```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      431,604
COMMITMENTS
  76,012  117,384   63,464  251,646  186,420  391,122  367,268   40,482   64,336

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     11,047)
     798    6,006     -876   10,017    3,669    9,939    8,799    1,108    2,248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6     27.2     14.7     58.3     43.2     90.6     85.1      9.4     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      387)
      98      149      129       82      111      271      316
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,234,631
COMMITMENTS
 448,697   95,486   95,271  549,755  811,232  1093723  1001989  140,908  232,642

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     31,258)
  18,926   -4,279    6,373    5,393   25,382   30,692   27,476      566    3,782

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.3      7.7      7.7     44.5     65.7     88.6     81.2     11.4     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      822)
     229      146      172      201      377      522      624
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,161
COMMITMENTS
   3,227      872      468    5,747    9,509    9,442   10,849    2,719    1,312

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:       -106)
      83       86     -566      296      323     -187     -157       81       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.5      7.2      3.8     47.3     78.2     77.6     89.2     22.4     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      19        5        2       11        9       30       16
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      512,382
COMMITMENTS
 177,002   58,224   47,876  235,535  338,641  460,413  444,741   51,969   67,641

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:    -25,186)
 -14,557    2,340   -5,694    1,360  -15,838  -18,891  -19,192   -6,295   -5,994

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.5     11.4      9.3     46.0     66.1     89.9     86.8     10.1     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      540)
     189      120      141       97      188      360      399
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       23,568
COMMITMENTS
  20,381    2,170      111        0    5,726   20,492    8,007    3,076   15,561

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:       -303)
    -454     -165       15        0      216     -439       66      136     -369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    86.5      9.2      0.5      0.0     24.3     86.9     34.0     13.1     66.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      17        7        6        0       15       17       28
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      284,364
COMMITMENTS
  74,209   49,340   29,976  148,170  180,315  252,355  259,631   32,009   24,733

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:      5,474)
   3,973    3,484       32      729    2,617    4,734    6,133      740     -659

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1     17.4     10.5     52.1     63.4     88.7     91.3     11.3      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      69       74       67       62       64      181      168
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      650,940
COMMITMENTS
  75,680  136,082   13,148  404,901  367,472  493,729  516,702  157,211  134,238

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     14,104)
   9,497   -2,449    2,059      338    3,342   11,894    2,952    2,210   11,152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     20.9      2.0     62.2     56.5     75.8     79.4     24.2     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      28       38       19       64       73      107      115
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      390,841
COMMITMENTS
  60,051   65,021      567  272,282  283,217  332,900  348,805   57,941   42,036

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     12,737)
   1,555   -1,555       -2   10,056   13,527   11,609   11,970    1,128      767

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     16.6      0.1     69.7     72.5     85.2     89.2     14.8     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
       7       11        2       38       36       46       48
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        9,528
COMMITMENTS
     983    1,101      186    7,821    7,870    8,990    9,157      538      371

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:        -86)
     132     -134     -177     -106      179     -151     -132       65       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3     11.6      2.0     82.1     82.6     94.4     96.1      5.6      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       9        4        5       21       25       33       31
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      174,085
COMMITMENTS
  52,357   20,561   14,661   68,742  113,267  135,760  148,489   38,325   25,596

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:    -10,645)
    -864    1,520   -6,869      626   -5,054   -7,107  -10,403   -3,538     -242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.1     11.8      8.4     39.5     65.1     78.0     85.3     22.0     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      59       30       43       54       51      139      112
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       17,869
COMMITMENTS
   4,316    2,275    1,560    7,330   12,507   13,206   16,342    4,663    1,527

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:        479)
    -269      -95      609      -65     -361      275      153      204      326

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2     12.7      8.7     41.0     70.0     73.9     91.5     26.1      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      33       15       14       20       17       62       40
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,040,881
COMMITMENTS
 258,877  195,003   12,862  661,757  700,554  933,496  908,419  107,385  132,462

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:      8,423)
  37,696  -12,811     -353  -34,748   32,130    2,595   18,966    5,828  -10,543

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     18.7      1.2     63.6     67.3     89.7     87.3     10.3     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      275)
      49       62       22       86      133      151      201
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,863,628
COMMITMENTS
 262,924  335,870   42,471  1261946  1172745  1567341  1551086  296,287  312,542

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:    -36,987)
 -20,543   28,056    2,051  -15,082  -45,308  -33,574  -15,201   -3,413  -21,786

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     18.0      2.3     67.7     62.9     84.1     83.2     15.9     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      37       59       39      123      139      185      212
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,462,496
COMMITMENTS
 376,738  197,029   28,685  820,512  953,120  1225935  1178834  236,561  283,662

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:    -57,935)
   9,684      430   13,618 -100,409  -79,446  -77,107  -65,398   19,172    7,463

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.8     13.5      2.0     56.1     65.2     83.8     80.6     16.2     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      34       47       19       72      102      119      155
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      858,944
COMMITMENTS
  90,024   68,103  129,708  594,786  610,103  814,518  807,914   44,426   51,030

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -5,980)
  11,919  -11,829   -2,783  -11,185    8,652   -2,049   -5,960   -3,931      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5      7.9     15.1     69.2     71.0     94.8     94.1      5.2      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      22       33       38       63       77      106      134
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       72,896
COMMITMENTS
  16,261    2,947    4,167   43,343   59,216   63,770   66,330    9,126    6,566

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -1,495)
  -3,005      597     -197      878   -3,590   -2,324   -3,190      829    1,696

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3      4.0      5.7     59.5     81.2     87.5     91.0     12.5      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      26       11        9       43       28       74       47
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       17,750
COMMITMENTS
   4,678      756       33   10,755   15,448   15,466   16,237    2,284    1,513

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:        -21)
      -3        0        2     -500        0     -501        2      480      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4      4.3      0.2     60.6     87.0     87.1     91.5     12.9      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        2        1        8        7       14        9
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      110,291
COMMITMENTS
  31,325   12,542      107   65,175   87,536   96,607  100,185   13,684   10,106

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -2,947)
  -6,076    1,120     -324    2,755   -7,180   -3,645   -6,384      698    3,437

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.4     11.4      0.1     59.1     79.4     87.6     90.8     12.4      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      25       13        5       39       26       65       44
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        6,287
COMMITMENTS
   3,523    1,851      486    1,699    3,813    5,708    6,150      579      137

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:          1)
     453        0        0     -286        0      167        0     -166        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.0     29.4      7.7     27.0     60.6     90.8     97.8      9.2      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      12        5        1        2        1       15        6
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       13,260
COMMITMENTS
   1,613      677       12   11,341   12,515   12,966   13,204      294       56

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:       -395)
     153      -67       -5     -493     -323     -345     -395      -50        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2      5.1      0.1     85.5     94.4     97.8     99.6      2.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       8        6        1        8       13       16       20
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       23,523
COMMITMENTS
   5,195    1,951        0   18,026   21,504   23,221   23,455      302       68

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -1,138)
     -16      442      -21   -1,124   -1,562   -1,161   -1,141       23        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1      8.3      0.0     76.6     91.4     98.7     99.7      1.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       8        5        0        8       14       16       19
```

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Updated August 5, 2011