```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      424,160
COMMITMENTS
  77,457  116,982   63,348  245,069  181,592  385,874  361,922   38,286   62,238

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     -7,444)
   1,445     -402     -116   -6,577   -4,828   -5,248   -5,346   -2,196   -2,098

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     27.6     14.9     57.8     42.8     91.0     85.3      9.0     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      394)
     111      138      135       84      118      286      318
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,224,921
COMMITMENTS
 452,171   90,796   99,897  533,871  803,769  1085939  994,462  138,982  230,459

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     -9,710)
   3,474   -4,690    4,626  -15,884   -7,463   -7,784   -7,527   -1,926   -2,183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.9      7.4      8.2     43.6     65.6     88.7     81.2     11.3     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      815)
     222      148      170      203      372      519      618
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,839
COMMITMENTS
   3,355    1,063      573    6,391    9,706   10,319   11,342    2,520    1,497

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:        678)
     128      191      105      644      197      877      493     -199      185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1      8.3      4.5     49.8     75.6     80.4     88.3     19.6     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      17        6        2       15       10       32       18
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      499,834
COMMITMENTS
 156,609   61,414   46,758  249,407  319,004  452,774  427,176   47,060   72,658

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:    -12,548)
 -20,393    3,190   -1,118   13,872  -19,637   -7,639  -17,565   -4,909    5,017

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.3     12.3      9.4     49.9     63.8     90.6     85.5      9.4     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      526)
     175      121      138      104      191      344      404
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       22,965
COMMITMENTS
  20,027    2,044      121        8    5,771   20,156    7,936    2,809   15,029

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:       -603)
    -354     -126       10        8       45     -336      -71     -267     -532

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    87.2      8.9      0.5      0.0     25.1     87.8     34.6     12.2     65.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      19        7        6        1       15       20       28
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      275,689
COMMITMENTS
  62,051   62,881   27,157  161,085  156,723  250,293  246,761   25,396   28,928

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     -8,675)
 -12,158   13,541   -2,819   12,915  -23,592   -2,062  -12,870   -6,613    4,195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5     22.8      9.9     58.4     56.8     90.8     89.5      9.2     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      61       80       65       70       64      178      178
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      647,821
COMMITMENTS
  67,374  124,957   10,029  431,488  382,028  508,891  517,014  138,930  130,807

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     -3,119)
  -8,306  -11,125   -3,119   26,587   14,556   15,162      312  -18,281   -3,431

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4     19.3      1.5     66.6     59.0     78.6     79.8     21.4     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      25       36       17       66       77      103      118
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      401,012
COMMITMENTS
  58,339   65,919      658  275,912  290,814  334,909  357,391   66,103   43,621

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     10,171)
  -1,712      898       91    3,630    7,597    2,009    8,586    8,162    1,585

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5     16.4      0.2     68.8     72.5     83.5     89.1     16.5     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
       6       11        2       37       36       44       48
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        9,438
COMMITMENTS
   1,090      967      245    7,496    7,811    8,831    9,023      607      415

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:        -90)
     107     -134       59     -325      -59     -159     -134       69       44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5     10.2      2.6     79.4     82.8     93.6     95.6      6.4      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      10        3        4       20       26       32       31
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      166,429
COMMITMENTS
  49,559   21,998   11,454   74,952  108,865  135,965  142,317   30,464   24,112

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     -7,656)
  -2,798    1,437   -3,207    6,210   -4,402      205   -6,172   -7,861   -1,484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.8     13.2      6.9     45.0     65.4     81.7     85.5     18.3     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      59       34       39       58       51      136      113
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       17,572
COMMITMENTS
   4,175    2,336    2,015    7,081   12,128   13,271   16,479    4,301    1,093

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:       -297)
    -141       61      455     -249     -379       65      137     -362     -434

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8     13.3     11.5     40.3     69.0     75.5     93.8     24.5      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      34       16       18       20       17       65       44
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,022,415
COMMITMENTS
 246,750  186,848   14,001  651,467  688,212  912,218  889,061  110,197  133,354

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:    -18,466)
 -12,127   -8,155    1,139  -10,290  -12,342  -21,278  -19,358    2,812      892

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1     18.3      1.4     63.7     67.3     89.2     87.0     10.8     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      45       58       24       84      130      145      196
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,888,324
COMMITMENTS
 277,345  267,531   52,298  1267697  1230376  1597340  1550205  290,984  338,119

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     24,696)
  14,421  -68,339    9,827    5,751   57,631   29,999     -881   -5,303   25,577

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7     14.2      2.8     67.1     65.2     84.6     82.1     15.4     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      265)
      31       56       41      116      142      177      209
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,450,881
COMMITMENTS
 333,544  170,178   18,477  876,428  987,743  1228449  1176398  222,432  274,483

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:    -11,615)
 -43,194  -26,851  -10,208   55,916   34,623    2,514   -2,436  -14,129   -9,179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0     11.7      1.3     60.4     68.1     84.7     81.1     15.3     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      26       44       22       73      108      115      158
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      826,278
COMMITMENTS
  95,361   68,331  128,930  561,123  589,592  785,414  786,853   40,864   39,425

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:    -32,666)
   5,337      228     -778  -33,663  -20,511  -29,104  -21,061   -3,562  -11,605

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5      8.3     15.6     67.9     71.4     95.1     95.2      4.9      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      24       29       37       59       70      104      122
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       66,231
COMMITMENTS
  15,779    1,176    1,401   40,598   56,783   57,778   59,360    8,453    6,872

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     -6,665)
    -482   -1,771   -2,766   -2,745   -2,434   -5,992   -6,970     -673      306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8      1.8      2.1     61.3     85.7     87.2     89.6     12.8     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      26        6       13       40       32       70       49
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       17,019
COMMITMENTS
   2,843      756       33   11,752   14,242   14,628   15,031    2,391    1,988

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:       -731)
  -1,835        0        0      997   -1,206     -838   -1,206      107      475

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7      4.4      0.2     69.1     83.7     86.0     88.3     14.0     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        2        1        8        7       15        9
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       98,424
COMMITMENTS
  28,058    3,026      550   57,692   85,081   86,300   88,657   12,124    9,767

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:    -11,867)
  -3,267   -9,516      443   -7,483   -2,455  -10,307  -11,528   -1,560     -339

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5      3.1      0.6     58.6     86.4     87.7     90.1     12.3      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      23        8       10       37       31       62       47
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       10,443
COMMITMENTS
   5,713    5,737      493    3,619    3,813    9,825   10,043      618      400

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:      4,156)
   2,190    3,886        7    1,920        0    4,117    3,893       39      263

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.7     54.9      4.7     34.7     36.5     94.1     96.2      5.9      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      10       10        2        3        1       14       12
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       13,848
COMMITMENTS
   1,991      412       59   11,445   13,367   13,495   13,838      353       10

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:        588)
     378     -265       47      104      852      529      634       59      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4      3.0      0.4     82.6     96.5     97.5     99.9      2.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       8        3        1        7       12       15       16
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       21,570
COMMITMENTS
   4,079    1,657        0   17,216   19,866   21,295   21,523      275       47

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     -1,953)
  -1,116     -294        0     -810   -1,638   -1,926   -1,932      -27      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9      7.7      0.0     79.8     92.1     98.7     99.8      1.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       8        5        0        8       13       16       18
```

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Updated August 12, 2011