```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      434,710
COMMITMENTS
  81,118  113,611   63,530  251,119  196,713  395,767  373,854   38,943   60,856

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:     10,550)
   3,661   -3,371      182    6,050   15,121    9,893   11,932      657   -1,382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7     26.1     14.6     57.8     45.3     91.0     86.0      9.0     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      390)
     110      136      129       80      119      275      316
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,245,188
COMMITMENTS
 471,986   98,619  114,503  512,514  799,481  1099003  1012603  146,185  232,585

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:     20,267)
  19,815    7,823   14,606  -21,357   -4,288   13,064   18,141    7,203    2,126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.9      7.9      9.2     41.2     64.2     88.3     81.3     11.7     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      841)
     241      147      189      214      374      556      637
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       13,078
COMMITMENTS
   3,088    1,105      651    6,484    9,792   10,223   11,548    2,855    1,530

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:        239)
    -267       42       78       93       86      -96      206      335       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6      8.4      5.0     49.6     74.9     78.2     88.3     21.8     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      16        6        2       16        9       32       17
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      506,885
COMMITMENTS
 165,401   57,228   48,865  243,573  329,578  457,839  435,671   49,046   71,214

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:      7,051)
   8,792   -4,186    2,107   -5,834   10,574    5,065    8,495    1,986   -1,444

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.6     11.3      9.6     48.1     65.0     90.3     86.0      9.7     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      533)
     189      114      146      106      187      364      397
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       23,262
COMMITMENTS
  20,247    2,202      129        8    5,726   20,384    8,057    2,878   15,205

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:        297)
     220      158        8        0      -45      228      121       69      176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    87.0      9.5      0.6      0.0     24.6     87.6     34.6     12.4     65.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      20        8        5        1       15       21       28
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      277,896
COMMITMENTS
  60,092   58,488   29,532  161,600  161,770  251,224  249,790   26,672   28,106

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:      2,207)
  -1,959   -4,393    2,375      515    5,047      931    3,029    1,276     -822

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6     21.0     10.6     58.2     58.2     90.4     89.9      9.6     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
      61       72       65       71       65      177      172
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      642,101
COMMITMENTS
  65,853  109,054   11,659  416,617  402,457  494,129  523,170  147,972  118,931

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:     -5,720)
  -1,521  -15,903    1,630  -14,871   20,429  -14,762    6,156    9,042  -11,876

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3     17.0      1.8     64.9     62.7     77.0     81.5     23.0     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      25       34       19       69       75      105      117
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      409,608
COMMITMENTS
  55,531   61,221      593  284,911  310,425  341,035  372,239   68,573   37,369

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:      8,596)
  -2,808   -4,698      -65    8,999   19,611    6,126   14,848    2,470   -6,252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     14.9      0.1     69.6     75.8     83.3     90.9     16.7      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
       6       10        2       37       38       44       49
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        9,636
COMMITMENTS
   1,017      838      446    7,540    8,011    9,003    9,295      633      341

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:        198)
     -73     -129      201       44      200      172      272       26      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6      8.7      4.6     78.2     83.1     93.4     96.5      6.6      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      10        3        4       21       27       33       32
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      165,344
COMMITMENTS
  46,090   23,942   15,035   73,897  104,540  135,022  143,517   30,322   21,827

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:     -1,085)
  -3,469    1,944    3,581   -1,055   -4,325     -943    1,200     -142   -2,285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.9     14.5      9.1     44.7     63.2     81.7     86.8     18.3     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      58       36       43       59       54      136      125
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       18,303
COMMITMENTS
   4,273    2,303    2,227    7,024   12,529   13,524   17,059    4,779    1,244

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:        731)
      98      -33      212      -57      401      253      580      478      151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     12.6     12.2     38.4     68.5     73.9     93.2     26.1      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      33       17       21       21       16       69       44
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      974,709
COMMITMENTS
 206,052  183,830   15,350  644,039  657,447  865,441  856,627  109,268  118,082

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:    -47,706)
 -40,698   -3,018    1,349   -7,428  -30,765  -46,777  -32,434     -929  -15,272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1     18.9      1.6     66.1     67.5     88.8     87.9     11.2     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      40       56       18       89      131      141      193
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,971,277
COMMITMENTS
 252,285  261,972   37,132  1386384  1344074  1675801  1643178  295,476  328,099

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:     82,953)
 -25,060   -5,559  -15,166  118,687  113,698   78,461   92,973    4,492  -10,020

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8     13.3      1.9     70.3     68.2     85.0     83.4     15.0     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      27       55       38      120      136      178      199
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,422,470
COMMITMENTS
 325,488  150,747   20,515  854,393  990,482  1200396  1161744  222,074  260,726

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:    -28,411)
  -8,056  -19,431    2,038  -22,035    2,739  -28,053  -14,654     -358  -13,757

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9     10.6      1.4     60.1     69.6     84.4     81.7     15.6     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      25       40       23       78      110      119      157
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      830,056
COMMITMENTS
  85,210   61,662  125,991  576,940  594,208  788,141  781,861   41,915   48,195

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:      3,778)
 -10,151   -6,669   -2,939   15,817    4,616    2,727   -4,992    1,051    8,770

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3      7.4     15.2     69.5     71.6     95.0     94.2      5.0      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      22       30       35       61       73      104      122
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       53,860
COMMITMENTS
   8,795    6,086    3,024   35,951   37,714   47,770   46,824    6,090    7,036

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:    -12,372)
  -6,985    4,910    1,623   -4,647  -19,069  -10,009  -12,536   -2,363      164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3     11.3      5.6     66.7     70.0     88.7     86.9     11.3     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      17       10        8       34       31       56       47
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       13,612
COMMITMENTS
   2,410    2,258       33    8,749    9,458   11,192   11,749    2,420    1,863

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:     -3,407)
    -433    1,502        0   -3,003   -4,784   -3,436   -3,282       29     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     16.6      0.2     64.3     69.5     82.2     86.3     17.8     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        2        1        8        6       14        8
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       80,495
COMMITMENTS
  18,689   13,576       62   54,404   56,512   73,155   70,150    7,340   10,345

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:    -17,929)
  -9,369   10,550     -488   -3,288  -28,569  -13,145  -18,507   -4,784      578

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2     16.9      0.1     67.6     70.2     90.9     87.1      9.1     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      16       12        5       32       29       50       44
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       10,839
COMMITMENTS
   5,788    6,175      850    3,647    3,813   10,285   10,838      554        1

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:        396)
      75      438      357       28        0      460      795      -64     -399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.4     57.0      7.8     33.6     35.2     94.9    100.0      5.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      10       13        2        3        1       14       15
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       13,343
COMMITMENTS
   3,180      411        6    9,805   12,865   12,991   13,282      352       61

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:       -505)
   1,189       -1      -53   -1,640     -502     -504     -556       -1       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8      3.1      0.0     73.5     96.4     97.4     99.5      2.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       9        3        1        6       12       15       16
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       21,228
COMMITMENTS
   3,021    1,569        0   17,966   19,614   20,987   21,183      241       45

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:       -342)
  -1,058      -88        0      750     -252     -308     -340      -34       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2      7.4      0.0     84.6     92.4     98.9     99.8      1.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       9        5        0        8       13       17       18
```

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Updated August 19, 2011