```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      577,958
COMMITMENTS
  92,137   84,876  154,710  280,707  267,650  527,554  507,236   50,404   70,722

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:     -6,285)
     685   10,062   -5,053   -1,742  -14,007   -6,109   -8,998     -176    2,712

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9     14.7     26.8     48.6     46.3     91.3     87.8      8.7     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      451)
     148      149      200      101      129      359      386
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,224,832
COMMITMENTS
 456,195   86,119  750,557  800,255  1095802  2007008  1932478  217,824  292,354

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:     50,781)
  11,325    5,048   28,378   12,500   11,634   52,203   45,060   -1,422    5,721

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.5      3.9     33.7     36.0     49.3     90.2     86.9      9.8     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      953)
     306      168      335      300      420      747      806
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       14,355
COMMITMENTS
   3,680      616    1,031    6,502   11,702   11,213   13,348    3,142    1,007

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:         66)
     463      -65     -366      -41      681       56      250       11     -184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.6      4.3      7.2     45.3     81.5     78.1     93.0     21.9      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      16        6        6       17       15       36       24
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      835,443
COMMITMENTS
 148,478   59,894  276,445  347,364  406,682  772,286  743,021   63,157   92,422

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:    -10,864)
 -15,034    5,518   -3,902   10,362  -16,710   -8,574  -15,094   -2,290    4,230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.8      7.2     33.1     41.6     48.7     92.4     88.9      7.6     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      590)
     192      166      247      130      203      456      501
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       26,631
COMMITMENTS
  23,550    3,130      217        3    6,545   23,770    9,892    2,861   16,739

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:       -288)
    -324      -31      137        0       90     -187      196     -101     -484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    88.4     11.8      0.8      0.0     24.6     89.3     37.1     10.7     62.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      16        9        8        1       18       19       33
 
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                 Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       14,820
COMMITMENTS
   1,612    9,515    4,427    8,349      606   14,388   14,547      432      272

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:      1,181)
     428      533      683       25      -26    1,136    1,190       45       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9     64.2     29.9     56.3      4.1     97.1     98.2      2.9      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       8        6       10       12        7       25       18
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      397,121
COMMITMENTS
  89,397   37,775   86,645  185,352  246,721  361,394  371,140   35,727   25,980

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:     -6,698)
  -8,562    9,253   -4,019   12,081  -11,100     -500   -5,866   -6,197     -832

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.5      9.5     21.8     46.7     62.1     91.0     93.5      9.0      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      89       77      102       71       79      227      213
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      751,183
COMMITMENTS
  82,294  132,186   49,622  453,386  414,910  585,302  596,718  165,881  154,465

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:    -22,474)
 -19,988    9,118    1,234    2,928  -37,921  -15,826  -27,570   -6,648    5,096

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0     17.6      6.6     60.4     55.2     77.9     79.4     22.1     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      27       37       37       81       81      130      133
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      383,929
COMMITMENTS
  45,716   55,823    4,075  271,144  283,022  320,935  342,920   62,994   41,009

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:     11,284)
     265    5,099   -1,362   14,677   15,311   13,580   19,047   -2,296   -7,763

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9     14.5      1.1     70.6     73.7     83.6     89.3     16.4     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
       6       12        6       43       38       53       52
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        9,652
COMMITMENTS
     559      118      690    7,853    8,458    9,102    9,266      550      386

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:        580)
    -361      -87       22      943      647      604      582      -24       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      1.2      7.1     81.4     87.6     94.3     96.0      5.7      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       7        3        6       21       26       31       34
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      265,496
COMMITMENTS
  54,663   19,812   60,773  102,887  159,282  218,323  239,867   47,173   25,629

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:     -5,143)
     -47      877   -2,710      930   -2,252   -1,827   -4,085   -3,316   -1,057

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.6      7.5     22.9     38.8     60.0     82.2     90.3     17.8      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      73       33       67       70       71      179      150
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       21,823
COMMITMENTS
   6,095    2,119    2,484    8,300   15,709   16,878   20,311    4,945    1,512

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:       -666)
    -748      118      221       33   -1,037     -494     -698     -172       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.9      9.7     11.4     38.0     72.0     77.3     93.1     22.7      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      40       18       18       29       24       83       48
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,041,535
COMMITMENTS
 365,359  159,822   40,474  511,151  677,907  916,984  878,203  124,551  163,332

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:     -1,667)
  -9,556  -14,583   -3,058    3,729   14,853   -8,886   -2,788    7,219    1,122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.1     15.3      3.9     49.1     65.1     88.0     84.3     12.0     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      51       52       32       97      135      166      201
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,289,733
COMMITMENTS
 250,942  256,951  242,011  1456524  1394327  1949478  1893289  340,255  396,443

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:     60,356)
 -17,905   -2,968   23,065   64,540   22,965   69,700   43,061   -9,344   17,294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0     11.2     10.6     63.6     60.9     85.1     82.7     14.9     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
      53       59       61      140      160      224      249
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,728,063
COMMITMENTS
 450,877  113,345  110,686  875,344  1173271  1436907  1397303  291,156  330,760

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:    101,609)
  44,146    9,552   16,808    9,031   58,125   69,985   84,485   31,624   17,124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.1      6.6      6.4     50.7     67.9     83.2     80.9     16.8     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      38       36       35       98      124      153      178
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      999,647
COMMITMENTS
  83,686   91,903  313,596  564,246  539,226  961,528  944,725   38,119   54,922

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:     30,709)
  10,409    1,407    3,626   18,913   28,022   32,948   33,055   -2,239   -2,346

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4      9.2     31.4     56.4     53.9     96.2     94.5      3.8      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      29       34       42       74       86      124      145
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       83,670
COMMITMENTS
  10,314    3,177    7,180   49,379   58,530   66,873   68,887   16,797   14,783

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:     11,407)
     122   -2,564    2,700    7,544    9,680   10,366    9,815    1,040    1,591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3      3.8      8.6     59.0     70.0     79.9     82.3     20.1     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      27        7       17       45       38       80       60
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       26,271
COMMITMENTS
   3,293    1,169    1,239   12,430   20,733   16,962   23,141    9,309    3,130

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:      5,643)
     114     -250    1,223    4,243    4,243    5,580    5,216       63      427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5      4.4      4.7     47.3     78.9     64.6     88.1     35.4     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        5        6       11        9       20       16
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      114,799
COMMITMENTS
  20,356   10,330    5,568   73,898   75,594   99,822   91,492   14,977   23,307

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:     11,527)
  -1,101   -5,747    4,071    6,602   10,875    9,572    9,199    1,955    2,328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7      9.0      4.8     64.4     65.8     87.0     79.7     13.0     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      28       11       16       42       36       75       58
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        9,072
COMMITMENTS
   4,413    1,430      990    1,692    5,790    7,095    8,210    1,977      862

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:      1,106)
     -29       52      318       49      -35      338      335      768      771

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.6     15.8     10.9     18.7     63.8     78.2     90.5     21.8      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      12        5        5        2        3       16       11
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       14,175
COMMITMENTS
   3,725      734        3   10,081   13,360   13,809   14,097      366       78

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:       -773)
     -92     -132        0     -639     -618     -731     -750      -42      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.3      5.2      0.0     71.1     94.3     97.4     99.4      2.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        6        1        9       12       15       19
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       25,616
COMMITMENTS
   3,433      557        0   21,830   24,948   25,263   25,505      353      111

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:     -3,067)
     157       75   -1,393   -1,896   -1,814   -3,132   -3,132       65       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4      2.2      0.0     85.2     97.4     98.6     99.6      1.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       8        4        0        7       14       15       18
```

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Updated Jun 17, 2011