```
Traders in Financial Futures- Futures Only Positions as of August 10, 2010                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   105,543
Positions
     2,571     69,264        851      9,643      8,687        360     43,473      8,694      1,520      5,127      2,206         10     41,988     13,951
 
Changes from:       August 3, 2010                                   Total Change is:     6,281
      -577      8,711        236      1,351        933          0      3,289     -3,665        522        119        948          0      1,341     -1,404
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       65.6        0.8        9.1        8.2        0.3       41.2        8.2        1.4        4.9        2.1        0.0       39.8       13.2
 
Number of Traders in Each Category                                    Total Traders:        67
         .         13          4          .          .          .         32          5          7          8          .          .
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Traders in Financial Futures- Futures Only Positions as of August 10, 2010                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    52,566
Positions
    14,720     32,862        941      2,062        427        501     20,680      6,310         49          0        935          0     13,613     10,541
 
Changes from:       August 3, 2010                                   Total Change is:    -5,410
     1,227    -11,843         48        -33         -7         13     -4,846      3,718         -2          0        500          0     -1,817      2,163
 
Percent of Open Interest Represented by Each Category of Trader
      28.0       62.5        1.8        3.9        0.8        1.0       39.3       12.0        0.1        0.0        1.8        0.0       25.9       20.1
 
Number of Traders in Each Category                                    Total Traders:        41
         5          8          .          .          .          .         18          5          .          0          .          0
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Traders in Financial Futures- Futures Only Positions as of August 10, 2010                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   142,227
Positions
    63,168     69,886        802     17,724     12,481        899     34,687     16,326        367        865     17,322          0     23,715     24,144
 
Changes from:       August 3, 2010                                   Total Change is:     6,773
      -236      7,240       -221       -491       -901         13      5,108      1,088       -144         60      1,024          0      2,684     -1,326
 
Percent of Open Interest Represented by Each Category of Trader
      44.4       49.1        0.6       12.5        8.8        0.6       24.4       11.5        0.3        0.6       12.2        0.0       16.7       17.0
 
Number of Traders in Each Category                                    Total Traders:        83
         8         13          .          7         10          .         27         11          9          .          6          0
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Traders in Financial Futures- Futures Only Positions as of August 10, 2010                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   136,999
Positions
     7,416     86,177      2,011     34,329      8,612      1,302     61,285      7,623        232      1,562      2,166          0     28,862     28,876
 
Changes from:       August 3, 2010                                   Total Change is:     3,129
       338      1,069        153          6       -257        -12      3,547        685        149         63        538          0     -1,115        804
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       62.9        1.5       25.1        6.3        1.0       44.7        5.6        0.2        1.1        1.6        0.0       21.1       21.1
 
Number of Traders in Each Category                                    Total Traders:       102
         6         18          5         11          9          4         35         17          4          .          .          0
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Traders in Financial Futures- Futures Only Positions as of August 10, 2010                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   234,276
Positions
   108,615     94,031      2,991     22,811     22,275      3,093     33,402     49,230      1,695     16,922     15,026        263     44,484     45,672
 
Changes from:       August 3, 2010                                   Total Change is:    -1,825
       418     12,695       -789      2,482       -929       -261       -746    -10,021       -323       -986      1,965        -25     -1,595     -4,137
 
Percent of Open Interest Represented by Each Category of Trader
      46.4       40.1        1.3        9.7        9.5        1.3       14.3       21.0        0.7        7.2        6.4        0.1       19.0       19.5
 
Number of Traders in Each Category                                    Total Traders:       158
        23         14          7         15         16          7         39         32         21          7         12          .
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Traders in Financial Futures- Futures Only Positions as of August 10, 2010                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   114,049
Positions
    10,411     79,745      1,736     10,672      4,220        411     61,852      6,847         57      2,607      5,019          0     26,303     16,014
 
Changes from:       August 3, 2010                                   Total Change is:    14,900
      -104     12,196       -190      3,950       -741          0      8,909       -144         17        495      1,808          0      1,823      1,954
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       69.9        1.5        9.4        3.7        0.4       54.2        6.0        0.0        2.3        4.4        0.0       23.1       14.0
 
Number of Traders in Each Category                                    Total Traders:        70
         6         13          6          5          4          .         25          9          .          .          5          0
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Traders in Financial Futures- Futures Only Positions as of August 10, 2010                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    34,319
Positions
     3,706     22,444      7,396          0          0          0      8,671        420      3,320      5,368         20        602      5,256        117
 
Changes from:       August 3, 2010                                   Total Change is:     1,053
       244        916       -244          0          0          0        104         95        257        739          0          0        -47         29
 
Percent of Open Interest Represented by Each Category of Trader
      10.8       65.4       21.6        0.0        0.0        0.0       25.3        1.2        9.7       15.6        0.1        1.8       15.3        0.3
 
Number of Traders in Each Category                                    Total Traders:        21
         6          7          5          0          0          0          4          .          .          .          .          .
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Traders in Financial Futures- Futures Only Positions as of August 10, 2010                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   110,281
Positions
     8,453     92,770        275     17,862        245        517     75,595     10,872        263      1,591      4,284          0      5,725      1,055
 
Changes from:       August 3, 2010                                   Total Change is:    18,032
        19     15,496          0        194          0          0     17,310      2,802        110        439       -327          0        -40        -49
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       84.1        0.2       16.2        0.2        0.5       68.5        9.9        0.2        1.4        3.9        0.0        5.2        1.0
 
Number of Traders in Each Category                                    Total Traders:        94
         7         16          .          8          .          .         37         13          .          5          6          0
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Traders in Financial Futures- Futures Only Positions as of August 10, 2010                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    25,036
Positions
     2,970     16,336        124        618        241         25     16,863      5,198        744        281      1,280          0      3,411      1,088
 
Changes from:       August 3, 2010                                   Total Change is:       637
       748       -410         49        360       -175         18     -1,340       -103        744       -123        789          0        181       -275
 
Percent of Open Interest Represented by Each Category of Trader
      11.9       65.3        0.5        2.5        1.0        0.1       67.4       20.8        3.0        1.1        5.1        0.0       13.6        4.3
 
Number of Traders in Each Category                                    Total Traders:        45
         .         13          .          .          .          .         12          9          .          .          .          0
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Traders in Financial Futures- Futures Only Positions as of August 10, 2010                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    46,277
Positions
    23,895     20,404        191      2,709      5,794        757     10,898     10,760        780          0      1,127          0      7,049      6,466
 
Changes from:       August 3, 2010                                   Total Change is:     1,518
     1,006        728        -53          8         36        -57       -646       -227        173          0       -144          0      1,088      1,061
 
Percent of Open Interest Represented by Each Category of Trader
      51.6       44.1        0.4        5.9       12.5        1.6       23.5       23.3        1.7        0.0        2.4        0.0       15.2       14.0
 
Number of Traders in Each Category                                    Total Traders:        84
        16         17          .          4          5          .         30         10          6          0          .          0
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Traders in Financial Futures- Futures Only Positions as of August 10, 2010                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is    92,553
Positions
    47,789     40,807        381      5,417     11,587      1,513     21,795     21,520      1,560          0      2,253          0     14,098     12,932
 
Changes from:       August 3, 2010                                   Total Change is:     3,035
     2,011      1,456       -106         15         72       -114     -1,292       -453        345          0       -287          0      2,176      2,122
 
Percent of Open Interest Represented by Each Category of Trader
      51.6       44.1        0.4        5.9       12.5        1.6       23.5       23.3        1.7        0.0        2.4        0.0       15.2       14.0
 
Number of Traders in Each Category                                    Total Traders:        84
        16         17          .          4          5          .         30         10          6          0          .          0
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Traders in Financial Futures- Futures Only Positions as of August 10, 2010                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   870,141
Positions
    64,988    236,974     60,526    433,037    156,174     55,822     74,317    193,916     25,281     14,557     27,365      3,687    137,925    110,396
 
Changes from:       August 3, 2010                                   Total Change is:     4,334
     2,123      7,284      6,280      6,907      1,251     -2,324      1,286       -315     -3,927     -1,410      1,393      3,445     -8,047     -8,753
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       27.2        7.0       49.8       17.9        6.4        8.5       22.3        2.9        1.7        3.1        0.4       15.9       12.7
 
Number of Traders in Each Category                                    Total Traders:       518
        30         51         17        108         65         59         87        137         59         18         22          6
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Traders in Financial Futures- Futures Only Positions as of August 10, 2010                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   319,734
Positions
    35,574    130,057     11,019    156,741     41,381      8,391     22,587     47,157      1,456      7,325     15,530          0     76,641     64,743
 
Changes from:       August 3, 2010                                   Total Change is:     2,984
     3,500      3,219      2,370     -1,827       -110       -568     -1,329       -225        -50        -43      4,363          0        931     -6,015
 
Percent of Open Interest Represented by Each Category of Trader
      11.1       40.7        3.4       49.0       12.9        2.6        7.1       14.7        0.5        2.3        4.9        0.0       24.0       20.2
 
Number of Traders in Each Category                                    Total Traders:       129
        10         21          6         35         14         16         13         27         10          .          6          0
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Traders in Financial Futures- Futures Only Positions as of August 10, 2010                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,752,036
Positions
   235,307    622,825    159,297  1,385,859    578,342    232,776    343,479    818,621     34,299     53,231     76,242      1,368    306,420    228,266
 
Changes from:       August 3, 2010                                   Total Change is:     6,750
     8,328     35,537      4,341     32,098     -4,765      2,788     -6,427    -19,955        120     10,236      2,219        156    -44,890    -13,691
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       22.6        5.8       50.4       21.0        8.5       12.5       29.7        1.2        1.9        2.8        0.0       11.1        8.3
 
Number of Traders in Each Category                                    Total Traders:       476
        29         49         10         88         58         49         88        129         44         15         20          4
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Traders in Financial Futures- Futures Only Positions as of August 10, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    89,146
Positions
     4,427     17,563      4,143     52,075     44,460      3,686     13,646     14,730          0          0          0          0     11,169      4,564
 
Changes from:       August 3, 2010                                   Total Change is:     1,924
      -126        490        195       -122         85        -73      1,281      1,207          0          0          0          0        769         20
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       19.7        4.6       58.4       49.9        4.1       15.3       16.5        0.0        0.0        0.0        0.0       12.5        5.1
 
Number of Traders in Each Category                                    Total Traders:        83
         4          9          .         35         12         10         15          8          0          0          0          0
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Traders in Financial Futures- Futures Only Positions as of August 10, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    86,874
Positions
    23,290     23,456      6,831     16,718     21,667      3,335     22,210     16,112      3,250      1,187      6,530          0     10,053      5,693
 
Changes from:       August 3, 2010                                   Total Change is:     3,365
     1,417      2,072       -964        489       -443        -63      1,881      1,589        975         16       -124          0       -386        322
 
Percent of Open Interest Represented by Each Category of Trader
      26.8       27.0        7.9       19.2       24.9        3.8       25.6       18.5        3.7        1.4        7.5        0.0       11.6        6.6
 
Number of Traders in Each Category                                    Total Traders:       222
        22         23          9         33         21         10         54         47         13         13          9          0
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Traders in Financial Futures- Futures Only Positions as of August 10, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    14,399
Positions
     4,670      8,399        492      1,305        485          0      2,338      1,373          0          0      2,497          0      5,594      1,153
 
Changes from:       August 3, 2010                                   Total Change is:       450
         0          0          0         21          0          0        492        492          0          0          0          0        -63        -42
 
Percent of Open Interest Represented by Each Category of Trader
      32.4       58.3        3.4        9.1        3.4        0.0       16.2        9.5        0.0        0.0       17.3        0.0       38.8        8.0
 
Number of Traders in Each Category                                    Total Traders:        23
         6          7          .          .          .          0          .          .          0          0          .          0
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Traders in Financial Futures- Futures Only Positions as of August 10, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   362,373
Positions
   122,227    104,411      2,567     77,064    105,909     16,675    113,755     88,090      1,855      5,934     20,164          0     22,296     22,702
 
Changes from:       August 3, 2010                                   Total Change is:    14,576
     2,740      6,019       -476      2,338     -2,213       -315     11,387      9,925        436         81       -619          0     -1,615      1,819
 
Percent of Open Interest Represented by Each Category of Trader
      33.7       28.8        0.7       21.3       29.2        4.6       31.4       24.3        0.5        1.6        5.6        0.0        6.2        6.3
 
Number of Traders in Each Category                                    Total Traders:       218
        22         22          .         31         20         10         54         47         10         13          9          0
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Traders in Financial Futures- Futures Only Positions as of August 10, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   421,124
Positions
   182,174     58,865      9,231    136,318    144,223     23,172     44,012    150,818      6,757      1,755      9,730         86     17,619     18,242
 
Changes from:       August 3, 2010                                   Total Change is:     2,606
    -3,814     -2,675      1,982     -8,568     -5,203      2,574      7,028      2,582      1,708        266        952          4      1,426        682
 
Percent of Open Interest Represented by Each Category of Trader
      43.3       14.0        2.2       32.4       34.2        5.5       10.5       35.8        1.6        0.4        2.3        0.0        4.2        4.3
 
Number of Traders in Each Category                                    Total Traders:       249
        17         21          7         54         42         23         32         71         18          4          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 10, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    30,327
Positions
     8,884      9,145        158      8,665      1,040        131      2,746      3,511          0        610        975          0      9,133     15,367
 
Changes from:       August 3, 2010                                   Total Change is:    -1,623
       -36        448          4       -707         93        -24       -297       -823          0        210       -422          0       -773       -899
 
Percent of Open Interest Represented by Each Category of Trader
      29.3       30.2        0.5       28.6        3.4        0.4        9.1       11.6        0.0        2.0        3.2        0.0       30.1       50.7
 
Number of Traders in Each Category                                    Total Traders:        51
        13          9          .          8          .          .          7          7          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 10, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    52,273
Positions
    31,745     13,872      2,285      6,661      2,732        398      2,624      6,996        641          0        574          0      7,919     24,775
 
Changes from:       August 3, 2010                                   Total Change is:     2,225
     1,813       -680        600         12         83         21       -695     -1,627         84          0        350          0        390      3,394
 
Percent of Open Interest Represented by Each Category of Trader
      60.7       26.5        4.4       12.7        5.2        0.8        5.0       13.4        1.2        0.0        1.1        0.0       15.1       47.4
 
Number of Traders in Each Category                                    Total Traders:        59
        15         10          4          7          .          .          6         16          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 10, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE   (MSCI EAFE INDEX X $50)                            
CFTC Code #244741                                                    Open Interest is    30,509
Positions
       253        361          0     21,967     23,191      2,753      2,174      2,070          0          0          0          0      3,362      2,134
 
Changes from:       August 3, 2010                                   Total Change is:      -806
       253          0          0        307       -152       -498       -665        -11          0          0          0          0       -203       -145
 
Percent of Open Interest Represented by Each Category of Trader
       0.8        1.2        0.0       72.0       76.0        9.0        7.1        6.8        0.0        0.0        0.0        0.0       11.0        7.0
 
Number of Traders in Each Category                                    Total Traders:        38
         .          .          0         16         13          7          4          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 10, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE   (MSCI INDEX X $50)                     
CFTC Code #244742                                                    Open Interest is    27,515
Positions
     1,444      9,260          0     14,254      2,256        638      3,371     12,542          0      2,001        204          0      5,807      2,615
 
Changes from:       August 3, 2010                                   Total Change is:       411
       -31        -25          0        847       -279       -283       -170        134          0          0          0          0         48        864
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       33.7        0.0       51.8        8.2        2.3       12.3       45.6        0.0        7.3        0.7        0.0       21.1        9.5
 
Number of Traders in Each Category                                    Total Traders:        40
         .          6          0         14          .          5          6          .          0          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 10, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   729,581
Positions
    16,766    163,620      3,461    379,197    155,229     60,154     59,129    170,545      8,443     34,802     41,181        152    167,477    126,796
 
Changes from:       August 3, 2010                                   Total Change is:    36,994
    -2,400     -1,966         67     19,502     11,693     -4,091     -6,043      4,782     -2,388      3,336      4,327     -1,689     30,700     26,259
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       22.4        0.5       52.0       21.3        8.2        8.1       23.4        1.2        4.8        5.6        0.0       23.0       17.4
 
Number of Traders in Each Category                                    Total Traders:       154
         6         21          5         43         26         31         20         24         14          8          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 10, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   171,778
Positions
     2,036     76,132      5,305    103,620          0      8,542      5,751     58,893        429          0          0          0     46,095     22,477
 
Changes from:       August 3, 2010                                   Total Change is:     6,094
         0     -6,013      3,610        782     -1,469        716     -2,729      4,001        -78          0          0          0      3,793      5,327
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       44.3        3.1       60.3        0.0        5.0        3.3       34.3        0.2        0.0        0.0        0.0       26.8       13.1
 
Number of Traders in Each Category                                    Total Traders:        35
         .          6          .         16          0          7          .         10          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 10, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is   829,947
Positions
    35,548     88,636     13,585    260,466    204,709     97,712    218,539    124,293     30,949     54,372    150,029      4,386    114,390    115,648
 
Changes from:       August 3, 2010                                   Total Change is:    29,549
     3,189      1,700        918    -49,695     -3,213      6,319      7,214    -12,374      3,142     28,180        716       -287     30,569     32,628
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       10.7        1.6       31.4       24.7       11.8       26.3       15.0        3.7        6.6       18.1        0.5       13.8       13.9
 
Number of Traders in Each Category                                    Total Traders:       218
        13         28          8         33         44         34         31         32         17          8         28          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 10, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 1,983,003
Positions
    68,190    334,205     50,657    979,974    409,729    203,875    194,236    577,881     53,248    116,473     30,491     12,124    304,226    310,793
 
Changes from:       August 3, 2010                                   Total Change is:   175,112
     1,996      6,847      5,281    -24,799     15,749     21,263     22,485     55,401     17,010     44,617    -19,452      1,756     85,503     71,257
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       16.9        2.6       49.4       20.7       10.3        9.8       29.1        2.7        5.9        1.5        0.6       15.3       15.7
 
Number of Traders in Each Category                                    Total Traders:       260
        26         36         17         37         50         47         27         66         43         12          6          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 10, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,073,819
Positions
    55,350    177,551     22,721    316,437    322,250    143,010    256,368     78,740     26,502     50,087     50,965      1,270    202,074    250,810
 
Changes from:       August 3, 2010                                   Total Change is:    56,553
    27,316    -18,992      1,771    -14,094     32,318      9,741    -10,369     -1,249      2,346     12,390      6,072        726     26,726     23,820
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       16.5        2.1       29.5       30.0       13.3       23.9        7.3        2.5        4.7        4.7        0.1       18.8       23.4
 
Number of Traders in Each Category                                    Total Traders:       165
        11         22         10         23         36         38         28         25         20          9         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 10, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   593,701
Positions
   128,942    254,054    198,199     18,539        543      1,158    138,814     16,335     61,676      2,348      2,329        751     43,274     58,656
 
Changes from:       August 3, 2010                                   Total Change is:     5,140
     2,624     -9,354     14,235     -1,664     -2,607          0    -13,093         -3      3,930     -2,253          0        -28      1,389     -1,033
 
Percent of Open Interest Represented by Each Category of Trader
      21.7       42.8       33.4        3.1        0.1        0.2       23.4        2.8       10.4        0.4        0.4        0.1        7.3        9.9
 
Number of Traders in Each Category                                    Total Traders:       103
        17         30         36          .          .          .         29         13         32          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 10, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is 7,941,964
Positions
 1,804,771  3,164,335  1,420,804  1,028,102    345,730    114,757  1,396,381    596,456  1,008,469    174,457    301,941     48,831    945,392    940,641
 
Changes from:       August 3, 2010                                   Total Change is:   118,504
   -44,918     90,377     -9,561        778     68,859      7,136    114,414    -23,122     29,328      1,934     -5,137      2,359     17,034    -41,735
 
Percent of Open Interest Represented by Each Category of Trader
      22.7       39.8       17.9       12.9        4.4        1.4       17.6        7.5       12.7        2.2        3.8        0.6       11.9       11.8
 
Number of Traders in Each Category                                    Total Traders:       260
        33         61         88         10         13         16         61         50         77          8         14         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 10, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    14,773
Positions
     6,522      8,858        717      1,043      1,654        401      1,865      2,191        156      3,800        661          0        269        135
 
Changes from:       August 3, 2010                                   Total Change is:       942
       394        812        147          0       -108          0        276        -16          0          0         -5          0        125        112
 
Percent of Open Interest Represented by Each Category of Trader
      44.1       60.0        4.9        7.1       11.2        2.7       12.6       14.8        1.1       25.7        4.5        0.0        1.8        0.9
 
Number of Traders in Each Category                                    Total Traders:        38
         4          5          .          .          6          .          8          6          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 10, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    41,353
Positions
    37,479     24,160         48      1,249      1,110         77      2,121      9,129         20          0      6,694          0        359        115
 
Changes from:       August 3, 2010                                   Total Change is:     2,762
     2,445      1,137         48          0        165          0        163      1,358          0          0          0          0        106         54
 
Percent of Open Interest Represented by Each Category of Trader
      90.6       58.4        0.1        3.0        2.7        0.2        5.1       22.1        0.0        0.0       16.2        0.0        0.9        0.3
 
Number of Traders in Each Category                                    Total Traders:        32
         .          6          .          .          4          .          8          6          .          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 10, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    28,784
Positions
    10,348     16,099         30        148        145        792     11,588      7,100        617        818      1,096          4      4,439      2,901
 
Changes from:       August 3, 2010                                   Total Change is:     5,873
       716        914         30         64         10        -47      4,938      4,352       -115        -96        177          0        383        552
 
Percent of Open Interest Represented by Each Category of Trader
      36.0       55.9        0.1        0.5        0.5        2.8       40.3       24.7        2.1        2.8        3.8        0.0       15.4       10.1
 
Number of Traders in Each Category                                    Total Traders:        58
         5          5          .          .          .          .         11         21          4          8          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 10, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   100,370
Positions
    67,678     32,743     12,197      1,008          0        246          0     33,035      4,111        677      1,455        171     14,282     16,412
 
Changes from:       August 3, 2010                                   Total Change is:     6,877
     4,660      1,505       -171         92          0        246          0      1,950        531         81        271        171      1,267      2,374
 
Percent of Open Interest Represented by Each Category of Trader
      67.4       32.6       12.2        1.0        0.0        0.2        0.0       32.9        4.1        0.7        1.4        0.2       14.2       16.4
 
Number of Traders in Each Category                                    Total Traders:        47
         .         12          8          4          0          .          0         25         17          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 10, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     5,151
Positions
       762      3,305          0      2,464          0          0      1,128      1,764          0        720         45          0         77         37
 
Changes from:       August 3, 2010                                   Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      14.8       64.2        0.0       47.8        0.0        0.0       21.9       34.2        0.0       14.0        0.9        0.0        1.5        0.7
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0          4          0          0          5          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 10, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    15,987
Positions
       562     14,026         66     11,313          0         21      2,359        537         47          0          0          0      1,619      1,290
 
Changes from:       August 3, 2010                                   Total Change is:        -9
      -239        218         66         61          0          0       -350       -681         44          0          0          0        409        344
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       87.7        0.4       70.8        0.0        0.1       14.8        3.4        0.3        0.0        0.0        0.0       10.1        8.1
 
Number of Traders in Each Category                                    Total Traders:        25
         .          .          .          9          0          .          7          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated August 13, 2010