```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      448,306
COMMITMENTS
  94,854  101,072   66,099  242,958  216,188  403,911  383,359   44,395   64,947

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:     -7,399)
   1,236    9,785   -4,934   -2,370  -13,606   -6,068   -8,755   -1,331    1,356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     22.5     14.7     54.2     48.2     90.1     85.5      9.9     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      422)
     121      150      154       88      118      313      340
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,482,562
COMMITMENTS
 563,323  103,123  185,556  570,238  954,051  1319117  1242730  163,445  239,832

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:     31,409)
  11,062    8,994    8,816   10,289    6,819   30,167   24,629    1,242    6,780

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.0      7.0     12.5     38.5     64.4     89.0     83.8     11.0     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      902)
     289      144      214      226      385      617      674
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,714
COMMITMENTS
   3,973      546       87    5,711   11,188    9,771   11,821    2,943      893

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:         70)
     251      -95     -236       99      586      114      255      -44     -185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2      4.3      0.7     44.9     88.0     76.9     93.0     23.1      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      18        3        3       16       12       34       18
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      599,556
COMMITMENTS
 189,529   69,718   85,300  268,812  360,269  543,641  515,287   55,915   84,269

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:      2,682)
  -9,486    4,884    5,509    8,192  -12,631    4,215   -2,238   -1,533    4,920

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.6     11.6     14.2     44.8     60.1     90.7     85.9      9.3     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      553)
     193      125      169      116      190      402      421
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       26,631
COMMITMENTS
  23,550    3,130      217        3    6,545   23,770    9,892    2,861   16,739

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:       -288)
    -324      -31      137        0       90     -187      196     -101     -484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    88.4     11.8      0.8      0.0     24.6     89.3     37.1     10.7     62.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      16        9        8        1       18       19       33
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      327,204
COMMITMENTS
 101,412   42,129   38,277  152,582  221,563  292,271  301,969   34,933   25,235

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:     -6,347)
  -5,483    8,078   -3,442    8,626  -10,107     -299   -5,471   -6,048     -876

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.0     12.9     11.7     46.6     67.7     89.3     92.3     10.7      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
      94       68       86       65       68      217      186
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      667,019
COMMITMENTS
  76,201  136,653    9,393  425,118  377,239  510,712  523,285  156,307  143,734

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:    -24,881)
 -18,003    9,305     -515    2,969  -38,234  -15,549  -29,444   -9,332    4,563

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4     20.5      1.4     63.7     56.6     76.6     78.5     23.4     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      23       37       12       73       70      102      113
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      375,859
COMMITMENTS
  45,946   57,620      943  267,683  277,590  314,572  336,153   61,287   39,706

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:     10,446)
     265    5,893   -2,548   13,889   14,784   11,606   18,129   -1,160   -7,683

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2     15.3      0.3     71.2     73.9     83.7     89.4     16.3     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
       7       11        3       40       37       48       50
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        9,652
COMMITMENTS
     559      118      690    7,853    8,458    9,102    9,266      550      386

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:        580)
    -361      -87       22      943      647      604      582      -24       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8      1.2      7.1     81.4     87.6     94.3     96.0      5.7      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       7        3        6       21       26       31       34
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      234,276
COMMITMENTS
  62,807   20,958   37,839   89,321  151,644  189,967  210,441   44,309   23,835

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:     -3,934)
  -1,251      416     -601      598   -3,114   -1,254   -3,299   -2,680     -635

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8      8.9     16.2     38.1     64.7     81.1     89.8     18.9     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      75       28       57       66       67      173      138
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       19,792
COMMITMENTS
   6,281    1,949    1,331    7,505   15,092   15,117   18,372    4,675    1,420

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:       -679)
    -538      -65      175     -202     -833     -565     -723     -114       44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.7      9.8      6.7     37.9     76.3     76.4     92.8     23.6      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      40       13       15       21       20       69       42
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,008,464
COMMITMENTS
 364,423  164,964   15,190  504,977  666,117  884,590  846,271  123,874  162,193

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:     -6,446)
 -11,593  -16,163   -3,115      875   11,680  -13,833   -7,598    7,387    1,152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.1     16.4      1.5     50.1     66.1     87.7     83.9     12.3     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      46       55       20       85      129      144      191
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,830,576
COMMITMENTS
 245,495  295,843   33,789  1238159  1139285  1517443  1468917  313,133  361,659

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:     11,327)
 -15,332   -1,254   -3,681   42,739    5,926   23,726      991  -12,399   10,336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4     16.2      1.8     67.6     62.2     82.9     80.2     17.1     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      42       61       22      111      131      163      204
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,596,417
COMMITMENTS
 462,515  138,609   22,860  828,238  1117548  1313613  1279017  282,804  317,400

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:     75,391)
  43,730   13,454   -1,968    3,922   49,449   45,684   60,935   29,707   14,456

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0      8.7      1.4     51.9     70.0     82.3     80.1     17.7     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      33       41       19       80      115      123      165
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      728,513
COMMITMENTS
  79,931   92,083   94,255  520,396  491,103  694,582  677,441   33,931   51,072

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:     29,240)
   9,746    1,576    3,101   18,819   27,034   31,666   31,711   -2,426   -2,471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0     12.6     12.9     71.4     67.4     95.3     93.0      4.7      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      25       32       35       68       80      110      135
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       81,758
COMMITMENTS
  10,397    3,046    6,594   48,219   57,486   65,209   67,125   16,549   14,633

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:     11,309)
     136   -2,509    2,660    7,518    9,570   10,313    9,721      996    1,588

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7      3.7      8.1     59.0     70.3     79.8     82.1     20.2     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      27        7       16       44       36       78       58
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       26,224
COMMITMENTS
   3,293    1,169    1,239   12,430   20,733   16,962   23,141    9,262    3,083

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:      5,639)
     114     -250    1,223    4,243    4,243    5,580    5,216       59      423

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6      4.5      4.7     47.4     79.1     64.7     88.2     35.3     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        5        6       11        9       20       16
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      111,067
COMMITMENTS
  20,521   10,067    4,396   71,577   73,505   96,494   87,968   14,573   23,099

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:     11,340)
  -1,075   -5,635    3,991    6,550   10,654    9,466    9,010    1,874    2,330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5      9.1      4.0     64.4     66.2     86.9     79.2     13.1     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      28       11       15       40       34       72       56
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        9,072
COMMITMENTS
   4,413    1,430      990    1,692    5,790    7,095    8,210    1,977      862

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:      1,106)
     -29       52      318       49      -35      338      335      768      771

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.6     15.8     10.9     18.7     63.8     78.2     90.5     21.8      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      12        5        5        2        3       16       11
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       14,175
COMMITMENTS
   3,725      734        3   10,081   13,360   13,809   14,097      366       78

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:       -773)
     -92     -132        0     -639     -618     -731     -750      -42      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3      5.2      0.0     71.1     94.3     97.4     99.4      2.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        6        1        9       12       15       19
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       25,616
COMMITMENTS
   3,433      557        0   21,830   24,948   25,263   25,505      353      111

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:     -3,067)
     157       75   -1,393   -1,896   -1,814   -3,132   -3,132       65       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4      2.2      0.0     85.2     97.4     98.6     99.6      1.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       8        4        0        7       14       15       18
```

----

Updated Jun 17, 2011