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MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 2010                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    34,609:     1,150      2,023      5,250     22,942     20,317     29,342     27,591:     5,266      7,018
Old  :    34,609:     1,150      2,023      5,250     22,942     20,317     29,342     27,591:     5,266      7,018
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 10, 2010                      :
     :       634:         6       -354         30        545        684        581        360:        53        274
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.3        5.8       15.2       66.3       58.7       84.8       79.7:      15.2       20.3
Old  :     100.0:       3.3        5.8       15.2       66.3       58.7       84.8       79.7:      15.2       20.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        67:         9         11         14         39         33         58         48:
Old  :        67:         9         11         14         39         33         58         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.2       36.4       51.9       48.0       39.1       33.4       50.0       42.3
Old  :                 39.2       36.4       51.9       48.0       39.1       33.4       50.0       42.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 2010                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   227,851:    57,356     17,694     59,884     88,368    112,830    205,608    190,408:    22,243     37,443
Old  :    99,935:    34,263     35,930     10,326     48,440     39,816     93,029     86,072:     6,907     13,864
Other:   127,915:    44,506      3,177     28,145     39,928     73,014    112,579    104,337:    15,337     23,579
     :          :                                                                            :
     :          :          Changes in Commitments from: August 10, 2010                      :
     :   -16,594:    -4,207        882     -6,823     -3,766     -7,655    -14,796    -13,596:    -1,797     -2,997
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2        7.8       26.3       38.8       49.5       90.2       83.6:       9.8       16.4
Old  :     100.0:      34.3       36.0       10.3       48.5       39.8       93.1       86.1:       6.9       13.9
Other:     100.0:      34.8        2.5       22.0       31.2       57.1       88.0       81.6:      12.0       18.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       239:        97         58         92         46         56        195        167:
Old  :       214:        73         74         40         29         51        122        145:
Other:       192:        88         26         57         44         53        157        119:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.8       24.7       32.0       33.2       20.8       24.1       31.7       30.8
Old  :                 29.1       26.2       44.5       37.0       29.1       26.2       44.5       37.0
Other:                 21.8       25.6       33.5       36.0       21.7       24.6       32.2       33.9
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 2010                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   415,127:   138,953     23,129    108,456    138,332    212,212    385,741    343,797:    29,387     71,330
Old  :   415,127:   138,953     23,129    108,456    138,332    212,212    385,741    343,797:    29,387     71,330
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 10, 2010                      :
     :     7,210:     2,364        424      7,299      1,099      1,934     10,762      9,657:    -3,552     -2,447
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.5        5.6       26.1       33.3       51.1       92.9       82.8:       7.1       17.2
Old  :     100.0:      33.5        5.6       26.1       33.3       51.1       92.9       82.8:       7.1       17.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       423:       167         51        115         92        179        309        309:
Old  :       423:       167         51        115         92        179        309        309:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.5       17.3       24.7       26.5       15.1       15.1       23.9       21.8
Old  :                 15.5       17.3       24.7       26.5       15.1       15.1       23.9       21.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 2010                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :    10,163:     3,664      4,463      1,297      3,185      2,593      8,146      8,353:     2,017      1,810
Old  :    10,163:     3,664      4,463      1,297      3,185      2,593      8,146      8,353:     2,017      1,810
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 10, 2010                      :
     :      -224:       -72        325       -201        206       -305        -66       -180:      -158        -44
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.1       43.9       12.8       31.3       25.5       80.2       82.2:      19.8       17.8
Old  :     100.0:      36.1       43.9       12.8       31.3       25.5       80.2       82.2:      19.8       17.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:        22         30         17         19         19         57         55:
Old  :        83:        22         30         17         19         19         57         55:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.6       24.4       47.6       39.1       32.6       24.4       45.4       37.7
Old  :                 32.6       24.4       47.6       39.1       32.6       24.4       45.4       37.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 2010                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    36,673:    11,889      4,502      6,908     11,297      7,764     30,094     19,174:     6,579     17,500
Old  :    36,673:    11,889      4,502      6,908     11,297      7,764     30,094     19,174:     6,579     17,500
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 10, 2010                      :
     :    -1,326:      -286       -469        194       -379        225       -470        -49:      -856     -1,277
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4       12.3       18.8       30.8       21.2       82.1       52.3:      17.9       47.7
Old  :     100.0:      32.4       12.3       18.8       30.8       21.2       82.1       52.3:      17.9       47.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       149:        44         20         38         53         52        117         97:
Old  :       149:        44         20         38         53         52        117         97:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.8       14.7       28.7       22.6       16.3       13.4       25.3       18.5
Old  :                 17.8       14.7       28.7       22.6       16.3       13.4       25.3       18.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 2010                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF RUB 2,500,000)                                               :
     :          :                                                                            :
All  :    34,736:     8,500         20        602     19,617     33,978     28,719     34,600:     6,017        136
Old  :    34,736:     8,500         20        602     19,617     33,978     28,719     34,600:     6,017        136
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 10, 2010                      :
     :       417:    -1,254          0          0        910        398       -344        398:       761         19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5        0.1        1.7       56.5       97.8       82.7       99.6:      17.3        0.4
Old  :     100.0:      24.5        0.1        1.7       56.5       97.8       82.7       99.6:      17.3        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         5          1          1         11         10         17         11:
Old  :        20:         5          1          1         11         10         17         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.8       80.7       75.1       96.6       40.4       61.7       48.0       66.5
Old  :                 57.8       80.7       75.1       96.6       40.4       61.7       48.0       66.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 2010                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CAD 100,000)                                                 :
     :          :                                                                            :
All  :   107,213:    34,888      4,560      5,470     26,585     78,521     66,943     88,551:    40,270     18,663
Old  :   107,213:    34,888      4,560      5,470     26,585     78,521     66,943     88,551:    40,270     18,663
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 10, 2010                      :
     :   -10,195:   -12,180       -486        388      6,859    -11,882     -4,933    -11,979:    -5,262      1,785
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.5        4.3        5.1       24.8       73.2       62.4       82.6:      37.6       17.4
Old  :     100.0:      32.5        4.3        5.1       24.8       73.2       62.4       82.6:      37.6       17.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        67:        29          9         13         23         20         58         36:
Old  :        67:        29          9         13         23         20         58         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.2       46.7       28.1       63.7       18.2       46.0       27.8       61.8
Old  :                 18.2       46.7       28.1       63.7       18.2       46.0       27.8       61.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 2010                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CHF 125,000)                                                 :
     :          :                                                                            :
All  :    58,743:    17,568      6,826      2,006     22,831     39,020     42,405     47,852:    16,337     10,890
Old  :    58,743:    17,568      6,826      2,006     22,831     39,020     42,405     47,852:    16,337     10,890
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 10, 2010                      :
     :     2,515:     1,304        534        458     -1,116      2,021        647      3,013:     1,868       -498
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9       11.6        3.4       38.9       66.4       72.2       81.5:      27.8       18.5
Old  :     100.0:      29.9       11.6        3.4       38.9       66.4       72.2       81.5:      27.8       18.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        12         10          7         11         15         28         27:
Old  :        41:        12         10          7         11         15         28         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.5       53.4       51.0       64.4       36.5       51.5       50.6       61.2
Old  :                 36.5       53.4       51.0       64.4       36.5       51.5       50.6       61.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 2010                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF MXN 500,000)                                                 :
     :          :                                                                            :
All  :   111,732:    81,187     10,634          0     24,351     99,452    105,538    110,086:     6,194      1,646
Old  :   111,732:    81,187     10,634          0     24,351     99,452    105,538    110,086:     6,194      1,646
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 10, 2010                      :
     :     1,451:       563      2,379       -234        653     -1,285        982        860:       469        591
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.7        9.5        0.0       21.8       89.0       94.5       98.5:       5.5        1.5
Old  :     100.0:      72.7        9.5        0.0       21.8       89.0       94.5       98.5:       5.5        1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        91:        44         14          0         18         20         62         34:
Old  :        91:        44         14          0         18         20         62         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.7       59.4       71.4       77.8       54.7       59.4       71.4       77.4
Old  :                 54.7       59.4       71.4       77.8       54.7       59.4       71.4       77.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 2010                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF GBP 62,500)                                                  :
     :          :                                                                            :
All  :   159,157:    31,172     34,980      9,969     90,515     88,977    131,656    133,926:    27,501     25,230
Old  :   159,157:    31,172     34,980      9,969     90,515     88,977    131,656    133,926:    27,501     25,230
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 10, 2010                      :
     :    -5,050:    -2,474      3,809     -3,065     -1,773     -4,282     -7,312     -3,539:     2,262     -1,511
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       22.0        6.3       56.9       55.9       82.7       84.1:      17.3       15.9
Old  :     100.0:      19.6       22.0        6.3       56.9       55.9       82.7       84.1:      17.3       15.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        89:        24         30         21         21         28         56         68:
Old  :        89:        24         30         21         21         28         56         68:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.1       42.9       49.1       52.5       35.6       42.9       47.5       52.2
Old  :                 36.1       42.9       49.1       52.5       35.6       42.9       47.5       52.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 2010                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 12,500,000)                                              :
     :          :                                                                            :
All  :   152,254:    63,299     12,606      7,061     51,058     98,215    121,418    117,882:    30,836     34,373
Old  :   152,254:    63,299     12,606      7,061     51,058     98,215    121,418    117,882:    30,836     34,373
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 10, 2010                      :
     :     1,023:    -2,421       -365        418      2,848       -965        845       -911:       178      1,934
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.6        8.3        4.6       33.5       64.5       79.7       77.4:      20.3       22.6
Old  :     100.0:      41.6        8.3        4.6       33.5       64.5       79.7       77.4:      20.3       22.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       108:        38         28         16         28         30         71         69:
Old  :       108:        38         28         16         28         30         71         69:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.2       45.0       40.5       54.3       30.0       43.0       39.8       52.0
Old  :                 30.2       45.0       40.5       54.3       30.0       43.0       39.8       52.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 2010                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :   306,755:    60,312     71,789     37,058    152,024    141,133    249,394    249,979:    57,361     56,775
Old  :   306,755:    60,312     71,789     37,058    152,024    141,133    249,394    249,979:    57,361     56,775
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 10, 2010                      :
     :    16,467:     8,690     15,836     -3,611      3,978        852      9,057     13,076:     7,410      3,391
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       23.4       12.1       49.6       46.0       81.3       81.5:      18.7       18.5
Old  :     100.0:      19.7       23.4       12.1       49.6       46.0       81.3       81.5:      18.7       18.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       175:        49         64         54         41         48        121        135:
Old  :       175:        49         64         54         41         48        121        135:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.0       35.1       37.3       42.7       27.7       35.0       33.9       40.9
Old  :                 29.0       35.1       37.3       42.7       27.7       35.0       33.9       40.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 2010                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZD 100,000)                                                 :
     :          :                                                                            :
All  :    23,627:    17,595      5,456          0      3,229     16,406     20,824     21,862:     2,803      1,765
Old  :    23,627:    17,595      5,456          0      3,229     16,406     20,824     21,862:     2,803      1,765
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 10, 2010                      :
     :    -1,409:    -1,397       -992       -744      1,340       -350       -801     -2,086:      -608        677
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.5       23.1        0.0       13.7       69.4       88.1       92.5:      11.9        7.5
Old  :     100.0:      74.5       23.1        0.0       13.7       69.4       88.1       92.5:      11.9        7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        12         11          0          7         13         19         24:
Old  :        42:        12         11          0          7         13         19         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.7       59.1       76.2       78.3       62.7       59.1       76.2       78.3
Old  :                 62.7       59.1       76.2       78.3       62.7       59.1       76.2       78.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 2010                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000)                                                  :
     :          :                                                                            :
All  :13,713,592: 1,332,618    362,081  5,157,335  6,293,734  7,242,627 12,783,687 12,762,042:   929,905    951,550
Old  :13,713,592: 1,332,618    362,081  5,157,335  6,293,734  7,242,627 12,783,687 12,762,042:   929,905    951,550
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 10, 2010                      :
     :  -200,614:   -46,655     -8,717    -48,584    -16,504    -82,836   -111,743   -140,136:   -88,871    -60,477
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7        2.6       37.6       45.9       52.8       93.2       93.1:       6.8        6.9
Old  :     100.0:       9.7        2.6       37.6       45.9       52.8       93.2       93.1:       6.8        6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       294:        64         67        112        146        152        272        273:
Old  :       294:        64         67        112        146        152        272        273:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.3       23.9       33.1       35.9       15.7       14.2       21.7       18.4
Old  :                 21.3       23.9       33.1       35.9       15.7       14.2       21.7       18.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                      Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 2010                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  : 1,007,404:    69,651     91,535     75,009    721,923    715,581    866,583    882,125:   140,821    125,279
Old  : 1,007,404:    69,651     91,535     75,009    721,923    715,581    866,583    882,125:   140,821    125,279
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 10, 2010                      :
     :    17,001:     3,441     -1,676     12,904      7,049      3,660     23,393     14,887:    -6,392      2,114
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9        9.1        7.4       71.7       71.0       86.0       87.6:      14.0       12.4
Old  :     100.0:       6.9        9.1        7.4       71.7       71.0       86.0       87.6:      14.0       12.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       570:       107        126        108        228        236        401        404:
Old  :       570:       107        126        108        228        236        401        404:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.5       11.1       23.9       18.7       12.6        9.1       19.8       15.0
Old  :                 15.5       11.1       23.9       18.7       12.6        9.1       19.8       15.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 2010                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   402,529:    23,096     52,407     29,853    269,796    246,129    322,746    328,389:    79,784     74,140
Old  :   402,529:    23,096     52,407     29,853    269,796    246,129    322,746    328,389:    79,784     74,140
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 10, 2010                      :
     :     2,636:       432     10,533      1,346      4,118    -10,049      5,896      1,830:    -3,259        807
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7       13.0        7.4       67.0       61.1       80.2       81.6:      19.8       18.4
Old  :     100.0:       5.7       13.0        7.4       67.0       61.1       80.2       81.6:      19.8       18.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       156:        25         33         39         80         67        130        114:
Old  :       156:        25         33         39         80         67        130        114:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.0       18.3       26.7       29.2       17.8       18.3       25.6       27.7
Old  :                 19.0       18.3       26.7       29.2       17.8       18.3       25.6       27.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 2010                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 3,024,375:   351,070    313,934    107,481  2,260,635  2,347,264  2,719,186  2,768,679:   305,188    255,695
Old  : 3,024,375:   351,070    313,934    107,481  2,260,635  2,347,264  2,719,186  2,768,679:   305,188    255,695
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 10, 2010                      :
     :    71,822:    59,252    -16,836     13,581     14,653     68,542     87,486     65,287:   -15,664      6,535
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       10.4        3.6       74.7       77.6       89.9       91.5:      10.1        8.5
Old  :     100.0:      11.6       10.4        3.6       74.7       77.6       89.9       91.5:      10.1        8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       510:        95        108         86        199        215        344        359:
Old  :       510:        95        108         86        199        215        344        359:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       11.3       29.3       19.9       15.7        8.9       24.5       16.2
Old  :                 19.2       11.3       29.3       19.9       15.7        8.9       24.5       16.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 2010                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :    87,943:    11,775      7,393         31     65,137     75,887     76,943     83,311:    11,000      4,632
Old  :    87,943:    11,775      7,393         31     65,137     75,887     76,943     83,311:    11,000      4,632
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 10, 2010                      :
     :    -1,209:    -1,156        296         31         91     -1,598     -1,034     -1,271:      -175         62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4        8.4        0.0       74.1       86.3       87.5       94.7:      12.5        5.3
Old  :     100.0:      13.4        8.4        0.0       74.1       86.3       87.5       94.7:      12.5        5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        81:         9          3          1         46         35         56         38:
Old  :        81:         9          3          1         46         35         56         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.8       49.0       49.9       66.1       33.3       49.0       45.6       63.1
Old  :                 33.8       49.0       49.9       66.1       33.3       49.0       45.6       63.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                   Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 2010                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    87,965:    16,625     14,379      1,432     60,045     65,026     78,102     80,837:     9,862      7,128
Old  :    87,965:    16,625     14,379      1,432     60,045     65,026     78,102     80,837:     9,862      7,128
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 10, 2010                      :
     :      -130:    -4,176      1,177       -685      5,051     -1,833        190     -1,340:      -321      1,210
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       16.3        1.6       68.3       73.9       88.8       91.9:      11.2        8.1
Old  :     100.0:      18.9       16.3        1.6       68.3       73.9       88.8       91.9:      11.2        8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       230:        71         36         22         70         83        150        132:
Old  :       230:        71         36         22         70         83        150        132:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.6       25.6       42.1       39.3       24.8       21.8       36.5       34.3
Old  :                 28.6       25.6       42.1       39.3       24.8       21.8       36.5       34.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 2010                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    17,361:       738      2,497          0     10,708     13,453     11,446     15,950:     5,915      1,411
Old  :    17,361:       738      2,497          0     10,708     13,453     11,446     15,950:     5,915      1,411
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 10, 2010                      :
     :     2,950:      -739          0          0      3,380      2,704      2,641      2,704:       309        246
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3       14.4        0.0       61.7       77.5       65.9       91.9:      34.1        8.1
Old  :     100.0:       4.3       14.4        0.0       61.7       77.5       65.9       91.9:      34.1        8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         1          1          0         10         12         11         13:
Old  :        23:         1          1          0         10         12         11         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.1       66.6       61.5       83.0       48.7       66.6       58.7       82.9
Old  :                 50.1       66.6       61.5       83.0       48.7       66.6       58.7       82.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 2010                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 STOCK INDEX X $20)                                             :
     :          :                                                                            :
All  :   353,016:    82,558     62,532      4,039    246,684    257,863    333,281    324,434:    19,735     28,582
Old  :   353,016:    82,558     62,532      4,039    246,684    257,863    333,281    324,434:    19,735     28,582
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 10, 2010                      :
     :   -15,401:   -21,142      1,931        532      8,356    -22,685    -12,253    -20,221:    -3,147      4,821
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4       17.7        1.1       69.9       73.0       94.4       91.9:       5.6        8.1
Old  :     100.0:      23.4       17.7        1.1       69.9       73.0       94.4       91.9:       5.6        8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       226:        70         37         21         65         78        144        127:
Old  :       226:        70         37         21         65         78        144        127:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.1       25.0       47.3       40.3       32.4       25.0       46.6       39.9
Old  :                 33.1       25.0       47.3       40.3       32.4       25.0       46.6       39.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 2010                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :   128,643:    71,243     13,452      3,456     24,608     93,830     99,307    110,738:    29,336     17,905
Old  :   128,643:    71,243     13,452      3,456     24,608     93,830     99,307    110,738:    29,336     17,905
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 10, 2010                      :
     :     6,697:     2,733       -713        405      2,686      7,026      5,824      6,719:       872        -22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.4       10.5        2.7       19.1       72.9       77.2       86.1:      22.8       13.9
Old  :     100.0:      55.4       10.5        2.7       19.1       72.9       77.2       86.1:      22.8       13.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        34         15         10         18         21         57         41:
Old  :        77:        34         15         10         18         21         57         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.7       48.1       39.2       63.8       27.7       47.8       38.9       61.7
Old  :                 27.7       48.1       39.2       63.8       27.7       47.8       38.9       61.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 2010                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    29,751:     6,246      4,886          0     14,852     10,164     21,098     15,050:     8,653     14,701
Old  :    29,751:     6,246      4,886          0     14,852     10,164     21,098     15,050:     8,653     14,701
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 10, 2010                      :
     :      -577:      -379        -31          0        282        121        -97         90:      -480       -667
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       16.4        0.0       49.9       34.2       70.9       50.6:      29.1       49.4
Old  :     100.0:      21.0       16.4        0.0       49.9       34.2       70.9       50.6:      29.1       49.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:        13         10          0         21         13         34         23:
Old  :        54:        13         10          0         21         13         34         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.5       24.7       38.5       32.7       25.1       24.7       38.1       32.7
Old  :                 25.5       24.7       38.5       32.7       25.1       24.7       38.1       32.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 2010                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X JPY 500)                                                   :
     :          :                                                                            :
All  :    52,569:     5,339      3,659        736     37,343     28,926     43,418     33,321:     9,151     19,248
Old  :    52,569:     5,339      3,659        736     37,343     28,926     43,418     33,321:     9,151     19,248
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 10, 2010                      :
     :       296:     1,145         16         95     -2,176      5,712       -936      5,823:     1,232     -5,527
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2        7.0        1.4       71.0       55.0       82.6       63.4:      17.4       36.6
Old  :     100.0:      10.2        7.0        1.4       71.0       55.0       82.6       63.4:      17.4       36.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:        11         10          1         19         23         31         33:
Old  :        59:        11         10          1         19         23         31         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.2       28.1       62.8       39.0       46.0       27.9       58.7       37.0
Old  :                 49.2       28.1       62.8       39.0       46.0       27.9       58.7       37.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                                                          Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 2010                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI EAFE INDEX X $50)                                                    :
     :          :                                                                            :
All  :    34,762:     6,251        328        300     25,021     32,371     31,572     32,999:     3,190      1,763
Old  :    34,762:     6,251        328        300     25,021     32,371     31,572     32,999:     3,190      1,763
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 10, 2010                      :
     :     4,253:     1,649         62          0      2,776      4,562      4,425      4,624:      -172       -371
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0        0.9        0.9       72.0       93.1       90.8       94.9:       9.2        5.1
Old  :     100.0:      18.0        0.9        0.9       72.0       93.1       90.8       94.9:       9.2        5.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         8          1          1         21         19         29         21:
Old  :        43:         8          1          1         21         19         29         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.1       66.7       63.3       81.1       46.0       64.1       59.5       76.6
Old  :                 48.1       66.7       63.3       81.1       46.0       64.1       59.5       76.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE                                              Code-244742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 2010                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI INDEX X $50)                                                         :
     :          :                                                                            :
All  :    27,095:     6,162        204          0     14,676     24,598     20,838     24,802:     6,257      2,293
Old  :    27,095:     6,162        204          0     14,676     24,598     20,838     24,802:     6,257      2,293
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 10, 2010                      :
     :      -420:      -458          0          0       -412        -98       -870        -98:       450       -322
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7        0.8        0.0       54.2       90.8       76.9       91.5:      23.1        8.5
Old  :     100.0:      22.7        0.8        0.0       54.2       90.8       76.9       91.5:      23.1        8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        10          1          0         17         15         27         16:
Old  :        38:        10          1          0         17         15         27         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.8       67.7       50.2       84.5       34.5       67.7       48.9       84.3
Old  :                 35.8       67.7       50.2       84.5       34.5       67.7       48.9       84.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated August 20, 2010