```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY 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:      460,407
COMMITMENTS
  99,002   85,884   69,442  250,155  245,817  418,599  401,143   41,808   59,264

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:      5,868)
   6,774  -10,349    5,574  -10,699   10,616    1,649    5,841    4,219       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5     18.7     15.1     54.3     53.4     90.9     87.1      9.1     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      435)
     132      138      154       88      131      318      349
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY 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:    1,405,435
COMMITMENTS
 532,190   92,731  147,948  567,770  945,177  1247908  1185856  157,527  219,579

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:    -16,054)
   4,221  -19,694  -10,830  -10,482   19,328  -17,091  -11,196    1,037   -4,858

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.9      6.6     10.5     40.4     67.3     88.8     84.4     11.2     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      851)
     262      128      185      219      395      561      645
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY 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:       12,480
COMMITMENTS
   3,155      951      427    5,580    9,667    9,162   11,045    3,318    1,435

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:        448)
      98       19      350     -256      -76      192      293      256      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3      7.6      3.4     44.7     77.5     73.4     88.5     26.6     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      18        5        3       18       11       36       19
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY 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:      554,958
COMMITMENTS
 178,161   58,010   67,303  260,624  350,510  506,088  475,823   48,870   79,135

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:      9,763)
  10,849    2,421     -732   -3,364    8,551    6,753   10,240    3,010     -477

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.1     10.5     12.1     47.0     63.2     91.2     85.7      8.8     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      523)
     179      110      157      113      183      381      393
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY 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 TRADERS
    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 OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY 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:      317,766
COMMITMENTS
  91,927   39,688   39,196  150,566  212,323  281,689  291,207   36,077   26,559

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:      6,989)
   6,169   -4,174    3,602   -7,137    8,513    2,634    7,941    4,355     -952

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9     12.5     12.3     47.4     66.8     88.6     91.6     11.4      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      91       60       81       67       68      212      178
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY 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:      774,703
COMMITMENTS
 112,354  145,777   16,654  469,772  458,357  598,780  620,788  175,923  153,915

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:     53,650)
  -4,094   15,437    1,969   50,903   32,678   48,778   50,084    4,872    3,566

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5     18.8      2.1     60.6     59.2     77.3     80.1     22.7     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      26       33       20       73       73      108      117
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY 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:      363,360
COMMITMENTS
  43,439   53,437    4,882  231,863  254,538  280,184  312,857   83,176   50,503

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:     18,861)
  -1,504   -9,246    4,091      172   19,680    2,759   14,525   16,102    4,336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0     14.7      1.3     63.8     70.1     77.1     86.1     22.9     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5       10        5       33       30       41       42
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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:      227,569
COMMITMENTS
  57,636   22,503   36,152   94,252  146,952  188,040  205,607   39,529   21,962

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:       -343)
   5,072   -2,122    1,727  -10,088    1,922   -3,289    1,527    2,946   -1,870

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3      9.9     15.9     41.4     64.6     82.6     90.3     17.4      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      68       28       55       65       62      165      134
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY 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:       22,401
COMMITMENTS
   7,259    2,068    1,094    8,978   17,475   17,331   20,637    5,070    1,764

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:       -354)
     513     -473      -38     -228      198      247     -313     -601      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.4      9.2      4.9     40.1     78.0     77.4     92.1     22.6      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      45       12       14       25       19       77       42
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY 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:    1,103,772
COMMITMENTS
 370,257  156,099   25,535  588,569  759,364  984,361  940,998  119,411  162,774

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:     43,705)
  15,688   10,884    3,165   25,882   39,173   44,735   53,222   -1,030   -9,517

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.5     14.1      2.3     53.3     68.8     89.2     85.3     10.8     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      51       52       27       91      133      158      196
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY 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:    1,943,353
COMMITMENTS
 225,486  309,401   48,659  1324584  1195530  1598729  1553590  344,624  389,763

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:     49,340)
    -978  -67,107   10,151      390   70,674    9,563   13,718   39,777   35,622

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     15.9      2.5     68.2     61.5     82.3     79.9     17.7     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      33       61       32      107      132      157      209
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY 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:    1,515,861
COMMITMENTS
 408,598  123,068   21,257  837,635  1047777  1267490  1192102  248,371  323,759

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:    -44,588)
 -10,996  -30,976   -9,020  -46,621  -33,986  -66,637  -73,982   22,049   29,394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0      8.1      1.4     55.3     69.1     83.6     78.6     16.4     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      36       38       20       83      107      130      154
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY 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:      714,235
COMMITMENTS
  85,123   75,664   92,971  497,541  490,885  675,635  659,520   38,600   54,715

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:     14,858)
     248    1,486   -3,465   16,001   14,115   12,784   12,136    2,074    2,722

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9     10.6     13.0     69.7     68.7     94.6     92.3      5.4      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      26       32       38       64       75      110      132
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY 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:       77,677
COMMITMENTS
  15,744    3,180    3,696   41,916   57,678   61,355   64,553   16,322   13,124

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:        199)
    -770       -2      490      715     -238      435      250     -236      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3      4.1      4.8     54.0     74.3     79.0     83.1     21.0     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      30        9       13       41       33       79       53
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY 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:       24,441
COMMITMENTS
   3,084    1,452        9   12,123   20,494   15,216   21,955    9,225    2,486

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:         84)
     265       47        1        0       -2      266       46     -182       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6      5.9      0.0     49.6     83.9     62.3     89.8     37.7     10.2

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 05/24/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      106,471
COMMITMENTS
  32,483   10,619      210   59,585   74,367   92,278   85,196   14,193   21,275

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:        230)
  -1,047      925      -45    1,429     -472      337      408     -107     -178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.5     10.0      0.2     56.0     69.8     86.7     80.0     13.3     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      32       11       10       36       30       72       47
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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