```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      546,285
COMMITMENTS
 107,841   98,436  149,043  259,418  248,191  516,302  495,670   29,983   50,615

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:        731)
   1,820   -3,458      823     -843    3,946    1,800    1,312   -1,069     -581

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.7     18.0     27.3     47.5     45.4     94.5     90.7      5.5      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      395)
     110      145      146       92      121      294      330
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,681,497
COMMITMENTS
 264,127  151,496  510,383  745,723  723,125  1520233  1385005  161,263  296,492

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:    -18,251)
 -23,767   18,232  -15,471   18,357  -24,836  -20,881  -22,075    2,631    3,824

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7      9.0     30.4     44.3     43.0     90.4     82.4      9.6     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      751)
     185      189      262      257      325      575      657
 
 
CORN CSO - CHICAGO BOARD OF TRADE                                    Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,591
COMMITMENTS
   1,381    1,148    2,812    1,181    1,149    5,373    5,109      218      482

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:     -1,090)
    -418      295     -403     -119   -1,035     -940   -1,143     -150       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.7     20.5     50.3     21.1     20.6     96.1     91.4      3.9      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        8        8        4        8       17       17
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,899
COMMITMENTS
   1,960    1,159      963    6,577    7,785    9,501    9,907    2,398    1,992

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:       -988)
  -1,997      629       88      700   -2,149   -1,209   -1,432      221      444

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5      9.7      8.1     55.3     65.4     79.8     83.3     20.2     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      15        6        8       16       11       33       25
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,093,933
COMMITMENTS
 254,023   49,649  373,167  396,325  567,390  1023515  990,206   70,418  103,727

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:    -14,805)
  -2,132    1,517   -9,340   -1,589   -4,832  -13,061  -12,655   -1,744   -2,150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.2      4.5     34.1     36.2     51.9     93.6     90.5      6.4      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      618)
     248      132      275      167      210      526      525
 
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                 Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       16,348
COMMITMENTS
   2,925    2,861    7,874    5,228    4,867   16,026   15,602      322      746

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:       -155)
    -202     -212       14       34       14     -153     -183       -2       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9     17.5     48.2     32.0     29.8     98.0     95.4      2.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       9        9       11        9       14       23       29
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      470,165
COMMITMENTS
  64,918   92,284  110,085  262,247  229,736  437,251  432,106   32,914   38,059

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:      3,142)
  -6,775    4,413    6,571    2,405  -10,234    2,202      750      941    2,393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8     19.6     23.4     55.8     48.9     93.0     91.9      7.0      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      305)
      61      109      123       78       77      235      253
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      913,396
COMMITMENTS
  92,396   41,179   90,660  525,379  609,245  708,436  741,084  204,961  172,313

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:      8,644)
  -3,840   -5,699  -44,655   43,072   60,228   -5,423    9,874   14,067   -1,230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1      4.5      9.9     57.5     66.7     77.6     81.1     22.4     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      34       27       39       82       81      136      127
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      404,525
COMMITMENTS
  42,656   20,726    9,416  264,745  299,897  316,817  330,039   87,708   74,486

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:     40,733)
  -2,003   -5,979    9,189   14,528   23,721   21,714   26,931   19,019   13,802

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5      5.1      2.3     65.4     74.1     78.3     81.6     21.7     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       6        6        6       37       36       46       46
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       12,414
COMMITMENTS
   2,820      113    1,158    8,122   10,790   12,100   12,061      314      353

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:       -578)
    -348      -74      126      205     -104      -17      -52     -561     -526

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.7      0.9      9.3     65.4     86.9     97.5     97.2      2.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      10        2        6       23       26       34       34
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      300,731
COMMITMENTS
  94,012    9,439   57,591  105,016  209,285  256,619  276,315   44,112   24,416

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:      1,121)
  -3,882    1,788    2,890      779   -1,514     -212    3,165    1,333   -2,044

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.3      3.1     19.2     34.9     69.6     85.3     91.9     14.7      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      98       31       57       77       77      201      144
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       15,262
COMMITMENTS
   3,291    5,737    1,965    7,150    5,759   12,406   13,461    2,856    1,801

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:        929)
    -264    1,085      380      758   -1,073      874      392       55      537

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6     37.6     12.9     46.8     37.7     81.3     88.2     18.7     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      21       24       14       26       15       56       46
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      976,935
COMMITMENTS
 279,292  198,446   35,748  530,478  636,707  845,518  870,902  131,417  106,033

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:    -44,372)
 -11,390  -26,137  -20,593  -17,489      -13  -49,472  -46,743    5,100    2,372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.6     20.3      3.7     54.3     65.2     86.5     89.1     13.5     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      44       38       35      101      103      164      157
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,462,823
COMMITMENTS
 218,364  274,538  260,090  1639284  1570460  2117738  2105088  345,084  357,735

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:   -146,835)
  17,911    1,989  -99,380 -102,261  -72,471 -183,730 -169,861   36,895   23,027

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9     11.1     10.6     66.6     63.8     86.0     85.5     14.0     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      45       55       53      130      155      203      235
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,360,364
COMMITMENTS
 393,759  121,026   39,330  669,388  945,149  1102478  1105505  257,887  254,859

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:   -285,163)
 -59,362  -28,864 -129,039  -95,408 -110,163 -283,809 -268,066   -1,354  -17,097

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.9      8.9      2.9     49.2     69.5     81.0     81.3     19.0     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      36       26       31       82      110      133      152
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      623,338
COMMITMENTS
  34,193   82,404  155,121  409,153  332,999  598,467  570,525   24,871   52,813

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:       -196)
   1,387    4,594     -888       53     -898      551    2,808     -748   -3,004

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5     13.2     24.9     65.6     53.4     96.0     91.5      4.0      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      16       20       29       52       56       83       92
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       70,301
COMMITMENTS
  10,849    7,000    5,165   44,146   50,294   60,160   62,459   10,141    7,842

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:      1,584)
  -3,296      783   -1,036    4,645    1,270      312    1,018    1,272      566

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4     10.0      7.3     62.8     71.5     85.6     88.8     14.4     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      25        9        9       39       37       68       53
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       17,526
COMMITMENTS
   5,241    1,149       17   10,846   12,623   16,104   13,788    1,422    3,738

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:      1,263)
      33     -989       -3    1,235    1,294    1,265      302       -2      961

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.9      6.6      0.1     61.9     72.0     91.9     78.7      8.1     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        2        4        5        8       11       13
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      105,550
COMMITMENTS
  20,052   20,538    1,461   66,601   75,342   88,113   97,341   17,436    8,209

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:        643)
  -8,617    1,586     -107    6,819      -47   -1,904    1,431    2,547     -789

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0     19.5      1.4     63.1     71.4     83.5     92.2     16.5      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      22       13        8       37       31       65       46
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        8,007
COMMITMENTS
   4,726    6,595      901    2,290      500    7,917    7,996       90       11

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:        858)
     423      858        0      431        0      854      858        4        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    59.0     82.4     11.3     28.6      6.2     98.9     99.9      1.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      10        9        2        3        1       15       10
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        8,429
COMMITMENTS
   2,257      705      217    5,666    7,385    8,140    8,307      289      122

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:        -35)
     169      236     -126     -124     -126      -81      -16       46      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.8      8.4      2.6     67.2     87.6     96.6     98.6      3.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       9        5        2        7       10       17       16
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        9,640
COMMITMENTS
   2,415    2,165        7    6,912    7,439    9,334    9,611      306       29

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:        599)
     599      709        7      -63     -106      543      610       56      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1     22.5      0.1     71.7     77.2     96.8     99.7      3.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      10        5        1        4       14       15       19
```

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Updated June 5, 2012