```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED 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:      534,448
COMMITMENTS
  74,256  104,533  143,594  274,133  220,206  491,984  468,334   42,464   66,114

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     -4,485)
     465      332      650   -3,583   -3,043   -2,468   -2,061   -2,017   -2,424

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9     19.6     26.9     51.3     41.2     92.1     87.6      7.9     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      417)
     123      145      184      101      124      337      356
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED 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:    1,894,620
COMMITMENTS
 368,744   74,077  594,908  744,312  942,888  1707964  1611873  186,656  282,747

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:      2,690)
 -14,653  -10,612   27,758   -7,816  -11,202    5,289    5,944   -2,599   -3,254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.5      3.9     31.4     39.3     49.8     90.1     85.1      9.9     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      874)
     240      174      290      285      412      670      748
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED 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:       14,768
COMMITMENTS
   2,767    1,102    1,837    7,551   10,133   12,155   13,072    2,613    1,696

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:        701)
    -166      230      237      862        0      933      467     -232      234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.7      7.5     12.4     51.1     68.6     82.3     88.5     17.7     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      15        8        6       16       13       33       25
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED 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:      707,033
COMMITMENTS
 121,985   62,214  208,508  322,160  354,532  652,652  625,254   54,381   81,779

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     -2,086)
 -35,669    8,203    8,792   29,787  -23,309    2,910   -6,313   -4,996    4,227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.3      8.8     29.5     45.6     50.1     92.3     88.4      7.7     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      573)
     169      169      219      129      206      406      501
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      334,757
COMMITMENTS
  58,135   61,607   58,794  191,909  184,400  308,837  304,800   25,920   29,957

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:      6,390)
 -14,592   16,412    1,918   25,661  -16,701   12,987    1,629   -6,597    4,762

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.4     18.4     17.6     57.3     55.1     92.3     91.1      7.7      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      68       78       74       72       73      186      195
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED 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:      849,773
COMMITMENTS
  66,817  110,428  109,851  519,252  474,182  695,920  694,460  153,853  155,313

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     60,332)
  -8,322  -14,484   28,362   57,544   46,864   77,584   60,743  -17,252     -411

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9     13.0     12.9     61.1     55.8     81.9     81.7     18.1     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      36       28       41       84       87      136      140
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED 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:      413,280
COMMITMENTS
  58,345   63,617    4,803  282,050  298,680  345,198  367,101   68,082   46,180

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     11,452)
  -1,706      344      644    4,240    8,336    3,178    9,324    8,275    2,128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1     15.4      1.2     68.2     72.3     83.5     88.8     16.5     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
       7       10        5       40       36       50       48
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      189,578
COMMITMENTS
  44,582   20,973   28,295   84,344  114,900  157,221  164,168   32,356   25,409

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     -7,875)
  -4,757    1,857   -2,952    7,577   -5,287     -132   -6,382   -7,743   -1,493

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.5     11.1     14.9     44.5     60.6     82.9     86.6     17.1     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      56       38       47       63       60      147      124
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED 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:       19,377
COMMITMENTS
   4,263    2,198    3,192    7,338   12,798   14,793   18,188    4,584    1,190

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:       -212)
    -220       88      567     -217     -417      130      238     -342     -449

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.0     11.3     16.5     37.9     66.0     76.3     93.9     23.7      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      36       18       23       25       19       76       49
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED 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:    1,076,254
COMMITMENTS
 247,955  175,336   53,413  662,220  711,096  963,588  939,844  112,665  136,409

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     -8,971)
 -12,582   -9,032    6,386   -6,000   -7,977  -12,196  -10,623    3,225    1,652

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.0     16.3      5.0     61.5     66.1     89.5     87.3     10.5     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      52       57       36       91      135      165      206
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED 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:    2,549,280
COMMITMENTS
 259,176  201,163  379,339  1584170  1599144  2222685  2179646  326,595  369,633

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:    225,047)
  13,570  -86,207  131,432   76,972  147,527  221,974  192,751    3,073   32,296

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2      7.9     14.9     62.1     62.7     87.2     85.5     12.8     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      277)
      47       47       67      145      168      223      251
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED 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:    1,678,879
COMMITMENTS
 313,576  119,470  163,726  968,830  1107294  1446132  1390490  232,746  288,388

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     46,737)
 -56,945  -36,008   42,500   76,625   48,341   62,179   54,832  -15,442   -8,096

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.7      7.1      9.8     57.7     66.0     86.1     82.8     13.9     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      32       38       37       86      117      139      171
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED 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:    1,084,490
COMMITMENTS
  76,836   65,228  357,218  604,578  617,674  1038633  1040121   45,857   44,369

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:    -24,687)
 -13,856  -12,152   30,366  -37,912  -32,036  -21,402  -13,822   -3,286  -10,866

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1      6.0     32.9     55.7     57.0     95.8     95.9      4.2      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      30       29       46       68       76      121      134
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED 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:       68,753
COMMITMENTS
  15,761    1,171    2,254   41,913   58,279   59,928   61,704    8,824    7,049

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     -6,020)
    -457   -1,777   -2,525   -2,442   -2,025   -5,425   -6,327     -596      306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.9      1.7      3.3     61.0     84.8     87.2     89.7     12.8     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      29        5       16       40       33       72       53
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED 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:       17,091
COMMITMENTS
   2,839      756       37   11,752   14,242   14,628   15,035    2,463    2,057

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:       -713)
  -1,836        0        1      997   -1,206     -838   -1,205      125      492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6      4.4      0.2     68.8     83.3     85.6     88.0     14.4     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        2        2        8        7       15       10
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED 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:      103,322
COMMITMENTS
  28,023    3,008    2,255   60,322   88,075   90,601   93,338   12,721    9,984

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:    -10,615)
  -3,444   -9,756    1,149   -6,878   -1,638   -9,173  -10,244   -1,441     -370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.1      2.9      2.2     58.4     85.2     87.7     90.3     12.3      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      26        7       14       37       32       65       51
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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