WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      541,758
COMMITMENTS
 112,950  124,081  137,620  260,354  223,358  510,924  485,059   30,834   56,699

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:     -8,938)
   3,376    6,134   -3,443   -9,184  -12,105   -9,251   -9,414      313      476

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.8     22.9     25.4     48.1     41.2     94.3     89.5      5.7     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      390)
     105      154      168       94      113      301      343
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,684,295
COMMITMENTS
 255,520  161,952  543,564  713,699  684,804  1512783  1390320  171,512  293,974

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:    -12,076)
  -4,551   -8,103   22,629  -28,487  -25,220  -10,410  -10,694   -1,666   -1,382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2      9.6     32.3     42.4     40.7     89.8     82.5     10.2     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      721)
     181      184      267      256      315      568      647
 
 
CORN CSO - CHICAGO BOARD OF TRADE                                    Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,751
COMMITMENTS
   1,171    1,752    2,065    1,193      725    4,430    4,542      321      209

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:       -661)
     -36      264     -562       -8     -201     -605     -499      -56     -162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.6     36.9     43.5     25.1     15.3     93.2     95.6      6.8      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4       11       10        4        7       18       18
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       13,205
COMMITMENTS
   1,489    2,530    1,399    8,051    6,976   10,940   10,905    2,265    2,300

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:        -25)
    -348       -2       52      499      -62      202      -13     -227      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3     19.2     10.6     61.0     52.8     82.8     82.6     17.2     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      10       15       10       17       11       34       30
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,099,528
COMMITMENTS
 256,867   44,731  385,232  380,571  568,887  1022670  998,849   76,858  100,679

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:     17,119)
  26,847   -8,320    8,537  -24,789   16,250   10,595   16,467    6,524      651

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.4      4.1     35.0     34.6     51.7     93.0     90.8      7.0      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      620)
     236      136      270      173      215      529      523
 
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                 Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       16,092
COMMITMENTS
   2,036    1,982    8,615    5,094    5,028   15,745   15,625      347      467

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:        124)
    -285     -975      673     -326      831       62      529       62     -405

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7     12.3     53.5     31.7     31.2     97.8     97.1      2.2      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       9        8       11        9       13       23       27
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      476,068
COMMITMENTS
  65,383  104,994  116,346  262,181  217,788  443,910  439,128   32,158   36,940

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:     -1,525)
   5,664    8,054    2,363   -7,490   -8,858      537    1,560   -2,062   -3,085

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7     22.1     24.4     55.1     45.7     93.2     92.2      6.8      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
      76       96      121       80       77      237      254
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      834,495
COMMITMENTS
  94,810   40,515   92,865  480,248  556,790  667,923  690,171  166,571  144,324

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:    -63,969)
   5,040   -3,061  -33,965  -24,886  -10,950  -53,811  -47,976  -10,158  -15,992

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4      4.9     11.1     57.5     66.7     80.0     82.7     20.0     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      34       30       42       90       90      148      138
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      359,089
COMMITMENTS
  43,379   16,200    7,822  236,965  282,374  288,166  306,396   70,923   52,693

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:    -14,507)
     672    2,256      426  -20,235  -13,245  -19,137  -10,563    4,630   -3,945

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1      4.5      2.2     66.0     78.6     80.2     85.3     19.8     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       7        4        4       38       43       46       50
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       11,296
COMMITMENTS
   1,808      159    1,015    8,076    9,785   10,899   10,959      397      337

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:     -1,421)
  -1,501       31       38      -61   -1,548   -1,524   -1,479      103       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0      1.4      9.0     71.5     86.6     96.5     97.0      3.5      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       8        2        5       25       26       34       33
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      297,869
COMMITMENTS
  90,942   10,129   58,722   99,885  202,784  249,549  271,634   48,320   26,235

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:     11,508)
   7,141      317    2,525   -2,684    8,204    6,982   11,046    4,527      463

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.5      3.4     19.7     33.5     68.1     83.8     91.2     16.2      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
     102       28       60       76       82      202      153
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       16,908
COMMITMENTS
   2,914    6,690    2,255    9,066    5,561   14,234   14,505    2,673    2,402

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:         58)
    -112      453     -268      433      -90       53       94        6      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2     39.6     13.3     53.6     32.9     84.2     85.8     15.8     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      21       27       21       27       17       62       58
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,023,593
COMMITMENTS
 247,478  186,407   44,816  596,483  712,647  888,777  943,869  134,817   79,724

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:     -2,866)
 -33,330   31,783   -8,869   45,779   -5,617    3,579   17,297   -6,445  -20,162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.2     18.2      4.4     58.3     69.6     86.8     92.2     13.2      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      46       37       27      104       99      164      149
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,300,194
COMMITMENTS
 214,548  253,621  279,553  1488714  1449760  1982815  1982935  317,379  317,259

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:    -34,077)
 -60,796   -5,230    7,485   24,372  -28,958  -28,940  -26,703   -5,137   -7,373

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3     11.0     12.2     64.7     63.0     86.2     86.2     13.8     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
      39       60       59      137      159      209      245
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,225,995
COMMITMENTS
 183,123  142,142   59,724  751,076  768,273  993,923  970,139  232,072  255,857

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:    -82,280)
-175,968    2,689   -2,292  119,676  -85,440  -58,584  -85,043  -23,696    2,763

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9     11.6      4.9     61.3     62.7     81.1     79.1     18.9     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      29       34       32       87      101      134      149
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      561,733
COMMITMENTS
  23,689   56,393  133,278  381,344  320,056  538,312  509,727   23,421   52,006

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:      3,581)
  -1,379      785   -3,189    6,929    6,499    2,362    4,094    1,220     -513

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2     10.0     23.7     67.9     57.0     95.8     90.7      4.2      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      14       19       29       51       54       82       89
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       90,845
COMMITMENTS
  11,042    5,418    6,976   60,682   68,227   78,699   80,621   12,146   10,224

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:     16,784)
   1,182     -469    1,647   12,134   13,311   14,964   14,489    1,820    2,295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2      6.0      7.7     66.8     75.1     86.6     88.7     13.4     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      21       12       19       42       44       73       69
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       24,012
COMMITMENTS
   5,355    1,129      187   15,388   17,195   20,930   18,511    3,082    5,501

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:      3,430)
     117      -11      144    1,504    1,600    1,765    1,733    1,665    1,697

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.3      4.7      0.8     64.1     71.6     87.2     77.1     12.8     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        2        5        8        9       15       14
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      133,666
COMMITMENTS
  20,386   17,591    4,565   90,587  102,064  115,538  124,220   18,128    9,446

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:     26,708)
   2,325     -720    2,811   21,261   23,422   26,397   25,512      311    1,196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.3     13.2      3.4     67.8     76.4     86.4     92.9     13.6      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      21       13       19       38       42       68       67
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        8,223
COMMITMENTS
   4,824    6,917      704    2,502      500    8,030    8,121      193      102

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:       -755)
    -193     -844        0     -645        0     -838     -844       83       89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    58.7     84.1      8.6     30.4      6.1     97.7     98.8      2.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8       10        2        3        1       12       12
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       12,519
COMMITMENTS
   1,553    3,110    2,149    8,410    7,005   12,112   12,264      407      255

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:      3,806)
     122    1,892    2,061    1,481     -329    3,664    3,624      142      182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4     24.8     17.2     67.2     56.0     96.7     98.0      3.3      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       7        7        3        6       11       15       19
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       11,373
COMMITMENTS
   1,803    1,793      461    8,855    8,987   11,119   11,241      254      132

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:       -703)
  -1,357     -903     -720    1,432      813     -645     -810      -58      107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9     15.8      4.1     77.9     79.0     97.8     98.8      2.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       7        5        1        4       15       12       20
 

Updated June 15, 2012