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Traders in Financial Futures- Futures Only 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    99,262
Positions
     3,148     60,553        615      8,292      7,754        360     40,184     12,359        998      5,008      1,258         10     40,647     15,355
 
Changes from:       July 27, 2010                                    Total Change is:    14,141
      -830      9,172       -128       -624       -470        134     12,983      5,398          0       -787        966        -88      3,481       -843
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       61.0        0.6        8.4        7.8        0.4       40.5       12.5        1.0        5.0        1.3        0.0       40.9       15.5
 
Number of Traders in Each Category                                    Total Traders:        70
         .         12          .          .          .          .         28         12          6          7          .          .
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Traders in Financial Futures- Futures Only 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    57,976
Positions
    13,493     44,705        893      2,095        434        488     25,526      2,592         51          0        435          0     15,430      8,378
 
Changes from:       July 27, 2010                                    Total Change is:     2,254
    -2,224      7,450        365        216         -4         81      4,845     -5,365         17       -634          0          0       -412       -290
 
Percent of Open Interest Represented by Each Category of Trader
      23.3       77.1        1.5        3.6        0.7        0.8       44.0        4.5        0.1        0.0        0.8        0.0       26.6       14.5
 
Number of Traders in Each Category                                    Total Traders:        41
         4         11          .          .          .          .         19          .          .          0          .          0
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Traders in Financial Futures- Futures Only 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   135,454
Positions
    63,404     62,646      1,023     18,215     13,382        886     29,579     15,238        511        805     16,298          0     21,031     25,470
 
Changes from:       July 27, 2010                                    Total Change is:    12,884
    -8,397     14,509        226      1,490       -166        314     14,233       -240        -27        305       -760          0      4,740       -972
 
Percent of Open Interest Represented by Each Category of Trader
      46.8       46.2        0.8       13.4        9.9        0.7       21.8       11.2        0.4        0.6       12.0        0.0       15.5       18.8
 
Number of Traders in Each Category                                    Total Traders:        87
         9         13          .          6         11          .         24         17          7          .          6          0
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Traders in Financial Futures- Futures Only 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   133,870
Positions
     7,078     85,108      1,858     34,323      8,869      1,314     57,738      6,938         83      1,499      1,628          0     29,977     28,072
 
Changes from:       July 27, 2010                                    Total Change is:     9,275
        -1     13,686       -987     -1,270         24         10      9,972     -3,162        -49       -359       -979          0      1,959        732
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       63.6        1.4       25.6        6.6        1.0       43.1        5.2        0.1        1.1        1.2        0.0       22.4       21.0
 
Number of Traders in Each Category                                    Total Traders:       100
         7         18          .         11          9          .         34         17          5          .          .          0
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Traders in Financial Futures- Futures Only 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   236,101
Positions
   108,197     81,336      3,780     20,329     23,204      3,354     34,148     59,251      2,018     17,908     13,061        288     46,079     49,809
 
Changes from:       July 27, 2010                                    Total Change is:     3,908
    -2,248     10,835       -226        881      1,527         60         30     -8,733        527      2,076      1,300          1      2,807     -1,383
 
Percent of Open Interest Represented by Each Category of Trader
      45.8       34.4        1.6        8.6        9.8        1.4       14.5       25.1        0.9        7.6        5.5        0.1       19.5       21.1
 
Number of Traders in Each Category                                    Total Traders:       157
        23         12          6         14         18          7         35         36         22         10          9          .
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Traders in Financial Futures- Futures Only 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    99,149
Positions
    10,515     67,549      1,926      6,722      4,961        411     52,943      6,991         40      2,112      3,211          0     24,480     14,060
 
Changes from:       July 27, 2010                                    Total Change is:     9,760
     1,831      6,931       -146      2,062        -63         37      6,600      4,147        -17        -35        421          0       -572     -1,550
 
Percent of Open Interest Represented by Each Category of Trader
      10.6       68.1        1.9        6.8        5.0        0.4       53.4        7.1        0.0        2.1        3.2        0.0       24.7       14.2
 
Number of Traders in Each Category                                    Total Traders:        73
         6         14          5          4          5          .         26         12          .          .          4          0
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Traders in Financial Futures- Futures Only 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- Futures Only 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- Futures Only 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- Futures Only 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    44,759
Positions
    22,889     19,676        244      2,701      5,758        814     11,544     10,987        608          0      1,270          0      5,961      5,405
 
Changes from:       July 27, 2010                                    Total Change is:     1,236
      -976      3,322         36        -19        710        -29      2,830        -31         38       -110        128          0       -535     -2,940
 
Percent of Open Interest Represented by Each Category of Trader
      51.1       44.0        0.5        6.0       12.9        1.8       25.8       24.5        1.4        0.0        2.8        0.0       13.3       12.1
 
Number of Traders in Each Category                                    Total Traders:        88
        15         18          .          4          5          .         33         11          5          0          .          0
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Traders in Financial Futures- Futures Only 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    89,518
Positions
    45,778     39,351        487      5,402     11,515      1,627     23,087     21,973      1,215          0      2,540          0     11,922     10,810
 
Changes from:       July 27, 2010                                    Total Change is:     2,471
    -1,951      6,644         72        -38      1,420        -57      5,659        -61         76       -220        256          0     -1,070     -5,879
 
Percent of Open Interest Represented by Each Category of Trader
      51.1       44.0        0.5        6.0       12.9        1.8       25.8       24.5        1.4        0.0        2.8        0.0       13.3       12.1
 
Number of Traders in Each Category                                    Total Traders:        88
        15         18          .          4          5          .         33         11          5          0          .          0
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Traders in Financial Futures- Futures Only 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   865,807
Positions
    62,864    229,690     54,246    426,131    154,923     58,146     73,031    194,231     29,208     15,967     25,972        242    145,972    119,149
 
Changes from:       July 27, 2010                                    Total Change is:    -2,280
    -1,385      7,896      7,901    -10,398     -6,039      2,252     -1,264     -4,604     -6,020      1,616        155        -21      5,039     -3,799
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       26.5        6.3       49.2       17.9        6.7        8.4       22.4        3.4        1.8        3.0        0.0       16.9       13.8
 
Number of Traders in Each Category                                    Total Traders:       506
        29         52         19        111         63         64         82        131         61         17         21          .
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Traders in Financial Futures- Futures Only 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   316,750
Positions
    32,074    126,838      8,649    158,568     41,491      8,959     23,916     47,382      1,506      7,368     11,167          0     75,710     70,758
 
Changes from:       July 27, 2010                                    Total Change is:     4,754
     3,895      9,840        644     -2,667       -271      1,174       -747     -3,849         -1         20       -579          0      2,436     -2,204
 
Percent of Open Interest Represented by Each Category of Trader
      10.1       40.0        2.7       50.1       13.1        2.8        7.6       15.0        0.5        2.3        3.5        0.0       23.9       22.3
 
Number of Traders in Each Category                                    Total Traders:       129
        10         21          6         36         15         17         15         26          9          .          4          0
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Traders in Financial Futures- Futures Only 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 2,745,286
Positions
   226,979    587,288    154,956  1,353,761    583,107    229,988    349,906    838,576     34,179     42,995     74,023      1,212    351,310    241,957
 
Changes from:       July 27, 2010                                    Total Change is:   -35,168
     1,537     18,217      8,350    -31,825    -22,012     -1,440    -22,110    -23,298    -10,572      7,982      3,670       -107     13,017     -7,976
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       21.4        5.6       49.3       21.2        8.4       12.7       30.5        1.2        1.6        2.7        0.0       12.8        8.8
 
Number of Traders in Each Category                                    Total Traders:       467
        29         49         12         91         57         53         83        124         46         15         19          .
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Traders in Financial Futures- Futures Only 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    87,222
Positions
     4,553     17,073      3,948     52,197     44,375      3,759     12,365     13,523          0          0          0          0     10,400      4,544
 
Changes from:       July 27, 2010                                    Total Change is:    -1,593
       562     -1,280        581     -3,467        175        209        278     -1,493       -163       -202          0          0        609        378
 
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- Futures Only 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    83,508
Positions
    21,873     21,383      7,795     16,229     22,109      3,398     20,328     14,523      2,275      1,171      6,654          0     10,439      5,372
 
Changes from:       July 27, 2010                                    Total Change is:     5,303
    -3,179      2,482      3,127     -1,780      1,372        170      5,897       -780        177        133       -378          0        759       -868
 
Percent of Open Interest Represented by Each Category of Trader
      26.2       25.6        9.3       19.4       26.5        4.1       24.3       17.4        2.7        1.4        8.0        0.0       12.5        6.4
 
Number of Traders in Each Category                                    Total Traders:       213
        21         22          9         31         22         12         53         43         13         13          8          0
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Traders in Financial Futures- Futures Only 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    13,949
Positions
     4,670      8,399        492      1,284        485          0      1,846        881          0          0      2,497          0      5,657      1,195
 
Changes from:       July 27, 2010                                    Total Change is:       530
      -246        492        246       -106          0       -188        738          0          0          0          0          0         86        -20
 
Percent of Open Interest Represented by Each Category of Trader
      33.5       60.2        3.5        9.2        3.5        0.0       13.2        6.3        0.0        0.0       17.9        0.0       40.6        8.6
 
Number of Traders in Each Category                                    Total Traders:        23
         5          8          .          .          .          0          .          .          0          0          .          0
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Traders in Financial Futures- Futures Only 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   347,797
Positions
   119,487     98,392      3,043     74,726    108,122     16,990    102,368     78,165      1,419      5,853     20,783          0     23,911     20,883
 
Changes from:       July 27, 2010                                    Total Change is:    23,865
      -476     24,142        212     -8,368      6,862      1,789     28,981       -711     -2,300        663     -1,888          0      3,364     -4,241
 
Percent of Open Interest Represented by Each Category of Trader
      34.4       28.3        0.9       21.5       31.1        4.9       29.4       22.5        0.4        1.7        6.0        0.0        6.9        6.0
 
Number of Traders in Each Category                                    Total Traders:       209
        21         21          .         29         21         12         54         42         10         13          8          0
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Traders in Financial Futures- Futures Only 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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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   418,518
Positions
   185,988     61,540      7,249    144,886    149,426     20,598     36,984    148,236      5,049      1,489      8,778         82     16,193     17,560
 
Changes from:       July 27, 2010                                    Total Change is:     4,686
    -1,973      8,765       -878      1,356      1,911      2,169      4,007        -84     -3,487        197       -847       -437      3,732     -2,426
 
Percent of Open Interest Represented by Each Category of Trader
      44.4       14.7        1.7       34.6       35.7        4.9        8.8       35.4        1.2        0.4        2.1        0.0        3.9        4.2
 
Number of Traders in Each Category                                    Total Traders:       238
        17         20          7         53         43         23         27         68         17          .          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only 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    31,950
Positions
     8,920      8,697        154      9,372        947        155      3,043      4,334          0        400      1,397          0      9,906     16,266
 
Changes from:       July 27, 2010                                    Total Change is:     1,351
       543        607        -90       -481       -201        -28       -407        143          0       -214        -86          0      2,028      1,006
 
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- Futures Only 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- Futures Only 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- Futures Only 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- Futures Only 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   692,587
Positions
    19,166    165,586      3,394    359,695    143,536     64,245     65,172    165,763     10,831     31,466     36,854      1,841    136,777    100,537
 
Changes from:       July 27, 2010                                    Total Change is:       997
    -4,445     13,717        215     -7,724    -10,300     11,127      9,122     13,593     -1,040      3,522     -6,257      1,840    -11,620    -21,898
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       23.9        0.5       51.9       20.7        9.3        9.4       23.9        1.6        4.5        5.3        0.3       19.7       14.5
 
Number of Traders in Each Category                                    Total Traders:       154
         6         23          6         42         27         30         23         20         13          8          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only 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   165,684
Positions
     2,036     82,145      1,695    102,838      1,469      7,826      8,480     54,892        507          0          0          0     42,302     17,150
 
Changes from:       July 27, 2010                                    Total Change is:     7,202
         0      1,483       -101      3,365       -310        735      4,095      6,635        181          0          0          0     -1,073     -1,421
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       49.6        1.0       62.1        0.9        4.7        5.1       33.1        0.3        0.0        0.0        0.0       25.5       10.4
 
Number of Traders in Each Category                                    Total Traders:        37
         .          7          .         16          .          8          .         10          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only 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   800,398
Positions
    32,359     86,936     12,667    310,161    207,922     91,393    211,325    136,667     27,807     26,192    149,313      4,673     83,821     83,020
 
Changes from:       July 27, 2010                                    Total Change is:      -942
    -4,026     -8,005      1,923      3,324     15,573    -10,023     24,967       -316      7,601     -6,339     21,403        750    -19,119    -29,848
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       10.9        1.6       38.8       26.0       11.4       26.4       17.1        3.5        3.3       18.7        0.6       10.5       10.4
 
Number of Traders in Each Category                                    Total Traders:       222
        11         31          8         32         48         36         30         34         16          7         29          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only 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 1,807,891
Positions
    66,194    327,358     45,376  1,004,773    393,980    182,612    171,751    522,480     36,238     71,856     49,943     10,368    218,723    239,536
 
Changes from:       July 27, 2010                                    Total Change is:   -24,082
   -13,891     21,103      5,571     42,099    -41,294    -12,682    -11,843     71,479      7,466     24,311     -3,921      1,181    -66,294    -72,985
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       18.1        2.5       55.6       21.8       10.1        9.5       28.9        2.0        4.0        2.8        0.6       12.1       13.2
 
Number of Traders in Each Category                                    Total Traders:       250
        22         35         13         36         50         48         28         65         41          7          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only 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 1,017,266
Positions
    28,034    196,543     20,950    330,531    289,932    133,269    266,737     79,989     24,156     37,697     44,893        544    175,348    226,990
 
Changes from:       July 27, 2010                                    Total Change is:    79,124
    -1,597     41,666     10,539     41,039     26,170      6,432     48,664     17,212     10,468     -6,013    -15,456        308    -30,716    -18,215
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       19.3        2.1       32.5       28.5       13.1       26.2        7.9        2.4        3.7        4.4        0.1       17.2       22.3
 
Number of Traders in Each Category                                    Total Traders:       159
         7         24          7         22         38         39         27         25         19          7          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only 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   588,561
Positions
   126,318    263,408    183,964     20,203      3,150      1,158    151,907     16,338     57,746      4,601      2,329        779     41,885     59,689
 
Changes from:       July 27, 2010                                    Total Change is:   -44,034
    -4,697    -15,909    -18,883      5,854      1,143       -543    -17,129     -1,163       -367     -3,109       -488         17     -5,177     -7,841
 
Percent of Open Interest Represented by Each Category of Trader
      21.5       44.8       31.3        3.4        0.5        0.2       25.8        2.8        9.8        0.8        0.4        0.1        7.1       10.1
 
Number of Traders in Each Category                                    Total Traders:       109
        22         27         38          4          .          .         28         15         34          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only 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 is 7,823,460
Positions
 1,849,689  3,073,958  1,430,365  1,027,324    276,871    107,621  1,281,967    619,578    979,141    172,523    307,078     46,472    928,358    982,376
 
Changes from:       July 27, 2010                                    Total Change is:    50,988
   100,080     41,146    -57,803    -47,419     22,292    -10,737     25,541      4,796     35,365    -10,613      9,343    -15,164     31,738     21,750
 
Percent of Open Interest Represented by Each Category of Trader
      23.6       39.3       18.3       13.1        3.5        1.4       16.4        7.9       12.5        2.2        3.9        0.6       11.9       12.6
 
Number of Traders in Each Category                                    Total Traders:       262
        37         59         88          8         13         15         59         55         78          7         15         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only 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- Futures Only 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- Futures Only 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    22,911
Positions
     9,632     15,185          0         84        135        839      6,650      2,748        732        914        919          4      4,056      2,349
 
Changes from:       July 27, 2010                                    Total Change is:       354
      -491       -116          0         -6         85         11        263       -301        200        414        197          0        -37        278
 
Percent of Open Interest Represented by Each Category of Trader
      42.0       66.3        0.0        0.4        0.6        3.7       29.0       12.0        3.2        4.0        4.0        0.0       17.7       10.3
 
Number of Traders in Each Category                                    Total Traders:        60
         7          .          0          .          .          .         20         15          4          7          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only 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- Futures Only 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