```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      420,266
COMMITMENTS
  74,525  118,042   65,545  247,216  179,368  387,286  362,955   32,980   57,311

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:        160)
    -506   -7,066    1,830     -683    4,090      641   -1,146     -481    1,306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     28.1     15.6     58.8     42.7     92.2     86.4      7.8     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      408)
     113      157      132       88      110      285      328
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,202,658
COMMITMENTS
 379,544  107,874  100,579  582,314  758,392  1062437  966,845  140,221  235,813

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:      8,507)
 -29,891    7,231    4,534   31,727      300    6,370   12,065    2,137   -3,558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.6      9.0      8.4     48.4     63.1     88.3     80.4     11.7     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      783)
     201      163      166      215      339      504      597
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       15,420
COMMITMENTS
   3,271    2,233      196    9,207   11,127   12,674   13,556    2,746    1,864

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:        664)
     -78      176      -44      698      281      576      413       88      251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     14.5      1.3     59.7     72.2     82.2     87.9     17.8     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      16       11        5       15        5       32       21
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      573,569
COMMITMENTS
 162,308   51,737   85,606  279,658  352,492  527,572  489,835   45,997   83,734

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -1,187)
  -4,729    4,857    5,849    1,310  -13,880    2,430   -3,174   -3,617    1,987

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3      9.0     14.9     48.8     61.5     92.0     85.4      8.0     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      525)
     159      132      175      115      170      376      413
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       19,968
COMMITMENTS
  16,352    3,071      186        9    4,198   16,547    7,455    3,421   12,513

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:       -215)
    -645       80       86        1      177     -558      343      343     -558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    81.9     15.4      0.9      0.0     21.0     82.9     37.3     17.1     62.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      16       11        5        2       11       19       26
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      287,854
COMMITMENTS
  64,321   67,446   27,839  168,300  158,924  260,460  254,209   27,394   33,645

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:      6,826)
   1,573    8,311    2,180    2,873   -4,370    6,626    6,121      200      705

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3     23.4      9.7     58.5     55.2     90.5     88.3      9.5     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      65       78       68       67       64      179      179
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      626,846
COMMITMENTS
  65,916   91,883    5,933  421,612  393,991  493,461  491,807  133,385  135,039

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:    -11,444)
  -3,708   -1,098   -2,485   -1,913  -11,982   -8,106  -15,565   -3,338    4,121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     14.7      0.9     67.3     62.9     78.7     78.5     21.3     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      28       36       12       67       69      104      108
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      376,982
COMMITMENTS
  55,693   36,976    1,520  253,613  290,990  310,826  329,486   66,156   47,496

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:       -266)
   1,753   -5,827      416   -2,457    1,913     -288   -3,498       22    3,232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8      9.8      0.4     67.3     77.2     82.5     87.4     17.5     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
       7        6        3       42       40       51       47
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        8,872
COMMITMENTS
   1,114      275      586    6,690    7,538    8,390    8,399      482      473

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:       -293)
     308     -136     -334     -292      214     -318     -256       25      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6      3.1      6.6     75.4     85.0     94.6     94.7      5.4      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        3        4       18       22       26       26
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      184,653
COMMITMENTS
  39,564   40,239   22,618   90,619   91,823  152,801  154,680   31,852   29,973

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:      7,075)
  -2,934    5,761    6,896    1,980   -7,490    5,942    5,167    1,133    1,908

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4     21.8     12.2     49.1     49.7     82.8     83.8     17.2     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      46       50       41       74       60      145      139
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       17,388
COMMITMENTS
   4,522    3,655      867    8,662   11,664   14,051   16,186    3,337    1,202

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:        393)
    -176       89      423      537     -360      784      152     -391      241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0     21.0      5.0     49.8     67.1     80.8     93.1     19.2      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      27       18       15       23       14       58       41
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      735,257
COMMITMENTS
 203,527  178,081   16,780  410,477  410,456  630,784  605,317  104,473  129,940

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:    -24,075)
 -14,240     -960   -2,632   -2,250  -31,642  -19,122  -35,234   -4,953   11,159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7     24.2      2.3     55.8     55.8     85.8     82.3     14.2     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      37       50       16       81      102      127      161
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,496,381
COMMITMENTS
 154,499  268,513   15,972  1036473  915,360  1206944  1199845  289,437  296,536

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:    -58,952)
 -10,987    8,082   -1,505  -37,887  -46,296  -50,379  -39,719   -8,573  -19,233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3     17.9      1.1     69.3     61.2     80.7     80.2     19.3     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      25       50       17       98      119      133      176
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,228,941
COMMITMENTS
 373,793  118,550    8,590  656,964  870,673  1039347  997,813  189,594  231,128

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:    -65,232)
 -26,477   16,236    1,044  -38,657  -60,231  -64,090  -42,951   -1,142  -22,281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4      9.6      0.7     53.5     70.8     84.6     81.2     15.4     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      32       33       12       68      101      105      141
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      623,049
COMMITMENTS
  61,555   48,100   86,254  444,415  446,914  592,224  581,268   30,825   41,781

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:    -65,716)
 -10,350  -23,668   -7,059  -46,375  -39,987  -63,784  -70,714   -1,932    4,998

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      7.7     13.8     71.3     71.7     95.1     93.3      4.9      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      24       20       28       58       67       93      108
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       50,342
COMMITMENTS
   8,763    1,882    4,036   31,919   38,754   44,718   44,672    5,624    5,670

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:      2,514)
   2,937   -1,425     -175   -1,333    4,234    1,429    2,634    1,085     -121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4      3.7      8.0     63.4     77.0     88.8     88.7     11.2     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      21        7        9       35       31       59       46
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       12,362
COMMITMENTS
   2,969    1,359        0    7,733   10,174   10,702   11,533    1,660      829

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -1,280)
       7       10        0   -1,543   -1,399   -1,536   -1,389      256      109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.0     11.0      0.0     62.6     82.3     86.6     93.3     13.4      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        2        0        7        7       11        9
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       75,959
COMMITMENTS
  17,736    7,194    1,924   48,371   57,159   68,031   66,277    7,928    9,682

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:      7,587)
   6,602   -2,127   -1,092      420   11,265    5,930    8,046    1,657     -459

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3      9.5      2.5     63.7     75.2     89.6     87.3     10.4     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      19        9        6       33       27       54       40
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       11,432
COMMITMENTS
   5,454   10,803      546    5,008        0   11,008   11,349      424       83

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:      2,119)
   1,230    2,186     -148    1,026        0    2,108    2,038       11       81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.7     94.5      4.8     43.8      0.0     96.3     99.3      3.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      10       11        2        3        0       15       11
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       10,970
COMMITMENTS
   1,802    1,765       40    8,815    9,105   10,657   10,910      313       60

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:       -414)
     -48     -453       31     -379        7     -396     -415      -18        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4     16.1      0.4     80.4     83.0     97.1     99.5      2.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       8        6        2        5       13       14       20
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       14,434
COMMITMENTS
     859      770        0   13,244   13,539   14,103   14,309      331      125

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:       -389)
     345     -355        0     -802     -101     -457     -456       68       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0      5.3      0.0     91.8     93.8     97.7     99.1      2.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        3        0        7       12       13       15
```

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Updated October 7, 2011