```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      454,539
COMMITMENTS
  92,228   96,233   63,868  260,854  235,201  416,950  395,302   37,589   59,237

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     -1,364)
  -7,873    6,294   -1,545    7,488   -8,254   -1,930   -3,505      566    2,141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3     21.2     14.1     57.4     51.7     91.7     87.0      8.3     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      428)
     122      140      155       88      131      315      346
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,421,489
COMMITMENTS
 527,969  112,425  158,778  578,252  925,849  1264999  1197052  156,490  224,437

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:    -24,491)
  -7,121   -1,000   -4,428  -12,871  -23,912  -24,420  -29,340      -71    4,849

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.1      7.9     11.2     40.7     65.1     89.0     84.2     11.0     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      846)
     252      135      185      218      387      552      648
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,032
COMMITMENTS
   3,057      932       77    5,836    9,743    8,970   10,752    3,062    1,280

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:       -501)
    -112       19        0     -240     -561     -352     -542     -149       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4      7.7      0.6     48.5     81.0     74.6     89.4     25.4     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      16        5        3       19       11       36       18
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      545,195
COMMITMENTS
 167,312   55,589   68,035  263,988  341,959  499,335  465,583   45,860   79,612

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     -6,431)
     360    2,989   -3,592     -430   -4,669   -3,662   -5,272   -2,769   -1,159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7     10.2     12.5     48.4     62.7     91.6     85.4      8.4     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      519)
     152      126      153      124      190      370      407
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       25,463
COMMITMENTS
  22,736    3,108      107        3    6,404   22,846    9,619    2,617   15,844

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        211)
     225      142       -9        0       54      216      187       -5       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    89.3     12.2      0.4      0.0     25.2     89.7     37.8     10.3     62.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      18        8        7        1       19       19       34
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      310,777
COMMITMENTS
  85,758   43,862   35,594  157,703  203,810  279,055  283,266   31,722   27,511

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:      2,436)
    -110    3,069     -663    5,234   -1,440    4,461      966   -2,025    1,470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6     14.1     11.5     50.7     65.6     89.8     91.1     10.2      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      79       57       69       66       63      187      164
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      721,053
COMMITMENTS
 116,448  130,340   14,685  418,869  425,679  550,002  570,704  171,051  150,349

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     60,417)
   7,504    8,998    3,231   40,270   44,422   51,005   56,651    9,412    3,766

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1     18.1      2.0     58.1     59.0     76.3     79.1     23.7     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      32       30       24       72       75      114      121
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      344,499
COMMITMENTS
  44,943   62,683      791  231,691  234,858  277,425  298,332   67,074   46,167

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     25,178)
  -4,767    5,709       31   21,946   19,081   17,210   24,821    7,968      357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0     18.2      0.2     67.3     68.2     80.5     86.6     19.5     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       6       12        4       37       33       45       47
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        8,127
COMMITMENTS
     868       94      979    5,740    6,715    7,587    7,788      540      339

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        344)
     -16      -64       61      163      514      208      511      136     -167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7      1.2     12.0     70.6     82.6     93.4     95.8      6.6      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       8        3        8       20       26       31       35
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      227,912
COMMITMENTS
  52,564   24,625   34,425  104,340  145,030  191,329  204,080   36,583   23,832

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     -1,846)
  -2,816      256      144     -630   -2,808   -3,302   -2,408    1,456      562

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1     10.8     15.1     45.8     63.6     83.9     89.5     16.1     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      58       30       53       65       60      157      133
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       22,755
COMMITMENTS
   6,746    2,541    1,132    9,206   17,277   17,084   20,950    5,671    1,805

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        338)
      56      143      175      414     -107      645      211     -307      127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.6     11.2      5.0     40.5     75.9     75.1     92.1     24.9      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      46       12       13       24       18       74       41
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,060,067
COMMITMENTS
 354,569  145,215   22,370  562,687  720,191  939,626  887,776  120,441  172,291

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     13,193)
 -13,838   -4,590    3,637   17,473     -779    7,272   -1,732    5,921   14,925

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.4     13.7      2.1     53.1     67.9     88.6     83.7     11.4     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      275)
      57       50       22       95      135      161      199
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,894,013
COMMITMENTS
 226,464  376,508   38,508  1324194  1124856  1589166  1539872  304,847  354,141

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:    142,447)
  28,713   46,957    7,635  106,727   97,910  143,075  152,502     -628  -10,055

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0     19.9      2.0     69.9     59.4     83.9     81.3     16.1     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      296)
      40       76       28      106      146      163      233
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,560,449
COMMITMENTS
 419,594  154,044   30,277  884,256  1081763  1334127  1266084  226,322  294,365

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     56,409)
  13,765    9,532   14,179   22,274   42,955   50,218   66,666    6,191  -10,257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9      9.9      1.9     56.7     69.3     85.5     81.1     14.5     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      43       40       24       95      114      146      170
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      699,377
COMMITMENTS
  84,875   74,178   96,436  481,540  476,770  662,851  647,384   36,526   51,993

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     17,757)
  -8,146    8,841   -1,326   26,155    9,950   16,683   17,465    1,074      292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1     10.6     13.8     68.9     68.2     94.8     92.6      5.2      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      21       34       37       62       73      105      129
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       77,478
COMMITMENTS
  16,513    3,181    3,207   41,201   57,916   60,921   64,303   16,557   13,175

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     16,978)
  -8,810   -1,560    3,018   13,877    8,601    8,085   10,058    8,893    6,920

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3      4.1      4.1     53.2     74.8     78.6     83.0     21.4     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      31        8        9       38       31       75       47
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       24,357
COMMITMENTS
   2,819    1,405        8   12,123   20,496   14,950   21,909    9,407    2,448

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6      5.8      0.0     49.8     84.1     61.4     89.9     38.6     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        5        3        9        6       16       11
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      106,241
COMMITMENTS
  33,530    9,694      255   58,156   74,839   91,941   84,788   14,300   21,453

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:    -14,758)
 -17,115      212     -123    3,508  -23,791  -13,730  -23,702   -1,028    8,944

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.6      9.1      0.2     54.7     70.4     86.5     79.8     13.5     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      32       10        4       33       28       67       40
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        8,001
COMMITMENTS
   4,624    1,330      672    1,584    5,999    6,880    8,001    1,121        0

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        -83)
      27      -12      -37        0      -25      -10      -74      -73       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.8     16.6      8.4     19.8     75.0     86.0    100.0     14.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      13        6        1        1        4       15       10
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       11,569
COMMITMENTS
   2,479    1,091        3    8,713   10,384   11,195   11,478      374       91

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        186)
   1,343      -30        0   -1,263      222       80      192      106       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4      9.4      0.0     75.3     89.8     96.8     99.2      3.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6        7        1        7       13       13       21
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       28,564
COMMITMENTS
   3,555    1,430        0   24,614   27,103   28,169   28,533      395       31

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        335)
     151      350        0       68       17      219      367      116      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4      5.0      0.0     86.2     94.9     98.6     99.9      1.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       8        6        0        7       14       15       20
```

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Updated May 20, 2011