WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED 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:      584,243
COMMITMENTS
  91,452   74,814  159,763  282,448  281,657  533,663  516,233   50,581   68,010

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:      1,318)
  -6,431    4,952      533    2,874   -7,009   -3,024   -1,525    4,342    2,843

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7     12.8     27.3     48.3     48.2     91.3     88.4      8.7     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      466)
     157      145      211      106      137      376      400
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED 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:    2,174,051
COMMITMENTS
 444,871   81,071  722,179  787,755  1084168  1954805  1887418  219,246  286,633

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     27,162)
 -10,872    1,742   38,316    2,019  -10,355   29,463   29,703   -2,302   -2,541

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.5      3.7     33.2     36.2     49.9     89.9     86.8     10.1     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      923)
     292      161      323      300      419      727      785
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED 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:       14,288
COMMITMENTS
   3,217      681    1,397    6,543   11,021   11,157   13,098    3,131    1,190

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:       -138)
     258      -87     -387      145      452       17      -21     -154     -116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.5      4.8      9.8     45.8     77.1     78.1     91.7     21.9      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      16        6        7       18       15       37       25
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED 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:      846,307
COMMITMENTS
 163,511   54,376  280,347  337,001  423,393  780,860  758,116   65,447   88,191

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     29,910)
  14,893    2,863   10,507    1,932   17,171   27,332   30,540    2,578     -631

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.3      6.4     33.1     39.8     50.0     92.3     89.6      7.7     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      588)
     207      151      228      127      203      454      480
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
    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 CSO - CHICAGO BOARD OF TRADE                                 Code-005606
OPTION AND FUTURES COMBINED 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:       13,639
COMMITMENTS
   1,184    8,982    3,744    8,324      632   13,252   13,358      387      281

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:        667)
     296      527      306       63     -187      666      647        1       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7     65.9     27.5     61.0      4.6     97.2     97.9      2.8      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       8        8       10       12        7       25       20
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED 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:      403,818
COMMITMENTS
  97,960   28,522   90,663  173,271  257,821  361,894  377,006   41,924   26,812

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:      9,499)
   7,874   -1,544    1,547   -1,693   10,965    7,727   10,968    1,772   -1,469

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.3      7.1     22.5     42.9     63.8     89.6     93.4     10.4      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
     106       62      103       69       82      234      210
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED 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:      773,657
COMMITMENTS
 102,282  123,068   48,389  450,458  452,831  601,128  624,288  172,529  149,369

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:    -32,257)
 -14,199  -24,311   12,306  -23,069  -13,176  -24,962  -25,181   -7,296   -7,077

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2     15.9      6.3     58.2     58.5     77.7     80.7     22.3     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      29       32       34       82       87      132      132
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED 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:      372,645
COMMITMENTS
  45,451   50,725    5,437  256,467  267,711  307,356  323,873   65,290   48,772

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:    -12,350)
   1,818    1,590   -7,964    3,308     -153   -2,838   -6,527   -9,512   -5,824

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2     13.6      1.5     68.8     71.8     82.5     86.9     17.5     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       6       10        6       41       34       51       46
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      270,638
COMMITMENTS
  54,710   18,935   63,483  101,957  161,534  220,150  243,952   50,489   26,686

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     11,293)
   8,098   -6,012    2,389   -5,292   15,247    5,195   11,624    6,098     -331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.2      7.0     23.5     37.7     59.7     81.3     90.1     18.7      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      79       28       66       66       66      176      143
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED 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:       22,490
COMMITMENTS
   6,842    2,001    2,263    8,267   16,746   17,372   21,010    5,118    1,480

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     -1,396)
    -520      -28       94     -632   -1,217   -1,058   -1,151     -337     -245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.4      8.9     10.1     36.8     74.5     77.2     93.4     22.8      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      47       13       17       31       24       86       48
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED 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:    1,043,201
COMMITMENTS
 374,915  174,404   43,532  507,423  663,055  925,870  880,991  117,332  162,210

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:    -27,409)
  13,855   20,441   -4,677  -32,540  -43,004  -23,362  -27,239   -4,048     -170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.9     16.7      4.2     48.6     63.6     88.8     84.5     11.2     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
      53       58       35      101      136      176      207
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED 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:    2,229,377
COMMITMENTS
 268,847  259,919  218,947  1391984  1371362  1879778  1850228  349,599  379,149

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:    -42,704)
  10,855  -50,224   23,790  -58,053   28,461  -23,408    2,027  -19,296  -44,730

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1     11.7      9.8     62.4     61.5     84.3     83.0     15.7     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
      58       51       60      137      164      221      249
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED 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:    1,626,454
COMMITMENTS
 406,731  103,793   93,878  866,312  1115146  1366922  1312818  259,532  313,636

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     -7,827)
 -24,919   10,324    5,051    7,145  -27,821  -12,723  -12,445    4,897    4,619

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.0      6.4      5.8     53.3     68.6     84.0     80.7     16.0     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      40       35       36      102      121      157      177
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED 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:      968,939
COMMITMENTS
  73,277   90,496  309,971  545,333  511,203  928,580  911,670   40,359   57,268

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:    -95,146)
   1,469    9,238  -46,187  -44,906  -48,355  -89,625  -85,304   -5,522   -9,842

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      9.3     32.0     56.3     52.8     95.8     94.1      4.2      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      29       32       42       69       83      116      141
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED 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:       72,264
COMMITMENTS
  10,192    5,741    4,480   41,835   48,850   56,507   59,071   15,757   13,192

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     -8,088)
  -6,421    2,400     -153   -1,437   -9,919   -8,010   -7,672      -77     -416

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1      7.9      6.2     57.9     67.6     78.2     81.7     21.8     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      24       16       16       40       36       76       61
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED 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:       20,628
COMMITMENTS
   3,179    1,419       16    8,187   16,490   11,382   17,925    9,246    2,703

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     -3,724)
     149      -18        7   -3,936   -4,004   -3,780   -4,015       56      291

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4      6.9      0.1     39.7     79.9     55.2     86.9     44.8     13.1

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
OPTION AND FUTURES COMBINED 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:      103,272
COMMITMENTS
  21,457   16,076    1,497   67,296   64,720   90,250   82,293   13,022   20,979

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     -8,726)
 -13,003    4,973     -456    4,999  -11,830   -8,461   -7,314     -265   -1,412

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.8     15.6      1.4     65.2     62.7     87.4     79.7     12.6     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      26       17       15       37       32       71       56
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
 

Updated June 10, 2011