```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      513,744
COMMITMENTS
  69,900  119,957  127,080  279,086  207,952  476,066  454,989   37,678   58,755

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:      5,157)
  -1,809    9,861     -580    8,731   -1,563    6,342    7,718   -1,185   -2,561

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6     23.3     24.7     54.3     40.5     92.7     88.6      7.3     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      418)
     117      162      164      104      116      319      354
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,844,339
COMMITMENTS
 330,011   87,095  576,386  757,263  897,244  1663660  1560726  180,679  283,613

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:    -47,791)
 -36,229    7,480  -26,404   18,787  -31,869  -43,846  -50,794   -3,945    3,002

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9      4.7     31.3     41.1     48.6     90.2     84.6      9.8     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      833)
     236      173      286      270      374      637      716
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       16,722
COMMITMENTS
   2,503    2,078    1,624    9,851   11,176   13,978   14,878    2,744    1,844

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:      1,055)
     -17      714      -71    1,339       43    1,251      687     -197      368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0     12.4      9.7     58.9     66.8     83.6     89.0     16.4     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      16       10        7       15        9       34       24
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      823,913
COMMITMENTS
 122,835   47,745  269,079  374,693  415,600  766,607  732,424   57,306   91,489

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:     11,399)
 -32,646    9,001   22,556   27,221  -29,914   17,130    1,642   -5,731    9,757

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9      5.8     32.7     45.5     50.4     93.0     88.9      7.0     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      572)
     178      160      252      128      197      439      499
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       20,183
COMMITMENTS
  16,997    2,991      100        8    4,021   17,105    7,112    3,078   13,071

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:       -923)
    -815      546       87        0      -36     -728      597     -195   -1,520

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    84.2     14.8      0.5      0.0     19.9     84.7     35.2     15.3     64.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      19       11        6        1       10       20       27
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      343,155
COMMITMENTS
  60,126   58,592   61,246  193,815  189,264  315,188  309,102   27,967   34,052

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:      8,814)
 -10,115   18,051      957   20,468  -18,101   11,310      906   -2,496    7,907

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.5     17.1     17.8     56.5     55.2     91.8     90.1      8.2      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      65       83       69       74       73      183      189
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      777,245
COMMITMENTS
  65,551   90,334   78,065  482,536  466,590  626,151  634,989  151,094  142,256

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:    -54,650)
  -1,254   -4,093  -28,868  -19,061  -28,542  -49,183  -61,503   -5,468    6,853

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4     11.6     10.0     62.1     60.0     80.6     81.7     19.4     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      29       32       38       77       78      127      127
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      381,169
COMMITMENTS
  53,940   41,567    2,589  256,338  290,806  312,867  334,961   68,302   46,208

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:     -1,580)
   1,270   -3,910     -566   -3,230      644   -2,525   -3,832      946    2,252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2     10.9      0.7     67.3     76.3     82.1     87.9     17.9     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
       6        8        3       41       38       49       47
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        9,165
COMMITMENTS
     806      411      920    6,982    7,324    8,708    8,655      457      510

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:       -703)
      -4     -524       55     -625     -339     -574     -808     -129      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8      4.5     10.0     76.2     79.9     95.0     94.4      5.0      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        4        4       22       24       30       28
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      204,395
COMMITMENTS
  38,327   34,575   33,338   99,936  107,040  171,601  174,952   32,794   29,443

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:      4,457)
 -13,572    8,212    3,133   16,948  -11,606    6,509     -260   -2,052    4,717

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8     16.9     16.3     48.9     52.4     84.0     85.6     16.0     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      45       52       47       75       68      149      146
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       18,494
COMMITMENTS
   4,156    3,661    1,496    8,984   12,312   14,636   17,468    3,859    1,026

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:       -217)
  -1,142      242      427    1,310     -784      595     -115     -811     -102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.5     19.8      8.1     48.6     66.6     79.1     94.5     20.9      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      25       25       16       28       19       66       48
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      812,105
COMMITMENTS
 213,559  182,347   48,367  439,433  460,816  701,359  691,530  110,746  120,575

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:    -18,048)
 -26,516   16,261    1,861    1,828  -36,996  -22,827  -18,873    4,779      825

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.3     22.5      6.0     54.1     56.7     86.4     85.2     13.6     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      40       55       27       83      109      142      173
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,816,329
COMMITMENTS
 154,287  252,637  148,016  1191202  1076733  1493505  1477386  322,823  338,942

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:    -91,037)
  10,065    7,601  -53,834  -62,337  -50,806 -106,106  -97,039   15,069    6,002

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5     13.9      8.1     65.6     59.3     82.2     81.3     17.8     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      30       40       46      120      135      171      200
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,406,721
COMMITMENTS
 402,081  101,907   65,844  742,605  979,127  1210530  1146878  196,191  259,844

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:    -50,465)
   5,260   -3,145  -24,629  -13,254  -24,585  -32,624  -52,360  -17,841    1,895

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.6      7.2      4.7     52.8     69.6     86.1     81.5     13.9     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      33       29       32       76      110      123      157
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      928,889
COMMITMENTS
  58,557   61,128  308,679  524,713  518,471  891,949  888,279   36,941   40,610

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:    -23,397)
  -3,172   -2,747   -9,808   -7,806   -7,474  -20,786  -20,028   -2,611   -3,369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      6.6     33.2     56.5     55.8     96.0     95.6      4.0      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      25       32       44       70       74      119      129
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       49,836
COMMITMENTS
   5,777    3,367    4,945   34,347   35,562   45,069   43,874    4,766    5,962

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:     15,517)
  -1,777      456    4,531   11,743    9,650   14,497   14,636    1,021      881

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6      6.8      9.9     68.9     71.4     90.4     88.0      9.6     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      14       17       11       33       35       52       59
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       13,696
COMMITMENTS
   2,958    1,349        4    9,276   11,573   12,238   12,926    1,458      770

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:     -2,207)
     790   -1,133     -933     -543    1,032     -686   -1,034   -1,521   -1,173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6      9.8      0.0     67.7     84.5     89.4     94.4     10.6      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        2        2        7        7       11       11
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       72,279
COMMITMENTS
  11,377    9,774    4,143   50,143   47,978   65,663   61,895    6,616   10,383

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:      3,642)
  -3,731    3,951    3,315    4,934   -3,846    4,518    3,421     -875      222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7     13.5      5.7     69.4     66.4     90.8     85.6      9.2     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      12       18       10       31       31       49       53
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        9,313
COMMITMENTS
   4,224    8,617      694    3,982        0    8,900    9,311      413        2

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:     -5,068)
    -918    2,403   -3,643     -516   -3,813   -5,077   -5,053        9      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.4     92.5      7.5     42.8      0.0     95.6    100.0      4.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      11       10        2        3        0       16       10
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       11,384
COMMITMENTS
   1,850    2,218        9    9,194    9,098   11,053   11,325      331       59

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:        577)
    -587    1,636        5    1,148   -1,042      566      599       11      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3     19.5      0.1     80.8     79.9     97.1     99.5      2.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       8        5        1        6       12       14       18
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       14,823
COMMITMENTS
     514    1,125        0   14,046   13,640   14,560   14,765      263       58

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:       -734)
    -966      690        0      297   -1,434     -669     -744      -65       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      7.6      0.0     94.8     92.0     98.2     99.6      1.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        3        0        6       13       12       16
```

----

Updated September 30, 2011