```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      401,087
COMMITMENTS
  77,307   89,198   61,511  230,990  194,741  369,808  345,450   31,279   55,637

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     -8,647)
  -1,828   -4,377    1,077   -4,084   -2,752   -4,835   -6,052   -3,812   -2,595

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     22.2     15.3     57.6     48.6     92.2     86.1      7.8     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      382)
     102      138      122       77      113      266      304
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,239,567
COMMITMENTS
 502,958  110,635   90,545  503,129  798,814  1096632  999,994  142,935  239,573

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:      2,366)
  11,241    3,087  -11,854    5,907   11,098    5,294    2,331   -2,928       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.6      8.9      7.3     40.6     64.4     88.5     80.7     11.5     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      854)
     243      169      150      182      369      506      629
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       13,711
COMMITMENTS
   3,665      594      540    6,842   11,723   11,047   12,857    2,664      854

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:       -218)
     367      131       -1     -462     -167      -96      -37     -122     -181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7      4.3      3.9     49.9     85.5     80.6     93.8     19.4      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      20        4        4       13        9       33       17
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      598,896
COMMITMENTS
 250,942   51,701   68,063  214,904  407,952  533,909  527,716   64,987   71,180

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     18,963)
   4,435    2,878    1,113   12,872   14,196   18,420   18,187      543      776

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.9      8.6     11.4     35.9     68.1     89.1     88.1     10.9     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      596)
     231      117      163      100      200      415      430
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       25,807
COMMITMENTS
  22,260    2,801      154        8    6,247   22,422    9,202    3,385   16,605

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:        -13)
     120     -204       94        0     -167      214     -277     -227      264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    86.3     10.9      0.6      0.0     24.2     86.9     35.7     13.1     64.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      22       11        7        1       15       23       33
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      282,393
COMMITMENTS
  78,027   36,176   33,810  136,196  188,248  248,033  258,234   34,360   24,159

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:        864)
   4,593      890   -4,676      -71    4,589     -154      803    1,018       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6     12.8     12.0     48.2     66.7     87.8     91.4     12.2      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      92       53       65       62       66      195      155
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      642,580
COMMITMENTS
  54,719   96,141    8,695  420,515  399,045  483,929  503,881  158,651  138,699

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:    -46,437)
  -6,642    3,740   -1,301  -38,696  -46,008  -46,639  -43,569      202   -2,868

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5     15.0      1.4     65.4     62.1     75.3     78.4     24.7     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      33       24       11       71       68      108       99
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      412,311
COMMITMENTS
  50,568   40,185   15,782  281,331  318,125  347,681  374,092   64,630   38,219

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:    -14,984)
     266   -5,948     -989   -6,088   -6,741   -6,811  -13,678   -8,173   -1,306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3      9.7      3.8     68.2     77.2     84.3     90.7     15.7      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
       7        7        4       43       41       52       50
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       10,514
COMMITMENTS
   1,052      865      797    8,153    8,549   10,002   10,211      512      303

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:        190)
     109       21       -4      199      266      304      283     -114      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0      8.2      7.6     77.5     81.3     95.1     97.1      4.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6        3        4       23       24       32       29
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      206,693
COMMITMENTS
  79,554   20,840   20,791   68,319  144,424  168,664  186,055   38,029   20,638

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:      6,069)
   9,676   -1,025   -4,314    2,527   11,551    7,889    6,212   -1,820     -143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.5     10.1     10.1     33.1     69.9     81.6     90.0     18.4     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      84       31       49       62       61      174      128
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       17,647
COMMITMENTS
   5,760    3,105      582    6,583   12,868   12,925   16,555    4,722    1,092

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     -1,517)
   1,052      942   -2,273     -353     -321   -1,574   -1,652       57      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.6     17.6      3.3     37.3     72.9     73.2     93.8     26.8      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      41       17       12       20       14       68       38
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      770,286
COMMITMENTS
 150,556  184,599   16,874  482,958  449,687  650,388  651,160  119,898  119,126

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:   -116,852)
 -32,878   17,183  -22,530  -54,406  -95,669 -109,814 -101,016   -7,038  -15,836

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5     24.0      2.2     62.7     58.4     84.4     84.5     15.6     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      34       54       15       83      112      125      173
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,766,216
COMMITMENTS
 205,257  241,209   23,806  1239348  1180109  1468411  1445124  297,805  321,092

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:   -245,606)
 -26,516    9,573  -37,572 -189,131 -221,081 -253,219 -249,080    7,613    3,474

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     13.7      1.3     70.2     66.8     83.1     81.8     16.9     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      41       39       19      101      122      150      172
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,351,376
COMMITMENTS
 393,064  113,571   22,263  718,328  963,194  1133655  1099028  217,721  252,348

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:    -79,791)
  22,469   22,852  -21,684  -62,473  -53,943  -61,688  -52,775  -18,103  -27,016

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1      8.4      1.6     53.2     71.3     83.9     81.3     16.1     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      33       25       17       73      110      114      144
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      711,422
COMMITMENTS
  87,149   64,540   98,424  490,528  505,608  676,101  668,572   35,321   42,850

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:    -88,080)
  -2,469   -5,376   -6,425  -76,821  -74,105  -85,715  -85,906   -2,365   -2,174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2      9.1     13.8     69.0     71.1     95.0     94.0      5.0      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      27       22       31       63       70      104      115
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       51,603
COMMITMENTS
   8,213    2,330    3,320   33,328   38,353   44,861   44,003    6,742    7,600

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     -1,211)
   1,176   -1,514      144   -3,329       20   -2,010   -1,351      799      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9      4.5      6.4     64.6     74.3     86.9     85.3     13.1     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      20       12        8       38       31       64       48
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       14,202
COMMITMENTS
   2,468    2,460       34    9,002    9,721   11,504   12,215    2,698    1,987

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:        368)
     -61       10       -9        0       10      -70       11      438      357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     17.3      0.2     63.4     68.4     81.0     86.0     19.0     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        3        1        8        7       14       10
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       74,801
COMMITMENTS
  17,432    5,683      629   48,652   57,263   66,713   63,575    8,088   11,226

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     -3,158)
   2,276   -3,244      502   -6,658       19   -3,880   -2,723      722     -435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3      7.6      0.8     65.0     76.6     89.2     85.0     10.8     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      20       12        7       36       30       59       46
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       11,981
COMMITMENTS
   5,230    6,380    1,666    4,531    3,813   11,427   11,859      554      122

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:       -356)
    -134     -632      154     -376        0     -356     -478        0      122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.7     53.3     13.9     37.8     31.8     95.4     99.0      4.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       9       11        2        3        1       14       12
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       11,743
COMMITMENTS
   2,359      404      490    8,570   10,769   11,419   11,663      324       80

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:        299)
      10      -10      486     -191     -178      305      298       -6        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1      3.4      4.2     73.0     91.7     97.2     99.3      2.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      10        3        2        7       14       17       19
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       22,469
COMMITMENTS
   3,616    1,283      207   18,383   20,928   22,206   22,418      263       51

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:      1,243)
     303       30      203      750    1,036    1,256    1,269      -13      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1      5.7      0.9     81.8     93.1     98.8     99.8      1.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      12        4        2        7       15       19       21
```

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Updated September 9, 2011