```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 07/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      426,110
COMMITMENTS
  78,825  105,496   69,114  237,581  189,105  385,520  363,715   40,590   62,395

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:     -7,998)
  -1,878   -7,927    6,058  -10,974   -6,720   -6,794   -8,589   -1,204      591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     24.8     16.2     55.8     44.4     90.5     85.4      9.5     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      391)
     110      145      127       75      113      268      316
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 07/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,196,995
COMMITMENTS
 425,864   96,428   86,207  546,661  791,581  1058732  974,216  138,263  222,779

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:      8,806)
  22,577       91   -9,201     -365   23,076   13,011   13,966   -4,205   -5,160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.6      8.1      7.2     45.7     66.1     88.4     81.4     11.6     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      797)
     229      137      162      205      364      506      606
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 07/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,418
COMMITMENTS
   3,059      752      839    5,957    9,650    9,855   11,241    2,563    1,177

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:         42)
    -134     -188      279     -298       81     -153      172      195     -130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6      6.1      6.8     48.0     77.7     79.4     90.5     20.6      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      18        4        2       12        9       30       15
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 07/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      543,107
COMMITMENTS
 187,409   54,097   59,029  240,790  358,281  487,228  471,407   55,879   71,700

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:     28,850)
  33,386   -6,028    7,946  -17,431   30,444   23,901   32,362    4,949   -3,512

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.5     10.0     10.9     44.3     66.0     89.7     86.8     10.3     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      531)
     198      102      143      118      195      390      387
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 07/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       23,603
COMMITMENTS
  20,540    1,855      118        3    5,504   20,661    7,477    2,942   16,126

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:      1,323)
     987      290        6        0      493      993      789      330      534

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    87.0      7.9      0.5      0.0     23.3     87.5     31.7     12.5     68.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      18        6        7        1       14       19       27
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 07/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      296,690
COMMITMENTS
  75,298   43,632   33,347  153,201  195,106  261,846  272,085   34,844   24,605

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:     13,922)
   4,203     -912    2,123    3,110   15,036    9,436   16,247    4,486   -2,325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4     14.7     11.2     51.6     65.8     88.3     91.7     11.7      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
      71       67       66       62       64      184      162
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 07/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      645,396
COMMITMENTS
  76,001  143,151    7,695  414,699  364,670  498,395  515,516  147,001  129,880

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:     10,452)
   4,807  -13,494      895   -1,428   34,749    4,274   22,150    6,178  -11,698

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8     22.2      1.2     64.3     56.5     77.2     79.9     22.8     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      30       37       16       68       73      106      119
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 07/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      371,783
COMMITMENTS
  57,365   65,600      510  253,193  267,032  311,068  333,142   60,715   38,641

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:      3,023)
     489    1,724      122      352    8,093      963    9,939    2,060   -6,916

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     17.6      0.1     68.1     71.8     83.7     89.6     16.3     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
       7       11        2       36       34       44       46
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 07/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        8,855
COMMITMENTS
     816    1,235      373    7,142    6,908    8,331    8,516      524      339

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:       -162)
     151      762        8     -266     -957     -107     -187      -55       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2     13.9      4.2     80.7     78.0     94.1     96.2      5.9      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       8        5        5       20       26       31       33
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 07/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      175,578
COMMITMENTS
  49,724   22,740   19,556   68,707  108,592  137,987  150,888   37,591   24,690

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:      1,444)
   7,347   -5,448     -127  -11,081    9,473   -3,861    3,898    5,305   -2,454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3     13.0     11.1     39.1     61.8     78.6     85.9     21.4     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      57       32       42       59       55      140      116
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 07/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       17,223
COMMITMENTS
   4,379    2,187    1,183    7,340   12,446   12,902   15,816    4,321    1,407

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:        666)
     404     -119     -213      -88      909      103      577      563       89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4     12.7      6.9     42.6     72.3     74.9     91.8     25.1      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      33       14       13       20       17       62       38
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 07/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,022,805
COMMITMENTS
 210,640  203,446   11,454  694,466  658,147  916,560  873,047  106,245  149,758

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:     26,485)
 -21,590   -3,761     -380   42,176   21,738   20,206   17,597    6,279    8,888

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     19.9      1.1     67.9     64.3     89.6     85.4     10.4     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
      40       68       19       86      128      140      201
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 07/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,915,663
COMMITMENTS
 304,794  343,317   25,768  1289809  1221693  1620371  1590778  295,292  324,885

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:    100,918)
  34,355    8,422    1,034   60,987   79,224   96,376   88,680    4,542   12,238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     17.9      1.3     67.3     63.8     84.6     83.0     15.4     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
      44       57       24      113      140      170      208
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 07/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,564,850
COMMITMENTS
 407,404  240,975   26,425  906,236  1033917  1340065  1301317  224,785  263,533

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:     32,075)
  21,050   11,968   -2,055    8,625   39,527   27,620   49,440    4,455  -17,365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0     15.4      1.7     57.9     66.1     85.6     83.2     14.4     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      27       51       17       76      111      113      169
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 07/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      823,635
COMMITMENTS
  84,456   77,421  130,716  562,662  563,612  777,834  771,749   45,801   51,886

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:     55,566)
  15,621   10,664   14,465   20,409   31,129   50,495   56,258    5,071     -692

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3      9.4     15.9     68.3     68.4     94.4     93.7      5.6      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      24       34       38       64       72      111      126
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 07/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       76,111
COMMITMENTS
  24,951    2,167    3,917   38,759   64,698   67,626   70,781    8,485    5,330

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:      2,664)
    -524     -971      233    4,524    3,402    4,233    2,664   -1,569        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.8      2.8      5.1     50.9     85.0     88.9     93.0     11.1      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      32       10        7       38       29       75       44
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 07/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       15,719
COMMITMENTS
   4,629      758       31    9,256   13,434   13,916   14,223    1,803    1,496

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:      1,089)
     348        0        0    1,498    1,022    1,846    1,022     -757       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4      4.8      0.2     58.9     85.5     88.5     90.5     11.5      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        2        1        8        6       14        8
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 07/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      120,784
COMMITMENTS
  48,338   10,512       76   59,006  102,528  107,420  113,116   13,364    7,668

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:      3,150)
  -1,266   -1,465      -11    6,051    4,760    4,774    3,284   -1,624     -134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.0      8.7      0.1     48.9     84.9     88.9     93.7     11.1      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      31       12        3       34       27       66       41
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 07/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        6,767
COMMITMENTS
   3,646    2,321      486    1,911    3,813    6,043    6,620      724      147

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:         10)
     106     -114        0       69        0      175     -114     -165      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.9     34.3      7.2     28.2     56.3     89.3     97.8     10.7      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      12        6        1        4        1       17        7
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 07/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       14,180
COMMITMENTS
   2,180      729       17   11,643   13,378   13,840   14,124      340       56

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:       -189)
     525       11        0     -740     -199     -215     -188       26       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4      5.1      0.1     82.1     94.3     97.6     99.6      2.4      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 07/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       24,445
COMMITMENTS
   5,036    1,560        3   19,135   22,810   24,174   24,373      271       72

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:      1,786)
    -572      603        0    2,354    1,178    1,782    1,781        4        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6      6.4      0.0     78.3     93.3     98.9     99.7      1.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       7        5        1        8       14       15       20
```

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Updated July 22, 2011