```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      420,557
COMMITMENTS
  75,214  111,378   64,340  241,629  182,751  381,183  358,469   39,374   62,088

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:     -5,553)
  -3,611    5,882   -4,774    4,048   -6,354   -4,337   -5,246   -1,216     -307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     26.5     15.3     57.5     43.5     90.6     85.2      9.4     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      383)
      93      152      123       75      114      255      315
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,203,373
COMMITMENTS
 429,771   99,765   88,898  544,362  785,850  1063031  974,513  140,342  228,860

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      6,378)
   3,907    3,337    2,691   -2,299   -5,731    4,299      297    2,079    6,081

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.7      8.3      7.4     45.2     65.3     88.3     81.0     11.7     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      799)
     214      143      168      209      368      507      615
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,267
COMMITMENTS
   3,144      786    1,034    5,451    9,186    9,629   11,006    2,638    1,261

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:       -151)
      85       34      195     -506     -464     -226     -235       75       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.6      6.4      8.4     44.4     74.9     78.5     89.7     21.5     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      19        4        2       12        9       31       15
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      537,568
COMMITMENTS
 191,559   55,884   53,570  234,175  354,479  479,304  463,933   58,264   73,635

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:     -5,539)
   4,150    1,787   -5,459   -6,615   -3,802   -7,924   -7,474    2,385    1,935

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.6     10.4     10.0     43.6     65.9     89.2     86.3     10.8     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      536)
     202      107      132      115      190      385      381
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       23,871
COMMITMENTS
  20,835    2,335       96        0    5,510   20,931    7,941    2,940   15,930

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:        268)
     295      480      -22       -3        6      270      464       -2     -196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    87.3      9.8      0.4      0.0     23.1     87.7     33.3     12.3     66.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      18        8        4        0       14       18       26
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      278,890
COMMITMENTS
  70,236   45,856   29,944  147,441  177,698  247,621  253,498   31,269   25,392

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:    -17,800)
  -5,062    2,224   -3,403   -5,760  -17,408  -14,225  -18,587   -3,575      787

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2     16.4     10.7     52.9     63.7     88.8     90.9     11.2      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      63       68       64       62       65      173      165
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      636,836
COMMITMENTS
  66,183  138,531   11,089  404,563  364,130  481,835  513,750  155,001  123,086

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:     -8,560)
  -9,818   -4,620    3,394  -10,136     -540  -16,560   -1,766    8,000   -6,794

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4     21.8      1.7     63.5     57.2     75.7     80.7     24.3     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      24       38       14       66       76       97      121
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      378,104
COMMITMENTS
  58,496   66,576      569  262,226  269,690  321,291  336,835   56,813   41,269

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      6,321)
   1,131      976       59    9,033    2,658   10,223    3,693   -3,902    2,628

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5     17.6      0.2     69.4     71.3     85.0     89.1     15.0     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
       7       11        2       38       34       46       46
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        9,614
COMMITMENTS
     851    1,235      363    7,927    7,691    9,141    9,289      473      325

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:        759)
      35        0      -10      785      783      810      773      -51      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9     12.8      3.8     82.5     80.0     95.1     96.6      4.9      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       8        5        5       22       27       33       34
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      184,730
COMMITMENTS
  53,221   19,041   21,530   68,116  118,321  142,867  158,892   41,863   25,838

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      9,152)
   3,497   -3,699    1,974     -591    9,729    4,880    8,004    4,272    1,148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8     10.3     11.7     36.9     64.1     77.3     86.0     22.7     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      63       31       54       54       56      150      127
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       17,390
COMMITMENTS
   4,585    2,370      951    7,395   12,868   12,931   16,189    4,459    1,201

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:        167)
     206      183     -232       55      422       29      373      138     -206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4     13.6      5.5     42.5     74.0     74.4     93.1     25.6      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      33       17       13       20       17       63       39
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,032,458
COMMITMENTS
 221,181  207,814   13,215  696,505  668,424  930,901  889,453  101,557  143,005

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      9,653)
  10,541    4,368    1,761    2,039   10,277   14,341   16,406   -4,688   -6,753

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4     20.1      1.3     67.5     64.7     90.2     86.1      9.8     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      43       67       19       89      127      145      200
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,900,615
COMMITMENTS
 283,467  307,814   40,420  1277028  1218053  1600915  1566287  299,700  334,328

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:    -15,048)
 -21,327  -35,503   14,652  -12,781   -3,640  -19,456  -24,491    4,408    9,443

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9     16.2      2.1     67.2     64.1     84.2     82.4     15.8     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      43       52       34      113      141      176      207
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,520,431
COMMITMENTS
 367,054  196,599   15,067  920,921  1032566  1303042  1244232  217,389  276,199

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:    -44,419)
 -40,350  -44,376  -11,358   14,685   -1,351  -37,023  -57,085   -7,396   12,666

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1     12.9      1.0     60.6     67.9     85.7     81.8     14.3     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      28       48       22       77      105      120      160
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      864,924
COMMITMENTS
  78,105   79,932  132,491  605,971  601,451  816,567  813,874   48,357   51,050

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:     41,289)
  -6,351    2,511    1,775   43,309   37,839   38,733   42,125    2,556     -836

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      9.2     15.3     70.1     69.5     94.4     94.1      5.6      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      22       35       37       63       74      108      128
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       74,390
COMMITMENTS
  19,265    2,351    4,363   42,465   62,806   66,093   69,520    8,297    4,871

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:     -1,721)
  -5,686      184      447    3,706   -1,892   -1,533   -1,262     -188     -460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9      3.2      5.9     57.1     84.4     88.8     93.5     11.2      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      25        9        8       43       27       73       42
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       17,771
COMMITMENTS
   4,681      756       31   11,255   15,448   15,967   16,235    1,804    1,536

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      2,052)
      52       -2        0    1,999    2,014    2,051    2,012        1       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3      4.3      0.2     63.3     86.9     89.8     91.4     10.2      8.6

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 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      113,238
COMMITMENTS
  37,401   11,422      431   62,420   94,716  100,252  106,569   12,986    6,669

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:     -7,546)
 -10,937      910      355    3,414   -7,812   -7,168   -6,547     -378     -999

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.0     10.1      0.4     55.1     83.6     88.5     94.1     11.5      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      24       11        4       39       24       64       38
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        6,286
COMMITMENTS
   3,070    1,851      486    1,985    3,813    5,541    6,150      745      136

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:       -481)
    -576     -470        0       74        0     -502     -470       21      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.8     29.4      7.7     31.6     60.7     88.1     97.8     11.9      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      11        5        1        3        1       15        6
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       13,655
COMMITMENTS
   1,460      744       17   11,834   12,838   13,311   13,599      344       56

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:       -525)
    -720       15        0      191     -540     -529     -525        4        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7      5.4      0.1     86.7     94.0     97.5     99.6      2.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       8        5        1        8       13       16       19
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       24,661
COMMITMENTS
   5,211    1,509       21   19,150   23,066   24,382   24,596      279       65

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:        216)
     175      -51       18       15      256      208      223        8       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1      6.1      0.1     77.7     93.5     98.9     99.7      1.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       9        5        1        8       14       18       19
```

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Updated July 29, 2011