```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      611,821
COMMITMENTS
  82,909  136,712  149,897  333,690  262,474  566,495  549,083   45,326   62,738

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:      6,240)
    -717    8,425    4,904      644   -6,982    4,831    6,348    1,408     -108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6     22.3     24.5     54.5     42.9     92.6     89.7      7.4     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      431)
     128      158      176       87      107      320      359
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,626,988
COMMITMENTS
 279,381  217,861  471,550  725,549  630,450  1476480  1319862  150,507  307,126

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:    -26,974)
  10,467      773    1,142  -34,497  -23,486  -22,888  -21,570   -4,086   -5,404

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2     13.4     29.0     44.6     38.7     90.7     81.1      9.3     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      721)
     162      201      258      242      296      561      630
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       17,783
COMMITMENTS
   1,141    1,740    2,063   11,267   11,545   14,472   15,348    3,311    2,435

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:     -2,781)
    -293   -2,710     -300   -1,646      134   -2,240   -2,876     -541       96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      9.8     11.6     63.4     64.9     81.4     86.3     18.6     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      13       11        8       18       16       34       32
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      600,485
COMMITMENTS
  81,225   70,568  170,626  298,193  256,641  550,044  497,835   50,442  102,650

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:    -19,194)
   5,404  -13,841   -9,652  -18,101    6,006  -22,349  -17,487    3,154   -1,707

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5     11.8     28.4     49.7     42.7     91.6     82.9      8.4     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      488)
     137      150      196      131      172      378      424
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       17,880
COMMITMENTS
  14,386      745      278       37    3,606   14,701    4,629    3,179   13,251

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:       -734)
      90     -315       90       -7      130      173      -95     -907     -639

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    80.5      4.2      1.6      0.2     20.2     82.2     25.9     17.8     74.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      14        4        9        2        9       18       20
 
 
SOYBEAN CSO OLD NEW CY - CHICAGO BOARD OF TRADE                      Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,172
COMMITMENTS
   3,118    3,921    1,831    1,825    1,214    6,774    6,966      398      207

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:        -24)
    -580      491     -188      726     -278      -43       25       19      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.5     54.7     25.5     25.4     16.9     94.4     97.1      5.6      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        7       11        2        6       16       17
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      381,437
COMMITMENTS
  53,546   69,742   81,869  216,576  196,622  351,992  348,233   29,445   33,203

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:     -4,865)
   2,935   -3,012    1,953  -13,332   -3,235   -8,444   -4,295    3,579     -570

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0     18.3     21.5     56.8     51.5     92.3     91.3      7.7      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      62       87       95       74       64      209      203
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      754,933
COMMITMENTS
  83,802  135,644   57,531  465,265  435,888  606,597  629,063  148,336  125,870

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:    -23,028)
  12,705   -3,004   -2,890  -27,612   -7,963  -17,798  -13,858   -5,230   -9,170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1     18.0      7.6     61.6     57.7     80.4     83.3     19.6     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      34       28       32       69       79      116      126
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      141,028
COMMITMENTS
   5,921   17,964       56   98,285  105,390  104,262  123,410   36,766   17,618

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:      1,414)
   2,000    1,906      -66   -3,073     -967   -1,139      873    2,553      541

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2     12.7      0.0     69.7     74.7     73.9     87.5     26.1     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        6        1       17       15       21       21
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       11,500
COMMITMENTS
   1,301      829      516    9,219    9,868   11,036   11,213      464      287

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:        447)
      29       34       60      247      244      336      338      111      109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3      7.2      4.5     80.2     85.8     96.0     97.5      4.0      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        6        3       16       17       26       23
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      214,638
COMMITMENTS
  58,894   12,892   32,722   83,489  143,719  175,106  189,333   39,533   25,305

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:     16,907)
  14,758    3,448   -4,511    2,997   18,508   13,244   17,444    3,663     -537

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.4      6.0     15.2     38.9     67.0     81.6     88.2     18.4     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      55       41       60       63       70      161      139
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       16,596
COMMITMENTS
   3,600    3,832    1,704    8,466    8,379   13,771   13,915    2,825    2,681

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:       -366)
     -18       76     -123     -333       44     -474       -4      108     -362

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7     23.1     10.3     51.0     50.5     83.0     83.8     17.0     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      26       19       14       27       23       59       52
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      932,359
COMMITMENTS
 213,461  165,599   62,297  552,274  576,413  828,033  804,309  104,326  128,050

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:     -1,312)
  -4,051   -7,771      810      106    4,103   -3,135   -2,859    1,823    1,547

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.9     17.8      6.7     59.2     61.8     88.8     86.3     11.2     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      25       55       29       75      122      122      185
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,189,676
COMMITMENTS
 137,947  280,986  229,809  1487587  1301783  1855343  1812577  334,334  377,099

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:    -51,205)
  -1,353  -24,760  -22,228  -72,732  -45,945  -96,314  -92,933   45,109   41,728

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3     12.8     10.5     67.9     59.5     84.7     82.8     15.3     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      44       43       60      132      151      203      227
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      981,332
COMMITMENTS
 145,113  107,738   45,649  594,857  587,923  785,620  741,311  195,712  240,021

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:      8,799)
  -2,490   16,070   -4,819   30,160   -3,116   22,852    8,135  -14,052      664

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8     11.0      4.7     60.6     59.9     80.1     75.5     19.9     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      23       27       27       71       87      107      128
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,153,518
COMMITMENTS
 179,234   23,618  488,388  445,451  578,665  1113073  1090671   40,445   62,847

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:     45,296)
  13,303      -15   24,848    3,795   11,805   41,947   36,639    3,350    8,658

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5      2.0     42.3     38.6     50.2     96.5     94.6      3.5      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      26       22       40       56       61      102      108
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       63,634
COMMITMENTS
   5,374    4,612    4,401   43,141   41,574   52,916   50,587   10,718   13,047

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4      7.2      6.9     67.8     65.3     83.2     79.5     16.8     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      22       13       16       40       41       71       65
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       16,073
COMMITMENTS
   1,599      922    1,077    9,105   10,511   11,781   12,510    4,292    3,563

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:      3,061)
      68      451    1,077    1,421    1,206    2,566    2,734      495      328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      5.7      6.7     56.6     65.4     73.3     77.8     26.7     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        5        5       10       12       17       20
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       95,123
COMMITMENTS
  11,048   10,877    3,151   68,072   62,126   82,271   76,154   12,852   18,969

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:     16,694)
    -491   -1,686    1,678   16,141   13,454   17,328   13,446     -634    3,248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6     11.4      3.3     71.6     65.3     86.5     80.1     13.5     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      23       14       13       39       39       68       60
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       11,407
COMMITMENTS
   4,484    1,561      741    4,594    8,024    9,819   10,326    1,588    1,081

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.3     13.7      6.5     40.3     70.3     86.1     90.5     13.9      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      10        5        2        4        2       15        8
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       13,899
COMMITMENTS
   3,009      748        0   10,606   12,930   13,615   13,678      284      221

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:     -2,877)
    -981       -3       -6   -1,362   -2,438   -2,349   -2,447     -528     -430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6      5.4      0.0     76.3     93.0     98.0     98.4      2.0      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        7        0       10       15       13       22
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       30,776
COMMITMENTS
   3,796    2,045        0   26,676   28,598   30,472   30,643      304      133

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:    -14,379)
    -709     -515        0  -13,043  -13,377  -13,752  -13,892     -627     -487

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3      6.6      0.0     86.7     92.9     99.0     99.6      1.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6        3        0        6       14       12       17
```

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Updated June 18, 2010