```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      409,734
COMMITMENTS
  79,135   93,575   60,434  235,074  197,493  374,643  351,502   35,091   58,232

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:    -21,864)
  -3,046  -18,039   -3,011  -13,503       75  -19,560  -20,975   -2,304     -889

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     22.8     14.7     57.4     48.2     91.4     85.8      8.6     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      386)
     100      140      125       75      110      268      308
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,237,201
COMMITMENTS
 491,717  107,548  102,399  497,222  787,716  1091338  997,663  145,863  239,538

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:    -28,023)
  20,096    4,957  -15,581  -25,937  -16,237  -21,422  -26,861   -6,601   -1,162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.7      8.7      8.3     40.2     63.7     88.2     80.6     11.8     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      892)
     262      162      176      186      380      547      658
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       13,929
COMMITMENTS
   3,298      463      541    7,304   11,890   11,143   12,894    2,786    1,035

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:          1)
     -76     -534     -232      136    1,283     -172      517      173     -516

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7      3.3      3.9     52.4     85.4     80.0     92.6     20.0      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      20        4        5       14       10       35       18
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      579,933
COMMITMENTS
 246,507   48,823   66,950  202,032  393,756  515,489  509,529   64,444   70,404

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:     49,115)
  48,751   -2,165   15,926  -21,839   35,689   42,838   49,450    6,277     -335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.5      8.4     11.5     34.8     67.9     88.9     87.9     11.1     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      600)
     243      110      164      102      193      426      422
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       25,820
COMMITMENTS
  22,140    3,005       60        8    6,414   22,208    9,479    3,612   16,341

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:      2,008)
   1,639      406      -63        0      515    1,576      858      432    1,150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    85.7     11.6      0.2      0.0     24.8     86.0     36.7     14.0     63.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      21       12        5        1       16       22       33
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      281,529
COMMITMENTS
  73,434   35,286   38,486  136,267  183,659  248,187  257,431   33,342   24,098

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:      4,665)
  11,072  -15,795    4,852  -17,443   18,789   -1,519    7,846    6,184   -3,181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1     12.5     13.7     48.4     65.2     88.2     91.4     11.8      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      84       56       69       62       64      195      162
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      689,017
COMMITMENTS
  61,361   92,401    9,996  459,211  445,053  530,568  547,450  158,449  141,567

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:     32,967)
  -4,934  -19,693   -3,968   29,739   43,202   20,837   19,541   12,130   13,426

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9     13.4      1.5     66.6     64.6     77.0     79.5     23.0     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      27       22       14       69       63      102       93
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      427,295
COMMITMENTS
  50,302   46,133   16,771  287,419  324,866  354,492  387,770   72,803   39,525

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:     19,805)
  -1,864  -11,549   14,041    6,617   17,272   18,794   19,764    1,011       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8     10.8      3.9     67.3     76.0     83.0     90.7     17.0      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
       7        8        3       43       39       51       49
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       10,324
COMMITMENTS
     943      844      801    7,954    8,283    9,698    9,928      626      396

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:        231)
     -93     -154      191      150      195      248      232      -17       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1      8.2      7.8     77.0     80.2     93.9     96.2      6.1      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       7        3        4       23       25       32       30
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      200,624
COMMITMENTS
  69,878   21,865   25,105   65,792  132,873  160,775  179,843   39,849   20,781

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:     16,988)
  11,924     -939    6,872   -1,948   14,123   16,848   20,056      140   -3,068

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8     10.9     12.5     32.8     66.2     80.1     89.6     19.9     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      74       34       57       58       65      169      144
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       19,164
COMMITMENTS
   4,708    2,163    2,855    6,936   13,189   14,499   18,207    4,665      957

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:        514)
     635     -167      199     -255      641      579      673      -65     -159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     11.3     14.9     36.2     68.8     75.7     95.0     24.3      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      37       17       25       22       16       77       49
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      887,138
COMMITMENTS
 183,434  167,416   39,404  537,364  545,356  760,202  752,176  126,936  134,962

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:    -69,658)
 -26,131  -16,152   20,857  -78,775  -83,560  -84,049  -78,855   14,391    9,197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7     18.9      4.4     60.6     61.5     85.7     84.8     14.3     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      37       51       20       92      118      143      176
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,011,822
COMMITMENTS
 231,773  231,636   61,378  1428479  1401190  1721630  1694204  290,192  317,618

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:     66,350)
 -20,795  -34,530   16,059   62,810   95,881   58,074   77,410    8,276  -11,060

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5     11.5      3.1     71.0     69.6     85.6     84.2     14.4     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      44       41       28      111      126      169      181
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,431,167
COMMITMENTS
 370,595   90,719   43,947  780,801  1017137  1195343  1151803  235,824  279,364

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:     15,730)
 -37,635  -53,750   17,932   32,559   33,424   12,856   -2,394    2,874   18,124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9      6.3      3.1     54.6     71.1     83.5     80.5     16.5     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      39       19       19       76      103      122      134
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      799,502
COMMITMENTS
  89,618   69,916  104,849  567,349  579,713  761,816  754,478   37,686   45,024

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:     -9,693)
   2,559    2,292   -4,067   -6,751   -7,523   -8,259   -9,298   -1,434     -395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2      8.7     13.1     71.0     72.5     95.3     94.4      4.7      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      19       30       33       63       72      103      120
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       52,814
COMMITMENTS
   7,037    3,844    3,177   36,657   38,333   46,871   45,353    5,943    7,461

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:        598)
    -375    2,561      -59    1,504   -2,751    1,070     -249     -472      847

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3      7.3      6.0     69.4     72.6     88.7     85.9     11.3     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      15       10        8       38       35       58       50
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       13,834
COMMITMENTS
   2,529    2,450       43    9,002    9,711   11,574   12,204    2,260    1,630

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:         60)
      55      -10        9        0        0       64       -1       -4       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     17.7      0.3     65.1     70.2     83.7     88.2     16.3     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        3        2        8        7       15       10
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       77,959
COMMITMENTS
  15,156    8,927      127   55,310   57,244   70,593   66,298    7,366   11,661

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:      1,076)
    -750    5,251     -245    3,007   -5,501    2,012     -495     -936    1,571

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4     11.5      0.2     70.9     73.4     90.6     85.0      9.4     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      14       10        4       36       33       51       46
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       12,337
COMMITMENTS
   5,364    7,012    1,512    4,907    3,813   11,783   12,337      554        0

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:         82)
     118       41       56      -69        0      105       97      -23      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.5     56.8     12.3     39.8     30.9     95.5    100.0      4.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      11       11        2        3        1       16       12
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       11,444
COMMITMENTS
   2,349      414        4    8,761   10,947   11,114   11,365      330       79

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:     -1,103)
     237        2        4   -1,337   -1,125   -1,096   -1,119       -7       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5      3.6      0.0     76.6     95.7     97.1     99.3      2.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       9        3        1        7       14       16       18
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       21,226
COMMITMENTS
   3,313    1,253        4   17,633   19,892   20,950   21,149      276       77

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:        510)
     455      -63        0      104      561      559      498      -49       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6      5.9      0.0     83.1     93.7     98.7     99.6      1.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      12        3        1        6       13       18       17
```

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Updated September 2, 2011