```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED 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:      579,090
COMMITMENTS
  91,081   84,869  148,458  297,055  281,865  536,595  515,192   42,495   63,898

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     -1,283)
  -9,012    4,339      916    6,887   -7,843   -1,209   -2,587      -74    1,304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7     14.7     25.6     51.3     48.7     92.7     89.0      7.3     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      459)
     147      141      199      104      141      361      393
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED 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:    2,128,708
COMMITMENTS
 422,690  102,490  691,528  802,115  1060545  1916334  1854563  212,375  274,145

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:    -25,654)
  -8,694    2,734   -3,365  -12,224  -25,554  -24,283  -26,185   -1,372      530

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9      4.8     32.5     37.7     49.8     90.0     87.1     10.0     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      893)
     257      165      306      297      419      688      771
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED 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:       13,919
COMMITMENTS
   2,216      932    1,459    7,036   10,116   10,711   12,507    3,208    1,412

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:       -550)
     -47       19      -65     -294     -538     -406     -583     -144       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9      6.7     10.5     50.6     72.7     77.0     89.9     23.0     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      16        5        8       20       13       37       25
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED 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:      774,141
COMMITMENTS
 127,481   47,226  255,512  338,123  384,474  721,116  687,212   53,025   86,929

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     -9,460)
  -2,185    2,792   -4,282      428   -5,481   -6,039   -6,971   -3,421   -2,489

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5      6.1     33.0     43.7     49.7     93.2     88.8      6.8     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      558)
     192      129      232      136      203      432      481
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
    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 CSO - CHICAGO BOARD OF TRADE                                 Code-005606
OPTION AND FUTURES COMBINED 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:       12,641
COMMITMENTS
     643    8,165    3,660    7,918      609   12,221   12,434      420      208

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        360)
     126     -412      842     -229       47      740      478     -380     -118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1     64.6     28.9     62.6      4.8     96.7     98.4      3.3      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       8        7       10       12        7       25       19
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED 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:      387,293
COMMITMENTS
  70,146   41,346   87,654  196,850  229,716  354,650  358,716   32,643   28,577

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:      4,149)
  -2,014    3,161      262    7,993     -760    6,241    2,663   -2,092    1,486

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.1     10.7     22.6     50.8     59.3     91.6     92.6      8.4      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      73       67       88       72       74      197      194
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED 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:      833,037
COMMITMENTS
 119,093  129,521   65,236  466,891  470,140  651,220  664,897  181,817  168,140

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     81,502)
  11,432    9,470   12,371   47,286   51,837   71,088   73,678   10,414    7,824

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.3     15.5      7.8     56.0     56.4     78.2     79.8     21.8     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      28       40       37       86       82      135      138
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED 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:      351,709
COMMITMENTS
  44,943   61,324    2,816  232,791  240,304  280,550  304,444   71,159   47,264

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     26,262)
  -4,767    5,496      478   21,983   19,999   17,694   25,973    8,568      289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8     17.4      0.8     66.2     68.3     79.8     86.6     20.2     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       6       12        4       39       33       47       47
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      260,765
COMMITMENTS
  40,937   25,013   59,147  121,035  150,916  221,119  235,075   39,646   25,689

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     -2,289)
  -1,787      774     -768     -936   -2,682   -3,491   -2,676    1,202      387

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7      9.6     22.7     46.4     57.9     84.8     90.1     15.2      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      53       40       65       71       69      164      154
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED 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:       24,769
COMMITMENTS
   6,722    2,602    2,202    9,881   18,032   18,805   22,836    5,964    1,933

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        421)
      50      142      224      433      -63      707      303     -286      118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.1     10.5      8.9     39.9     72.8     75.9     92.2     24.1      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      50       13       18       30       21       86       48
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED 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:    1,110,474
COMMITMENTS
 353,834  129,489   61,895  572,585  745,159  988,314  936,542  122,160  173,932

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     13,765)
 -13,015   -5,713    4,524   16,154      260    7,663     -929    6,102   14,694

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.9     11.7      5.6     51.6     67.1     89.0     84.3     11.0     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
      62       51       37      106      146      184      218
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED 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:    2,430,491
COMMITMENTS
 231,342  304,855  281,727  1578481  1448826  2091550  2035408  338,941  395,083

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:    257,584)
  29,525   33,133   54,012  169,308  176,106  252,845  263,251    4,739   -5,668

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5     12.5     11.6     64.9     59.6     86.1     83.7     13.9     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      310)
      48       74       66      145      170      232      271
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED 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:    1,723,118
COMMITMENTS
 402,286  133,327  140,689  943,513  1140100  1486487  1414115  236,631  309,003

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     78,554)
   5,062    3,427   32,787   33,360   48,161   71,209   84,376    7,345   -5,822

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.3      7.7      8.2     54.8     66.2     86.3     82.1     13.7     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
      47       39       43      111      125      175      190
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED 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:    1,013,188
COMMITMENTS
  71,976   73,158  362,355  538,793  521,623  973,124  957,135   40,064   56,053

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:      7,918)
  -7,112    7,384   -8,426   23,076    8,963    7,539    7,922      379       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1      7.2     35.8     53.2     51.5     96.0     94.5      4.0      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      24       38       43       66       75      116      135
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED 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:       79,463
COMMITMENTS
  16,353    3,316    3,953   42,436   58,852   62,742   66,121   16,721   13,342

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     16,900)
  -8,766   -1,533    2,922   13,789    8,618    7,945   10,007    8,954    6,893

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.6      4.2      5.0     53.4     74.1     79.0     83.2     21.0     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      29       10       13       40       32       77       52
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED 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:       24,381
COMMITMENTS
   2,819    1,405        8   12,123   20,496   14,950   21,909    9,431    2,472

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6      5.8      0.0     49.7     84.1     61.3     89.9     38.7     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
OPTION AND FUTURES COMBINED 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:      110,163
COMMITMENTS
  33,209    9,964    1,747   60,627   76,712   95,584   88,423   14,579   21,740

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:    -14,963)
 -17,028      266     -314    3,333  -23,756  -14,009  -23,804     -953    8,841

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.1      9.0      1.6     55.0     69.6     86.8     80.3     13.2     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      30       12        8       36       29       70       45
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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