```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      545,554
COMMITMENTS
 106,021  101,894  148,219  260,262  244,244  514,502  494,358   31,052   51,196

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:      3,702)
  -3,953  -57,137   24,800  -16,969   41,268    3,879    8,931     -176   -5,228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.4     18.7     27.2     47.7     44.8     94.3     90.6      5.7      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      411)
     118      156      152       95      122      312      336
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,699,747
COMMITMENTS
 287,894  133,264  525,854  727,366  747,961  1541115  1407079  158,633  292,668

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:    -23,290)
 -12,766  -41,242    5,740  -11,906   21,446  -18,932  -14,056   -4,358   -9,234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.9      7.8     30.9     42.8     44.0     90.7     82.8      9.3     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      751)
     180      192      267      249      328      573      655
 
 
CORN CSO - CHICAGO BOARD OF TRADE                                    Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,681
COMMITMENTS
   1,799      853    3,215    1,300    2,184    6,314    6,252      368      429

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:       -645)
    -349     -218     -284      -87      -80     -720     -582       75      -63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.9     12.8     48.1     19.5     32.7     94.5     93.6      5.5      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        8        7        5        8       16       18
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,887
COMMITMENTS
   3,957      530      876    5,877    9,933   10,710   11,339    2,177    1,548

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:        201)
     -83     -263      204       16      331      137      272       63      -72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.7      4.1      6.8     45.6     77.1     83.1     88.0     16.9     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      13        8        8       16       13       36       24
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,108,738
COMMITMENTS
 256,155   48,131  382,507  397,914  572,223  1036576  1002861   72,162  105,877

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:      4,148)
  -7,160    4,603   10,881   -2,739  -11,486      982    3,998    3,166      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.1      4.3     34.5     35.9     51.6     93.5     90.5      6.5      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      629)
     258      132      277      173      213      537      532
 
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                 Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       16,503
COMMITMENTS
   3,127    3,073    7,859    5,194    4,853   16,180   15,785      324      719

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:        681)
     939    1,037     -228      -65     -327      646      481       35      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9     18.6     47.6     31.5     29.4     98.0     95.6      2.0      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       8        9       11        9       14       22       29
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      467,023
COMMITMENTS
  71,694   87,872  103,514  259,842  239,971  435,049  431,356   31,973   35,666

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:     18,609)
  -5,157    5,071   15,118   10,176   -1,861   20,137   18,328   -1,528      281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4     18.8     22.2     55.6     51.4     93.2     92.4      6.8      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
      65      107      108       81       78      227      241
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      904,753
COMMITMENTS
  96,236   46,878  135,316  482,307  549,016  713,859  731,210  190,894  173,543

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:     71,023)
   9,472  -34,288   25,165   34,803   83,280   69,440   74,157    1,583   -3,134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6      5.2     15.0     53.3     60.7     78.9     80.8     21.1     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      40       33       48       91       91      155      148
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      363,792
COMMITMENTS
  44,659   26,705      227  250,217  276,176  295,103  303,108   68,689   60,684

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:     -5,412)
    -791   -1,709       48   -5,958   -5,972   -6,701   -7,633    1,288    2,221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3      7.3      0.1     68.8     75.9     81.1     83.3     18.9     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       7        5        2       39       41       46       48
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       12,992
COMMITMENTS
   3,168      187    1,032    7,917   10,894   12,117   12,113      875      879

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:        205)
     432       25      -54     -545      -86     -167     -115      372      320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4      1.4      7.9     60.9     83.9     93.3     93.2      6.7      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      10        2        6       24       25       35       33
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      299,610
COMMITMENTS
  97,894    7,651   54,700  104,237  210,799  256,831  273,150   42,779   26,460

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:      1,792)
  -5,123   -2,661    4,516    3,573   -3,125    2,966   -1,270   -1,174    3,062

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.7      2.6     18.3     34.8     70.4     85.7     91.2     14.3      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
     100       28       57       73       74      199      141
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,333
COMMITMENTS
   3,555    4,652    1,585    6,392    6,831   11,531   13,069    2,801    1,264

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:       -316)
    -288      332      172     -147     -744     -263     -240      -53      -76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.8     32.5     11.1     44.6     47.7     80.5     91.2     19.5      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      22       22       15       24       15       56       45
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,021,306
COMMITMENTS
 290,682  224,583   56,341  547,966  636,720  894,990  917,645  126,317  103,661

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:    -51,546)
 -58,436  -11,869    2,414    2,104  -46,754  -53,917  -56,209    2,371    4,663

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.5     22.0      5.5     53.7     62.3     87.6     89.9     12.4     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
      44       47       28      107      101      169      158
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,609,657
COMMITMENTS
 200,453  272,549  359,470  1741545  1642931  2301468  2274950  308,189  334,708

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:    129,211)
  16,196  -26,568   25,208  113,672  132,151  155,076  130,791  -25,865   -1,580

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7     10.4     13.8     66.7     63.0     88.2     87.2     11.8     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      321)
      51       74       78      163      181      257      290
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,645,527
COMMITMENTS
 453,121  149,890  168,369  764,796  1055311  1386286  1373571  259,241  271,956

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:      7,675)
    -348  -15,782   12,425  -13,871   11,775   -1,793    8,418    9,469     -743

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.5      9.1     10.2     46.5     64.1     84.2     83.5     15.8     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      35       36       38       93      114      154      162
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      623,534
COMMITMENTS
  32,806   77,810  156,009  409,100  333,898  597,916  567,717   25,619   55,817

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:     12,784)
  -1,024    2,088    6,265    6,716     -810   11,957    7,543      827    5,241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3     12.5     25.0     65.6     53.5     95.9     91.0      4.1      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      11       23       28       50       55       79       90
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       68,717
COMMITMENTS
  14,145    6,216    6,201   39,502   49,024   59,848   61,441    8,869    7,276

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:     17,066)
  -3,670   -1,907    5,457   14,356   10,762   16,143   14,312      923    2,754

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.6      9.0      9.0     57.5     71.3     87.1     89.4     12.9     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      30       14       14       37       37       75       59
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       16,263
COMMITMENTS
   5,208    2,137       20    9,611   11,329   14,839   13,486    1,424    2,777

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.0     13.1      0.1     59.1     69.7     91.2     82.9      8.8     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        3        4        4        8       10       14
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      104,907
COMMITMENTS
  28,668   18,953    1,568   59,782   75,389   90,018   95,910   14,890    8,997

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:      1,605)
  -6,962    2,705       80    9,490   -1,133    2,608    1,651   -1,003      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.3     18.1      1.5     57.0     71.9     85.8     91.4     14.2      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      29       16       11       36       32       72       52
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        7,149
COMMITMENTS
   4,303    5,737      901    1,859      500    7,063    7,138       86       11

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:        173)
    -134      205        3      365        0      234      208      -61      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    60.2     80.2     12.6     26.0      7.0     98.8     99.8      1.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      11        9        2        3        1       16       10
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        8,464
COMMITMENTS
   2,088      469      343    5,790    7,511    8,221    8,323      243      141

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:         55)
     -82       -3      126      -17      -85       27       38       28       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.7      5.5      4.1     68.4     88.7     97.1     98.3      2.9      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       8        4        3        6       10       15       16
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        9,041
COMMITMENTS
   1,816    1,456        0    6,975    7,545    8,791    9,001      250       40

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:        394)
     686      766        0     -291     -334      395      432       -1      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.1     16.1      0.0     77.1     83.5     97.2     99.6      2.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       9        6        0        4       14       13       20
```

----

Updated May 25, 2012