Most prop desks will use multiple execution desks at the CBOT to try to hide what they are doing. For instance, one of the large Goldman prop traders often uses the Goldman desk to execute futures and yield curve spreads while going through an independent broker at Fimat for most options business. I think Lehman, JPM, and Merrill do a lot of prop business. There are generally about 3 guys working at each desk, some of their business in-house prop, while others are their own customers such as funds or other-house prop.