WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      550,696
COMMITMENTS
 109,574  117,947  141,063  269,538  235,463  520,175  494,474   30,521   56,223

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:      4,411)
   1,733   19,511   -7,979   10,120  -12,728    3,873   -1,196      538    5,607

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9     21.4     25.6     48.9     42.8     94.5     89.8      5.5     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      382)
     112      138      150       96      117      293      327
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,696,371
COMMITMENTS
 260,071  170,055  520,936  742,186  710,023  1523193  1401014  173,178  295,356

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     14,874)
  -4,056   18,559   10,553   -3,537  -13,102    2,960   16,010   11,914   -1,136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.3     10.0     30.7     43.8     41.9     89.8     82.6     10.2     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      718)
     181      187      269      244      307      557      642
 
 
CORN CSO - CHICAGO BOARD OF TRADE                                    Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,412
COMMITMENTS
   1,206    1,488    2,627    1,201      925    5,035    5,040      377      372

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:       -180)
    -174      340     -185       21     -224     -339      -69      159     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.3     27.5     48.5     22.2     17.1     93.0     93.1      7.0      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        9        9        4        7       17       17
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       13,229
COMMITMENTS
   1,838    2,532    1,347    7,553    7,038   10,737   10,918    2,492    2,312

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:      1,330)
    -123    1,373      384      975     -747    1,237    1,011       94      320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9     19.1     10.2     57.1     53.2     81.2     82.5     18.8     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      18       10        9       18       11       37       29
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,082,409
COMMITMENTS
 230,019   53,050  376,695  405,360  552,636  1012075  982,382   70,335  100,028

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:    -11,524)
 -24,004    3,402    3,528    9,035  -14,754  -11,440   -7,825      -84   -3,699

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.3      4.9     34.8     37.4     51.1     93.5     90.8      6.5      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      607)
     232      133      271      167      210      511      524
 
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                 Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       15,968
COMMITMENTS
   2,321    2,957    7,942    5,420    4,197   15,683   15,096      285      872

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:       -380)
    -604       96       68      192     -670     -344     -506      -36      126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5     18.5     49.7     33.9     26.3     98.2     94.5      1.8      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       9        8       12        9       13       24       27
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      477,593
COMMITMENTS
  59,719   96,940  113,983  269,671  226,646  443,373  437,569   34,220   40,024

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:      7,428)
  -5,199    4,656    3,897    7,424   -3,090    6,123    5,463    1,306    1,965

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5     20.3     23.9     56.5     47.5     92.8     91.6      7.2      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
      69       92      124       82       76      237      249
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      898,463
COMMITMENTS
  89,770   43,576  126,830  505,134  567,741  721,734  738,147  176,729  160,316

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:    -14,933)
  -2,626    2,397   36,170  -20,245  -41,504   13,299   -2,937  -28,231  -11,996

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0      4.9     14.1     56.2     63.2     80.3     82.2     19.7     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      36       27       41       88       85      144      133
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      373,596
COMMITMENTS
  42,707   13,944    7,396  257,200  295,619  307,303  316,959   66,293   56,637

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:    -30,928)
      51   -6,782   -2,020   -7,545   -4,278   -9,514  -13,080  -21,415  -17,849

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4      3.7      2.0     68.8     79.1     82.3     84.8     17.7     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       7        5        4       41       39       49       47
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       12,717
COMMITMENTS
   3,309      128      977    8,137   11,333   12,423   12,438      294      279

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:        303)
     489       15     -181       15      543      323      377      -20      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.0      1.0      7.7     64.0     89.1     97.7     97.8      2.3      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       9        2        6       24       27       34       35
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      286,361
COMMITMENTS
  83,801    9,812   56,196  102,570  194,580  242,567  260,588   43,794   25,772

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:    -14,370)
 -10,211      373   -1,395   -2,446  -14,705  -14,052  -15,726     -318    1,356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.3      3.4     19.6     35.8     67.9     84.7     91.0     15.3      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      93       27       59       80       80      195      149
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       16,849
COMMITMENTS
   3,025    6,238    2,523    8,634    5,651   14,182   14,411    2,668    2,438

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:      1,588)
    -265      500      558    1,484     -108    1,776      950     -188      638

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0     37.0     15.0     51.2     33.5     84.2     85.5     15.8     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      20       29       21       25       15       61       58
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,026,459
COMMITMENTS
 280,808  154,624   53,685  550,704  718,264  885,197  926,573  141,262   99,886

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     49,524)
   1,516  -43,823   17,937   20,227   81,557   39,679   55,671    9,845   -6,147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.4     15.1      5.2     53.7     70.0     86.2     90.3     13.8      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      47       37       29      106      100      169      150
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,334,270
COMMITMENTS
 275,344  258,851  272,068  1464342  1478719  2011754  2009638  322,516  324,632

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:   -128,552)
  56,980  -15,687   11,978 -174,942  -91,742 -105,984  -95,450  -22,568  -33,102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8     11.1     11.7     62.7     63.3     86.2     86.1     13.8     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      48       53       56      137      154      211      237
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,308,276
COMMITMENTS
 359,091  139,453   62,016  631,400  853,713  1052507  1055182  255,768  253,094

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:    -52,089)
 -34,668   18,427   22,686  -37,988  -91,436  -49,970  -50,323   -2,118   -1,765

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.4     10.7      4.7     48.3     65.3     80.4     80.7     19.6     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      38       32       30       82      102      138      146
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      558,152
COMMITMENTS
  25,068   55,608  136,467  374,415  313,557  535,950  505,632   22,202   52,519

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:    -65,187)
  -9,125  -26,796  -18,654  -34,738  -19,442  -62,517  -64,892   -2,670     -294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5     10.0     24.4     67.1     56.2     96.0     90.6      4.0      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      13       21       28       49       53       79       87
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       74,061
COMMITMENTS
   9,860    5,887    5,329   48,547   54,916   63,736   66,132   10,326    7,929

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:      3,760)
    -989   -1,113      164    4,401    4,622    3,575    3,673      185       87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3      7.9      7.2     65.5     74.1     86.1     89.3     13.9     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      25       12       11       40       37       69       58
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       20,582
COMMITMENTS
   5,238    1,140       43   13,884   15,595   19,165   16,778    1,417    3,804

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:      3,056)
      -3       -9       26    3,038    2,972    3,061    2,990       -5       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.4      5.5      0.2     67.5     75.8     93.1     81.5      6.9     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        2        4        6        9       12       14
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      106,958
COMMITMENTS
  18,061   18,311    1,754   69,326   78,642   89,141   98,708   17,817    8,250

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:      1,409)
  -1,991   -2,227      293    2,725    3,300    1,028    1,367      381       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.9     17.1      1.6     64.8     73.5     83.3     92.3     16.7      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      23       15        9       37       32       64       52
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        8,978
COMMITMENTS
   5,017    7,761      704    3,147      500    8,868    8,965      110       13

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:        971)
     291    1,166     -197      857        0      951      969       20        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    55.9     86.4      7.8     35.1      5.6     98.8     99.9      1.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       9       10        2        3        1       13       12
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        8,713
COMMITMENTS
   1,431    1,218       88    6,929    7,334    8,448    8,640      265       73

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:        284)
    -826      513     -129    1,263      -51      308      333      -24      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.4     14.0      1.0     79.5     84.2     97.0     99.2      3.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       8        7        2        7       11       16       19
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       12,076
COMMITMENTS
   3,160    2,696    1,181    7,423    8,174   11,764   12,051      312       25

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:      2,436)
     745      531    1,174      511      735    2,430    2,440        6       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.2     22.3      9.8     61.5     67.7     97.4     99.8      2.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      12        6        1        4       15       17       21
 

Updated June 8, 2012