```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      582,926
COMMITMENTS
  97,882   69,862  159,230  279,575  288,666  536,687  517,758   46,238   65,167

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:      1,402)
   1,401   -3,111    8,046   -7,517   -4,677    1,930      259     -528    1,144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8     12.0     27.3     48.0     49.5     92.1     88.8      7.9     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      461)
     151      146      209      103      136      368      397
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,146,889
COMMITMENTS
 455,743   79,329  683,863  785,737  1094524  1925342  1857715  221,547  289,174

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:     52,170)
  22,625   -2,473   23,287     -504   17,951   45,408   38,765    6,762   13,404

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.2      3.7     31.9     36.6     51.0     89.7     86.5     10.3     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      903)
     268      168      303      297      419      701      767
 
 
MINI CORN - CHICAGO BOARD OF TRADE                                   Code-002603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       20,387
COMMITMENTS
  16,309    1,604       96        9    3,842   16,414    5,542    3,973   14,845

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    80.0      7.9      0.5      0.0     18.8     80.5     27.2     19.5     72.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       9        3        7        3        8       14       16
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       14,426
COMMITMENTS
   2,959      768    1,783    6,398   10,568   11,141   13,119    3,285    1,307

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:        102)
     535     -246       81     -337      524      279      359     -177     -257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.5      5.3     12.4     44.4     73.3     77.2     90.9     22.8      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      17        7        7       18       13       38       24
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      816,397
COMMITMENTS
 148,618   51,513  269,840  335,069  406,222  753,528  727,575   62,869   88,822

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:     27,795)
   7,745    1,338   14,184     -574   11,308   21,355   26,830    6,441      965

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2      6.3     33.1     41.0     49.8     92.3     89.1      7.7     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      572)
     201      143      229      127      200      439      478
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       27,076
COMMITMENTS
  24,288    3,943       87        3    6,638   24,378   10,668    2,698   16,408

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:        856)
   1,065      567       -1        0      131    1,064      697     -208      159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    89.7     14.6      0.3      0.0     24.5     90.0     39.4     10.0     60.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      19       12        7        1       19       21       37
 
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                 Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,972
COMMITMENTS
     888    8,454    3,437    8,261      820   12,586   12,711      386      260

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:         10)
     214     -147      -45     -140      172       28      -20      -18       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8     65.2     26.5     63.7      6.3     97.0     98.0      3.0      2.0

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 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      394,319
COMMITMENTS
  90,086   30,066   89,116  174,965  246,856  354,167  366,038   40,152   28,281

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:      4,885)
   9,214   -5,277      190   -7,609    9,055    1,795    3,969    3,090      916

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.8      7.6     22.6     44.4     62.6     89.8     92.8     10.2      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      98       62       96       70       78      224      202
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      805,914
COMMITMENTS
 116,480  147,379   36,082  473,527  466,007  626,090  649,468  179,825  156,446

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:    -22,658)
   1,356    4,126   -5,271  -17,066  -16,458  -20,981  -17,602   -1,678   -5,056

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5     18.3      4.5     58.8     57.8     77.7     80.6     22.3     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      26       37       31       84       80      131      127
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      384,996
COMMITMENTS
  43,633   49,134   13,401  253,160  267,864  310,194  330,400   74,802   54,596

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:     16,825)
     194   -3,595    7,550   20,880   11,108   28,624   15,063  -11,799    1,762

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3     12.8      3.5     65.8     69.6     80.6     85.8     19.4     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       5       10        7       41       35       51       47
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        8,275
COMMITMENTS
     921      113      745    6,040    6,921    7,706    7,779      569      496

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:       -230)
      11      -36      -10     -342     -257     -341     -303      111       73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1      1.4      9.0     73.0     83.6     93.1     94.0      6.9      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6        4        7       19       25       29       34
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      259,345
COMMITMENTS
  46,612   24,947   61,093  107,249  146,288  214,955  232,328   44,390   27,017

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:     -1,642)
  -1,209    3,084     -164   -1,612   -7,613   -2,984   -4,693    1,342    3,051

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0      9.6     23.6     41.4     56.4     82.9     89.6     17.1     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      61       36       64       68       66      162      147
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       23,885
COMMITMENTS
   7,362    2,030    2,169    8,899   17,962   18,430   22,161    5,455    1,725

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:       -807)
     -39      -58      -99     -687     -544     -825     -702       17     -106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.8      8.5      9.1     37.3     75.2     77.2     92.8     22.8      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      46       14       15       31       23       86       45
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,070,611
COMMITMENTS
 361,060  153,964   48,209  539,962  706,058  949,231  908,231  121,379  162,380

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:    -56,843)
 -10,156   -1,010    5,825  -53,654  -59,646  -57,985  -54,831    1,142   -2,012

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.7     14.4      4.5     50.4     65.9     88.7     84.8     11.3     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      60       49       37       97      138      175      206
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,272,080
COMMITMENTS
 257,992  310,143  195,157  1450037  1342901  1903186  1848201  368,895  423,879

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:    115,340)
  35,535   16,654   43,042   30,770   42,233  109,347  101,929    5,993   13,411

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4     13.7      8.6     63.8     59.1     83.8     81.3     16.2     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
      48       56       55      134      160      210      243
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,634,281
COMMITMENTS
 431,650   93,469   88,827  859,168  1142967  1379645  1325263  254,635  309,017

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:     61,119)
  33,925  -13,962   22,578    3,694   74,046   60,196   82,662      923  -21,543

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.4      5.7      5.4     52.6     69.9     84.4     81.1     15.6     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      44       33       36       96      119      156      172
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,064,085
COMMITMENTS
  71,808   81,258  356,158  590,239  559,558  1018205  996,974   45,881   67,111

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:     32,213)
  -4,176    6,518      251   33,158   18,721   29,233   25,491    2,980    6,722

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      7.6     33.5     55.5     52.6     95.7     93.7      4.3      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      27       37       45       69       82      121      144
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       80,351
COMMITMENTS
  16,612    3,341    4,633   43,272   58,769   64,517   66,743   15,834   13,608

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:        830)
     980        5      302      157      167    1,439      475     -609      356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.7      4.2      5.8     53.9     73.1     80.3     83.1     19.7     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      28       11       14       40       33       79       53
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       24,352
COMMITMENTS
   3,030    1,437        9   12,123   20,494   15,162   21,940    9,190    2,412

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:       -127)
     -54      -15        0        0        0      -54      -15      -73     -112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4      5.9      0.0     49.8     84.2     62.3     90.1     37.7      9.9

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 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      111,998
COMMITMENTS
  34,460   11,104    1,953   62,298   76,550   98,711   89,606   13,287   22,391

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:      1,914)
   2,200      173      472      315      334    2,987      979   -1,073      934

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.8      9.9      1.7     55.6     68.3     88.1     80.0     11.9     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      31       12       10       36       30       72       47
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        7,957
COMMITMENTS
   4,427    1,337      672    1,645    5,828    6,744    7,837    1,213      120

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:       -100)
    -199       34        0       86     -129     -113      -95       13       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    55.6     16.8      8.4     20.7     73.2     84.8     98.5     15.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      13        5        1        2        3       16        8
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       13,823
COMMITMENTS
   3,365      904        2   10,056   12,842   13,423   13,748      400       75

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:        -84)
    -607      -71       -1      480        4     -128      -68       44      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.3      6.5      0.0     72.7     92.9     97.1     99.5      2.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       7        6        1        9       13       16       20
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       28,377
COMMITMENTS
   4,357    1,058      116   23,578   27,182   28,051   28,356      326       21

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:       -368)
   1,260      189       78   -1,652     -605     -314     -338      -54      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4      3.7      0.4     83.1     95.8     98.9     99.9      1.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      10        5        2        7       14       17       21
```

----

Updated June 3, 2011