```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      581,523
COMMITMENTS
  96,481   72,973  151,184  287,092  293,343  534,757  517,500   46,767   64,024

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:      2,433)
   5,399  -11,896    2,725   -9,963   11,478   -1,838    2,308    4,272      126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6     12.5     26.0     49.4     50.4     92.0     89.0      8.0     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      465)
     150      146      201      104      140      366      395
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,094,720
COMMITMENTS
 433,118   81,801  660,576  786,241  1076573  1879934  1818950  214,786  275,770

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:    -33,989)
  10,428  -20,688  -30,953  -15,875   16,028  -36,400  -35,613    2,411    1,625

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.7      3.9     31.5     37.5     51.4     89.7     86.8     10.3     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      896)
     266      153      296      299      429      685      772
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       14,324
COMMITMENTS
   2,424    1,013    1,702    6,735   10,044   10,862   12,760    3,462    1,564

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:        405)
     208       81      244     -301      -72      151      253      254      151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.9      7.1     11.9     47.0     70.1     75.8     89.1     24.2     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      14        9        7       20       13       38       25
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      788,602
COMMITMENTS
 140,873   50,174  255,657  335,643  394,914  732,173  700,745   56,429   87,857

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:     14,461)
  13,393    2,949      145   -2,479   10,440   11,058   13,533    3,403      928

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9      6.4     32.4     42.6     50.1     92.8     88.9      7.2     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      558)
     190      137      223      130      196      431      466
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       26,220
COMMITMENTS
  23,223    3,376       88        3    6,507   23,314    9,971    2,906   16,249

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:        757)
     487      268      -19        0      103      468      352      289      405

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    88.6     12.9      0.3      0.0     24.8     88.9     38.0     11.1     62.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      18        9        7        1       19       20       34
 
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                 Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,962
COMMITMENTS
     674    8,601    3,483    8,401      647   12,558   12,731      404      230

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:        320)
      32      436     -177      483       38      337      298      -17       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2     66.4     26.9     64.8      5.0     96.9     98.2      3.1      1.8

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 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      389,434
COMMITMENTS
  80,872   35,343   88,926  182,574  237,801  352,372  362,070   37,062   27,364

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:      2,141)
  10,726   -6,003    1,272  -14,276    8,084   -2,277    3,354    4,419   -1,212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.8      9.1     22.8     46.9     61.1     90.5     93.0      9.5      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      94       64       97       74       78      225      205
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      828,573
COMMITMENTS
 115,124  143,253   41,353  490,593  482,465  647,070  667,071  181,502  161,502

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:     -4,464)
  -3,969   13,732  -23,883   23,702   12,324   -4,150    2,174     -314   -6,638

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9     17.3      5.0     59.2     58.2     78.1     80.5     21.9     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      26       35       35       80       80      127      129
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      368,171
COMMITMENTS
  43,439   52,729    5,852  232,280  256,756  281,570  315,337   86,600   52,834

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:     16,462)
  -1,504   -8,595    3,035     -511   16,452    1,020   10,892   15,442    5,569

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8     14.3      1.6     63.1     69.7     76.5     85.6     23.5     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5       10        5       35       30       43       42
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        8,505
COMMITMENTS
     910      149      755    6,382    7,178    8,047    8,082      458      423

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:        378)
      42       55     -224      642      463      460      294      -82       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7      1.8      8.9     75.0     84.4     94.6     95.0      5.4      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       8        4        7       19       25       30       34
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      260,987
COMMITMENTS
  47,821   21,863   61,257  108,860  153,901  217,939  237,021   43,048   23,966

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:        222)
   6,884   -3,150    2,111  -12,175    2,985   -3,180    1,946    3,402   -1,723

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.3      8.4     23.5     41.7     59.0     83.5     90.8     16.5      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      72       29       67       71       69      174      151
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       24,693
COMMITMENTS
   7,401    2,088    2,268    9,586   18,507   19,255   22,862    5,438    1,830

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:        -77)
     679     -514       66     -295      475      450       26     -526     -103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.0      8.5      9.2     38.8     74.9     78.0     92.6     22.0      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      48       14       17       31       23       88       48
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,127,454
COMMITMENTS
 371,217  154,974   42,384  593,616  765,704  1007217  963,061  120,237  164,392

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:     16,980)
  17,382   25,484  -19,511   21,031   20,545   18,903   26,519   -1,923   -9,539

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.9     13.7      3.8     52.7     67.9     89.3     85.4     10.7     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      52       54       33       96      139      169      205
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,156,740
COMMITMENTS
 222,456  293,489  152,115  1419268  1300668  1793839  1746272  362,901  410,468

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:   -273,751)
  -8,886  -11,366 -129,612 -159,213 -148,157 -297,712 -289,136   23,961   15,385

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3     13.6      7.1     65.8     60.3     83.2     81.0     16.8     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      258)
      39       57       51      121      143      186      225
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,573,161
COMMITMENTS
 397,726  107,431   66,250  855,474  1068921  1319449  1242601  253,712  330,560

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:   -149,957)
  -4,560  -25,896  -74,439  -88,039  -71,179 -167,038 -171,513   17,081   21,557

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.3      6.8      4.2     54.4     67.9     83.9     79.0     16.1     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      42       32       31       93      111      147      162
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,031,872
COMMITMENTS
  75,984   74,740  355,907  557,081  540,837  988,971  971,484   42,901   60,388

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:     18,685)
   4,008    1,582   -6,448   18,287   19,214   15,848   14,349    2,837    4,336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4      7.2     34.5     54.0     52.4     95.8     94.1      4.2      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      29       36       44       68       79      121      140
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       79,521
COMMITMENTS
  15,632    3,336    4,331   43,114   58,602   63,078   66,269   16,443   13,252

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:         59)
    -721       20      379      678     -250      336      148     -277      -89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.7      4.2      5.4     54.2     73.7     79.3     83.3     20.7     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      28       11       17       42       35       81       58
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       24,479
COMMITMENTS
   3,084    1,452        9   12,123   20,494   15,216   21,955    9,263    2,524

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:         98)
     265       47        1        0       -2      266       46     -168       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6      5.9      0.0     49.5     83.7     62.2     89.7     37.8     10.3

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      110,084
COMMITMENTS
  32,260   10,931    1,481   61,983   76,215   95,724   88,627   14,361   21,457

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:        -78)
    -949      968     -267    1,356     -497      140      204     -219     -283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.3      9.9      1.3     56.3     69.2     87.0     80.5     13.0     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      30       13       14       38       32       75       52
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        8,057
COMMITMENTS
   4,626    1,303      672    1,559    5,957    6,857    7,932    1,200      125

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:         56)
       2      -27        0      -25      -42      -23      -69       79      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    57.4     16.2      8.3     19.3     73.9     85.1     98.4     14.9      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      13        5        1        1        3       15        8
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       13,907
COMMITMENTS
   3,972      975        3    9,576   12,838   13,551   13,816      356       91

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:      2,338)
   1,493     -116        0      863    2,454    2,356    2,338      -18        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.6      7.0      0.0     68.9     92.3     97.4     99.3      2.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       7        7        1        7       13       14       21
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       28,745
COMMITMENTS
   3,097      869       38   25,230   27,787   28,365   28,694      380       51

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:        181)
    -458     -561       38      616      684      196      161      -15       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8      3.0      0.1     87.8     96.7     98.7     99.8      1.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      10        5        1        7       15       17       21
```

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Updated May 27, 2011