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Traders in Financial Futures - Options and Futures Combined 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   107,213
Positions
     4,800     61,151      4,657     10,225      9,292        334     34,842      4,618      5,519      5,804      2,218        763     40,270     18,663
 
Changes from:       August 10, 2010                                  Total Change is:   -10,195
     2,229     -9,514        527        582        605        -26     -9,307     -4,100        580        546         12        -63     -5,262      1,785
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       57.0        4.3        9.5        8.7        0.3       32.5        4.3        5.1        5.4        2.1        0.7       37.6       17.4
 
Number of Traders in Each Category                                    Total Traders:        67
         .         11          8          .          .          .         30          8         14          8          .          .
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Traders in Financial Futures - Options and Futures Combined 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    58,743
Positions
    13,489     33,743      2,667      2,254        393        472     21,472      7,337      2,051          0      1,189          0     16,337     10,890
 
Changes from:       August 10, 2010                                  Total Change is:     2,515
    -1,213      1,307        220        192        -34        -29      1,042        860        435          0        254          0      1,868       -498
 
Percent of Open Interest Represented by Each Category of Trader
      23.0       57.4        4.5        3.8        0.7        0.8       36.6       12.5        3.5        0.0        2.0        0.0       27.8       18.5
 
Number of Traders in Each Category                                    Total Traders:        41
         4          9          4          .          .          .         14          9          8          0          .          0
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Traders in Financial Futures - Options and Futures Combined 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   159,157
Positions
    66,960     70,343      8,030     18,278     13,375        805     26,096     14,647      9,654      1,293     16,531        541     27,501     25,230
 
Changes from:       August 10, 2010                                  Total Change is:    -5,050
    -1,523      1,453       -526        554        386        -94     -4,187     -2,271     -2,234        428       -522        270      2,262     -1,511
 
Percent of Open Interest Represented by Each Category of Trader
      42.1       44.2        5.0       11.5        8.4        0.5       16.4        9.2        6.1        0.8       10.4        0.3       17.3       15.9
 
Number of Traders in Each Category                                    Total Traders:        89
        11         12         10          7         12          4         21         19         20          .          6          .
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Traders in Financial Futures - Options and Futures Combined 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   152,254
Positions
     9,707     84,916      6,640     36,585      8,616      1,535     58,159      6,060      6,940      1,739      3,062        114     30,836     34,373
 
Changes from:       August 10, 2010                                  Total Change is:     1,023
       298       -134        392      2,185       -399         65     -2,697     -1,773        311        180        515        111        178      1,934
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       55.8        4.4       24.0        5.7        1.0       38.2        4.0        4.6        1.1        2.0        0.1       20.3       22.6
 
Number of Traders in Each Category                                    Total Traders:       108
         8         16          8         12         11          4         33         19         19          .          7          .
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Traders in Financial Futures - Options and Futures Combined 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   306,755
Positions
   113,738     88,319     25,818     22,798     25,032      2,961     32,170     62,062     31,371     18,496     12,375      2,041     57,361     56,775
 
Changes from:       August 10, 2010                                  Total Change is:    16,467
      -585     -2,160      3,464         29      2,587       -175      6,866     14,883     -3,439      1,795     -3,186      1,102      7,410      3,391
 
Percent of Open Interest Represented by Each Category of Trader
      37.1       28.8        8.4        7.4        8.2        1.0       10.5       20.2       10.2        6.0        4.0        0.7       18.7       18.5
 
Number of Traders in Each Category                                    Total Traders:       175
        23         16         18         14         19          8         32         45         42         10         16         13
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Traders in Financial Futures - Options and Futures Combined 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   128,643
Positions
    12,894     86,128      4,771     12,059      4,440        327     64,117      7,779      2,461      2,225      4,379        453     29,336     17,905
 
Changes from:       August 10, 2010                                  Total Change is:     6,697
     2,357      6,597        -86      1,387       -297        -84      2,339        957        259       -382       -662         34        872        -22
 
Percent of Open Interest Represented by Each Category of Trader
      10.0       67.0        3.7        9.4        3.5        0.3       49.8        6.0        1.9        1.7        3.4        0.4       22.8       13.9
 
Number of Traders in Each Category                                    Total Traders:        77
         6         14          8          5          4          .         30         11         11          .          4          .
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Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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    49,239
Positions
    22,208     22,354        270      2,944      6,493        718     14,274     11,463      1,084          0      1,231        145      7,596      5,481
 
Changes from:       August 10, 2010                                  Total Change is:     2,099
    -1,686      1,947         74        235        699        -39      3,548      1,053       -485          0          8         10        443     -1,168
 
Percent of Open Interest Represented by Each Category of Trader
      45.1       45.4        0.5        6.0       13.2        1.5       29.0       23.3        2.2        0.0        2.5        0.3       15.4       11.1
 
Number of Traders in Each Category                                    Total Traders:        99
        15         19          6          5          7          .         38         11         13          0          4          .
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Traders in Financial Futures - Options and Futures Combined 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    98,478
Positions
    44,416     44,707        541      5,887     12,985      1,435     28,549     22,926      2,169          0      2,463        291     15,191     10,962
 
Changes from:       August 10, 2010                                  Total Change is:     4,199
    -3,373      3,893        148        470      1,398        -78      7,096      2,107       -969          0         17         20        886     -2,336
 
Percent of Open Interest Represented by Each Category of Trader
      45.1       45.4        0.5        6.0       13.2        1.5       29.0       23.3        2.2        0.0        2.5        0.3       15.4       11.1
 
Number of Traders in Each Category                                    Total Traders:        99
        15         19          6          5          7          .         38         11         13          0          4          .
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Traders in Financial Futures - Options and Futures Combined 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 1,007,404
Positions
    69,916    214,708     70,147    425,451    169,513     58,825     78,082    190,744    134,572     15,873     29,899     13,717    140,821    125,279
 
Changes from:       August 10, 2010                                  Total Change is:    17,001
     4,346    -21,365        742     -6,955     13,529      1,088      5,994      2,826     16,061      1,359      1,248        759     -6,392      2,114
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       21.3        7.0       42.2       16.8        5.8        7.8       18.9       13.4        1.6        3.0        1.4       14.0       12.4
 
Number of Traders in Each Category                                    Total Traders:       570
        32         51         31        110         65         64         95        155        112         25         37         28
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Traders in Financial Futures - Options and Futures Combined 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   402,529
Positions
    35,745    115,460     18,463    156,863     42,756      9,551     26,862     59,647     60,818      7,595     14,846      6,848     79,784     74,140
 
Changes from:       August 10, 2010                                  Total Change is:     2,636
       161    -13,380        926        771      1,601       -656      2,270     13,538      1,445        310     -2,314        670     -3,259        807
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       28.7        4.6       39.0       10.6        2.4        6.7       14.8       15.1        1.9        3.7        1.7       19.8       18.4
 
Number of Traders in Each Category                                    Total Traders:       156
        12         21         13         35         14         17         24         35         49          4         11          9
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Traders in Financial Futures - Options and Futures Combined 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 3,024,375
Positions
   255,556    580,944    173,718  1,359,959    650,804    229,348    422,512    821,896    202,361     56,386     90,263     19,346    305,188    255,695
 
Changes from:       August 10, 2010                                  Total Change is:    71,822
    20,311    -40,538       -308    -25,984     72,283     -3,925     88,023     15,843      3,680      3,177     15,741      2,511    -15,664      6,535
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       19.2        5.7       45.0       21.5        7.6       14.0       27.2        6.7        1.9        3.0        0.6       10.1        8.5
 
Number of Traders in Each Category                                    Total Traders:       510
        32         48         24         88         59         54         93        140         95         21         29         20
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Traders in Financial Futures - Options and Futures Combined 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    87,943
Positions
     3,989     11,785      4,309     52,692     48,806      3,971     11,951     14,409         31          0          0          0     11,000      4,632
 
Changes from:       August 10, 2010                                  Total Change is:    -1,209
      -438     -5,778        166        617      4,346        285     -1,695       -321         31          0          0          0       -175         62
 
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 - Options and Futures Combined 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    87,965
Positions
    25,387     18,723      7,929     13,123     22,623      3,343     20,813     15,292      5,755      1,593      7,012        160      9,862      7,128
 
Changes from:       August 10, 2010                                  Total Change is:      -130
     2,170     -4,739        972     -3,594        956          8     -1,466       -790      1,706        409        561        -14       -321      1,210
 
Percent of Open Interest Represented by Each Category of Trader
      28.9       21.3        9.0       14.9       25.7        3.8       23.7       17.4        6.5        1.8        8.0        0.2       11.2        8.1
 
Number of Traders in Each Category                                    Total Traders:       230
        23         25         10         28         24         11         59         47         29         15          9          .
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Traders in Financial Futures - Options and Futures Combined 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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NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    17,361
Positions
     5,899     10,857        492      1,243        485          0      3,812      1,619          0          0      2,497          0      5,915      1,411
 
Changes from:       August 10, 2010                                  Total Change is:     2,950
     1,229      2,458          0        -62          0          0      1,474        246          0          0          0          0        309        246
 
Percent of Open Interest Represented by Each Category of Trader
      34.0       62.5        2.8        7.2        2.8        0.0       22.0        9.3        0.0        0.0       14.4        0.0       34.1        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 - Options and Futures Combined 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   353,016
Positions
   131,536     73,428      3,085     59,402    110,689     16,713    107,324     90,688      6,456      7,966     22,575        800     19,735     28,582
 
Changes from:       August 10, 2010                                  Total Change is:   -15,401
     9,712    -30,974       -151    -17,662      4,780         38     -6,774      2,743        605      2,046      2,806        -68     -3,147      4,821
 
Percent of Open Interest Represented by Each Category of Trader
      37.3       20.8        0.9       16.8       31.4        4.7       30.4       25.7        1.8        2.3        6.4        0.2        5.6        8.1
 
Number of Traders in Each Category                                    Total Traders:       226
        23         24          6         26         23         11         59         47         26         15          9          .
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Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   432,842
Positions
   200,077     46,166     12,414    134,393    156,823     20,036     37,762    152,416     10,211      1,839     15,963        196     15,914     18,617
 
Changes from:       August 10, 2010                                  Total Change is:     9,574
    17,903    -12,520      3,004     -1,925     12,600     -3,136     -5,907      1,805      1,560         -5      6,211        -25     -1,894         74
 
Percent of Open Interest Represented by Each Category of Trader
      46.2       10.7        2.9       31.0       36.2        4.6        8.7       35.2        2.4        0.4        3.7        0.0        3.7        4.3
 
Number of Traders in Each Category                                    Total Traders:       259
        16         20          7         52         45         23         38         71         28          5         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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:      -577
    -1,138       -534        444         46        448        122        639       -390          0       -210          0          0       -480       -667
 
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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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   850,636
Positions
    20,425    158,389     44,458    371,637    147,657     55,757     34,767    161,911     84,916     34,139     32,400      8,733    195,804    156,416
 
Changes from:       August 10, 2010                                  Total Change is:    31,334
     3,983      5,531     17,715    -12,177     -6,119     -7,516    -17,995     -9,421     34,816      4,489     -8,986     -1,379      9,398      6,694
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       18.6        5.2       43.7       17.4        6.6        4.1       19.0       10.0        4.0        3.8        1.0       23.0       18.4
 
Number of Traders in Each Category                                    Total Traders:       170
        10         23         23         44         26         36         21         31         37          8          7          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   197,737
Positions
     2,036     86,310      1,478    130,853          0      8,009      5,727     65,048        523          0      2,250          0     49,111     34,119
 
Changes from:       August 10, 2010                                  Total Change is:    25,471
         0     10,178     -3,827     27,217          0       -533        -24      6,104         58          0      2,250          0      2,580     11,241
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       43.6        0.7       66.2        0.0        4.1        2.9       32.9        0.3        0.0        1.1        0.0       24.8       17.3
 
Number of Traders in Each Category                                    Total Traders:        40
         .          7          .         19          0          9          .         10          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   885,472
Positions
    45,022     81,241     28,350    237,029    204,375     92,721    210,114     96,550     88,963     53,699    162,731     15,350    114,224    115,191
 
Changes from:       August 10, 2010                                  Total Change is:    -5,852
    15,168     -4,795       -822    -24,340       -891     -5,359      6,456    -18,235      7,666       -673     22,065        -37     -3,910     -5,444
 
Percent of Open Interest Represented by Each Category of Trader
       5.1        9.2        3.2       26.8       23.1       10.5       23.7       10.9       10.0        6.1       18.4        1.7       12.9       13.0
 
Number of Traders in Each Category                                    Total Traders:       233
        19         27         16         34         45         38         38         33         30          8         28         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 2,718,710
Positions
    63,350    290,456    278,336    951,878    466,979    304,888    220,811    486,621    406,561     71,717     57,987     97,093    324,076    329,789
 
Changes from:       August 10, 2010                                  Total Change is:    65,745
    -3,567    -26,165     35,516        385     -1,980      8,561        910       -544     27,776        730     26,857        227     -4,794     -4,503
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       10.7       10.2       35.0       17.2       11.2        8.1       17.9       15.0        2.6        2.1        3.6       11.9       12.1
 
Number of Traders in Each Category                                    Total Traders:       271
        29         32         53         41         51         52         38         59         68         13          8         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,211,603
Positions
    34,541    152,430     88,053    299,061    375,337    128,533    287,583     58,413     90,699     49,324     46,903     12,504    221,304    258,730
 
Changes from:       August 10, 2010                                  Total Change is:    15,827
    -5,770    -13,779     14,230    -17,140     36,653    -19,849     28,693       -767     17,882      7,420       -614    -10,128        489     -7,802
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       12.6        7.3       24.7       31.0       10.6       23.7        4.8        7.5        4.1        3.9        1.0       18.3       21.4
 
Number of Traders in Each Category                                    Total Traders:       164
        10         21         19         22         40         38         25         27         34          9         10          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,273,804
Positions
   132,360    249,528    282,908     43,811        321    193,464    101,489     19,908    458,135      9,365      4,867      3,386     48,885     61,287
 
Changes from:       August 10, 2010                                  Total Change is:     4,808
    -2,626       -976      5,969     -3,610         49      1,874       -493      1,360     -1,876      4,454       -166        602        513     -2,029
 
Percent of Open Interest Represented by Each Category of Trader
      10.4       19.6       22.2        3.4        0.0       15.2        8.0        1.6       36.0        0.7        0.4        0.3        3.8        4.8
 
Number of Traders in Each Category                                    Total Traders:       116
        22         29         43          .          .          .         31         17         41          6          .          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 is13,713,592
Positions
 1,734,785  3,257,359  2,839,614  1,034,068    292,748    737,308  1,259,900    317,864  4,643,377    177,004    316,141    357,632    929,905    951,550
 
Changes from:       August 10, 2010                                  Total Change is:  -200,614
    50,770     10,149    -74,544     -1,531     -4,748    -24,369    -34,470    -23,303    -37,449      4,641      8,917      5,210    -88,871    -60,477
 
Percent of Open Interest Represented by Each Category of Trader
      12.7       23.8       20.7        7.5        2.1        5.4        9.2        2.3       33.9        1.3        2.3        2.6        6.8        6.9
 
Number of Traders in Each Category                                    Total Traders:       294
        30         70         95         11         13         21         68         68        115          9         19         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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    32,292
Positions
    11,163     16,879        160        313          0        797     14,090     10,780        798        640        652          4      4,327      2,224
 
Changes from:       August 10, 2010                                  Total Change is:     3,202
       746        822         42        165       -145          5      2,573      3,680         31       -178       -444          0       -182       -789
 
Percent of Open Interest Represented by Each Category of Trader
      34.6       52.3        0.5        1.0        0.0        2.5       43.6       33.4        2.5        2.0        2.0        0.0       13.4        6.9
 
Number of Traders in Each Category                                    Total Traders:        61
         6          5          .          .          0          .         16         17          8          8          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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