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Traders in Financial Futures- Futures Only Positions as of August 17, 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    94,908
Positions
     4,800     59,570      1,420     10,225      9,292        334     34,215      4,698      1,766      5,552      2,215         40     36,556     15,573
 
Changes from:       August 10, 2010                                  Total Change is:   -10,635
     2,229     -9,694        569        582        605        -26     -9,258     -3,996        246        425          9         30     -5,432      1,622
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       62.8        1.5       10.8        9.8        0.4       36.1        5.0        1.9        5.8        2.3        0.0       38.5       16.4
 
Number of Traders in Each Category                                    Total Traders:        63
         .         11          5          .          .          .         30          4          7          8          .          .
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Traders in Financial Futures- Futures Only Positions as of August 17, 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    54,560
Positions
    13,502     34,344        948      2,254        393        472     21,676      7,048         26          0      1,189          0     15,682     10,140
 
Changes from:       August 10, 2010                                  Total Change is:     1,994
    -1,218      1,482          7        192        -34        -29        996        738        -23          0        254          0      2,069       -401
 
Percent of Open Interest Represented by Each Category of Trader
      24.7       62.9        1.7        4.1        0.7        0.9       39.7       12.9        0.0        0.0        2.2        0.0       28.7       18.6
 
Number of Traders in Each Category                                    Total Traders:        40
         5          8          .          .          .          .         14          8          .          0          .          0
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Traders in Financial Futures- Futures Only Positions as of August 17, 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   141,441
Positions
    64,836     71,690        814     18,278     12,832        805     28,986     14,742        587      1,293     17,072          0     25,842     22,899
 
Changes from:       August 10, 2010                                  Total Change is:      -786
     1,668      1,804         12        554        351        -94     -5,701     -1,584        220        428       -250          0      2,127     -1,245
 
Percent of Open Interest Represented by Each Category of Trader
      45.8       50.7        0.6       12.9        9.1        0.6       20.5       10.4        0.4        0.9       12.1        0.0       18.3       16.2
 
Number of Traders in Each Category                                    Total Traders:        84
         8         14          .          7         10          4         24         14         10          .          6          0
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Traders in Financial Futures- Futures Only Positions as of August 17, 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   137,645
Positions
     7,831     85,995      2,265     36,544      8,212      1,357     58,420      6,111        261      1,803      2,636         50     29,114     30,758
 
Changes from:       August 10, 2010                                  Total Change is:       646
       415       -182        254      2,215       -400         55     -2,865     -1,512         29        241        470         50        252      1,882
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       62.5        1.6       26.5        6.0        1.0       42.4        4.4        0.2        1.3        1.9        0.0       21.2       22.3
 
Number of Traders in Each Category                                    Total Traders:        98
         6         18          4         11         10          .         31         15          .          .          4          .
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Traders in Financial Futures- Futures Only Positions as of August 17, 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   250,090
Positions
   115,540     92,408      2,771     22,842     24,813      2,913     35,139     63,817      1,665     18,699     12,667        263     50,258     48,773
 
Changes from:       August 10, 2010                                  Total Change is:    15,814
     6,925     -1,623       -220         31      2,538       -180      1,737     14,587        -30      1,777     -2,359          0      5,774      3,101
 
Percent of Open Interest Represented by Each Category of Trader
      46.2       36.9        1.1        9.1        9.9        1.2       14.1       25.5        0.7        7.5        5.1        0.1       20.1       19.5
 
Number of Traders in Each Category                                    Total Traders:       156
        22         15          7         14         17          7         35         36         19         10          7          .
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Traders in Financial Futures- Futures Only Positions as of August 17, 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   120,329
Positions
    12,759     86,097      1,734     12,059      3,856        327     64,033      7,861        472      2,225      4,373         24     26,696     15,585
 
Changes from:       August 10, 2010                                  Total Change is:     6,280
     2,348      6,352         -2      1,387       -364        -84      2,181      1,014        415       -382       -646         24        393       -429
 
Percent of Open Interest Represented by Each Category of Trader
      10.6       71.6        1.4       10.0        3.2        0.3       53.2        6.5        0.4        1.8        3.6        0.0       22.2       13.0
 
Number of Traders in Each Category                                    Total Traders:        74
         6         14          5          5          .          .         28         11          4          .          4          .
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Traders in Financial Futures- Futures Only Positions as of August 17, 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    34,736
Positions
     4,350     21,905      7,547          0          0          0      7,532      1,206      3,320      5,368         20        602      6,017        136
 
Changes from:       August 10, 2010                                  Total Change is:       417
       644       -539        151          0          0          0     -1,139        786          0          0          0          0        761         19
 
Percent of Open Interest Represented by Each Category of Trader
      12.5       63.1       21.7        0.0        0.0        0.0       21.7        3.5        9.6       15.5        0.1        1.7       17.3        0.4
 
Number of Traders in Each Category                                    Total Traders:        20
         6          6          5          0          0          0          4          .          .          .          .          .
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Traders in Financial Futures- Futures Only Positions as of August 17, 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   111,732
Positions
     8,486     93,220        278     18,608        245        371     76,134     11,582        131      1,530      4,259          0      6,194      1,646
 
Changes from:       August 10, 2010                                  Total Change is:     1,451
        33        450          3        746          0       -146        539        710       -132        -61        -25          0        469        591
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       83.4        0.2       16.7        0.2        0.3       68.1       10.4        0.1        1.4        3.8        0.0        5.5        1.5
 
Number of Traders in Each Category                                    Total Traders:        91
         8         13          .          7          .          .         37         13          .          6          6          0
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Traders in Financial Futures- Futures Only Positions as of August 17, 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    23,627
Positions
     3,400     14,727        124      1,461        120          0     14,480      6,342          0      1,359        549          0      2,803      1,765
 
Changes from:       August 10, 2010                                  Total Change is:    -1,409
       430     -1,609          0        843       -121        -25     -2,383      1,144       -744      1,078       -731          0       -608        677
 
Percent of Open Interest Represented by Each Category of Trader
      14.4       62.3        0.5        6.2        0.5        0.0       61.3       26.8        0.0        5.8        2.3        0.0       11.9        7.5
 
Number of Traders in Each Category                                    Total Traders:        42
         4         11          .          .          .          0          9         10          0          .          .          0
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Traders in Financial Futures- Futures Only Positions as of August 17, 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    48,402
Positions
    22,208     22,356        260      2,944      6,493        718     14,429     11,745        349          0      1,157          0      7,496      5,326
 
Changes from:       August 10, 2010                                  Total Change is:     2,126
    -1,687      1,953         69        235        699        -39      3,532        985       -431          0         30          0        447     -1,140
 
Percent of Open Interest Represented by Each Category of Trader
      45.9       46.2        0.5        6.1       13.4        1.5       29.8       24.3        0.7        0.0        2.4        0.0       15.5       11.0
 
Number of Traders in Each Category                                    Total Traders:        98
        15         19          4          5          7          .         39         10          8          0          .          0
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Traders in Financial Futures- Futures Only Positions as of August 17, 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    96,804
Positions
    44,416     44,712        519      5,887     12,985      1,435     28,858     23,490        698          0      2,313          0     14,991     10,652
 
Changes from:       August 10, 2010                                  Total Change is:     4,251
    -3,373      3,905        138        470      1,398        -78      7,063      1,970       -862          0         60          0        893     -2,280
 
Percent of Open Interest Represented by Each Category of Trader
      45.9       46.2        0.5        6.1       13.4        1.5       29.8       24.3        0.7        0.0        2.4        0.0       15.5       11.0
 
Number of Traders in Each Category                                    Total Traders:        98
        15         19          4          5          7          .         39         10          8          0          .          0
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Traders in Financial Futures- Futures Only Positions as of August 17, 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   884,624
Positions
    69,690    215,444     61,147    425,661    169,158     57,574     80,856    196,286     38,481     16,120     29,793      3,288    131,808    113,453
 
Changes from:       August 10, 2010                                  Total Change is:    14,483
     4,703    -21,530        621     -7,376     12,984      1,752      6,539      2,371     13,199      1,562      2,428       -399     -6,117      3,057
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       24.4        6.9       48.1       19.1        6.5        9.1       22.2        4.3        1.8        3.4        0.4       14.9       12.8
 
Number of Traders in Each Category                                    Total Traders:       536
        30         51         18        110         65         62         93        138         63         22         27          5
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Traders in Financial Futures- Futures Only Positions as of August 17, 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   319,279
Positions
    35,743    116,614     12,103    157,075     42,478      8,402     22,680     57,688      1,606      7,649     14,214          0     74,021     66,174
 
Changes from:       August 10, 2010                                  Total Change is:      -455
       169    -13,443      1,084        334      1,097         11         93     10,531        150        324     -1,316          0     -2,620      1,431
 
Percent of Open Interest Represented by Each Category of Trader
      11.2       36.5        3.8       49.2       13.3        2.6        7.1       18.1        0.5        2.4        4.5        0.0       23.2       20.7
 
Number of Traders in Each Category                                    Total Traders:       134
        12         21          7         35         14         16         17         27         10          .          5          0
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Traders in Financial Futures- Futures Only Positions as of August 17, 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 2,826,725
Positions
   257,235    581,648    157,721  1,359,950    650,420    228,840    430,577    832,689     44,676     57,418     92,960      1,375    288,933    236,396
 
Changes from:       August 10, 2010                                  Total Change is:    74,689
    21,928    -41,177     -1,576    -25,909     72,078     -3,936     87,098     14,068     10,377      4,187     16,718          7    -17,487      8,130
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       20.6        5.6       48.1       23.0        8.1       15.2       29.5        1.6        2.0        3.3        0.0       10.2        8.4
 
Number of Traders in Each Category                                    Total Traders:       493
        30         48         10         88         59         52         94        130         45         19         25          .
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Traders in Financial Futures- Futures Only Positions as of August 17, 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 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    87,942
Positions
     3,989     11,785      4,309     52,692     48,806      3,971     11,951     14,409         31          0          0          0     10,999      4,631
 
Changes from:       August 10, 2010                                  Total Change is:    -1,204
      -438     -5,778        166        617      4,346        285     -1,695       -321         31          0          0          0       -170         67
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       13.4        4.9       59.9       55.5        4.5       13.6       16.4        0.0        0.0        0.0        0.0       12.5        5.3
 
Number of Traders in Each Category                                    Total Traders:        81
         .         10          .         34         12         10         14          8          .          0          0          0
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Traders in Financial Futures- Futures Only Positions as of August 17, 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    86,763
Positions
    25,425     18,712      7,835     13,123     22,623      3,343     20,764     15,299      4,965      1,593      7,050          0      9,715      6,937
 
Changes from:       August 10, 2010                                  Total Change is:      -111
     2,135     -4,744      1,004     -3,594        956          8     -1,445       -813      1,714        406        520          0       -339      1,244
 
Percent of Open Interest Represented by Each Category of Trader
      29.3       21.6        9.0       15.1       26.1        3.9       23.9       17.6        5.7        1.8        8.1        0.0       11.2        8.0
 
Number of Traders in Each Category                                    Total Traders:       226
        22         25          8         28         24         11         60         45         18         13          9          0
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Traders in Financial Futures- Futures Only Positions as of August 17, 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    17,354
Positions
     5,899     10,857        492      1,243        485          0      3,812      1,619          0          0      2,497          0      5,908      1,404
 
Changes from:       August 10, 2010                                  Total Change is:     2,955
     1,229      2,458          0        -62          0          0      1,474        246          0          0          0          0        314        251
 
Percent of Open Interest Represented by Each Category of Trader
      34.0       62.6        2.8        7.2        2.8        0.0       22.0        9.3        0.0        0.0       14.4        0.0       34.0        8.1
 
Number of Traders in Each Category                                    Total Traders:        23
         6          8          .          .          .          0          .          .          0          0          .          0
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Traders in Financial Futures- Futures Only Positions as of August 17, 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   347,043
Positions
   131,785     73,429      2,561     59,402    110,689     16,713    107,082     90,719      2,502      7,965     22,763          0     19,033     27,667
 
Changes from:       August 10, 2010                                  Total Change is:   -15,330
     9,558    -30,982         -6    -17,662      4,780         38     -6,673      2,629        647      2,031      2,599          0     -3,263      4,965
 
Percent of Open Interest Represented by Each Category of Trader
      38.0       21.2        0.7       17.1       31.9        4.8       30.9       26.1        0.7        2.3        6.6        0.0        5.5        8.0
 
Number of Traders in Each Category                                    Total Traders:       222
        22         24          .         26         23         11         60         45         15         13          9          0
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Traders in Financial Futures- Futures Only Positions as of August 17, 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   430,837
Positions
   200,077     46,166     12,414    134,393    156,823     20,036     37,930    152,416      8,648      1,745     15,930         79     15,515     18,325
 
Changes from:       August 10, 2010                                  Total Change is:     9,713
    17,903    -12,699      3,183     -1,925     12,600     -3,136     -6,082      1,598      1,891        -10      6,200         -7     -2,104         83
 
Percent of Open Interest Represented by Each Category of Trader
      46.4       10.7        2.9       31.2       36.4        4.7        8.8       35.4        2.0        0.4        3.7        0.0        3.6        4.3
 
Number of Traders in Each Category                                    Total Traders:       256
        16         20          7         52         45         23         36         70         20          4         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 17, 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    29,751
Positions
     7,746      8,611        602      8,712      1,488        253      3,385      3,121          0        400        975          0      8,653     14,701
 
Changes from:       August 10, 2010                                  Total Change is:      -576
    -1,138       -534        444         47        448        122        639       -390          0       -210          0          0       -480       -666
 
Percent of Open Interest Represented by Each Category of Trader
      26.0       28.9        2.0       29.3        5.0        0.9       11.4       10.5        0.0        1.3        3.3        0.0       29.1       49.4
 
Number of Traders in Each Category                                    Total Traders:        54
        14          9          .          9          .          .          8          7          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 17, 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    52,569
Positions
    30,129     17,483      2,229      7,105      3,355        410      2,809      8,804        736          0        304          0      9,151     19,248
 
Changes from:       August 10, 2010                                  Total Change is:       296
    -1,616      3,611        -56        444        623         12        185      1,808         95          0       -270          0      1,232     -5,527
 
Percent of Open Interest Represented by Each Category of Trader
      57.3       33.3        4.2       13.5        6.4        0.8        5.3       16.7        1.4        0.0        0.6        0.0       17.4       36.6
 
Number of Traders in Each Category                                    Total Traders:        59
        13         10          .          8          .          .          8         16          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 17, 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    34,762
Positions
     1,816        361          0     22,093     28,212      2,773      4,890      1,653          0          0          0          0      3,190      1,763
 
Changes from:       August 10, 2010                                  Total Change is:     4,253
     1,563          0          0        126      5,021         20      2,716       -417          0          0          0          0       -172       -371
 
Percent of Open Interest Represented by Each Category of Trader
       5.2        1.0        0.0       63.6       81.2        8.0       14.1        4.8        0.0        0.0        0.0        0.0        9.2        5.1
 
Number of Traders in Each Category                                    Total Traders:        43
         .          .          0         17         13          7          9          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 17, 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    27,095
Positions
       957      9,248          0     13,740      2,497        694      3,446     12,159          0      2,001        204          0      6,257      2,293
 
Changes from:       August 10, 2010                                  Total Change is:      -420
      -487        -12          0       -514        241         56         75       -383          0          0          0          0        450       -322
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       34.1        0.0       50.7        9.2        2.6       12.7       44.9        0.0        7.4        0.8        0.0       23.1        8.5
 
Number of Traders in Each Category                                    Total Traders:        38
         .          6          0         13          .          5          6          .          0          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 17, 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   715,278
Positions
    22,065    174,330      6,104    367,455    148,536     52,763     47,222    161,717     11,638     35,053     30,422        242    172,736    129,526
 
Changes from:       August 10, 2010                                  Total Change is:   -14,303
     5,299     10,710      2,643    -11,742     -6,693     -7,391    -11,907     -8,828      3,195        251    -10,759         90      5,259      2,730
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       24.4        0.9       51.4       20.8        7.4        6.6       22.6        1.6        4.9        4.3        0.0       24.1       18.1
 
Number of Traders in Each Category                                    Total Traders:       164
         9         24          7         44         25         31         25         23         18          8          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 17, 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   197,029
Positions
     2,036     86,310      1,478    130,847          0      8,009      5,727     64,990        445          0      2,250          0     48,487     33,547
 
Changes from:       August 10, 2010                                  Total Change is:    25,251
         0     10,178     -3,827     27,227          0       -533        -24      6,097         16          0      2,250          0      2,392     11,070
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       43.8        0.8       66.4        0.0        4.1        2.9       33.0        0.2        0.0        1.1        0.0       24.6       17.0
 
Number of Traders in Each Category                                    Total Traders:        40
         .          7          .         19          0          9          .         10          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 17, 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   822,184
Positions
    50,725     85,234     13,280    236,424    203,965     92,375    228,586    107,886     31,832     53,699    172,262      4,416    110,847    110,934
 
Changes from:       August 10, 2010                                  Total Change is:    -7,763
    15,177     -3,402       -305    -24,042       -744     -5,337     10,047    -16,407        883       -673     22,233         30     -3,543     -4,714
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       10.4        1.6       28.8       24.8       11.2       27.8       13.1        3.9        6.5       21.0        0.5       13.5       13.5
 
Number of Traders in Each Category                                    Total Traders:       223
        17         26          8         34         42         37         35         32         19          8         28          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 17, 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 1,992,026
Positions
    68,969    320,421     57,747    995,036    409,073    195,051    199,418    585,964     53,614    116,107     54,838     12,548    293,536    302,770
 
Changes from:       August 10, 2010                                  Total Change is:     9,023
       779    -13,784      7,090     15,062       -656     -8,824      5,182      8,083        366       -366     24,347        424    -10,690     -8,023
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       16.1        2.9       50.0       20.5        9.8       10.0       29.4        2.7        5.8        2.8        0.6       14.7       15.2
 
Number of Traders in Each Category                                    Total Traders:       259
        25         36         22         39         50         48         25         66         42         12          6          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 17, 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 1,093,081
Positions
    56,549    169,716     27,762    299,438    356,522    127,305    288,229     79,575     38,802     50,554     49,726      1,513    202,929    242,160
 
Changes from:       August 10, 2010                                  Total Change is:    19,262
     1,199     -7,835      5,041    -16,999     34,272    -15,705     31,861        835     12,300        467     -1,239        243        855     -8,650
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       15.5        2.5       27.4       32.6       11.6       26.4        7.3        3.5        4.6        4.5        0.1       18.6       22.2
 
Number of Traders in Each Category                                    Total Traders:       159
        10         21         10         22         39         36         23         26         25          8         10          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 17, 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   597,316
Positions
   127,045    255,229    202,520     16,912        885      1,158    138,318     18,438     58,608      7,225      2,329      1,029     44,501     57,120
 
Changes from:       August 10, 2010                                  Total Change is:     3,615
    -1,897      1,175      4,321     -1,627        342          0       -496      2,103     -3,068      4,877          0        278      1,227     -1,536
 
Percent of Open Interest Represented by Each Category of Trader
      21.3       42.7       33.9        2.8        0.1        0.2       23.2        3.1        9.8        1.2        0.4        0.2        7.5        9.6
 
Number of Traders in Each Category                                    Total Traders:       106
        19         29         37          .          .          .         31         11         31          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 17, 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 7,860,333
Positions
 1,823,993  3,160,334  1,425,983  1,030,395    327,581    122,022  1,369,854    568,796    994,396    178,694    311,435     51,293    863,703    898,493
 
Changes from:       August 10, 2010                                  Total Change is:   -81,631
    19,222     -4,001      5,179      2,293    -18,149      7,265    -26,527    -27,660    -14,073      4,237      9,494      2,462    -81,689    -42,148
 
Percent of Open Interest Represented by Each Category of Trader
      23.2       40.2       18.1       13.1        4.2        1.6       17.4        7.2       12.7        2.3        4.0        0.7       11.0       11.4
 
Number of Traders in Each Category                                    Total Traders:       263
        40         57         89         11         10         13         66         48         84          8         14          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 17, 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    11,857
Positions
     3,693      5,894        848        952      1,786        282      1,894      2,050        156      3,800        661          0        232        180
 
Changes from:       August 10, 2010                                  Total Change is:    -2,916
    -2,829     -2,964        131        -91        132       -119         29       -141          0          0          0          0        -37         45
 
Percent of Open Interest Represented by Each Category of Trader
      31.1       49.7        7.2        8.0       15.1        2.4       16.0       17.3        1.3       32.0        5.6        0.0        2.0        1.5
 
Number of Traders in Each Category                                    Total Traders:        36
         4          5          .          .          7          .          6          6          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 17, 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    40,560
Positions
    36,440     22,892        533      1,249      1,317         77      1,766      8,965        250          0      6,444          0        245         82
 
Changes from:       August 10, 2010                                  Total Change is:      -793
    -1,039     -1,268        485          0        207          0       -355       -164        230          0       -250          0       -114        -33
 
Percent of Open Interest Represented by Each Category of Trader
      89.8       56.4        1.3        3.1        3.2        0.2        4.4       22.1        0.6        0.0       15.9        0.0        0.6        0.2
 
Number of Traders in Each Category                                    Total Traders:        32
         .          5          .          .          5          .          8          6          .          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 17, 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    31,979
Positions
    11,163     16,923         30        313          0        797     14,130     10,773        655        640        652          4      4,247      2,145
 
Changes from:       August 10, 2010                                  Total Change is:     3,195
       815        824          0        165       -145          5      2,542      3,673         38       -178       -444          0       -192       -756
 
Percent of Open Interest Represented by Each Category of Trader
      34.9       52.9        0.1        1.0        0.0        2.5       44.2       33.7        2.0        2.0        2.0        0.0       13.3        6.7
 
Number of Traders in Each Category                                    Total Traders:        58
         6          5          .          .          0          .         14         17          4          7          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 17, 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   105,469
Positions
    70,238     30,672     13,905      1,008          0        246         15     34,754      5,088        774      2,371         33     14,162     18,400
 
Changes from:       August 10, 2010                                  Total Change is:     5,099
     2,560     -2,071      1,708          0          0          0         15      1,719        977         97        916       -138       -120      1,988
 
Percent of Open Interest Represented by Each Category of Trader
      66.6       29.1       13.2        1.0        0.0        0.2        0.0       33.0        4.8        0.7        2.2        0.0       13.4       17.4
 
Number of Traders in Each Category                                    Total Traders:        52
         .         12         12          4          0          .          .         28         20          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 17, 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     5,155
Positions
       762      3,723          0      2,437          0          0      1,148      1,350          0        720         45          0         88         37
 
Changes from:       August 10, 2010                                  Total Change is:         4
         0        418          0        -27          0          0         20       -414          0          0          0          0         11          0
 
Percent of Open Interest Represented by Each Category of Trader
      14.8       72.2        0.0       47.3        0.0        0.0       22.3       26.2        0.0       14.0        0.9        0.0        1.7        0.7
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          .          0          0          5          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated August 20, 2010