```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      455,705
COMMITMENTS
  93,618   91,287   71,033  245,328  229,794  409,979  392,114   45,726   63,591

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:       -855)
  -7,251    6,415     -505    2,212  -10,219   -5,544   -4,309    4,689    3,454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5     20.0     15.6     53.8     50.4     90.0     86.0     10.0     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      435)
     139      136      157       93      127      333      344
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,451,153
COMMITMENTS
 552,261   94,129  176,740  559,949  947,232  1288950  1218101  162,203  233,052

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     15,795)
  -2,654    2,732   21,652   -4,116  -11,878   14,882   12,506      913    3,289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.1      6.5     12.2     38.6     65.3     88.8     83.9     11.2     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      877)
     273      143      214      222      384      599      662
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,644
COMMITMENTS
   3,722      641      323    5,612   10,602    9,657   11,566    2,987    1,078

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:        -62)
     293     -118     -351       90      526       32       57      -94     -119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4      5.1      2.6     44.4     83.9     76.4     91.5     23.6      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      19        3        4       17       12       36       19
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      596,874
COMMITMENTS
 199,015   64,834   79,791  260,620  372,900  539,426  517,525   57,448   79,349

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     18,498)
  13,143    3,831    1,679    1,452   13,619   16,274   19,129    2,224     -631

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.3     10.9     13.4     43.7     62.5     90.4     86.7      9.6     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      551)
     206      115      152      109      190      397      402
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       26,919
COMMITMENTS
  23,874    3,161       80        3    6,455   23,957    9,696    2,962   17,223

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:       -157)
    -414     -782       -7        0     -183     -421     -972      264      815

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    88.7     11.7      0.3      0.0     24.0     89.0     36.0     11.0     64.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      16        9        8        1       18       19       33
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      333,551
COMMITMENTS
 106,895   34,051   41,719  143,956  231,670  292,570  307,440   40,981   26,111

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     11,953)
   9,693     -664    2,020   -1,642   12,063   10,071   13,419    1,882   -1,466

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.0     10.2     12.5     43.2     69.5     87.7     92.2     12.3      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
     105       58       85       62       71      220      183
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      691,900
COMMITMENTS
  94,204  127,348    9,908  422,149  415,473  526,261  552,729  165,639  139,171

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:    -49,053)
 -18,072  -20,929    3,316  -26,504  -22,579  -41,260  -40,192   -7,793   -8,861

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     18.4      1.4     61.0     60.0     76.1     79.9     23.9     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      26       32        9       71       79      102      115
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      365,413
COMMITMENTS
  45,681   51,727    3,491  253,794  262,806  302,966  318,024   62,447   47,389

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:    -13,419)
   1,818    1,850   -8,165    2,146   -1,483   -4,201   -7,798   -9,218   -5,621

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     14.2      1.0     69.5     71.9     82.9     87.0     17.1     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       7        9        4       40       33       49       44
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        9,072
COMMITMENTS
     920      205      668    6,910    7,811    8,498    8,684      574      388

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:        797)
      -1       92      -77      870      890      792      905        5     -108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1      2.3      7.4     76.2     86.1     93.7     95.7      6.3      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        4        7       21       25       30       34
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      238,210
COMMITMENTS
  64,058   20,542   38,440   88,723  154,758  191,221  213,740   46,989   24,470

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     10,013)
   6,713   -5,590    1,688   -4,096   14,573    4,305   10,671    5,708     -658

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9      8.6     16.1     37.2     65.0     80.3     89.7     19.7     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      76       27       57       62       60      171      129
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       20,471
COMMITMENTS
   6,819    2,014    1,156    7,707   15,925   15,682   19,095    4,789    1,376

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     -1,222)
    -343      -12       61     -623   -1,046     -905     -997     -317     -225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.3      9.8      5.6     37.6     77.8     76.6     93.3     23.4      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      42       13       15       24       20       73       43
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,014,910
COMMITMENTS
 376,016  181,127   18,305  504,102  654,437  898,423  853,869  116,487  161,041

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:    -31,905)
  14,846   23,751  -10,926  -31,557  -44,628  -27,637  -31,803   -4,268     -102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.0     17.8      1.8     49.7     64.5     88.5     84.1     11.5     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      52       57       23       91      131      159      195
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,819,249
COMMITMENTS
 260,827  297,097   37,470  1195420  1133359  1493717  1467926  325,532  351,323

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:   -153,887)
   1,911  -40,391  -12,180 -121,441  -53,194 -131,710 -105,765  -22,177  -48,122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3     16.3      2.1     65.7     62.3     82.1     80.7     17.9     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      277)
      42       61       26      112      136      169      208
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,521,026
COMMITMENTS
 418,785  125,155   24,828  824,316  1068099  1267929  1218082  253,097  302,944

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:    -34,943)
 -26,194   13,024   -7,897   -6,030  -42,465  -40,121  -37,338    5,178    2,395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5      8.2      1.6     54.2     70.2     83.4     80.1     16.6     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      35       40       19       86      112      130      162
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      699,273
COMMITMENTS
  70,185   90,507   91,154  501,577  464,069  662,916  645,730   36,357   53,543

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:    -52,514)
  -6,297    6,006   -4,893  -35,972  -44,678  -47,162  -43,565   -5,352   -8,949

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0     12.9     13.0     71.7     66.4     94.8     92.3      5.2      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      23       31       35       63       78      102      131
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       70,449
COMMITMENTS
  10,261    5,554    3,935   40,701   47,916   54,896   57,404   15,553   13,045

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     -7,981)
  -6,474    2,369      -13   -1,320   -9,931   -7,807   -7,576     -175     -406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6      7.9      5.6     57.8     68.0     77.9     81.5     22.1     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      24       15       13       40       33       75       55
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       20,585
COMMITMENTS
   3,179    1,419       16    8,187   16,490   11,382   17,925    9,203    2,660

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     -3,730)
     149      -18        7   -3,936   -4,004   -3,780   -4,015       50      285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4      6.9      0.1     39.8     80.1     55.3     87.1     44.7     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        5        3        8        5       15       11
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       99,727
COMMITMENTS
  21,596   15,702      405   65,027   62,851   87,028   78,958   12,699   20,769

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     -8,502)
 -13,109    4,909     -176    5,232  -11,854   -8,053   -7,121     -449   -1,381

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7     15.7      0.4     65.2     63.0     87.3     79.2     12.7     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      26       16       12       36       29       69       50
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        7,966
COMMITMENTS
   4,442    1,378      672    1,643    5,825    6,757    7,875    1,209       91

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:          9)
      15       41        0       -2       -3       13       38       -4      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.8     17.3      8.4     20.6     73.1     84.8     98.9     15.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      12        5        1        2        4       15        9
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       14,948
COMMITMENTS
   3,817      866        3   10,720   13,978   14,540   14,847      408      101

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:      1,125)
     452      -38        1      664    1,136    1,117    1,099        8       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5      5.8      0.0     71.7     93.5     97.3     99.3      2.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        6        1        8       12       14       19
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       28,683
COMMITMENTS
   3,276      482    1,393   23,726   26,762   28,395   28,637      288       46

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:        306)
  -1,081     -576    1,277      148     -420      344      281      -38       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4      1.7      4.9     82.7     93.3     99.0     99.8      1.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      12        3        3        7       14       19       20
```

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Updated June 10, 2011