```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      456,560
COMMITMENTS
 100,869   84,872   71,538  243,116  240,013  415,523  396,423   41,037   60,137

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:     -3,847)
   1,867   -1,012    2,096   -7,039   -5,804   -3,076   -4,720     -771      873

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1     18.6     15.7     53.2     52.6     91.0     86.8      9.0     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      431)
     131      141      159       89      127      322      348
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,435,358
COMMITMENTS
 554,915   91,397  155,088  564,065  959,110  1274068  1205595  161,290  229,763

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:     29,923)
  22,725   -1,334    7,140   -3,705   13,933   26,160   19,739    3,763   10,184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.7      6.4     10.8     39.3     66.8     88.8     84.0     11.2     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      856)
     268      134      197      216      383      575      643
 
 
MINI CORN - CHICAGO BOARD OF TRADE                                   Code-002603
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       20,387
COMMITMENTS
  16,309    1,604       96        9    3,842   16,414    5,542    3,973   14,845

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    80.0      7.9      0.5      0.0     18.8     80.5     27.2     19.5     72.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       9        3        7        3        8       14       16
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,706
COMMITMENTS
   3,429      759      674    5,522   10,076    9,625   11,509    3,081    1,197

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:        226)
     274     -192      247      -58      409      463      464     -237     -238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0      6.0      5.3     43.5     79.3     75.8     90.6     24.2      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      20        4        3       16       11       36       18
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      578,376
COMMITMENTS
 185,872   61,003   78,112  259,168  359,281  523,152  498,396   55,224   79,980

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:     23,418)
   7,711    2,993   10,809   -1,456    8,771   17,064   22,573    6,354      845

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.1     10.5     13.5     44.8     62.1     90.5     86.2      9.5     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      538)
     192      113      156      111      188      386      404
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       27,076
COMMITMENTS
  24,288    3,943       87        3    6,638   24,378   10,668    2,698   16,408

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:        856)
   1,065      567       -1        0      131    1,064      697     -208      159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    89.7     14.6      0.3      0.0     24.5     90.0     39.4     10.0     60.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      19       12        7        1       19       21       37
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      321,598
COMMITMENTS
  97,202   34,715   39,699  145,598  219,607  282,499  294,021   39,099   27,577

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:      3,832)
   5,275   -4,973      503   -4,968    7,284      810    2,814    3,022    1,018

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2     10.8     12.3     45.3     68.3     87.8     91.4     12.2      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      95       59       77       63       68      209      175
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      740,953
COMMITMENTS
 112,276  148,277    6,592  448,653  438,052  567,521  592,921  173,432  148,032

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:    -33,750)
     -78    2,500  -10,062  -21,119  -20,305  -31,259  -27,867   -2,491   -5,883

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2     20.0      0.9     60.6     59.1     76.6     80.0     23.4     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      26       34        8       74       73      104      111
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      378,832
COMMITMENTS
  43,863   49,877   11,656  251,648  264,289  307,167  325,822   71,665   53,010

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:     15,472)
     424   -3,560    6,774   19,785    9,751   26,983   12,965  -11,511    2,507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     13.2      3.1     66.4     69.8     81.1     86.0     18.9     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       6        9        5       39       34       48       45
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        8,275
COMMITMENTS
     921      113      745    6,040    6,921    7,706    7,779      569      496

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:       -230)
      11      -36      -10     -342     -257     -341     -303      111       73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1      1.4      9.0     73.0     83.6     93.1     94.0      6.9      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6        4        7       19       25       29       34
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      228,197
COMMITMENTS
  57,345   26,132   36,752   92,819  140,185  186,916  203,069   41,281   25,128

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:        628)
    -291    3,629      600   -1,433   -6,767   -1,124   -2,538    1,752    3,166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1     11.5     16.1     40.7     61.4     81.9     89.0     18.1     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      60       32       53       62       59      154      130
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       21,693
COMMITMENTS
   7,162    2,026    1,095    8,330   16,971   16,587   20,092    5,106    1,601

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:       -708)
     -97      -42        1     -648     -504     -744     -545       36     -163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.0      9.3      5.0     38.4     78.2     76.5     92.6     23.5      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      42       12       13       24       19       73       40
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,046,815
COMMITMENTS
 361,170  157,376   29,231  535,659  699,065  926,060  885,672  120,755  161,143

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:    -56,957)
  -9,087    1,277    3,696  -52,910  -60,299  -58,301  -55,326    1,344   -1,631

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.5     15.0      2.8     51.2     66.8     88.5     84.6     11.5     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
      55       51       28       88      132      158      196
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,973,136
COMMITMENTS
 258,916  337,488   49,650  1316861  1186553  1625427  1573691  347,709  399,445

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:     29,783)
  33,430   28,087      991   -7,723   -8,977   26,698   20,101    3,085    9,682

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1     17.1      2.5     66.7     60.1     82.4     79.8     17.6     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      42       59       29      110      143      166      217
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,555,969
COMMITMENTS
 444,979  112,131   32,725  830,346  1110564  1308050  1255420  247,919  300,549

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:     40,108)
  36,381  -10,937   11,468   -7,289   62,787   40,560   63,318     -452  -23,210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6      7.2      2.1     53.4     71.4     84.1     80.7     15.9     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      42       35       23       85      115      135      165
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      751,787
COMMITMENTS
  76,482   84,501   96,047  537,549  508,747  710,078  689,295   41,709   62,492

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:     37,552)
  -8,641    8,837    3,076   40,008   17,862   34,443   29,775    3,109    7,777

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2     11.2     12.8     71.5     67.7     94.5     91.7      5.5      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      23       34       39       64       77      109      135
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       78,430
COMMITMENTS
  16,735    3,186    3,948   42,021   57,847   62,703   64,980   15,727   13,450

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:        753)
     991        6      252      105      169    1,348      427     -595      327

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3      4.1      5.0     53.6     73.8     79.9     82.9     20.1     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      30        9       10       38       32       76       49
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       24,315
COMMITMENTS
   3,030    1,437        9   12,123   20,494   15,162   21,940    9,153    2,375

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:       -126)
     -54      -15        0        0        0      -54      -15      -72     -111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5      5.9      0.0     49.9     84.3     62.4     90.2     37.6      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        5        4        9        6       17       12
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      108,229
COMMITMENTS
  34,705   10,793      581   59,795   74,705   95,081   86,079   13,148   22,150

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:      1,758)
   2,222      174      371      210      338    2,803      883   -1,045      875

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.1     10.0      0.5     55.2     69.0     87.9     79.5     12.1     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      33       10        6       33       29       68       43
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        7,957
COMMITMENTS
   4,427    1,337      672    1,645    5,828    6,744    7,837    1,213      120

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:       -100)
    -199       34        0       86     -129     -113      -95       13       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.6     16.8      8.4     20.7     73.2     84.8     98.5     15.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      13        5        1        2        3       16        8
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       13,823
COMMITMENTS
   3,365      904        2   10,056   12,842   13,423   13,748      400       75

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:        -84)
    -607      -71       -1      480        4     -128      -68       44      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3      6.5      0.0     72.7     92.9     97.1     99.5      2.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       7        6        1        9       13       16       20
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       28,377
COMMITMENTS
   4,357    1,058      116   23,578   27,182   28,051   28,356      326       21

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:       -368)
   1,260      189       78   -1,652     -605     -314     -338      -54      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4      3.7      0.4     83.1     95.8     98.9     99.9      1.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      10        5        2        7       14       17       21
```

----

Updated June 3, 2011