```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      491,397
COMMITMENTS
  80,294   84,255  115,660  257,152  229,688  453,105  429,603   38,292   61,794

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:    -59,393)
  -1,239  -14,576  -34,925  -20,023   -7,741  -56,187  -57,242   -3,206   -2,151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3     17.1     23.5     52.3     46.7     92.2     87.4      7.8     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      400)
     114      136      168       93      117      312      341
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,965,600
COMMITMENTS
 443,574   90,251  628,779  698,201  950,795  1770554  1669825  195,046  295,775

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:    -61,676)
  42,479    6,572  -45,653  -47,681  -24,033  -50,854  -63,114  -10,822    1,438

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.6      4.6     32.0     35.5     48.4     90.1     85.0      9.9     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      948)
     281      189      319      267      418      704      801
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       15,541
COMMITMENTS
   3,150      506    1,427    8,075   12,465   12,652   14,398    2,888    1,142

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:       -281)
     -93     -491     -362      104    1,108     -351      256       69     -537

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3      3.3      9.2     52.0     80.2     81.4     92.6     18.6      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      18        6        6       16       12       37       21
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      819,218
COMMITMENTS
 223,748   39,779  254,072  267,918  444,658  745,739  738,510   73,479   80,708

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:     67,480)
  50,642   -3,537   30,427  -20,408   38,995   60,660   65,885    6,819    1,594

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.3      4.9     31.0     32.7     54.3     91.0     90.1      9.0      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      638)
     238      150      252      122      205      492      509
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       25,820
COMMITMENTS
  22,140    3,005       60        8    6,414   22,208    9,479    3,612   16,341

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:      2,008)
   1,639      406      -63        0      515    1,576      858      432    1,150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    85.7     11.6      0.2      0.0     24.8     86.0     36.7     14.0     63.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      21       12        5        1       16       22       33
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      323,377
COMMITMENTS
  73,084   30,147   65,314  150,984  203,307  289,382  298,768   33,995   24,609

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:     -3,751)
  14,305  -18,840    2,035  -26,440   16,335  -10,100     -470    6,349   -3,281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.6      9.3     20.2     46.7     62.9     89.5     92.4     10.5      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      91       55       86       71       72      213      184
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      797,280
COMMITMENTS
  58,162   91,837   60,820  507,970  492,181  626,952  644,838  170,328  152,442

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:   -103,248)
  -4,726   -4,979  -78,628  -27,939  -20,008 -111,294 -103,616    8,046      368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3     11.5      7.6     63.7     61.7     78.6     80.9     21.4     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      27       24       31       74       70      114      112
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      431,091
COMMITMENTS
  50,302   45,452   17,813  287,419  325,851  355,534  389,116   75,557   41,974

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:      7,969)
  -1,864   -9,387    9,865     -979    8,805    7,022    9,282      948   -1,313

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7     10.5      4.1     66.7     75.6     82.5     90.3     17.5      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
       7        8        4       43       39       52       49
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       10,324
COMMITMENTS
     943      844      801    7,954    8,283    9,698    9,928      626      396

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:        231)
     -93     -154      191      150      195      248      232      -17       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1      8.2      7.8     77.0     80.2     93.9     96.2      6.1      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       7        3        4       23       25       32       30
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      230,772
COMMITMENTS
  67,432   19,692   44,978   76,071  143,650  188,482  208,320   42,290   22,452

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:     18,896)
  13,251   -2,047    8,152   -2,500   15,578   18,903   21,684       -7   -2,787

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.2      8.5     19.5     33.0     62.2     81.7     90.3     18.3      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      78       30       62       63       69      179      148
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       20,486
COMMITMENTS
   4,774    2,247    3,548    7,268   13,676   15,590   19,471    4,896    1,014

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:        -60)
     630       -8     -308     -295      419       26      103      -86     -163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.3     11.0     17.3     35.5     66.8     76.1     95.0     23.9      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      41       19       29       27       18       89       54
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      912,358
COMMITMENTS
 184,965  164,311   58,408  540,687  553,753  784,059  776,471  128,299  135,887

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:   -104,646)
 -25,088  -13,038   -3,456  -88,935  -95,093 -117,479 -111,586   12,833    6,940

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3     18.0      6.4     59.3     60.7     85.9     85.1     14.1     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      41       49       28       94      121      154      180
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,258,364
COMMITMENTS
 218,494  228,788  188,889  1542733  1506024  1950115  1923701  308,249  334,663

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:   -391,916)
  -2,165   20,694 -202,922 -185,123 -191,949 -390,210 -374,177   -1,706  -17,740

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7     10.1      8.4     68.3     66.7     86.4     85.2     13.6     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      44       44       55      127      136      196      210
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,527,680
COMMITMENTS
 374,463   90,790   94,034  816,461  1050816  1284959  1235640  242,721  292,039

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:   -142,691)
 -19,833   -5,785  -91,472  -28,331  -60,871 -139,637 -158,129   -3,055   15,437

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.5      5.9      6.2     53.4     68.8     84.1     80.9     15.9     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      35       23       33       79      106      127      149
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,074,116
COMMITMENTS
  70,845   60,283  356,616  604,612  608,988  1032073  1025887   42,043   48,229

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:     -2,148)
   3,160    3,353    2,541   -5,823   -7,612     -122   -1,719   -2,026     -430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      5.6     33.2     56.3     56.7     96.1     95.5      3.9      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      29       30       44       69       77      120      133
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       54,890
COMMITMENTS
   7,061    3,897    3,833   37,816   39,481   48,710   47,211    6,180    7,678

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:        472)
    -308    2,590     -135    1,411   -2,862      968     -407     -496      878

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9      7.1      7.0     68.9     71.9     88.7     86.0     11.3     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      15       11       11       39       36       59       55
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       13,888
COMMITMENTS
   2,526    2,450       46    9,002    9,711   11,574   12,207    2,314    1,681

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:         54)
      56      -10        8        0        0       64       -2      -10       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2     17.6      0.3     64.8     69.9     83.3     87.9     16.7     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        3        3        8        7       15       11
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       82,003
COMMITMENTS
  15,204    9,029    1,440   57,628   59,540   74,272   70,009    7,731   11,994

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:        836)
    -617    5,311     -398    2,823   -5,723    1,808     -810     -973    1,646

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.5     11.0      1.8     70.3     72.6     90.6     85.4      9.4     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      14       11        8       37       34       53       51
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       12,337
COMMITMENTS
   5,364    7,012    1,512    4,907    3,813   11,783   12,337      554        0

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:         82)
     118       41       56      -69        0      105       97      -23      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.5     56.8     12.3     39.8     30.9     95.5    100.0      4.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      11       11        2        3        1       16       12
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       11,444
COMMITMENTS
   2,349      414        4    8,761   10,947   11,114   11,365      330       79

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:     -1,103)
     237        2        4   -1,337   -1,125   -1,096   -1,119       -7       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.5      3.6      0.0     76.6     95.7     97.1     99.3      2.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       9        3        1        7       14       16       18
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       21,226
COMMITMENTS
   3,313    1,253        4   17,633   19,892   20,950   21,149      276       77

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:        510)
     455      -63        0      104      561      559      498      -49       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6      5.9      0.0     83.1     93.7     98.7     99.6      1.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      12        3        1        6       13       18       17
```

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Updated September 2, 2011