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Traders in Financial Futures- Futures Only Positions as of August 31, 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   108,003
Positions
    22,423     38,338      2,415     11,837      9,814        373     24,678     34,986      1,917      7,151        824          0     37,209     19,336
 
Changes from:       August 24, 2010                                  Total Change is:    13,027
    12,092    -11,266      1,297        136        353        -65     -1,916     21,126       -761        110        824          0      2,134      1,519
 
Percent of Open Interest Represented by Each Category of Trader
      20.8       35.5        2.2       11.0        9.1        0.3       22.8       32.4        1.8        6.6        0.8        0.0       34.5       17.9
 
Number of Traders in Each Category                                    Total Traders:        75
         7          8          7          .          .          .         23         18          7         12          .          0
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Traders in Financial Futures- Futures Only Positions as of August 31, 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    60,655
Positions
    11,594     41,826        721      2,191      1,008        403     26,668      5,580        611          0        750          0     18,467      9,756
 
Changes from:       August 24, 2010                                  Total Change is:     3,339
    -1,014      3,360       -218        -65        621        -75      2,085       -831        357          0          0          0      2,269        125
 
Percent of Open Interest Represented by Each Category of Trader
      19.1       69.0        1.2        3.6        1.7        0.7       44.0        9.2        1.0        0.0        1.2        0.0       30.4       16.1
 
Number of Traders in Each Category                                    Total Traders:        44
         .         10          .          .          .          .         19          7          4          0          .          0
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Traders in Financial Futures- Futures Only Positions as of August 31, 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   144,196
Positions
    71,628     63,522      1,098     16,986     13,107        674     26,128     18,447        721      2,695     18,032          0     24,266     28,595
 
Changes from:       August 24, 2010                                  Total Change is:     4,863
     5,575     -5,308        166       -792       -330       -125       -801      4,946         12        649        160          0        179      5,342
 
Percent of Open Interest Represented by Each Category of Trader
      49.7       44.1        0.8       11.8        9.1        0.5       18.1       12.8        0.5        1.9       12.5        0.0       16.8       19.8
 
Number of Traders in Each Category                                    Total Traders:        85
        10         12          .          5          9          .         25         16         10          .          6          0
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Traders in Financial Futures- Futures Only Positions as of August 31, 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   139,079
Positions
    10,059     81,427      3,054     40,152      9,071      1,281     52,788      7,714      1,369      1,979      3,318          0     28,397     31,845
 
Changes from:       August 24, 2010                                  Total Change is:    -1,049
     1,206     -3,118      1,387      2,418        858        -79     -2,476        506       -184        -70        478          0     -3,251       -897
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       58.5        2.2       28.9        6.5        0.9       38.0        5.5        1.0        1.4        2.4        0.0       20.4       22.9
 
Number of Traders in Each Category                                    Total Traders:        96
         8         16          5         12         10          .         28         15          5          .          4          0
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Traders in Financial Futures- Futures Only Positions as of August 31, 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   241,133
Positions
   117,126     74,984      2,911     23,058     28,462      2,671     32,332     64,492      3,772     15,019     13,736        268     43,976     49,837
 
Changes from:       August 24, 2010                                  Total Change is:    -4,315
    -3,314     -7,317        474        431        613       -189      3,217     -1,265      1,763     -3,849      1,519          5     -2,853         82
 
Percent of Open Interest Represented by Each Category of Trader
      48.6       31.1        1.2        9.6       11.8        1.1       13.4       26.7        1.6        6.2        5.7        0.1       18.2       20.7
 
Number of Traders in Each Category                                    Total Traders:       163
        24         13          7         14         18          8         35         40         21          8         10          .
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Traders in Financial Futures- Futures Only Positions as of August 31, 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   102,439
Positions
    15,065     68,567      2,347     11,795      4,347        246     46,383      5,726      1,843        807      3,601         17     23,936     15,745
 
Changes from:       August 24, 2010                                  Total Change is:    -4,995
       685     -5,499         98       -464       -109        -81     -5,172         73        161     -1,410         36          0      1,188        326
 
Percent of Open Interest Represented by Each Category of Trader
      14.7       66.9        2.3       11.5        4.2        0.2       45.3        5.6        1.8        0.8        3.5        0.0       23.4       15.4
 
Number of Traders in Each Category                                    Total Traders:        68
         6         13          6          5          4          .         25         11          5          .          .          .
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Traders in Financial Futures- Futures Only Positions as of August 31, 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    36,954
Positions
     6,023     22,028      7,718          0          0          0      6,817      3,065      3,379          0         20        602     12,415        142
 
Changes from:       August 24, 2010                                  Total Change is:       769
       741        -22          0          0          0          0        -55      1,072         32          0          0          0         51       -313
 
Percent of Open Interest Represented by Each Category of Trader
      16.3       59.6       20.9        0.0        0.0        0.0       18.4        8.3        9.1        0.0        0.1        1.6       33.6        0.4
 
Number of Traders in Each Category                                    Total Traders:        20
         7          6          6          0          0          0          .          .          .          0          .          .
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Traders in Financial Futures- Futures Only Positions as of August 31, 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    91,104
Positions
    20,378     66,238      1,857     22,566        145        272     36,666     14,533        978      4,295      4,324          5      4,087      2,752
 
Changes from:       August 24, 2010                                  Total Change is:   -10,664
     9,113    -19,759      1,236      1,739       -100        -99    -25,178      7,348        116      3,106        -50          5       -702        639
 
Percent of Open Interest Represented by Each Category of Trader
      22.4       72.7        2.0       24.8        0.2        0.3       40.2       16.0        1.1        4.7        4.7        0.0        4.5        3.0
 
Number of Traders in Each Category                                    Total Traders:        90
        10         11          .          6          .          .         32         18          4          5          7          .
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Traders in Financial Futures- Futures Only Positions as of August 31, 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    20,099
Positions
     3,914     12,726        118      1,237        120          0     11,359      4,570          0        521        380          0      2,950      2,185
 
Changes from:       August 24, 2010                                  Total Change is:      -172
     1,117       -763         -6        673       -134        -57       -630        728          0       -876        100          0       -393        -40
 
Percent of Open Interest Represented by Each Category of Trader
      19.5       63.3        0.6        6.2        0.6        0.0       56.5       22.7        0.0        2.6        1.9        0.0       14.7       10.9
 
Number of Traders in Each Category                                    Total Traders:        41
         5          9          .          .          .          0         12          8          0          .          .          0
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Traders in Financial Futures- Futures Only Positions as of August 31, 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    43,120
Positions
    21,406     18,552        392      3,170      6,177        649     10,493     10,838        401        200      1,057          0      6,411      5,056
 
Changes from:       August 24, 2010                                  Total Change is:    -1,488
       -82       -782         60        545       -819         48     -1,182        385       -147         50        -39          0       -781       -194
 
Percent of Open Interest Represented by Each Category of Trader
      49.6       43.0        0.9        7.4       14.3        1.5       24.3       25.1        0.9        0.5        2.5        0.0       14.9       11.7
 
Number of Traders in Each Category                                    Total Traders:        98
        15         18          4          6          8          .         35         12         10          .          .          0
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Traders in Financial Futures- Futures Only Positions as of August 31, 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    86,239
Positions
    42,811     37,103        783      6,340     12,354      1,297     20,986     21,676        801        400      2,113          0     12,821     10,112
 
Changes from:       August 24, 2010                                  Total Change is:    -2,976
      -163     -1,563        119      1,090     -1,637         95     -2,363        769       -293        100        -78          0     -1,561       -388
 
Percent of Open Interest Represented by Each Category of Trader
      49.6       43.0        0.9        7.4       14.3        1.5       24.3       25.1        0.9        0.5        2.5        0.0       14.9       11.7
 
Number of Traders in Each Category                                    Total Traders:        98
        15         18          4          6          8          .         35         12         10          .          .          0
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Traders in Financial Futures- Futures Only Positions as of August 31, 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   938,443
Positions
    92,626    189,051     71,330    432,585    189,618     60,533     78,547    223,099     71,405     16,102     35,726      5,999    109,316     91,682
 
Changes from:       August 24, 2010                                  Total Change is:    27,913
    10,089     -4,542     10,661      3,446      5,426        899        530     10,997      9,245       -604      1,187      1,391     -7,744     -7,351
 
Percent of Open Interest Represented by Each Category of Trader
       9.9       20.1        7.6       46.1       20.2        6.5        8.4       23.8        7.6        1.7        3.8        0.6       11.6        9.8
 
Number of Traders in Each Category                                    Total Traders:       537
        33         51         24        111         69         66         85        139         62         20         29          5
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Traders in Financial Futures- Futures Only Positions as of August 31, 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   329,914
Positions
    47,208    101,783     16,709    150,205     47,482      9,308     20,346     92,120      1,790      6,801     17,753         75     77,472     42,894
 
Changes from:       August 24, 2010                                  Total Change is:     7,208
    13,862        350       -675     -5,985      2,016       -120     -1,470     12,199        108     -1,065      1,999         75      2,478     -8,744
 
Percent of Open Interest Represented by Each Category of Trader
      14.3       30.9        5.1       45.5       14.4        2.8        6.2       27.9        0.5        2.1        5.4        0.0       23.5       13.0
 
Number of Traders in Each Category                                    Total Traders:       130
        15         18          9         33         16         19         15         23          9          .          7          .
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Traders in Financial Futures- Futures Only Positions as of August 31, 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 3,042,646
Positions
   293,593    502,840    206,604  1,427,932    726,715    240,091    602,807    966,696     36,275     74,994    118,355      1,130    159,220    243,940
 
Changes from:       August 24, 2010                                  Total Change is:   103,525
    30,477     24,884      7,335     47,242     17,136      5,010     55,840     39,826       -155      9,045      2,682       -158    -51,111      6,965
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       16.5        6.8       46.9       23.9        7.9       19.8       31.8        1.2        2.5        3.9        0.0        5.2        8.0
 
Number of Traders in Each Category                                    Total Traders:       490
        31         46         15         89         63         54         82        135         45         18         26          .
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Traders in Financial Futures- Futures Only Positions as of August 31, 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    87,342
Positions
     7,712      6,680      3,577     50,501     52,548      4,049     10,602     15,956        107          0          0          0     10,794      4,425
 
Changes from:       August 24, 2010                                  Total Change is:    -1,336
       803     -1,121       -563       -588      1,086        432     -1,383       -500       -359          0          0          0        322       -311
 
Percent of Open Interest Represented by Each Category of Trader
       8.8        7.6        4.1       57.8       60.2        4.6       12.1       18.3        0.1        0.0        0.0        0.0       12.4        5.1
 
Number of Traders in Each Category                                    Total Traders:        78
         6          7          .         34         12         10         11          8          .          0          0          0
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Traders in Financial Futures- Futures Only Positions as of August 31, 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    96,738
Positions
    30,899     12,564     17,074     11,652     24,738      3,239     18,282     20,107      4,794      1,449      6,764          0      9,349      7,457
 
Changes from:       August 24, 2010                                  Total Change is:     3,346
     1,844     -1,481      3,112     -1,497        695         88      1,765      2,604     -2,177         -7         78        -76        295        502
 
Percent of Open Interest Represented by Each Category of Trader
      31.9       13.0       17.6       12.0       25.6        3.3       18.9       20.8        5.0        1.5        7.0        0.0        9.7        7.7
 
Number of Traders in Each Category                                    Total Traders:       222
        23         27         13         22         28         11         48         52         19         10         12          0
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Traders in Financial Futures- Futures Only Positions as of August 31, 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    25,275
Positions
    12,006     17,266        739        841        485          0      5,395      3,444          0          0      2,005          0      6,294      1,336
 
Changes from:       August 24, 2010                                  Total Change is:     2,424
     1,230      1,476        -50       -302          0          0        737        738          0          0       -246          0        809        506
 
Percent of Open Interest Represented by Each Category of Trader
      47.5       68.3        2.9        3.3        1.9        0.0       21.3       13.6        0.0        0.0        7.9        0.0       24.9        5.3
 
Number of Traders in Each Category                                    Total Traders:        23
         5         10          .          .          .          0          .          .          0          0          .          0
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Traders in Financial Futures- Futures Only Positions as of August 31, 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   357,315
Positions
   173,081     55,105      3,059     54,054    121,266     16,197     85,215    104,096      3,190      7,244     23,795          0     15,275     30,607
 
Changes from:       August 24, 2010                                  Total Change is:     4,610
    18,726        873        152     -5,977      3,477        438     -5,192     -1,001       -551        -37      1,618       -378     -2,571        -18
 
Percent of Open Interest Represented by Each Category of Trader
      48.4       15.4        0.9       15.1       33.9        4.5       23.8       29.1        0.9        2.0        6.7        0.0        4.3        8.6
 
Number of Traders in Each Category                                    Total Traders:       219
        23         26          5         21         27         11         47         53         15         10         12          0
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Traders in Financial Futures- Futures Only Positions as of August 31, 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   459,839
Positions
   234,596     40,969     16,878    133,507    171,861     16,269     34,276    168,392      8,482      1,632     16,077         35     14,164     20,876
 
Changes from:       August 24, 2010                                  Total Change is:     5,968
     5,779     -5,123        925     -1,053      7,612     -1,356        979      3,532        680       -211         27          6        219       -335
 
Percent of Open Interest Represented by Each Category of Trader
      51.0        8.9        3.7       29.0       37.4        3.5        7.5       36.6        1.8        0.4        3.5        0.0        3.1        4.5
 
Number of Traders in Each Category                                    Total Traders:       256
        16         19          7         53         45         24         35         73         18          .         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 31, 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    32,031
Positions
     8,952      8,612        835      9,966      1,275        283      3,787      3,843          0          0      1,298          0      8,208     15,885
 
Changes from:       August 24, 2010                                  Total Change is:      -841
       995       -555       -118       -301       -379         48        172        260          0     -1,071        323          0       -566       -420
 
Percent of Open Interest Represented by Each Category of Trader
      27.9       26.9        2.6       31.1        4.0        0.9       11.8       12.0        0.0        0.0        4.1        0.0       25.6       49.6
 
Number of Traders in Each Category                                    Total Traders:        57
        16          9          .          9          .          .         11          7          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 31, 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    54,513
Positions
    31,942     20,685      2,623      7,167      3,901        427      2,385      9,144        619          0        774          0      9,350     16,340
 
Changes from:       August 24, 2010                                  Total Change is:      -435
     1,410      2,355        241        441        229         17        103       -608       -753          0        450          0     -1,894     -2,366
 
Percent of Open Interest Represented by Each Category of Trader
      58.6       37.9        4.8       13.1        7.2        0.8        4.4       16.8        1.1        0.0        1.4        0.0       17.2       30.0
 
Number of Traders in Each Category                                    Total Traders:        61
        15         11          .          8          5          .          5         15          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 31, 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    34,750
Positions
     1,527        361          0     22,591     28,270      2,719      4,641      1,591          0          0          0          0      3,272      1,809
 
Changes from:       August 24, 2010                                  Total Change is:       -68
       385          0          0       -329        134       -192        389        -62          0          0          0          0       -321         52
 
Percent of Open Interest Represented by Each Category of Trader
       4.4        1.0        0.0       65.0       81.4        7.8       13.4        4.6        0.0        0.0        0.0        0.0        9.4        5.2
 
Number of Traders in Each Category                                    Total Traders:        41
         .          .          0         17         13          7          7          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 31, 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    26,930
Positions
     1,085      9,706          0     13,895      2,655        587      3,909     11,627          0      2,021        204          0      5,433      2,151
 
Changes from:       August 24, 2010                                  Total Change is:      -599
        87        500       -135       -498       -145        -61        126       -728          0         20          0          0       -138        -30
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       36.0        0.0       51.6        9.9        2.2       14.5       43.2        0.0        7.5        0.8        0.0       20.2        8.0
 
Number of Traders in Each Category                                    Total Traders:        42
         .          6          0         13          .          5          8          5          0          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 31, 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   780,661
Positions
    22,888    134,688     32,498    351,578    158,540     64,087     59,704    168,545     34,656     31,638     25,618      7,275    176,337    154,754
 
Changes from:       August 24, 2010                                  Total Change is:    36,833
    -8,980    -39,423     27,476     -9,887     -2,205     -5,197     -3,937     12,724     19,265     -3,635     -3,734      6,011     15,717     21,916
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       17.3        4.2       45.0       20.3        8.2        7.6       21.6        4.4        4.1        3.3        0.9       22.6       19.8
 
Number of Traders in Each Category                                    Total Traders:       161
         7         23          9         43         24         31         27         20         15          9          5          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 31, 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   243,426
Positions
     2,356     98,270     12,203    152,497          0      8,601     11,932     78,921      9,850          0          0          0     45,987     35,581
 
Changes from:       August 24, 2010                                  Total Change is:     8,024
       320     -1,370     10,058      3,805          0      1,160     -1,303      2,862      2,654          0          0          0     -8,670     -7,340
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       40.4        5.0       62.6        0.0        3.5        4.9       32.4        4.0        0.0        0.0        0.0       18.9       14.6
 
Number of Traders in Each Category                                    Total Traders:        47
         .          8          5         23          0         10          .         11          7          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 31, 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   720,003
Positions
    58,451     57,780     13,028    218,987    196,287     76,595    177,598     81,974     18,174     34,939    156,978      3,741    118,490    115,446
 
Changes from:       August 24, 2010                                  Total Change is:  -112,017
    -3,097    -28,433      3,760        460        573    -26,095    -34,972    -19,221    -22,661    -21,188     -9,476     -1,127     -7,097     -9,337
 
Percent of Open Interest Represented by Each Category of Trader
       8.1        8.0        1.8       30.4       27.3       10.6       24.7       11.4        2.5        4.9       21.8        0.5       16.5       16.0
 
Number of Traders in Each Category                                    Total Traders:       200
        15         18          9         33         40         33         35         26         14          6         27          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 31, 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 1,951,010
Positions
    58,531    266,529    108,890    773,571    378,699    233,697    193,558    432,668    118,782    115,780     60,443     18,100    330,101    333,202
 
Changes from:       August 24, 2010                                  Total Change is:  -104,200
   -37,421    -82,605     52,017   -176,394    -18,706     32,387    -27,507   -143,359     42,097      1,774     -2,898      2,915      5,932     13,952
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       13.7        5.6       39.6       19.4       12.0        9.9       22.2        6.1        5.9        3.1        0.9       16.9       17.1
 
Number of Traders in Each Category                                    Total Traders:       248
        23         31         27         39         47         47         43         44         33         13          8          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 31, 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 1,029,315
Positions
    44,054    139,795     26,118    301,677    322,276    117,876    219,231     71,559     68,359     34,307     45,556      1,267    216,426    236,509
 
Changes from:       August 24, 2010                                  Total Change is:  -147,163
   -39,137    -32,499      7,438        217    -59,184    -14,164    -79,414    -28,421     -8,897    -14,522       -786        -39      1,355    -10,611
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       13.6        2.5       29.3       31.3       11.5       21.3        7.0        6.6        3.3        4.4        0.1       21.0       23.0
 
Number of Traders in Each Category                                    Total Traders:       156
         9         20         12         23         39         36         28         19         17          8         10          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 31, 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   626,057
Positions
   133,635    247,762    215,263     19,489        623      1,308    143,645     37,478     65,896      6,731      2,385      3,234     36,856     52,108
 
Changes from:       August 24, 2010                                  Total Change is:    22,121
     8,349      3,806      8,973      1,912       -262        150      8,746     12,511       -831        784          9       -387     -5,575     -1,848
 
Percent of Open Interest Represented by Each Category of Trader
      21.3       39.6       34.4        3.1        0.1        0.2       22.9        6.0       10.5        1.1        0.4        0.5        5.9        8.3
 
Number of Traders in Each Category                                    Total Traders:       108
        22         24         38          .          .          .         32         12         30          7          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 31, 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 7,875,678
Positions
 1,857,492  3,127,516  1,436,349  1,040,871    291,787    141,540  1,337,512    672,455    932,534    183,912    333,734     69,134    876,334    870,629
 
Changes from:       August 24, 2010                                  Total Change is:   -22,592
    -9,676    -49,116     80,211     -1,297    -29,490     -2,863    -43,588     57,568    -28,320     -9,524     -2,491      8,705    -16,240    -56,796
 
Percent of Open Interest Represented by Each Category of Trader
      23.6       39.7       18.2       13.2        3.7        1.8       17.0        8.5       11.8        2.3        4.2        0.9       11.1       11.1
 
Number of Traders in Each Category                                    Total Traders:       269
        36         59         91         11         10         13         65         51         87          6         19         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 31, 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    14,715
Positions
     3,275      5,271      2,988        942      1,380        207        964      2,850      1,282      4,800        595          0        257        142
 
Changes from:       August 24, 2010                                  Total Change is:     1,946
       -95        145      1,121        -22       -551          0        -55        376        976          0        -66          0         21        -55
 
Percent of Open Interest Represented by Each Category of Trader
      22.3       35.8       20.3        6.4        9.4        1.4        6.6       19.4        8.7       32.6        4.0        0.0        1.7        1.0
 
Number of Traders in Each Category                                    Total Traders:        33
         .          5          .          .          6          .          5          7          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 31, 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    41,078
Positions
    35,609     22,466      1,776      1,030        840         77      2,054      9,510        250          0      6,013          0        282        146
 
Changes from:       August 24, 2010                                  Total Change is:      -560
      -354        310        -92       -219        -91          0        166       -603        -90          0          0          0         29          6
 
Percent of Open Interest Represented by Each Category of Trader
      86.7       54.7        4.3        2.5        2.0        0.2        5.0       23.2        0.6        0.0       14.6        0.0        0.7        0.4
 
Number of Traders in Each Category                                    Total Traders:        28
         .          5          .          .          5          .          4          6          .          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 31, 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    24,350
Positions
    11,627     14,116         30        680          0        736      5,088      6,484        644        711        571          0      4,834      1,769
 
Changes from:       August 24, 2010                                  Total Change is:    -4,629
      -180     -2,104          0         95          0          7     -4,218     -2,189        114         94        -78         -5       -536       -374
 
Percent of Open Interest Represented by Each Category of Trader
      47.7       58.0        0.1        2.8        0.0        3.0       20.9       26.6        2.6        2.9        2.3        0.0       19.9        7.3
 
Number of Traders in Each Category                                    Total Traders:        55
         7          4          .          4          0          .         17         12          4          6          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 31, 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    99,473
Positions
    70,656     37,679      7,079      1,431         74        536          0     31,568      8,044        774      1,832          4     10,949     12,657
 
Changes from:       August 24, 2010                                  Total Change is:     4,253
     3,706      5,104     -1,101        420         69          0          0     -1,547      4,043          0         83        -29     -2,786     -2,369
 
Percent of Open Interest Represented by Each Category of Trader
      71.0       37.9        7.1        1.4        0.1        0.5        0.0       31.7        8.1        0.8        1.8        0.0       11.0       12.7
 
Number of Traders in Each Category                                    Total Traders:        54
         .         11          9          5          .          .          0         29         21          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 31, 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    13,933
Positions
       711     11,921          2     11,277          0          0      1,155      1,229          0          0          0          0        788        781
 
Changes from:       August 24, 2010                                  Total Change is:       -16
        60       -105          2         74          0        -37        -62         74          0          0          0          0        -53         50
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       85.6        0.0       80.9        0.0        0.0        8.3        8.8        0.0        0.0        0.0        0.0        5.7        5.6
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          .          9          0          0          4          4          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated September 3, 2010