```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 07/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      434,108
COMMITMENTS
  80,703  113,423   63,056  248,555  195,825  392,314  372,304   41,794   61,804

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:        114)
  -1,718   -4,702    1,173      514    3,513      -31      -16      145      130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     26.1     14.5     57.3     45.1     90.4     85.8      9.6     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      391)
      99      156      126       73      112      262      319
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 07/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,188,189
COMMITMENTS
 403,287   96,337   95,408  547,026  768,505  1045721  960,250  142,468  227,939

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:    -12,659)
  12,800   -1,985   -4,276  -18,370  -12,016   -9,846  -18,277   -2,813    5,618

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.9      8.1      8.0     46.0     64.7     88.0     80.8     12.0     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      777)
     205      145      170      205      360      492      608
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 07/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,376
COMMITMENTS
   3,193      940      560    6,255    9,569   10,008   11,069    2,368    1,307

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:         15)
    -412      171      144      196     -200      -72      115       87     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.8      7.6      4.5     50.5     77.3     80.9     89.4     19.1     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      18        6        3       14        9       32       18
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 07/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      514,257
COMMITMENTS
 154,023   60,125   51,083  258,221  327,837  463,327  439,045   50,930   75,212

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:    -11,209)
   6,401   -7,028   -2,898  -19,526    2,577  -16,023   -7,349    4,814   -3,860

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.0     11.7      9.9     50.2     63.7     90.1     85.4      9.9     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      495)
     158      111      128      116      188      341      379
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 07/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       22,280
COMMITMENTS
  19,553    1,565      112        3    5,011   19,668    6,688    2,612   15,592

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:        599)
     698      -58      -59       -3       53      636      -64      -37      663

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    87.8      7.0      0.5      0.0     22.5     88.3     30.0     11.7     70.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      17        5        6        1       13       18       24
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 07/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      282,768
COMMITMENTS
  71,095   44,544   31,224  150,091  180,070  252,410  255,838   30,358   26,930

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:     -3,147)
   3,575  -10,565   -2,301   -5,413   10,896   -4,139   -1,970      992   -1,177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1     15.8     11.0     53.1     63.7     89.3     90.5     10.7      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      67       69       67       60       64      174      170
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 07/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      634,944
COMMITMENTS
  71,194  156,645    6,800  416,127  329,921  494,121  493,366  140,823  141,578

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:     36,312)
  12,414   15,959    1,095   24,222   15,951   37,731   33,005   -1,419    3,307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2     24.7      1.1     65.5     52.0     77.8     77.7     22.2     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      26       35       16       69       70      105      112
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 07/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      368,760
COMMITMENTS
  56,876   63,876      388  252,841  258,939  310,105  323,203   58,655   45,557

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:    -11,645)
  -1,552    1,906       30   -9,085  -15,313  -10,607  -13,377   -1,038    1,732

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     17.3      0.1     68.6     70.2     84.1     87.6     15.9     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
       7       11        2       36       33       44       45
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 07/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        9,017
COMMITMENTS
     665      473      365    7,408    7,865    8,438    8,703      579      314

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:        121)
      14      -43       57     -167       -3      -96       11      217      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4      5.2      4.0     82.2     87.2     93.6     96.5      6.4      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        4        4       20       24       28       29
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 07/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      174,134
COMMITMENTS
  42,377   28,188   19,683   79,788   99,119  141,848  146,990   32,286   27,144

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:    -17,408)
  -1,464   -5,841   -5,317  -12,562   -5,903  -19,343  -17,061    1,935     -347

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     16.2     11.3     45.8     56.9     81.5     84.4     18.5     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      44       37       41       59       56      129      118
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 07/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       16,557
COMMITMENTS
   3,975    2,306    1,396    7,428   11,537   12,799   15,239    3,758    1,318

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:       -683)
    -111     -555     -402     -148      642     -661     -315      -22     -368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.0     13.9      8.4     44.9     69.7     77.3     92.0     22.7      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      26       16       14       20       18       56       40
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 07/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      996,320
COMMITMENTS
 232,230  207,207   11,834  652,290  636,409  896,354  855,450   99,966  140,870

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:      8,666)
  -5,113   23,586     -965   19,591   -6,044   13,513   16,577   -4,847   -7,911

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     20.8      1.2     65.5     63.9     90.0     85.9     10.0     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
      41       69       19       88      121      142      196
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 07/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,814,745
COMMITMENTS
 270,439  334,895   24,734  1228822  1142469  1523995  1502098  290,750  312,647

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:     50,262)
  48,399   20,132   -4,353    4,718   55,282   48,764   71,061    1,498  -20,799

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9     18.5      1.4     67.7     63.0     84.0     82.8     16.0     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      38       57       28      114      136      166      207
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 07/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,532,775
COMMITMENTS
 386,354  229,007   28,480  897,611  994,390  1312445  1251877  220,330  280,898

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:     78,504)
   3,163   49,629   17,570   55,207   19,780   75,940   86,979    2,564   -8,475

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2     14.9      1.9     58.6     64.9     85.6     81.7     14.4     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      26       50       15       79      105      115      160
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 07/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      768,069
COMMITMENTS
  68,835   66,757  116,251  542,253  532,483  727,339  715,491   40,730   52,578

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:     49,481)
   4,731    3,858    1,689   33,226   39,600   39,646   45,147    9,835    4,334

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      8.7     15.1     70.6     69.3     94.7     93.2      5.3      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      25       30       35       64       73      107      125
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 07/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       73,447
COMMITMENTS
  25,474    3,138    3,684   34,236   61,296   63,393   68,117   10,054    5,330

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:     23,690)
   7,306   -1,550    3,426    9,258   20,415   19,989   22,291    3,701    1,399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.7      4.3      5.0     46.6     83.5     86.3     92.7     13.7      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      25       15        8       36       30       68       49
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 07/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       14,630
COMMITMENTS
   4,281      758       31    7,758   12,412   12,070   13,201    2,560    1,429

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3      5.2      0.2     53.0     84.8     82.5     90.2     17.5      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        2        1        7        6       14        8
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 07/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      117,634
COMMITMENTS
  49,604   11,977       87   52,955   97,768  102,646  109,832   14,988    7,802

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:     18,119)
  13,267    2,602     -428    2,999   16,005   15,838   18,179    2,281      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.2     10.2      0.1     45.0     83.1     87.3     93.4     12.7      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      24       16        4       33       28       59       46
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 07/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        6,757
COMMITMENTS
   3,540    2,435      486    1,842    3,813    5,868    6,734      889       23

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:        538)
     542      652        0       28        0      570      652      -32     -114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.4     36.0      7.2     27.3     56.4     86.8     99.7     13.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      11        6        1        3        1       15        7
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 07/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       14,369
COMMITMENTS
   1,655      718       17   12,383   13,577   14,055   14,312      314       57

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:        458)
     253      -15        1      172      465      426      451       32        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5      5.0      0.1     86.2     94.5     97.8     99.6      2.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        5        1        8       13       14       19
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 07/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       22,659
COMMITMENTS
   5,608      957        3   16,781   21,632   22,392   22,592      267       67

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:     -2,749)
   1,066     -531        3   -3,827   -2,218   -2,758   -2,746        9       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7      4.2      0.0     74.1     95.5     98.8     99.7      1.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       9        4        1        8       14       17       19
```

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Updated July 15, 2011