WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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  :   541,758:   112,950    124,081    137,620    260,354    223,358    510,924    485,059:    30,834     56,699
Old  :   502,484:   101,005    121,619    122,821    249,346    208,476    473,172    452,916:    29,312     49,567
Other:    39,274:    18,608      9,125      8,136     11,008     14,882     37,752     32,143:     1,522      7,131
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :    -8,938:     3,376      6,134     -3,443     -9,184    -12,105     -9,251     -9,414:       313        476
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       22.9       25.4       48.1       41.2       94.3       89.5:       5.7       10.5
Old  :     100.0:      20.1       24.2       24.4       49.6       41.5       94.2       90.1:       5.8        9.9
Other:     100.0:      47.4       23.2       20.7       28.0       37.9       96.1       81.8:       3.9       18.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       390:       105        154        168         94        113        301        343:
Old  :       388:       116        147        160         93        111        296        335:
Other:       127:         9         47         15         23         61         46        111:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.6       10.8       29.9       18.6       16.0        8.6       25.9       15.6
Old  :                 18.7       10.3       31.6       18.4       17.1        9.2       27.6       16.8
Other:                 67.6       37.3       84.2       47.3       53.7       17.0       61.5       24.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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  : 1,684,295:   255,520    161,952    543,564    713,699    684,804  1,512,783  1,390,320:   171,512    293,974
Old  :   901,249:   183,148    141,713    289,206    346,676    358,624    819,030    789,542:    82,219    111,706
Other:   783,046:   162,946    110,814    163,784    367,023    326,180    693,753    600,778:    89,293    182,268
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :   -12,076:    -4,551     -8,103     22,629    -28,487    -25,220    -10,410    -10,694:    -1,666     -1,382
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2        9.6       32.3       42.4       40.7       89.8       82.5:      10.2       17.5
Old  :     100.0:      20.3       15.7       32.1       38.5       39.8       90.9       87.6:       9.1       12.4
Other:     100.0:      20.8       14.2       20.9       46.9       41.7       88.6       76.7:      11.4       23.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       721:       181        184        267        256        315        568        647:
Old  :       651:       170        155        191        222        281        471        550:
Other:       617:       135        154        168        186        283        416        518:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.6        9.7       18.4       15.4        9.3        5.3       15.5        8.4
Old  :                 11.2       13.3       20.0       20.7       10.8       11.5       18.6       16.1
Other:                 15.0       11.4       25.0       16.4       13.4        9.9       22.2       13.7
 
CORN CSO - CHICAGO BOARD OF TRADE                                                                       Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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  :     4,751:     1,171      1,752      2,065      1,193        725      4,430      4,542:       321        209
Old  :     4,482:       924      1,511      2,048      1,193        725      4,165      4,283:       317        199
Other:       269:       246        241         18          0          0        264        259:         4         10
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :      -661:       -36        264       -562         -8       -201       -605       -499:       -56       -162
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       36.9       43.5       25.1       15.3       93.2       95.6:       6.8        4.4
Old  :     100.0:      20.6       33.7       45.7       26.6       16.2       92.9       95.6:       7.1        4.4
Other:     100.0:      91.8       89.7        6.6        0.0        0.0       98.4       96.3:       1.6        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         4         11         10          4          7         18         18:
Old  :        21:         3         11         10          4          7         17         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  :                 46.5       60.0       72.7       83.0       33.6       30.5       44.2       42.2
Old  :                 49.2       57.8       75.7       82.2       35.6       27.6       41.3       39.3
Other:                 98.4       96.3       98.4       96.3       91.8       89.7       91.8       89.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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  :    13,205:     1,489      2,530      1,399      8,051      6,976     10,940     10,905:     2,265      2,300
Old  :    13,204:     1,490      2,530      1,399      8,051      6,976     10,940     10,904:     2,265      2,300
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :       -25:      -348         -2         52        499        -62        202        -13:      -227        -12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       19.2       10.6       61.0       52.8       82.8       82.6:      17.2       17.4
Old  :     100.0:      11.3       19.2       10.6       61.0       52.8       82.8       82.6:      17.2       17.4
Other:     100.0:       0.0      100.0        0.0        0.0        0.0        0.0      100.0:     100.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        10         15         10         17         11         34         30:
Old  :        44:        10         15         10         17         11         34         30:
Other:         1:         0          1          0          0          0          0          1:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 36.0       50.8       54.1       63.5       29.0       46.8       45.7       54.2
Old  :                 36.0       50.9       54.1       63.5       29.0       46.8       45.7       54.2
Other:                  0.0      100.0        0.0      100.0        0.0      100.0        0.0      100.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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  : 1,099,528:   256,867     44,731    385,232    380,571    568,887  1,022,670    998,849:    76,858    100,679
Old  :   374,817:   123,382     19,831    128,118     97,963    201,031    349,463    348,980:    25,355     25,837
Other:   724,711:   156,461     47,876    234,138    282,608    367,855    673,207    649,869:    51,504     74,841
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :    17,119:    26,847     -8,320      8,537    -24,789     16,250     10,595     16,467:     6,524        651
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4        4.1       35.0       34.6       51.7       93.0       90.8:       7.0        9.2
Old  :     100.0:      32.9        5.3       34.2       26.1       53.6       93.2       93.1:       6.8        6.9
Other:     100.0:      21.6        6.6       32.3       39.0       50.8       92.9       89.7:       7.1       10.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       620:       236        136        270        173        215        529        523:
Old  :       527:       178        133        165        116        182        376        401:
Other:       532:       189        118        208        152        197        434        438:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.1       17.8       18.5       25.8        6.6       12.3       11.1       17.0
Old  :                 14.7       21.1       23.9       30.7       13.3       18.4       21.1       25.4
Other:                 10.9       19.6       19.3       27.5        8.8       13.8       14.4       18.5
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                                                    Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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  :    16,092:     2,036      1,982      8,615      5,094      5,028     15,745     15,625:       347        467
Old  :    15,860:     1,978      1,971      8,446      5,094      5,028     15,517     15,444:       343        416
Other:       232:        63         16        165          0          0        228        181:         4         51
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :       124:      -285       -975        673       -326        831         62        529:        62       -405
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       12.3       53.5       31.7       31.2       97.8       97.1:       2.2        2.9
Old  :     100.0:      12.5       12.4       53.3       32.1       31.7       97.8       97.4:       2.2        2.6
Other:     100.0:      27.2        6.9       70.9        0.0        0.0       98.2       77.9:       1.8       22.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         9          8         11          9         13         23         27:
Old  :        31:         9          8         11          9         13         23         27:
Other:         3:         1          2          3          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  :                 62.4       59.9       81.7       76.1       15.2       14.3       20.1       20.2
Old  :                 61.9       59.7       81.5       76.1       15.2       14.4       20.0       20.5
Other:                 98.2       77.9       98.2       77.9       27.2        6.9       27.2        6.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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  :   476,068:    65,383    104,994    116,346    262,181    217,788    443,910    439,128:    32,158     36,940
Old  :   277,510:    49,433     88,124     54,757    157,399    110,442    261,588    253,323:    15,922     24,187
Other:   198,558:    39,275     40,194     38,265    104,782    107,346    182,322    185,805:    16,236     12,753
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :    -1,525:     5,664      8,054      2,363     -7,490     -8,858        537      1,560:    -2,062     -3,085
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       22.1       24.4       55.1       45.7       93.2       92.2:       6.8        7.8
Old  :     100.0:      17.8       31.8       19.7       56.7       39.8       94.3       91.3:       5.7        8.7
Other:     100.0:      19.8       20.2       19.3       52.8       54.1       91.8       93.6:       8.2        6.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       306:        76         96        121         80         77        237        254:
Old  :       279:        91         87         86         72         74        199        221:
Other:       218:        55         75         68         62         58        163        163:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.6       18.8       28.8       26.8       11.4        8.1       17.0       13.4
Old  :                 28.4       12.9       37.9       21.3       21.4        8.4       27.4       15.0
Other:                 17.7       30.2       31.0       41.0       15.2       22.3       26.4       31.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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  :   834,495:    94,810     40,515     92,865    480,248    556,790    667,923    690,171:   166,571    144,324
Old  :   834,495:    94,810     40,515     92,865    480,248    556,790    667,923    690,171:   166,571    144,324
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :   -63,969:     5,040     -3,061    -33,965    -24,886    -10,950    -53,811    -47,976:   -10,158    -15,992
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4        4.9       11.1       57.5       66.7       80.0       82.7:      20.0       17.3
Old  :     100.0:      11.4        4.9       11.1       57.5       66.7       80.0       82.7:      20.0       17.3
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  :       172:        34         30         42         90         90        148        138:
Old  :       172:        34         30         42         90         90        148        138:
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       14.3       29.9       25.0       18.6       13.7       26.7       23.2
Old  :                 20.2       14.3       29.9       25.0       18.6       13.7       26.7       23.2
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, June 12, 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  :   359,089:    43,379     16,200      7,822    236,965    282,374    288,166    306,396:    70,923     52,693
Old  :   359,089:    43,379     16,200      7,822    236,965    282,374    288,166    306,396:    70,923     52,693
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :   -14,507:       672      2,256        426    -20,235    -13,245    -19,137    -10,563:     4,630     -3,945
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1        4.5        2.2       66.0       78.6       80.2       85.3:      19.8       14.7
Old  :     100.0:      12.1        4.5        2.2       66.0       78.6       80.2       85.3:      19.8       14.7
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  :        66:         7          4          4         38         43         46         50:
Old  :        66:         7          4          4         38         43         46         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  :                 29.1       41.9       45.9       54.0       28.1       41.0       40.1       51.8
Old  :                 29.1       41.9       45.9       54.0       28.1       41.0       40.1       51.8
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, June 12, 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  :    11,296:     1,808        159      1,015      8,076      9,785     10,899     10,959:       397        337
Old  :    11,296:     1,808        159      1,015      8,076      9,785     10,899     10,959:       397        337
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :    -1,421:    -1,501         31         38        -61     -1,548     -1,524     -1,479:       103         58
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0        1.4        9.0       71.5       86.6       96.5       97.0:       3.5        3.0
Old  :     100.0:      16.0        1.4        9.0       71.5       86.6       96.5       97.0:       3.5        3.0
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  :        40:         8          2          5         25         26         34         33:
Old  :        40:         8          2          5         25         26         34         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  :                 46.0       53.8       65.7       70.9       17.1       20.8       26.8       28.7
Old  :                 46.0       53.8       65.7       70.9       17.1       20.8       26.8       28.7
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, June 12, 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  :   297,869:    90,942     10,129     58,722     99,885    202,784    249,549    271,634:    48,320     26,235
Old  :   161,336:    64,796      4,411     27,133     40,740    115,102    132,670    146,647:    28,667     14,690
Other:   136,533:    30,134      9,706     27,600     59,145     87,682    116,879    124,987:    19,654     11,545
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :    11,508:     7,141        317      2,525     -2,684      8,204      6,982     11,046:     4,527        463
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5        3.4       19.7       33.5       68.1       83.8       91.2:      16.2        8.8
Old  :     100.0:      40.2        2.7       16.8       25.3       71.3       82.2       90.9:      17.8        9.1
Other:     100.0:      22.1        7.1       20.2       43.3       64.2       85.6       91.5:      14.4        8.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       234:       102         28         60         76         82        202        153:
Old  :       208:        90         22         46         69         77        173        132:
Other:       168:        52         30         42         62         55        139        107:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.1       29.1       18.1       44.7        7.2       25.1       12.7       33.8
Old  :                 11.8       30.6       21.2       43.7       10.6       28.7       17.4       39.7
Other:                 16.7       33.2       26.2       47.8       11.6       25.9       18.6       36.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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  :    16,908:     2,914      6,690      2,255      9,066      5,561     14,234     14,505:     2,673      2,402
Old  :     8,522:     2,699      5,321        586      3,647      1,244      6,932      7,151:     1,590      1,371
Other:     8,386:     1,414      2,569        469      5,420      4,316      7,303      7,354:     1,083      1,032
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :        58:      -112        453       -268        433        -90         53         94:         6        -36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       39.6       13.3       53.6       32.9       84.2       85.8:      15.8       14.2
Old  :     100.0:      31.7       62.4        6.9       42.8       14.6       81.3       83.9:      18.7       16.1
Other:     100.0:      16.9       30.6        5.6       64.6       51.5       87.1       87.7:      12.9       12.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        86:        21         27         21         27         17         62         58:
Old  :        66:        22         23          9         16          8         41         37:
Other:        63:        14         23          8         18         16         38         42:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 31.0       31.3       45.3       44.1       30.5       28.4       43.5       41.2
Old  :                 23.8       34.7       41.1       56.3       23.8       34.7       40.8       56.2
Other:                 49.1       40.0       65.9       54.6       48.9       38.6       63.3       52.6
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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  : 1,023,593:   247,478    186,407     44,816    596,483    712,647    888,777    943,869:   134,817     79,724
Old  : 1,023,593:   247,478    186,407     44,816    596,483    712,647    888,777    943,869:   134,817     79,724
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :    -2,866:   -33,330     31,783     -8,869     45,779     -5,617      3,579     17,297:    -6,445    -20,162
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       18.2        4.4       58.3       69.6       86.8       92.2:      13.2        7.8
Old  :     100.0:      24.2       18.2        4.4       58.3       69.6       86.8       92.2:      13.2        7.8
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  :       225:        46         37         27        104         99        164        149:
Old  :       225:        46         37         27        104         99        164        149:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.1       33.7       29.6       44.5       14.2       30.3       24.0       38.4
Old  :                 17.1       33.7       29.6       44.5       14.2       30.3       24.0       38.4
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, June 12, 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  : 2,300,194:   214,548    253,621    279,553  1,488,714  1,449,760  1,982,815  1,982,935:   317,379    317,259
Old  : 2,300,194:   214,548    253,621    279,553  1,488,714  1,449,760  1,982,815  1,982,935:   317,379    317,259
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :   -34,077:   -60,796     -5,230      7,485     24,372    -28,958    -28,940    -26,703:    -5,137     -7,373
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       11.0       12.2       64.7       63.0       86.2       86.2:      13.8       13.8
Old  :     100.0:       9.3       11.0       12.2       64.7       63.0       86.2       86.2:      13.8       13.8
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  :       270:        39         60         59        137        159        209        245:
Old  :       270:        39         60         59        137        159        209        245:
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       17.7       35.5       24.3       23.9       15.1       31.4       20.1
Old  :                 27.0       17.7       35.5       24.3       23.9       15.1       31.4       20.1
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, June 12, 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  : 1,225,995:   183,123    142,142     59,724    751,076    768,273    993,923    970,139:   232,072    255,857
Old  : 1,225,995:   183,123    142,142     59,724    751,076    768,273    993,923    970,139:   232,072    255,857
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :   -82,280:  -175,968      2,689     -2,292    119,676    -85,440    -58,584    -85,043:   -23,696      2,763
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       11.6        4.9       61.3       62.7       81.1       79.1:      18.9       20.9
Old  :     100.0:      14.9       11.6        4.9       61.3       62.7       81.1       79.1:      18.9       20.9
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  :       184:        29         34         32         87        101        134        149:
Old  :       184:        29         34         32         87        101        134        149:
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  :                 18.9       17.9       31.2       26.1       17.0       16.4       28.8       24.4
Old  :                 18.9       17.9       31.2       26.1       17.0       16.4       28.8       24.4
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, June 12, 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  :   561,733:    23,689     56,393    133,278    381,344    320,056    538,312    509,727:    23,421     52,006
Old  :   561,733:    23,689     56,393    133,278    381,344    320,056    538,312    509,727:    23,421     52,006
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :     3,581:    -1,379        785     -3,189      6,929      6,499      2,362      4,094:     1,220       -513
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2       10.0       23.7       67.9       57.0       95.8       90.7:       4.2        9.3
Old  :     100.0:       4.2       10.0       23.7       67.9       57.0       95.8       90.7:       4.2        9.3
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  :        92:        14         19         29         51         54         82         89:
Old  :        92:        14         19         29         51         54         82         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  :                 39.5       22.6       49.8       36.5       29.8       15.6       33.2       24.3
Old  :                 39.5       22.6       49.8       36.5       29.8       15.6       33.2       24.3
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, June 12, 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  :    90,845:    11,042      5,418      6,976     60,682     68,227     78,699     80,621:    12,146     10,224
Old  :    90,845:    11,042      5,418      6,976     60,682     68,227     78,699     80,621:    12,146     10,224
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :    16,784:     1,182       -469      1,647     12,134     13,311     14,964     14,489:     1,820      2,295
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2        6.0        7.7       66.8       75.1       86.6       88.7:      13.4       11.3
Old  :     100.0:      12.2        6.0        7.7       66.8       75.1       86.6       88.7:      13.4       11.3
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  :        93:        21         12         19         42         44         73         69:
Old  :        93:        21         12         19         42         44         73         69:
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  :                 29.9       37.7       43.6       50.7       13.9       19.4       21.6       28.9
Old  :                 29.9       37.7       43.6       50.7       13.9       19.4       21.6       28.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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  :    24,012:     5,355      1,129        187     15,388     17,195     20,930     18,511:     3,082      5,501
Old  :    24,012:     5,355      1,129        187     15,388     17,195     20,930     18,511:     3,082      5,501
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :     3,430:       117        -11        144      1,504      1,600      1,765      1,733:     1,665      1,697
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3        4.7        0.8       64.1       71.6       87.2       77.1:      12.8       22.9
Old  :     100.0:      22.3        4.7        0.8       64.1       71.6       87.2       77.1:      12.8       22.9
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  :        21:         5          2          5          8          9         15         14:
Old  :        21:         5          2          5          8          9         15         14:
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  :                 54.1       56.5       77.0       72.9       54.1       49.8       72.4       63.5
Old  :                 54.1       56.5       77.0       72.9       54.1       49.8       72.4       63.5
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, June 12, 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  :   133,666:    20,386     17,591      4,565     90,587    102,064    115,538    124,220:    18,128      9,446
Old  :   133,666:    20,386     17,591      4,565     90,587    102,064    115,538    124,220:    18,128      9,446
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :    26,708:     2,325       -720      2,811     21,261     23,422     26,397     25,512:       311      1,196
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       13.2        3.4       67.8       76.4       86.4       92.9:      13.6        7.1
Old  :     100.0:      15.3       13.2        3.4       67.8       76.4       86.4       92.9:      13.6        7.1
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  :        92:        21         13         19         38         42         68         67:
Old  :        92:        21         13         19         38         42         68         67:
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  :                 33.7       38.1       45.4       52.4       27.6       31.9       38.5       46.0
Old  :                 33.7       38.1       45.4       52.4       27.6       31.9       38.5       46.0
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, June 12, 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  :     8,223:     4,824      6,917        704      2,502        500      8,030      8,121:       193        102
Old  :     8,223:     4,824      6,917        704      2,502        500      8,030      8,121:       193        102
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :      -755:      -193       -844          0       -645          0       -838       -844:        83         89
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.7       84.1        8.6       30.4        6.1       97.7       98.8:       2.3        1.2
Old  :     100.0:      58.7       84.1        8.6       30.4        6.1       97.7       98.8:       2.3        1.2
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  :        22:         8         10          2          3          1         12         12:
Old  :        22:         8         10          2          3          1         12         12:
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  :                 60.5       69.6       89.5       91.1       60.5       64.9       85.5       84.9
Old  :                 60.5       69.6       89.5       91.1       60.5       64.9       85.5       84.9
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, June 12, 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  :    12,519:     1,553      3,110      2,149      8,410      7,005     12,112     12,264:       407        255
Old  :    12,519:     1,553      3,110      2,149      8,410      7,005     12,112     12,264:       407        255
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :     3,806:       122      1,892      2,061      1,481       -329      3,664      3,624:       142        182
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4       24.8       17.2       67.2       56.0       96.7       98.0:       3.3        2.0
Old  :     100.0:      12.4       24.8       17.2       67.2       56.0       96.7       98.0:       3.3        2.0
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  :        30:         7          7          3          6         11         15         19:
Old  :        30:         7          7          3          6         11         15         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.6       76.7       89.3       87.8       65.9       61.4       76.0       72.1
Old  :                 77.6       76.7       89.3       87.8       65.9       61.4       76.0       72.1
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, June 12, 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  :    11,373:     1,803      1,793        461      8,855      8,987     11,119     11,241:       254        132
Old  :    11,373:     1,803      1,793        461      8,855      8,987     11,119     11,241:       254        132
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :      -703:    -1,357       -903       -720      1,432        813       -645       -810:       -58        107
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       15.8        4.1       77.9       79.0       97.8       98.8:       2.2        1.2
Old  :     100.0:      15.9       15.8        4.1       77.9       79.0       97.8       98.8:       2.2        1.2
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  :        30:         7          5          1          4         15         12         20:
Old  :        30:         7          5          1          4         15         12         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  :                 88.3       61.4       96.2       80.5       87.4       57.4       92.7       76.4
Old  :                 88.3       61.4       96.2       80.5       87.4       57.4       92.7       76.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated June 15, 2012