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 1, 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  : 1,112,165:   306,557     46,794    355,603    376,775    597,598  1,038,935    999,995:    73,230    112,170
Old  :   545,193:   208,138     37,029    162,191    141,042    302,552    511,371    501,772:    33,821     43,421
Other:   566,972:   139,837     51,183    151,993    235,733    295,046    527,563    498,223:    39,409     68,749
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :    34,850:    13,647      1,816     31,441     -8,113      5,952     36,975     39,209:    -2,125     -4,359
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6        4.2       32.0       33.9       53.7       93.4       89.9:       6.6       10.1
Old  :     100.0:      38.2        6.8       29.7       25.9       55.5       93.8       92.0:       6.2        8.0
Other:     100.0:      24.7        9.0       26.8       41.6       52.0       93.0       87.9:       7.0       12.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       641:       247        138        250        170        223        536        514:
Old  :       583:       197        154        162        108        212        392        446:
Other:       509:       170        107        174        152        202        403        411:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.7       15.9       16.8       24.2        6.4       13.2       11.4       19.3
Old  :                 11.7       18.4       20.7       28.1       11.2       17.1       19.3       25.7
Other:                 15.2       18.6       22.5       26.5        9.7       12.0       15.5       17.6
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                                                    Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 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  :    14,851:     1,557      1,520      7,952      4,830      4,992     14,339     14,465:       512        386
Old  :    14,813:     1,525      1,522      7,948      4,830      4,992     14,303     14,463:       510        351
Other:        38:        34          0          2          0          0         36          2:         2         36
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :     1,859:      -504         54      1,005      1,351        751      1,852      1,810:         6         48
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5       10.2       53.5       32.5       33.6       96.6       97.4:       3.4        2.6
Old  :     100.0:      10.3       10.3       53.7       32.6       33.7       96.6       97.6:       3.4        2.4
Other:     100.0:      89.4        0.0        5.3        0.0        0.0       94.7        5.3:       5.3       94.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         7          5         10          8         12         18         24:
Old  :        25:         7          5         10          8         12         18         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  :                 61.9       64.1       82.9       78.1       12.5       13.8       18.6       19.7
Old  :                 61.8       64.2       82.9       78.3       12.4       13.9       18.5       19.8
Other:                 94.7        5.3       94.7        5.3       89.4        0.0       89.4        0.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 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  :   408,130:    97,633     67,351     75,040    197,152    239,987    369,824    382,378:    38,306     25,752
Old  :   281,316:    89,666     73,001     36,697    128,675    153,467    255,038    263,166:    26,278     18,151
Other:   126,814:    31,035     17,418     15,274     68,477     86,520    114,786    119,212:    12,028      7,601
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :    -9,308:    -8,754      9,940     -4,274      8,308    -14,928     -4,720     -9,262:    -4,588        -46
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9       16.5       18.4       48.3       58.8       90.6       93.7:       9.4        6.3
Old  :     100.0:      31.9       25.9       13.0       45.7       54.6       90.7       93.5:       9.3        6.5
Other:     100.0:      24.5       13.7       12.0       54.0       68.2       90.5       94.0:       9.5        6.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       285:        87         89         99         74         76        230        211:
Old  :       278:        88         96         78         64         73        201        199:
Other:       159:        52         32         44         51         49        124        110:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.2       28.1       26.3       37.1        9.9       20.3       16.5       26.8
Old  :                 20.4       25.1       28.9       35.0       17.6       22.6       25.7       31.0
Other:                 21.5       39.8       35.1       56.0       19.3       32.0       31.7       46.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 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  :   676,431:    59,481     70,931     42,579    409,009    400,563    511,069    514,073:   165,362    162,358
Old  :   676,431:    59,481     70,931     42,579    409,009    400,563    511,069    514,073:   165,362    162,358
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :    -5,436:   -10,556     -1,596      1,013       -933     -6,596    -10,476     -7,179:     5,041      1,743
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8       10.5        6.3       60.5       59.2       75.6       76.0:      24.4       24.0
Old  :     100.0:       8.8       10.5        6.3       60.5       59.2       75.6       76.0:      24.4       24.0
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  :       169:        27         35         40         88         89        139        140:
Old  :       169:        27         35         40         88         89        139        140:
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  :                 17.5       14.1       27.1       23.6       14.7       13.3       22.0       21.0
Old  :                 17.5       14.1       27.1       23.6       14.7       13.3       22.0       21.0
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 1, 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  :   358,422:    46,284     24,678        179    250,244    277,860    296,707    302,717:    61,715     55,705
Old  :   358,422:    46,284     24,678        179    250,244    277,860    296,707    302,717:    61,715     55,705
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :    -6,694:       -87     -1,848          6    -12,335     -9,496    -12,416    -11,338:     5,722      4,644
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9        6.9        0.0       69.8       77.5       82.8       84.5:      17.2       15.5
Old  :     100.0:      12.9        6.9        0.0       69.8       77.5       82.8       84.5:      17.2       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  :        65:         7          6          2         36         40         43         48:
Old  :        65:         7          6          2         36         40         43         48:
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  :                 27.0       48.2       45.9       58.9       25.9       48.2       41.9       58.1
Old  :                 27.0       48.2       45.9       58.9       25.9       48.2       41.9       58.1
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 1, 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  :    11,815:     2,004        258      1,128      7,813      9,687     10,945     11,073:       870        742
Old  :    11,815:     2,004        258      1,128      7,813      9,687     10,945     11,073:       870        742
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :       436:       302         69        -61        167        376        408        384:        28         52
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0        2.2        9.5       66.1       82.0       92.6       93.7:       7.4        6.3
Old  :     100.0:      17.0        2.2        9.5       66.1       82.0       92.6       93.7:       7.4        6.3
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  :        38:        10          1          4         22         23         32         28:
Old  :        38:        10          1          4         22         23         32         28:
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  :                 46.2       51.5       65.1       67.7       15.7       17.0       24.7       24.2
Old  :                 46.2       51.5       65.1       67.7       15.7       17.0       24.7       24.2
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 1, 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  :   295,598:   109,500      9,014     46,702     93,825    216,574    250,027    272,289:    45,571     23,309
Old  :   201,470:    90,928      7,438     25,210     51,698    152,477    167,836    185,124:    33,634     16,346
Other:    94,128:    21,384      4,387     18,681     42,126     64,097     82,191     87,165:    11,937      6,962
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :    -7,156:    -6,797        -59        765       -532     -6,374     -6,564     -5,667:      -592     -1,489
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.0        3.0       15.8       31.7       73.3       84.6       92.1:      15.4        7.9
Old  :     100.0:      45.1        3.7       12.5       25.7       75.7       83.3       91.9:      16.7        8.1
Other:     100.0:      22.7        4.7       19.8       44.8       68.1       87.3       92.6:      12.7        7.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       234:       103         28         59         74         72        207        140:
Old  :       218:        92         29         48         67         68        184        128:
Other:       144:        44         22         37         53         48        117         92:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.1       36.5       17.1       49.6        7.9       31.4       14.0       41.0
Old  :                 10.8       41.6       19.0       52.3       10.7       38.9       18.0       48.3
Other:                 20.2       37.8       32.0       51.6       15.9       30.0       24.5       41.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 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  :    14,900:     3,795      4,585      1,415      6,655      7,388     11,865     13,389:     3,035      1,511
Old  :    11,763:     3,820      4,577        463      4,940      5,527      9,222     10,567:     2,540      1,195
Other:     3,138:       793        826        134      1,715      1,861      2,643      2,822:       495        316
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :    -1,055:      -348        627         -0        -85     -1,604       -433       -978:      -622        -77
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5       30.8        9.5       44.7       49.6       79.6       89.9:      20.4       10.1
Old  :     100.0:      32.5       38.9        3.9       42.0       47.0       78.4       89.8:      21.6       10.2
Other:     100.0:      25.3       26.3        4.3       54.7       59.3       84.2       89.9:      15.8       10.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        71:        21         20         15         24         15         56         41:
Old  :        68:        23         18         11         20         11         49         34:
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  :                 24.2       38.9       40.1       53.2       22.8       34.6       34.4       47.5
Old  :                 24.2       41.3       39.5       59.4       24.1       40.5       39.4       58.5
Other:                 57.1       47.8       70.9       68.5       54.8       45.6       68.4       66.3
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 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  : 1,009,948:   327,399    181,571     51,433    508,278    675,777    887,110    908,781:   122,837    101,167
Old  : 1,009,948:   327,399    181,571     51,433    508,278    675,777    887,110    908,781:   122,837    101,167
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :    36,937:    47,996      7,214      1,306    -17,224     32,551     32,077     41,071:     4,860     -4,134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4       18.0        5.1       50.3       66.9       87.8       90.0:      12.2       10.0
Old  :     100.0:      32.4       18.0        5.1       50.3       66.9       87.8       90.0:      12.2       10.0
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  :       231:        47         40         27        105        106        166        159:
Old  :       231:        47         40         27        105        106        166        159:
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  :                 20.1       25.7       31.0       35.3       18.6       25.1       27.4       34.7
Old  :                 20.1       25.7       31.0       35.3       18.6       25.1       27.4       34.7
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 1, 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  : 2,260,775:   212,779    322,705    244,005  1,508,690  1,348,465  1,965,475  1,915,175:   295,301    345,600
Old  : 2,260,775:   212,779    322,705    244,005  1,508,690  1,348,465  1,965,475  1,915,175:   295,301    345,600
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :    39,435:    11,578     -2,902     19,451     12,218     52,858     43,247     69,407:    -3,812    -29,972
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4       14.3       10.8       66.7       59.6       86.9       84.7:      13.1       15.3
Old  :     100.0:       9.4       14.3       10.8       66.7       59.6       86.9       84.7:      13.1       15.3
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  :       312:        41         78         74        155        177        243        282:
Old  :       312:        41         78         74        155        177        243        282:
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  :                 23.9       14.8       32.5       21.6       22.1       10.8       29.6       15.6
Old  :                 23.9       14.8       32.5       21.6       22.1       10.8       29.6       15.6
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 1, 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  : 1,522,566:   367,955    158,907    129,425    771,680    967,777  1,269,060  1,256,109:   253,506    266,457
Old  : 1,522,566:   367,955    158,907    129,425    771,680    967,777  1,269,060  1,256,109:   253,506    266,457
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :    16,190:    -7,474     10,456     11,276     22,367    -11,645     26,169     10,087:    -9,979      6,103
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       10.4        8.5       50.7       63.6       83.4       82.5:      16.6       17.5
Old  :     100.0:      24.2       10.4        8.5       50.7       63.6       83.4       82.5:      16.6       17.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       198:        36         37         32         85        108        140        158:
Old  :       198:        36         37         32         85        108        140        158:
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       17.3       33.5       25.2       18.8       16.1       28.9       21.6
Old  :                 22.1       17.3       33.5       25.2       18.8       16.1       28.9       21.6
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 1, 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  :   570,101:    41,497     77,408    136,731    362,009    307,963    540,236    522,102:    29,865     47,999
Old  :   570,101:    41,497     77,408    136,731    362,009    307,963    540,236    522,102:    29,865     47,999
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :   -39,488:     3,150      7,774    -11,671    -29,427    -32,033    -37,948    -35,930:    -1,540     -3,558
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3       13.6       24.0       63.5       54.0       94.8       91.6:       5.2        8.4
Old  :     100.0:       7.3       13.6       24.0       63.5       54.0       94.8       91.6:       5.2        8.4
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  :        89:        11         24         29         47         49         77         84:
Old  :        89:        11         24         29         47         49         77         84:
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  :                 42.2       24.6       53.7       40.4       28.3       18.0       33.9       27.5
Old  :                 42.2       24.6       53.7       40.4       28.3       18.0       33.9       27.5
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 1, 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  :    57,714:    23,378      6,118        749     26,082     45,677     50,209     52,543:     7,505      5,170
Old  :    57,714:    23,378      6,118        749     26,082     45,677     50,209     52,543:     7,505      5,170
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :     6,092:     3,758        443         78      2,374      4,967      6,210      5,488:      -118        605
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.5       10.6        1.3       45.2       79.1       87.0       91.0:      13.0        9.0
Old  :     100.0:      40.5       10.6        1.3       45.2       79.1       87.0       91.0:      13.0        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  :       110:        40         15          9         32         33         77         52:
Old  :       110:        40         15          9         32         33         77         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.4       37.6       43.0       54.8       27.4       37.6       43.0       54.8
Old  :                 27.4       37.6       43.0       54.8       27.4       37.6       43.0       54.8
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 1, 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  :   115,427:    46,756     12,236      1,498     52,164     91,353    100,418    105,087:    15,009     10,340
Old  :   115,427:    46,756     12,236      1,498     52,164     91,353    100,418    105,087:    15,009     10,340
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :    12,185:     7,516        885        157      4,748      9,933     12,420     10,975:      -236      1,210
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.5       10.6        1.3       45.2       79.1       87.0       91.0:      13.0        9.0
Old  :     100.0:      40.5       10.6        1.3       45.2       79.1       87.0       91.0:      13.0        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  :       110:        40         15          9         32         33         77         52:
Old  :       110:        40         15          9         32         33         77         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.4       37.6       43.0       54.8       27.4       37.6       43.0       54.8
Old  :                 27.4       37.6       43.0       54.8       27.4       37.6       43.0       54.8
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 1, 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  :     7,156:     4,728      5,743        891      1,449        500      7,068      7,134:        88         22
Old  :     7,156:     4,728      5,743        891      1,449        500      7,068      7,134:        88         22
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :      -277:      -376       -208          6         88        -77       -282       -279:         5          2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.1       80.3       12.5       20.2        7.0       98.8       99.7:       1.2        0.3
Old  :     100.0:      66.1       80.3       12.5       20.2        7.0       98.8       99.7:       1.2        0.3
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  :        23:        11          9          2          2          1         15         10:
Old  :        23:        11          9          2          2          1         15         10:
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  :                 61.9       68.7       88.9       95.9       61.9       61.0       82.1       83.4
Old  :                 61.9       68.7       88.9       95.9       61.9       61.0       82.1       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 1, 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  :     8,197:     2,503        522         14      5,494      7,549      8,011      8,085:       186        112
Old  :     8,197:     2,503        522         14      5,494      7,549      8,011      8,085:       186        112
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :       266:       322         20          0        -50        262        272        282:        -6        -16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5        6.4        0.2       67.0       92.1       97.7       98.6:       2.3        1.4
Old  :     100.0:      30.5        6.4        0.2       67.0       92.1       97.7       98.6:       2.3        1.4
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  :        30:         8          5          1          7         11         15         17:
Old  :        30:         8          5          1          7         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  :                 69.6       80.8       90.6       90.3       69.4       80.7       90.5       90.2
Old  :                 69.6       80.8       90.6       90.3       69.4       80.7       90.5       90.2
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 1, 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  :     8,475:     1,268        722          0      6,933      7,701      8,201      8,423:       274         52
Old  :     8,475:     1,268        722          0      6,933      7,701      8,201      8,423:       274         52
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :      -187:      -388       -746          0        186        577       -202       -169:        15        -18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0        8.5        0.0       81.8       90.9       96.8       99.4:       3.2        0.6
Old  :     100.0:      15.0        8.5        0.0       81.8       90.9       96.8       99.4:       3.2        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  :        33:         8          8          0          5         13         13         21:
Old  :        33:         8          8          0          5         13         13         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  :                 87.7       61.4       94.5       79.5       87.7       61.4       94.5       79.5
Old  :                 87.7       61.4       94.5       79.5       87.7       61.4       94.5       79.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated May 4, 2012