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Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   115,256
Positions
     3,024     58,858      7,408      8,292      7,754        360     39,317     12,961      7,386      5,204        913      1,069     43,197     18,546
 
Changes from:       July 27, 2010                                    Total Change is:    15,939
      -902      6,655      1,780       -624       -470        134     12,479      6,453        604       -844        907       -134      3,447         11
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       51.1        6.4        7.2        6.7        0.3       34.1       11.2        6.4        4.5        0.8        0.9       37.5       16.1
 
Number of Traders in Each Category                                    Total Traders:        75
         .         13          8          .          .          .         29         16         16          7          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    62,153
Positions
    13,493     43,875      2,893      2,095        434        488     25,169      2,977      1,726          0        435          0     16,290      9,325
 
Changes from:       July 27, 2010                                    Total Change is:     2,900
    -2,249      7,204        840        216         -4         81      4,954     -5,168        104       -634          0          0       -412       -157
 
Percent of Open Interest Represented by Each Category of Trader
      21.7       70.6        4.7        3.4        0.7        0.8       40.5        4.8        2.8        0.0        0.7        0.0       26.2       15.0
 
Number of Traders in Each Category                                    Total Traders:        42
         4         11          4          .          .          .         18          5          7          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   167,114
Positions
    74,840     61,691      8,855     18,215     13,659        886     19,930     15,058     21,285        805     16,296          2     22,296     29,381
 
Changes from:       July 27, 2010                                    Total Change is:    23,764
    -2,242     13,265      2,462      1,490       -322        314      6,757     -1,019      9,988        268       -666       -147      4,875       -111
 
Percent of Open Interest Represented by Each Category of Trader
      44.8       36.9        5.3       10.9        8.2        0.5       11.9        9.0       12.7        0.5        9.8        0.0       13.3       17.6
 
Number of Traders in Each Category                                    Total Traders:        91
        11         12         10          6         12          .         24         19         21          .          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   152,508
Positions
     8,379     81,897      8,332     34,330      9,228      1,520     56,137      6,784     10,798      1,499      1,938          0     31,511     32,010
 
Changes from:       July 27, 2010                                    Total Change is:    12,378
       427     12,148        643     -1,263       -294        216      8,120     -3,697      2,711       -359     -1,068        -71      1,953      1,790
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       53.7        5.5       22.5        6.1        1.0       36.8        4.4        7.1        1.0        1.3        0.0       20.7       21.0
 
Number of Traders in Each Category                                    Total Traders:       111
         9         16          7         12         10          4         39         19         21          .          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   318,552
Positions
   122,292     73,471     30,951     20,280     23,952      3,404     19,405     57,182     50,232     15,871     13,756      2,447     53,670     63,159
 
Changes from:       July 27, 2010                                    Total Change is:    19,551
     6,184     10,789        321        832      1,501        110     -6,402    -10,726     12,778      1,076      2,024        530      4,122      2,224
 
Percent of Open Interest Represented by Each Category of Trader
      38.4       23.1        9.7        6.4        7.5        1.1        6.1       18.0       15.8        5.0        4.3        0.8       16.8       19.8
 
Number of Traders in Each Category                                    Total Traders:       176
        24         12         17         14         20          8         28         52         51          7         18         12
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Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   108,584
Positions
    10,910     67,239      5,669      6,722      5,112        411     52,567      6,748      3,584      2,117      3,157        505     26,099     16,159
 
Changes from:       July 27, 2010                                    Total Change is:    11,012
     2,019      6,908        304      2,062       -230         37      6,398      3,941        879        -30        453         49       -706     -1,329
 
Percent of Open Interest Represented by Each Category of Trader
      10.0       61.9        5.2        6.2        4.7        0.4       48.4        6.2        3.3        1.9        2.9        0.5       24.0       14.9
 
Number of Traders in Each Category                                    Total Traders:        76
         6         14          8          4          6          .         26         14         14          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    33,266
Positions
     3,462     21,528      7,640          0          0          0      8,567        325      3,063      4,629         20        602      5,303         88
 
Changes from:       July 27, 2010                                    Total Change is:     1,156
      -699        602        298          0          0          0      1,083        -30        297        149          0          0         28        -11
 
Percent of Open Interest Represented by Each Category of Trader
      10.4       64.7       23.0        0.0        0.0        0.0       25.8        1.0        9.2       13.9        0.1        1.8       15.9        0.3
 
Number of Traders in Each Category                                    Total Traders:        22
         6          7          5          0          0          0          5          .          .          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is    92,249
Positions
     8,434     77,274        275     17,668        245        517     58,285      8,070        153      1,152      4,611          0      5,765      1,104
 
Changes from:       July 27, 2010                                    Total Change is:    12,040
       170     13,059          0        482          0        236     11,058     -2,353        146        153      1,624          0       -205       -672
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       83.8        0.3       19.2        0.3        0.6       63.2        8.7        0.2        1.2        5.0        0.0        6.2        1.2
 
Number of Traders in Each Category                                    Total Traders:        99
         8         15          .          8          .          .         37         17          .          4          8          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    24,399
Positions
     2,222     16,746         75        258        416          7     18,203      5,301          0        404        491          0      3,230      1,363
 
Changes from:       July 27, 2010                                    Total Change is:     1,480
        11      1,346          0       -609        316          7      1,950       -185          0          5       -209          0        116        205
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       68.6        0.3        1.1        1.7        0.0       74.6       21.7        0.0        1.7        2.0        0.0       13.2        5.6
 
Number of Traders in Each Category                                    Total Traders:        39
         .         12          .          .          .          .         10          8          0          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    45,568
Positions
    22,889     19,678        251      2,701      5,758        814     11,431     10,702      1,314          0      1,387        103      6,066      5,563
 
Changes from:       July 27, 2010                                    Total Change is:     1,309
      -975      3,321         39        -19        710        -29      2,909         21         -6       -110        164          5       -506     -2,917
 
Percent of Open Interest Represented by Each Category of Trader
      50.2       43.2        0.5        5.9       12.6        1.8       25.1       23.5        2.9        0.0        3.0        0.2       13.3       12.2
 
Number of Traders in Each Category                                    Total Traders:        89
        15         18          5          4          5          .         32         12          9          0          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is    91,137
Positions
    45,777     39,355        501      5,402     11,515      1,627     22,862     21,404      2,629          0      2,773        207     12,132     11,126
 
Changes from:       July 27, 2010                                    Total Change is:     2,617
    -1,951      6,641         78        -38      1,420        -57      5,818         43        -12       -220        328         10     -1,011     -5,834
 
Percent of Open Interest Represented by Each Category of Trader
      50.2       43.2        0.5        5.9       12.6        1.8       25.1       23.5        2.9        0.0        3.0        0.2       13.3       12.2
 
Number of Traders in Each Category                                    Total Traders:        89
        15         18          5          4          5          .         32         12          9          0          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   980,361
Positions
    63,759    228,611     62,664    425,400    154,704     60,271     70,753    188,293    117,173     15,983     27,104      9,430    154,928    132,111
 
Changes from:       July 27, 2010                                    Total Change is:    -1,861
    -1,218      7,920      6,923    -10,503     -6,074      2,396     -2,190     -5,384     -5,429      1,606        590      1,280      5,274     -4,084
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       23.3        6.4       43.4       15.8        6.1        7.2       19.2       12.0        1.6        2.8        1.0       15.8       13.5
 
Number of Traders in Each Category                                    Total Traders:       538
        31         52         31        111         63         66         76        156        106         21         28         19
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Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   394,064
Positions
    32,270    125,832     14,626    157,965     41,403     10,788     25,925     46,338     56,911      7,380     12,655      6,075     82,123     79,436
 
Changes from:       July 27, 2010                                    Total Change is:     3,529
     3,954      9,623       -546     -2,764       -384      1,285       -435     -3,157     -2,237         16       -497      1,499      2,756     -2,057
 
Percent of Open Interest Represented by Each Category of Trader
       8.2       31.9        3.7       40.1       10.5        2.7        6.6       11.8       14.4        1.9        3.2        1.5       20.8       20.2
 
Number of Traders in Each Category                                    Total Traders:       149
        11         20         11         36         15         18         19         35         46          4          9          8
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Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,931,484
Positions
   229,072    585,527    168,557  1,354,007    583,338    230,585    341,585    827,217    183,866     43,015     72,246     16,775    364,022    263,374
 
Changes from:       July 27, 2010                                    Total Change is:   -26,950
       974     18,320     10,510    -31,794    -21,546     -1,349    -20,492    -22,849     -4,242      7,947      5,436     -1,094     12,590    -10,136
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       20.0        5.7       46.2       19.9        7.9       11.7       28.2        6.3        1.5        2.5        0.6       12.4        9.0
 
Number of Traders in Each Category                                    Total Traders:       481
        31         49         27         91         57         55         78        137         89         17         21         12
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Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    87,234
Positions
     4,553     17,073      3,948     52,197     44,375      3,759     12,365     13,524          0          0          0          0     10,412      4,555
 
Changes from:       July 27, 2010                                    Total Change is:    -1,601
       562     -1,280        581     -3,467        175        209        278     -1,493       -163       -202          0          0        601        370
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       19.6        4.5       59.8       50.9        4.3       14.2       15.5        0.0        0.0        0.0        0.0       11.9        5.2
 
Number of Traders in Each Category                                    Total Traders:        84
         4         10          .         35         12         10         15          8          0          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    84,661
Positions
    21,847     21,403      7,880     16,229     22,109      3,398     20,360     14,493      3,032      1,170      6,584        174     10,570      5,587
 
Changes from:       July 27, 2010                                    Total Change is:     5,361
    -3,207      2,472      3,152     -1,780      1,372        170      5,881       -813        257        133       -385         -3        756       -861
 
Percent of Open Interest Represented by Each Category of Trader
      25.8       25.3        9.3       19.2       26.1        4.0       24.0       17.1        3.6        1.4        7.8        0.2       12.5        6.6
 
Number of Traders in Each Category                                    Total Traders:       217
        21         23         11         31         22         12         54         43         24         14          9          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    13,963
Positions
     4,670      8,399        492      1,284        485          0      1,846        881          0          0      2,497          0      5,671      1,209
 
Changes from:       July 27, 2010                                    Total Change is:       531
      -246        492        246       -106          0       -188        738          0          0          0          0          0         87        -19
 
Percent of Open Interest Represented by Each Category of Trader
      33.4       60.2        3.5        9.2        3.5        0.0       13.2        6.3        0.0        0.0       17.9        0.0       40.6        8.7
 
Number of Traders in Each Category                                    Total Traders:        23
         5          8          .          .          .          0          .          .          0          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   353,491
Positions
   119,412     98,547      3,416     74,726    108,122     16,990    102,528     78,016      5,201      5,851     20,436        870     24,497     21,894
 
Changes from:       July 27, 2010                                    Total Change is:    24,151
      -623     24,078        352     -8,368      6,862      1,789     28,904       -877     -1,901        666     -1,927        -13      3,345     -4,212
 
Percent of Open Interest Represented by Each Category of Trader
      33.8       27.9        1.0       21.1       30.6        4.8       29.0       22.1        1.5        1.7        5.8        0.2        6.9        6.2
 
Number of Traders in Each Category                                    Total Traders:       213
        21         22          6         29         21         12         55         42         21         14          9          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   420,821
Positions
   185,988     61,360      7,429    144,886    149,426     20,598     36,755    148,034      7,018      1,582      8,809        222     16,344     17,925
 
Changes from:       July 27, 2010                                    Total Change is:     4,821
    -1,973      8,585       -698      1,356      1,911      2,169      3,891        -47     -3,435        217       -824       -450      3,744     -2,391
 
Percent of Open Interest Represented by Each Category of Trader
      44.2       14.6        1.8       34.4       35.5        4.9        8.7       35.2        1.7        0.4        2.1        0.1        3.9        4.3
 
Number of Traders in Each Category                                    Total Traders:       241
        17         20          8         53         43         23         28         69         24          4          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    31,951
Positions
     8,920      8,697        154      9,373        947        155      3,043      4,334          0        400      1,397          0      9,906     16,267
 
Changes from:       July 27, 2010                                    Total Change is:     1,350
       543        607        -90       -482       -201        -28       -407        143          0       -214        -86          0      2,028      1,005
 
Percent of Open Interest Represented by Each Category of Trader
      27.9       27.2        0.5       29.3        3.0        0.5        9.5       13.6        0.0        1.3        4.4        0.0       31.0       50.9
 
Number of Traders in Each Category                                    Total Traders:        49
        14          9          .          8          .          .          5          7          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    50,048
Positions
    29,932     14,552      1,685      6,649      2,649        377      3,319      8,623        557          0        224          0      7,529     21,381
 
Changes from:       July 27, 2010                                    Total Change is:     2,045
     1,807        766       -538         31         59        -58        985        463       -421          0       -351          0        239      2,125
 
Percent of Open Interest Represented by Each Category of Trader
      59.8       29.1        3.4       13.3        5.3        0.8        6.6       17.2        1.1        0.0        0.4        0.0       15.0       42.7
 
Number of Traders in Each Category                                    Total Traders:        55
        13          9          .          7          .          .          7         15          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE   (MSCI EAFE INDEX X $50)                            
CFTC Code #244741                                                    Open Interest is    31,315
Positions
         0        361          0     21,660     23,343      3,251      2,839      2,081          0          0          0          0      3,565      2,279
 
Changes from:       July 27, 2010                                    Total Change is:    -2,213
         0       -669          0     -3,918       -596       -185      1,387        -70          0          0       -265          0        503       -428
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        1.2        0.0       69.2       74.5       10.4        9.1        6.6        0.0        0.0        0.0        0.0       11.4        7.3
 
Number of Traders in Each Category                                    Total Traders:        39
         0          .          0         17         12          8          6          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE   (MSCI INDEX X $50)                     
CFTC Code #244742                                                    Open Interest is    27,104
Positions
     1,475      9,285          0     13,407      2,535        921      3,541     12,408          0      2,001        204          0      5,759      1,751
 
Changes from:       July 27, 2010                                    Total Change is:      -123
        -8        -18          0       -780       -245       -103          4        292        -24         35          0          0        753        -25
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       34.3        0.0       49.5        9.4        3.4       13.1       45.8        0.0        7.4        0.8        0.0       21.2        6.5
 
Number of Traders in Each Category                                    Total Traders:        41
         .          6          0         14          4          5          6          .          0          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   767,347
Positions
    17,904    158,047     22,176    363,432    142,616     66,251     60,562    167,592     45,670     28,987     37,894      8,460    153,906    118,641
 
Changes from:       July 27, 2010                                    Total Change is:    18,656
    -3,686     11,894      4,839     -6,234    -11,074     12,376      7,030     12,633      9,165      1,578     -5,657      2,991     -9,403    -18,511
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       20.6        2.9       47.4       18.6        8.6        7.9       21.8        6.0        3.8        4.9        1.1       20.1       15.5
 
Number of Traders in Each Category                                    Total Traders:       159
         7         22         16         43         28         33         20         25         31          9          5          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   166,255
Positions
     2,036     82,145      1,695    102,838      1,469      7,826      8,480     54,927        566          0          0          0     42,814     17,626
 
Changes from:       July 27, 2010                                    Total Change is:     6,961
         0      1,483       -101      3,365       -310        735      4,095      6,649        172          0          0          0     -1,305     -1,667
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       49.4        1.0       61.9        0.9        4.7        5.1       33.0        0.3        0.0        0.0        0.0       25.8       10.6
 
Number of Traders in Each Category                                    Total Traders:        37
         .          7          .         16          .          8          .         10          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is   860,058
Positions
    29,120     87,148     27,251    310,590    208,308     92,276    201,572    131,680     70,917     26,192    140,576     15,217     86,922     86,685
 
Changes from:       July 27, 2010                                    Total Change is:    12,211
    -4,863    -11,498      5,815      2,612     14,713     -9,759     20,431       -770     21,995     -6,339     19,890      1,515    -19,197    -29,691
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       10.1        3.2       36.1       24.2       10.7       23.4       15.3        8.2        3.0       16.3        1.8       10.1       10.1
 
Number of Traders in Each Category                                    Total Traders:       229
        11         32         15         32         51         39         30         37         28          7         29         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,292,571
Positions
    54,456    306,275    207,060    987,412    439,941    252,571    178,271    456,142    259,142     53,278     49,730     58,058    242,323    263,653
 
Changes from:       July 27, 2010                                    Total Change is:    75,201
   -13,742      8,567     43,132     35,065    -25,235      6,222    -28,879     37,283     58,558     18,214     -2,226     16,314    -59,682    -67,413
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       13.4        9.0       43.1       19.2       11.0        7.8       19.9       11.3        2.3        2.2        2.5       10.6       11.5
 
Number of Traders in Each Category                                    Total Traders:       260
        22         36         45         40         49         54         42         54         65         10          7         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,113,518
Positions
    21,947    195,486     55,926    330,273    304,276    136,131    268,345     59,243     62,552     37,697     52,647      9,050    191,596    238,207
 
Changes from:       July 27, 2010                                    Total Change is:   119,247
    -2,818     42,204     26,201     40,781     31,913      8,194     50,722      3,458     26,932     -6,013     -8,464      1,900    -26,652    -13,091
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       17.6        5.0       29.7       27.3       12.2       24.1        5.3        5.6        3.4        4.7        0.8       17.2       21.4
 
Number of Traders in Each Category                                    Total Traders:       162
         6         25         15         22         39         41         31         22         29          7         10          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is 1,236,408
Positions
   127,500    262,767    256,609     53,444      2,974    183,445    117,308     18,094    439,834      8,127      5,523      3,546     46,595     63,616
 
Changes from:       July 27, 2010                                    Total Change is:   -22,358
      -795    -18,857    -21,601     -3,856        967     11,429    -12,785     -1,476     12,025     -2,372      2,435         52     -4,455     -7,333
 
Percent of Open Interest Represented by Each Category of Trader
      10.3       21.3       20.8        4.3        0.2       14.8        9.5        1.5       35.6        0.7        0.4        0.3        3.8        5.1
 
Number of Traders in Each Category                                    Total Traders:       119
        23         29         42          4          .          .         31         20         45          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is13,815,517
Positions
 1,749,094  3,164,767  2,907,479  1,040,623    280,053    742,944  1,199,135    344,626  4,603,993    173,654    320,778    356,464  1,042,130  1,094,414
 
Changes from:       July 27, 2010                                    Total Change is:   759,807
    56,611     25,273     89,214    -36,700    -10,254    150,682       -264     12,323    412,706     -9,695     -4,981     17,961     79,291     66,882
 
Percent of Open Interest Represented by Each Category of Trader
      12.7       22.9       21.0        7.5        2.0        5.4        8.7        2.5       33.3        1.3        2.3        2.6        7.5        7.9
 
Number of Traders in Each Category                                    Total Traders:       296
        32         67         96         11         15         22         63         74        113          8         20         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    13,831
Positions
     6,128      8,046        570      1,043      1,762        401      1,589      2,207        156      3,800        666          0        144         23
 
Changes from:       July 27, 2010                                    Total Change is:     1,211
       509        903        432        -53         27        -13        434          0          0          0          5          0        -98       -143
 
Percent of Open Interest Represented by Each Category of Trader
      44.3       58.2        4.1        7.5       12.7        2.9       11.5       16.0        1.1       27.5        4.8        0.0        1.0        0.2
 
Number of Traders in Each Category                                    Total Traders:        35
         4          4          .          .          6          .          6          6          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    38,591
Positions
    35,034     23,023          0      1,249        945         77      1,958      7,771         20          0      6,694          0        253         61
 
Changes from:       July 27, 2010                                    Total Change is:     3,609
     5,341      4,471          0        -51       -146          0     -1,651       -807          0          0        112          0        -30        -21
 
Percent of Open Interest Represented by Each Category of Trader
      90.8       59.7        0.0        3.2        2.4        0.2        5.1       20.1        0.1        0.0       17.3        0.0        0.7        0.2
 
Number of Traders in Each Category                                    Total Traders:        30
         .          5          0          .          4          .          7          6          .          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    23,230
Positions
     9,760     15,185         42         84        135        839      6,582      2,736        899        914        919          4      4,106      2,472
 
Changes from:       July 27, 2010                                    Total Change is:       312
      -386       -117        -72         -6         85         11        187       -299        216        414        196          0        -53        291
 
Percent of Open Interest Represented by Each Category of Trader
      42.0       65.4        0.2        0.4        0.6        3.6       28.3       11.8        3.9        3.9        4.0        0.0       17.7       10.6
 
Number of Traders in Each Category                                    Total Traders:        63
         7          .          .          .          .          .         22         16          9          8          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is    93,493
Positions
    63,018     31,238     12,368        916          0          0          0     31,085      3,580        596      1,184          0     13,015     14,038
 
Changes from:       July 27, 2010                                    Total Change is:     8,667
     6,125      2,901        809        716          0          0     -1,185      1,997        883        101        250          0      1,218      1,827
 
Percent of Open Interest Represented by Each Category of Trader
      67.4       33.4       13.2        1.0        0.0        0.0        0.0       33.2        3.8        0.6        1.3        0.0       13.9       15.0
 
Number of Traders in Each Category                                    Total Traders:        42
         .         12          9          .          0          0          0         22         14          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    15,996
Positions
       801     13,808          0     11,252          0         21      2,709      1,218          3          0          0          0      1,210        946
 
Changes from:       July 27, 2010                                    Total Change is:        -5
      -170        322         -1        -40       -279         21         72       -111          3          0          0          0        110         40
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       86.3        0.0       70.3        0.0        0.1       16.9        7.6        0.0        0.0        0.0        0.0        7.6        5.9
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          0          9          0          .          7          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated August 6, 2010