WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      406,585
COMMITMENTS
  74,796  105,002   63,105  236,003  182,243  373,904  350,350   32,681   56,235

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:      5,498)
  -2,511   15,804    1,594    5,013  -12,498    4,096    4,900    1,402      598

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4     25.8     15.5     58.0     44.8     92.0     86.2      8.0     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      391)
     104      144      120       79      112      268      311
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,213,565
COMMITMENTS
 481,904  112,679   83,176  507,491  781,525  1072571  977,380  140,994  236,185

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:    -26,002)
 -21,054    2,044   -7,369    4,362  -17,289  -24,061  -22,614   -1,941   -3,388

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.7      9.3      6.9     41.8     64.4     88.4     80.5     11.6     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      842)
     244      171      141      176      363      483      623
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       13,822
COMMITMENTS
   3,219    1,048      499    7,276   11,094   10,994   12,641    2,828    1,181

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:        111)
    -446      454      -41      434     -629      -53     -216      164      327

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3      7.6      3.6     52.6     80.3     79.5     91.5     20.5      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      18        5        3       12        8       30       16
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      605,003
COMMITMENTS
 237,456   54,896   63,290  242,826  417,088  543,572  535,274   61,431   69,729

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:      6,107)
 -13,486    3,195   -4,773   27,922    9,136    9,663    7,558   -3,556   -1,451

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.2      9.1     10.5     40.1     68.9     89.8     88.5     10.2     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      585)
     231      111      144      102      204      405      410
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       22,713
COMMITMENTS
  19,253    2,051       46        8    4,319   19,307    6,416    3,406   16,297

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:     -3,094)
  -3,007     -750     -108        0   -1,928   -3,115   -2,786       21     -308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    84.8      9.0      0.2      0.0     19.0     85.0     28.2     15.0     71.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      22        7        6        1       10       23       23
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      294,794
COMMITMENTS
  77,090   38,501   35,282  149,171  197,908  261,543  271,691   33,251   23,103

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:     12,401)
    -937    2,325    1,472   12,975    9,660   13,510   13,457   -1,109   -1,056

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2     13.1     12.0     50.6     67.1     88.7     92.2     11.3      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      93       58       62       60       67      192      162
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      643,314
COMMITMENTS
  59,603   97,020    9,615  422,090  406,673  491,308  513,308  152,006  130,006

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:        734)
   4,884      879      920    1,575    7,628    7,379    9,427   -6,645   -8,693

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3     15.1      1.5     65.6     63.2     76.4     79.8     23.6     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      31       29       10       70       72      106      106
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      396,468
COMMITMENTS
  54,580   45,168    6,247  269,572  300,979  330,399  352,394   66,069   44,074

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:    -15,843)
   4,012    4,983   -9,535  -11,759  -17,146  -17,282  -21,698    1,439    5,855

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8     11.4      1.6     68.0     75.9     83.3     88.9     16.7     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
       6        8        2       40       41       47       50
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       10,469
COMMITMENTS
   1,067      908      795    8,114    8,435    9,976   10,138      493      331

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:        -45)
      15       43       -2      -39     -114      -26      -73      -19       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2      8.7      7.6     77.5     80.6     95.3     96.8      4.7      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6        4        4       23       25       32       30
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      189,553
COMMITMENTS
  73,927   22,507   14,317   64,360  132,979  152,604  169,803   36,949   19,750

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:    -17,140)
  -5,627    1,667   -6,474   -3,959  -11,445  -16,060  -16,252   -1,080     -888

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.0     11.9      7.6     34.0     70.2     80.5     89.6     19.5     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      76       32       43       61       60      163      119
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       17,833
COMMITMENTS
   5,873    3,419      371    6,997   13,012   13,241   16,802    4,592    1,031

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:        186)
     113      314     -211      414      144      316      247     -130      -61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.9     19.2      2.1     39.2     73.0     74.2     94.2     25.8      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      40       18       10       20       15       64       39
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      751,824
COMMITMENTS
 167,457  171,663   20,000  456,346  441,887  643,803  633,550  108,021  118,274

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:    -18,462)
  16,901  -12,936    3,126  -26,612   -7,800   -6,585  -17,610  -11,877     -852

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3     22.8      2.7     60.7     58.8     85.6     84.3     14.4     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      35       52       14       80      111      125      168
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,649,923
COMMITMENTS
 161,297  244,198   20,322  1163778  1074070  1345397  1338590  304,526  311,333

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:   -116,293)
 -43,960    2,989   -3,484  -75,570 -106,039 -123,014 -106,534    6,721   -9,759

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8     14.8      1.2     70.5     65.1     81.5     81.1     18.5     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      34       42       17      101      120      144      170
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,336,571
COMMITMENTS
 383,303  116,359   16,326  728,462  952,771  1128091  1085456  208,480  251,115

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:    -14,805)
  -9,761    2,788   -5,937   10,134  -10,423   -5,564  -13,572   -9,241   -1,233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7      8.7      1.2     54.5     71.3     84.4     81.2     15.6     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      36       25       15       70      109      113      142
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      708,104
COMMITMENTS
  89,407   64,817   98,337  483,544  502,332  671,288  665,486   36,816   42,618

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:     -3,318)
   2,258      277      -87   -6,984   -3,276   -4,813   -3,086    1,495     -232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6      9.2     13.9     68.3     70.9     94.8     94.0      5.2      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      25       25       32       62       69      104      114
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       62,157
COMMITMENTS
   8,306    2,987    4,666   40,408   45,923   53,380   53,576    8,777    8,581

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:     10,555)
      94      657    1,346    7,080    7,571    8,520    9,574    2,035      981

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4      4.8      7.5     65.0     73.9     85.9     86.2     14.1     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      18       10       12       42       37       65       58
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       15,829
COMMITMENTS
   2,172    2,482      933    9,819   10,541   12,924   13,956    2,905    1,873

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:      1,627)
    -296       22      899      817      820    1,420    1,741      207     -114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     15.7      5.9     62.0     66.6     81.6     88.2     18.4     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        3        2        9        8       13       13
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       92,656
COMMITMENTS
  18,731    7,473    1,003   61,178   70,764   80,912   79,240   11,744   13,416

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:     17,855)
   1,299    1,790      374   12,526   13,501   14,199   15,665    3,656    2,190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2      8.1      1.1     66.0     76.4     87.3     85.5     12.7     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      18       12        8       41       35       62       53
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       11,874
COMMITMENTS
   5,230    6,325    1,736    4,501    3,813   11,467   11,874      407        0

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:       -107)
       0      -55       70      -30        0       40       15     -147     -122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.0     53.3     14.6     37.9     32.1     96.6    100.0      3.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       9       11        2        3        1       14       12
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       10,719
COMMITMENTS
   3,009      622        0    7,438   10,032   10,447   10,654      272       65

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:     -1,024)
     650      218     -490   -1,132     -737     -972   -1,009      -52      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1      5.8      0.0     69.4     93.6     97.5     99.4      2.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       8        5        0        7       14       15       19
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       21,103
COMMITMENTS
   1,706      695        0   19,154   20,340   20,860   21,035      243       68

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:     -1,366)
  -1,910     -588     -207      771     -588   -1,346   -1,383      -20       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1      3.3      0.0     90.8     96.4     98.8     99.7      1.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        3        0        8       15       14       18
 

Updated September 16, 2011