```
Traders in Financial Futures- Futures Only Positions as of August 24, 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    94,976
Positions
    10,331     49,604      1,118     11,701      9,461        438     26,594     13,860      2,678      7,041          0          0     35,075     17,817
 
Changes from:       August 17, 2010                                  Total Change is:        68
     5,531     -9,966       -302      1,476        169        104     -7,621      9,162        912      1,489     -2,215        -40     -1,481      2,244
 
Percent of Open Interest Represented by Each Category of Trader
      10.9       52.2        1.2       12.3       10.0        0.5       28.0       14.6        2.8        7.4        0.0        0.0       36.9       18.8
 
Number of Traders in Each Category                                    Total Traders:        65
         6          9          4          .          .          .         21         12          7         11          0          0
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Traders in Financial Futures- Futures Only Positions as of August 24, 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    57,316
Positions
    12,608     38,466        939      2,256        387        478     24,583      6,411        254          0        750          0     16,198      9,631
 
Changes from:       August 17, 2010                                  Total Change is:     2,756
      -894      4,122         -9          2         -6          6      2,907       -637        228          0       -439          0        516       -509
 
Percent of Open Interest Represented by Each Category of Trader
      22.0       67.1        1.6        3.9        0.7        0.8       42.9       11.2        0.4        0.0        1.3        0.0       28.3       16.8
 
Number of Traders in Each Category                                    Total Traders:        43
         5          9          .          .          .          .         17          8          .          0          .          0
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Traders in Financial Futures- Futures Only Positions as of August 24, 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   139,333
Positions
    66,053     68,830        932     17,778     13,437        799     26,929     13,501        709      2,046     17,872          0     24,087     23,253
 
Changes from:       August 17, 2010                                  Total Change is:    -2,108
     1,217     -2,860        118       -500        605         -6     -2,057     -1,241        122        753        800          0     -1,755        354
 
Percent of Open Interest Represented by Each Category of Trader
      47.4       49.4        0.7       12.8        9.6        0.6       19.3        9.7        0.5        1.5       12.8        0.0       17.3       16.7
 
Number of Traders in Each Category                                    Total Traders:        85
         9         13          .          6         10          .         24         15          9          .          6          0
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Traders in Financial Futures- Futures Only Positions as of August 24, 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   140,128
Positions
     8,853     84,545      1,667     37,734      8,213      1,360     55,264      7,208      1,553      2,049      2,840          0     31,648     32,742
 
Changes from:       August 17, 2010                                  Total Change is:     2,483
     1,022     -1,450       -598      1,190          1          3     -3,156      1,097      1,292        246        204        -50      2,534      1,984
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       60.3        1.2       26.9        5.9        1.0       39.4        5.1        1.1        1.5        2.0        0.0       22.6       23.4
 
Number of Traders in Each Category                                    Total Traders:        95
         6         18          4         11          9          4         29         15          6          .          4          0
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Traders in Financial Futures- Futures Only Positions as of August 24, 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   245,448
Positions
   120,440     82,301      2,437     22,627     27,849      2,860     29,115     65,757      2,009     18,868     12,217        263     46,829     49,755
 
Changes from:       August 17, 2010                                  Total Change is:    -4,642
     4,900    -10,107       -334       -215      3,036        -53     -6,024      1,940        344        169       -450          0     -3,429        982
 
Percent of Open Interest Represented by Each Category of Trader
      49.1       33.5        1.0        9.2       11.3        1.2       11.9       26.8        0.8        7.7        5.0        0.1       19.1       20.3
 
Number of Traders in Each Category                                    Total Traders:       162
        22         14          6         14         18          7         35         41         17          9          9          .
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Traders in Financial Futures- Futures Only Positions as of August 24, 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   107,434
Positions
    14,380     74,066      2,249     12,259      4,456        327     51,555      5,653      1,682      2,217      3,565         17     22,748     15,419
 
Changes from:       August 17, 2010                                  Total Change is:   -12,895
     1,621    -12,031        515        200        600          0    -12,478     -2,208      1,210         -8       -808         -7     -3,948       -166
 
Percent of Open Interest Represented by Each Category of Trader
      13.4       68.9        2.1       11.4        4.1        0.3       48.0        5.3        1.6        2.1        3.3        0.0       21.2       14.4
 
Number of Traders in Each Category                                    Total Traders:        72
         6         14          6          5          4          .         27         10          6          .          .          .
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Traders in Financial Futures- Futures Only Positions as of August 24, 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    36,185
Positions
     5,282     22,050      7,718          0          0          0      6,872      1,993      3,347          0         20        602     12,364        455
 
Changes from:       August 17, 2010                                  Total Change is:     1,449
       932        145        171          0          0          0       -660        787         27     -5,368          0          0      6,347        319
 
Percent of Open Interest Represented by Each Category of Trader
      14.6       60.9       21.3        0.0        0.0        0.0       19.0        5.5        9.2        0.0        0.1        1.7       34.2        1.3
 
Number of Traders in Each Category                                    Total Traders:        20
         7          6          6          0          0          0          4          .          .          0          .          .
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Traders in Financial Futures- Futures Only Positions as of August 24, 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   101,768
Positions
    11,265     85,997        621     20,827        245        371     61,844      7,185        862      1,189      4,374          0      4,789      2,113
 
Changes from:       August 17, 2010                                  Total Change is:    -9,964
     2,779     -7,223        343      2,219          0          0    -14,290     -4,397        731       -341        115          0     -1,405        467
 
Percent of Open Interest Represented by Each Category of Trader
      11.1       84.5        0.6       20.5        0.2        0.4       60.8        7.1        0.8        1.2        4.3        0.0        4.7        2.1
 
Number of Traders in Each Category                                    Total Traders:        92
        11         11          .          7          .          .         34         17          .          5          6          0
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Traders in Financial Futures- Futures Only Positions as of August 24, 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    20,271
Positions
     2,797     13,489        124        564        254         57     11,989      3,842          0      1,397        280          0      3,343      2,225
 
Changes from:       August 17, 2010                                  Total Change is:    -3,356
      -603     -1,238          0       -897        134         57     -2,491     -2,500          0         38       -269          0        540        460
 
Percent of Open Interest Represented by Each Category of Trader
      13.8       66.5        0.6        2.8        1.3        0.3       59.1       19.0        0.0        6.9        1.4        0.0       16.5       11.0
 
Number of Traders in Each Category                                    Total Traders:        35
         .         11          .          .          .          .          9          5          0          .          .          0
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Traders in Financial Futures- Futures Only Positions as of August 24, 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    44,608
Positions
    21,487     19,333        332      2,625      6,996        601     11,675     10,454        547        150      1,096          0      7,191      5,250
 
Changes from:       August 17, 2010                                  Total Change is:    -3,795
      -721     -3,023         73       -319        503       -117     -2,755     -1,292        198        150        -61          0       -305        -76
 
Percent of Open Interest Represented by Each Category of Trader
      48.2       43.3        0.7        5.9       15.7        1.3       26.2       23.4        1.2        0.3        2.5        0.0       16.1       11.8
 
Number of Traders in Each Category                                    Total Traders:        98
        15         18          4          4          8          .         34         15         10          .          .          0
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Traders in Financial Futures- Futures Only Positions as of August 24, 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    89,215
Positions
    42,974     38,666        664      5,250     13,991      1,202     23,349     20,907      1,094        300      2,191          0     14,382     10,500
 
Changes from:       August 17, 2010                                  Total Change is:    -7,589
    -1,442     -6,046        145       -637      1,006       -233     -5,509     -2,583        396        300       -122          0       -609       -152
 
Percent of Open Interest Represented by Each Category of Trader
      48.2       43.3        0.7        5.9       15.7        1.3       26.2       23.4        1.2        0.3        2.5        0.0       16.1       11.8
 
Number of Traders in Each Category                                    Total Traders:        98
        15         18          4          4          8          .         34         15         10          .          .          0
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Traders in Financial Futures- Futures Only Positions as of August 24, 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   910,530
Positions
    82,538    193,593     60,669    429,139    184,192     59,634     78,017    212,103     62,160     16,706     34,539      4,608    117,060     99,033
 
Changes from:       August 17, 2010                                  Total Change is:    25,906
    12,847    -21,851       -478      3,478     15,035      2,059     -2,839     15,816     23,680        586      4,746      1,320    -14,747    -14,420
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       21.3        6.7       47.1       20.2        6.5        8.6       23.3        6.8        1.8        3.8        0.5       12.9       10.9
 
Number of Traders in Each Category                                    Total Traders:       529
        32         49         18        113         67         65         83        137         59         20         28          .
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Traders in Financial Futures- Futures Only Positions as of August 24, 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   322,706
Positions
    33,346    101,433     17,384    156,190     45,466      9,428     21,816     79,921      1,682      7,866     15,754          0     74,994     51,638
 
Changes from:       August 17, 2010                                  Total Change is:     3,427
    -2,397    -15,181      5,281       -885      2,988      1,026       -864     22,233         76        217      1,540          0        973    -14,536
 
Percent of Open Interest Represented by Each Category of Trader
      10.3       31.4        5.4       48.4       14.1        2.9        6.8       24.8        0.5        2.4        4.9        0.0       23.2       16.0
 
Number of Traders in Each Category                                    Total Traders:       128
        12         20          8         36         16         18         14         23         10          .          5          0
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Traders in Financial Futures- Futures Only Positions as of August 24, 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 2,939,121
Positions
   263,116    477,956    199,269  1,380,690    709,579    235,081    546,967    926,870     36,430     65,949    115,673      1,288    210,331    236,975
 
Changes from:       August 17, 2010                                  Total Change is:   112,396
     5,881   -103,692     41,548     20,740     59,159      6,241    116,390     94,181     -8,246      8,531     22,713        -87    -78,602        579
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       16.3        6.8       47.0       24.1        8.0       18.6       31.5        1.2        2.2        3.9        0.0        7.2        8.1
 
Number of Traders in Each Category                                    Total Traders:       483
        29         45         13         90         61         54         83        132         43         18         25          .
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Traders in Financial Futures- Futures Only Positions as of August 24, 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    88,678
Positions
     6,909      7,801      4,140     51,089     51,462      3,617     11,985     16,456        466          0          0          0     10,472      4,736
 
Changes from:       August 17, 2010                                  Total Change is:       736
     2,920     -3,984       -169     -1,603      2,656       -354         34      2,047        435          0          0          0       -527        105
 
Percent of Open Interest Represented by Each Category of Trader
       7.8        8.8        4.7       57.6       58.0        4.1       13.5       18.6        0.5        0.0        0.0        0.0       11.8        5.3
 
Number of Traders in Each Category                                    Total Traders:        85
         5          8          .         35         12          9         16          9          .          0          0          0
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Traders in Financial Futures- Futures Only Positions as of August 24, 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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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    93,392
Positions
    29,055     14,045     13,962     13,149     24,043      3,152     16,517     17,503      6,970      1,456      6,686         76      9,054      6,955
 
Changes from:       August 17, 2010                                  Total Change is:     6,629
     3,630     -4,667      6,127         26      1,420       -191     -4,247      2,205      2,006       -137       -363         76       -660         18
 
Percent of Open Interest Represented by Each Category of Trader
      31.1       15.0       15.0       14.1       25.7        3.4       17.7       18.7        7.5        1.6        7.2        0.1        9.7        7.4
 
Number of Traders in Each Category                                    Total Traders:       221
        22         25         12         27         27         11         48         49         16         11         11          .
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Traders in Financial Futures- Futures Only Positions as of August 24, 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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NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    22,851
Positions
    10,776     15,790        789      1,143        485          0      4,658      2,706          0          0      2,251          0      5,485        830
 
Changes from:       August 17, 2010                                  Total Change is:     5,497
     4,877      4,933        297       -100          0          0        846      1,087          0          0       -246          0       -423       -574
 
Percent of Open Interest Represented by Each Category of Trader
      47.2       69.1        3.5        5.0        2.1        0.0       20.4       11.8        0.0        0.0        9.9        0.0       24.0        3.6
 
Number of Traders in Each Category                                    Total Traders:        24
         6          9          .          .          .          0          .          .          0          0          .          0
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Traders in Financial Futures- Futures Only Positions as of August 24, 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   352,705
Positions
   154,355     54,232      2,907     60,031    117,789     15,759     90,407    105,097      3,741      7,281     22,177        378     17,846     30,625
 
Changes from:       August 17, 2010                                  Total Change is:     5,662
    22,570    -19,197        346        629      7,100       -954    -16,675     14,378      1,239       -684       -586        378     -1,187      2,958
 
Percent of Open Interest Represented by Each Category of Trader
      43.8       15.4        0.8       17.0       33.4        4.5       25.6       29.8        1.1        2.1        6.3        0.1        5.1        8.7
 
Number of Traders in Each Category                                    Total Traders:       217
        25         21          5         25         26         11         47         50         13         11         11          .
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Traders in Financial Futures- Futures Only Positions as of August 24, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   453,871
Positions
   228,817     46,092     15,953    134,560    164,249     17,625     33,297    164,860      7,802      1,843     16,050         29     13,945     21,211
 
Changes from:       August 17, 2010                                  Total Change is:    23,034
    28,740        -74      3,539        167      7,426     -2,411     -4,633     12,444       -846         98        120        -50     -1,570      2,886
 
Percent of Open Interest Represented by Each Category of Trader
      50.4       10.2        3.5       29.6       36.2        3.9        7.3       36.3        1.7        0.4        3.5        0.0        3.1        4.7
 
Number of Traders in Each Category                                    Total Traders:       255
        17         21          8         51         46         24         31         74         19          4         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 24, 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    32,872
Positions
     7,957      9,167        953     10,267      1,654        235      3,615      3,583          0      1,071        975          0      8,774     16,305
 
Changes from:       August 17, 2010                                  Total Change is:     3,121
       211        556        351      1,555        166        -18        230        462          0        671          0          0        121      1,604
 
Percent of Open Interest Represented by Each Category of Trader
      24.2       27.9        2.9       31.2        5.0        0.7       11.0       10.9        0.0        3.3        3.0        0.0       26.7       49.6
 
Number of Traders in Each Category                                    Total Traders:        59
        16         10          .          9          4          .          8          8          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 24, 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    54,948
Positions
    30,532     18,330      2,382      6,726      3,672        410      2,282      9,752      1,372          0        324          0     11,244     18,706
 
Changes from:       August 17, 2010                                  Total Change is:     2,379
       403        847        153       -379        317          0       -527        948        636          0         20          0      2,093       -542
 
Percent of Open Interest Represented by Each Category of Trader
      55.6       33.4        4.3       12.2        6.7        0.7        4.2       17.7        2.5        0.0        0.6        0.0       20.5       34.0
 
Number of Traders in Each Category                                    Total Traders:        60
        15         10          .          7          5          .          5         17          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 24, 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    34,818
Positions
     1,142        361          0     22,920     28,136      2,911      4,252      1,653          0          0          0          0      3,593      1,757
 
Changes from:       August 17, 2010                                  Total Change is:        56
      -674          0          0        827        -76        138       -638          0          0          0          0          0        403         -6
 
Percent of Open Interest Represented by Each Category of Trader
       3.3        1.0        0.0       65.8       80.8        8.4       12.2        4.7        0.0        0.0        0.0        0.0       10.3        5.0
 
Number of Traders in Each Category                                    Total Traders:        41
         .          .          0         16         13          7          8          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 24, 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    27,529
Positions
       998      9,206        135     14,393      2,800        648      3,783     12,355          0      2,001        204          0      5,571      2,181
 
Changes from:       August 17, 2010                                  Total Change is:       434
        41        -42        135        653        303        -46        337        196          0          0          0          0       -686       -112
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       33.4        0.5       52.3       10.2        2.4       13.7       44.9        0.0        7.3        0.7        0.0       20.2        7.9
 
Number of Traders in Each Category                                    Total Traders:        41
         .          6          .         13          4          5          7          4          0          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 24, 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   743,828
Positions
    31,868    174,111      5,022    361,465    160,745     69,284     63,641    155,821     15,391     35,273     29,352      1,264    160,620    132,838
 
Changes from:       August 17, 2010                                  Total Change is:    28,550
     9,803       -219     -1,082     -5,990     12,209     16,521     16,419     -5,896      3,753        220     -1,070      1,022    -12,116      3,312
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       23.4        0.7       48.6       21.6        9.3        8.6       20.9        2.1        4.7        3.9        0.2       21.6       17.9
 
Number of Traders in Each Category                                    Total Traders:       175
        12         24          6         46         26         37         28         23         18          9          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 24, 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   235,402
Positions
     2,036     99,640      2,145    148,692          0      7,441     13,235     76,059      7,196          0          0          0     54,657     42,921
 
Changes from:       August 17, 2010                                  Total Change is:    38,373
         0     13,330        667     17,845          0       -568      7,508     11,069      6,751          0     -2,250          0      6,170      9,374
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       42.3        0.9       63.2        0.0        3.2        5.6       32.3        3.1        0.0        0.0        0.0       23.2       18.2
 
Number of Traders in Each Category                                    Total Traders:        44
         .          7          4         20          0          9          4         11          7          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 24, 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   832,020
Positions
    61,548     86,213      9,268    218,527    195,714    102,690    212,570    101,195     40,835     56,127    166,454      4,868    125,587    124,783
 
Changes from:       August 17, 2010                                  Total Change is:     9,836
    10,823        979     -4,012    -17,897     -8,251     10,315    -16,016     -6,691      9,003      2,428     -5,808        452     14,740     13,849
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       10.4        1.1       26.3       23.5       12.3       25.5       12.2        4.9        6.7       20.0        0.6       15.1       15.0
 
Number of Traders in Each Category                                    Total Traders:       222
        15         26          5         34         42         37         35         32         16          9         29          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 24, 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 2,055,210
Positions
    95,952    349,134     56,873    949,965    397,405    201,310    221,065    576,027     76,685    114,006     63,341     15,185    324,169    319,250
 
Changes from:       August 17, 2010                                  Total Change is:    63,184
    26,983     28,713       -874    -45,071    -11,668      6,259     21,647     -9,937     23,071     -2,101      8,503      2,637     30,633     16,480
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       17.0        2.8       46.2       19.3        9.8       10.8       28.0        3.7        5.5        3.1        0.7       15.8       15.5
 
Number of Traders in Each Category                                    Total Traders:       272
        34         33         21         39         53         53         32         61         47         13          7          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 24, 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 1,176,478
Positions
    83,191    172,294     18,680    301,460    381,460    132,040    298,645     99,980     77,256     48,829     46,342      1,306    215,071    247,120
 
Changes from:       August 17, 2010                                  Total Change is:    83,397
    26,642      2,578     -9,082      2,022     24,938      4,735     10,416     20,405     38,454     -1,725     -3,384       -207     12,142      4,960
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       14.6        1.6       25.6       32.4       11.2       25.4        8.5        6.6        4.2        3.9        0.1       18.3       21.0
 
Number of Traders in Each Category                                    Total Traders:       168
        15         21         11         22         38         36         31         24         26          8          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 24, 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   603,936
Positions
   125,286    243,956    206,290     17,577        885      1,158    134,899     24,967     66,727      5,947      2,376      3,621     42,431     53,956
 
Changes from:       August 17, 2010                                  Total Change is:     6,620
    -1,759    -11,273      3,770        665          0          0     -3,419      6,529      8,119     -1,278         47      2,592     -2,070     -3,164
 
Percent of Open Interest Represented by Each Category of Trader
      20.7       40.4       34.2        2.9        0.1        0.2       22.3        4.1       11.0        1.0        0.4        0.6        7.0        8.9
 
Number of Traders in Each Category                                    Total Traders:       103
        19         26         35          .          .          .         31         11         28          5          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 24, 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 7,898,270
Positions
 1,867,168  3,176,632  1,356,138  1,042,168    321,277    144,403  1,381,100    614,887    960,854    193,436    336,225     60,429    892,574    927,425
 
Changes from:       August 17, 2010                                  Total Change is:    37,937
    43,175     16,298    -69,845     11,773     -6,304     22,381     11,246     46,091    -33,542     14,742     24,790      9,136     28,871     28,932
 
Percent of Open Interest Represented by Each Category of Trader
      23.6       40.2       17.2       13.2        4.1        1.8       17.5        7.8       12.2        2.4        4.3        0.8       11.3       11.7
 
Number of Traders in Each Category                                    Total Traders:       269
        37         58         91         10         12         13         61         53         85          8         17         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 24, 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    12,769
Positions
     3,370      5,126      1,867        964      1,931        207      1,019      2,474        306      4,800        661          0        236        197
 
Changes from:       August 17, 2010                                  Total Change is:       912
      -323       -768      1,019         12        145        -75       -875        424        150      1,000          0          0          4         17
 
Percent of Open Interest Represented by Each Category of Trader
      26.4       40.1       14.6        7.5       15.1        1.6        8.0       19.4        2.4       37.6        5.2        0.0        1.8        1.5
 
Number of Traders in Each Category                                    Total Traders:        35
         4          5          .          .          6          .          5          7          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 24, 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    41,638
Positions
    35,963     22,156      1,868      1,249        931         77      1,888     10,113        340          0      6,013          0        253        140
 
Changes from:       August 17, 2010                                  Total Change is:     1,078
      -477       -736      1,335          0       -386          0        122      1,148         90          0       -431          0          8         58
 
Percent of Open Interest Represented by Each Category of Trader
      86.4       53.2        4.5        3.0        2.2        0.2        4.5       24.3        0.8        0.0       14.4        0.0        0.6        0.3
 
Number of Traders in Each Category                                    Total Traders:        29
         .          5          .          .          5          .          5          6          .          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 24, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    28,979
Positions
    11,807     16,220         30        585          0        729      9,306      8,673        530        617        649          5      5,370      2,143
 
Changes from:       August 17, 2010                                  Total Change is:    -3,000
       644       -703          0        272          0        -68     -4,824     -2,100       -125        -23         -3          1      1,123         -2
 
Percent of Open Interest Represented by Each Category of Trader
      40.7       56.0        0.1        2.0        0.0        2.5       32.1       29.9        1.8        2.1        2.2        0.0       18.5        7.4
 
Number of Traders in Each Category                                    Total Traders:        61
         8          .          .          4          0          .         22         12          4          7          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 24, 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    95,220
Positions
    66,950     32,575      8,180      1,011          5        536          0     33,115      4,001        774      1,749         33     13,735     15,026
 
Changes from:       August 17, 2010                                  Total Change is:   -10,249
    -3,288      1,903     -5,725          3          5        290        -15     -1,639     -1,087          0       -622          0       -427     -3,374
 
Percent of Open Interest Represented by Each Category of Trader
      70.3       34.2        8.6        1.1        0.0        0.6        0.0       34.8        4.2        0.8        1.8        0.0       14.4       15.8
 
Number of Traders in Each Category                                    Total Traders:        54
         .         11          7          4          .          .          0         30         18          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 24, 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    13,949
Positions
       651     12,026          0     11,203          0         37      1,217      1,155          0          0          0          0        841        731
 
Changes from:       August 17, 2010                                  Total Change is:    -2,038
        89     -2,000        -66       -110          0         16     -1,142        618        -47          0          0          0       -778       -559
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       86.2        0.0       80.3        0.0        0.3        8.7        8.3        0.0        0.0        0.0        0.0        6.0        5.2
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          0          9          0          .          4          5          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated August 27, 2010