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Traders in Financial Futures- Futures Only Positions as of September 7, 2010               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   107,378
Positions
    21,462     42,332      4,990      9,931      9,876        330     25,903     30,010      1,249      7,976        749        229     35,308     17,613
 
Changes from:       August 31, 2010                                  Total Change is:      -625
      -961      3,994      2,575     -1,906         62        -43      1,225     -4,976       -668        825        -75        229     -1,901     -1,723
 
Percent of Open Interest Represented by Each Category of Trader
      20.0       39.4        4.6        9.2        9.2        0.3       24.1       27.9        1.2        7.4        0.7        0.2       32.9       16.4
 
Number of Traders in Each Category                                    Total Traders:        73
         6         10          8          .          .          .         24         14          5         11          .          .
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Traders in Financial Futures- Futures Only Positions as of September 7, 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    74,713
Positions
    13,144     45,131      7,809      2,204        771        479     28,396      5,412      2,424          0      3,250          0     20,257      9,437
 
Changes from:       August 31, 2010                                  Total Change is:    14,058
     1,550      3,305      7,088         13       -237         76      1,728       -168      1,813          0      2,500          0      1,790       -319
 
Percent of Open Interest Represented by Each Category of Trader
      17.6       60.4       10.5        2.9        1.0        0.6       38.0        7.2        3.2        0.0        4.3        0.0       27.1       12.6
 
Number of Traders in Each Category                                    Total Traders:        44
         6         11          4          .          .          .         16          6          .          0          .          0
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Traders in Financial Futures- Futures Only Positions as of September 7, 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   145,712
Positions
    78,778     55,522      2,845     17,481     13,676        708     16,653     20,844      1,641      1,802     16,692          0     25,804     33,784
 
Changes from:       August 31, 2010                                  Total Change is:     1,516
     7,150     -8,000      1,747        495        569         34     -9,475      2,397        920       -893     -1,340          0      1,538      5,189
 
Percent of Open Interest Represented by Each Category of Trader
      54.1       38.1        2.0       12.0        9.4        0.5       11.4       14.3        1.1        1.2       11.5        0.0       17.7       23.2
 
Number of Traders in Each Category                                    Total Traders:        87
        12         12          4          6          9          4         20         20          8          .          5          0
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Traders in Financial Futures- Futures Only Positions as of September 7, 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   150,513
Positions
    11,139     85,606      7,829     38,816      7,578      1,132     55,173      9,992      4,858      3,506      2,765          0     28,060     30,753
 
Changes from:       August 31, 2010                                  Total Change is:    11,434
     1,080      4,179      4,775     -1,336     -1,493       -149      2,385      2,278      3,489      1,527       -553          0       -337     -1,092
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       56.9        5.2       25.8        5.0        0.8       36.7        6.6        3.2        2.3        1.8        0.0       18.6       20.4
 
Number of Traders in Each Category                                    Total Traders:       101
        13         15          8         11          9          4         27         18          7          5          .          0
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Traders in Financial Futures- Futures Only Positions as of September 7, 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   257,788
Positions
   123,164     78,055      5,511     23,748     28,099      2,810     29,100     70,229      3,329     15,708      9,449        654     53,764     59,652
 
Changes from:       August 31, 2010                                  Total Change is:    16,655
     6,038      3,071      2,600        690       -363        139     -3,232      5,737       -443        689     -4,287        386      9,788      9,815
 
Percent of Open Interest Represented by Each Category of Trader
      47.8       30.3        2.1        9.2       10.9        1.1       11.3       27.2        1.3        6.1        3.7        0.3       20.9       23.1
 
Number of Traders in Each Category                                    Total Traders:       158
        25         14         10         16         16         10         26         47         21          7          7          .
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Traders in Financial Futures- Futures Only Positions as of September 7, 2010               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   128,346
Positions
    14,259     84,915      6,390     12,091      3,927        246     64,708     10,686      4,022        807      4,989          0     25,823     13,171
 
Changes from:       August 31, 2010                                  Total Change is:    25,907
      -806     16,348      4,043        296       -420          0     18,325      4,960      2,179          0      1,388        -17      1,887     -2,574
 
Percent of Open Interest Represented by Each Category of Trader
      11.1       66.2        5.0        9.4        3.1        0.2       50.4        8.3        3.1        0.6        3.9        0.0       20.1       10.3
 
Number of Traders in Each Category                                    Total Traders:        71
         6         14          8          5          .          .         28         10          5          .          4          0
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Traders in Financial Futures- Futures Only Positions as of September 7, 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    37,181
Positions
     6,004     22,394      7,734          0          0          0      6,817      2,661      3,598          0         20        602     12,426        172
 
Changes from:       August 31, 2010                                  Total Change is:       227
       -19        366         16          0          0          0          0       -404        219          0          0          0         11         30
 
Percent of Open Interest Represented by Each Category of Trader
      16.1       60.2       20.8        0.0        0.0        0.0       18.3        7.2        9.7        0.0        0.1        1.6       33.4        0.5
 
Number of Traders in Each Category                                    Total Traders:        21
         7          7          6          0          0          0          .          .          .          0          .          .
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Traders in Financial Futures- Futures Only Positions as of September 7, 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   102,861
Positions
    27,105     64,719      4,141     22,441        727        272     33,266     20,569      5,872      6,937      4,158        110      2,717      2,293
 
Changes from:       August 31, 2010                                  Total Change is:    11,757
     6,727     -1,519      2,284       -125        582          0     -3,400      6,036      4,894      2,642       -166        105     -1,370       -459
 
Percent of Open Interest Represented by Each Category of Trader
      26.4       62.9        4.0       21.8        0.7        0.3       32.3       20.0        5.7        6.7        4.0        0.1        2.6        2.2
 
Number of Traders in Each Category                                    Total Traders:        90
        12         10          4          6          .          .         22         21          5          5          9          .
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Traders in Financial Futures- Futures Only Positions as of September 7, 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    27,922
Positions
     2,906     14,407      4,063        997          0          0     13,793      4,888      3,087        341        280          0      2,735      1,197
 
Changes from:       August 31, 2010                                  Total Change is:     7,823
    -1,008      1,681      3,945       -240       -120          0      2,434        318      3,087       -180       -100          0       -215       -988
 
Percent of Open Interest Represented by Each Category of Trader
      10.4       51.6       14.6        3.6        0.0        0.0       49.4       17.5       11.1        1.2        1.0        0.0        9.8        4.3
 
Number of Traders in Each Category                                    Total Traders:        36
         .         10          .          .          0          0         10          9          .          .          .          0
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Traders in Financial Futures- Futures Only Positions as of September 7, 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    51,637
Positions
    26,708     19,537        782      3,379      4,667        421      6,239     10,409      6,259        200      1,137          0      7,651      8,426
 
Changes from:       August 31, 2010                                  Total Change is:     8,517
     5,303        986        390        209     -1,510       -228     -4,254       -429      5,858          0         81          0      1,240      3,370
 
Percent of Open Interest Represented by Each Category of Trader
      51.7       37.8        1.5        6.5        9.0        0.8       12.1       20.2       12.1        0.4        2.2        0.0       14.8       16.3
 
Number of Traders in Each Category                                    Total Traders:       100
        17         19          4          6          7          .         25         17         20          .          .          0
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Traders in Financial Futures- Futures Only Positions as of September 7, 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 AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    10,096
Positions
     5,132      3,083          0        246          0          0      2,713      2,831          9          0        335          0      1,996      3,838
 
Changes from:       August 31, 2010                                  Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      50.8       30.5        0.0        2.4        0.0        0.0       26.9       28.0        0.1        0.0        3.3        0.0       19.8       38.0
 
Number of Traders in Each Category                                    Total Traders:        20
         4          4          0          .          0          0          .          7          .          0          .          0
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Traders in Financial Futures- Futures Only Positions as of September 7, 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    83,081
Positions
    44,152     33,908        563      6,265      9,334        841     17,705     25,809      1,846        400      1,604          0     11,309      9,176
 
Changes from:       August 31, 2010                                  Total Change is:    -3,158
     1,341     -3,195       -220        -75     -3,020       -456     -3,281      4,133      1,045          0       -509          0     -1,512       -936
 
Percent of Open Interest Represented by Each Category of Trader
      53.1       40.8        0.7        7.5       11.2        1.0       21.3       31.1        2.2        0.5        1.9        0.0       13.6       11.0
 
Number of Traders in Each Category                                    Total Traders:        97
        15         19          4          5          7          .         30         18         12          .          .          0
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Traders in Financial Futures- Futures Only Positions as of September 7, 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   943,773
Positions
    89,098    197,373     83,259    422,728    180,566     62,281     73,458    212,630     65,393     14,590     32,860      8,066    124,900    101,345
 
Changes from:       August 31, 2010                                  Total Change is:     5,330
    -3,529      8,322     11,929     -9,857     -9,052      1,748     -5,090    -10,469     -6,012     -1,511     -2,866      2,067     15,584      9,663
 
Percent of Open Interest Represented by Each Category of Trader
       9.4       20.9        8.8       44.8       19.1        6.6        7.8       22.5        6.9        1.5        3.5        0.9       13.2       10.7
 
Number of Traders in Each Category                                    Total Traders:       526
        34         48         27        109         68         68         81        138         61         23         25          7
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Traders in Financial Futures- Futures Only Positions as of September 7, 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   338,583
Positions
    40,582    105,014     20,889    144,521     46,656      9,778     23,684     82,465      1,922      7,044     19,100         60     90,103     52,699
 
Changes from:       August 31, 2010                                  Total Change is:     8,669
    -6,626      3,231      4,180     -5,684       -826        470      3,338     -9,655        132        243      1,347        -15     12,631      9,805
 
Percent of Open Interest Represented by Each Category of Trader
      12.0       31.0        6.2       42.7       13.8        2.9        7.0       24.4        0.6        2.1        5.6        0.0       26.6       15.6
 
Number of Traders in Each Category                                    Total Traders:       126
        14         17          8         31         16         19         17         23         10          .          6          .
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Traders in Financial Futures- Futures Only Positions as of September 7, 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 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,025,949
Positions
   294,117    513,332    260,312  1,401,137    679,656    252,412    528,227    930,182     37,995     75,182    106,250      2,582    173,985    243,228
 
Changes from:       August 31, 2010                                  Total Change is:   -16,697
       524     10,492     53,708    -26,795    -47,059     12,321    -74,580    -36,514      1,720        188    -12,105      1,452     14,765       -712
 
Percent of Open Interest Represented by Each Category of Trader
       9.7       17.0        8.6       46.3       22.5        8.3       17.5       30.7        1.3        2.5        3.5        0.1        5.7        8.0
 
Number of Traders in Each Category                                    Total Traders:       487
        32         48         21         90         61         56         81        132         44         21         22          .
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Traders in Financial Futures- Futures Only Positions as of September 7, 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    87,319
Positions
     6,390      9,589      4,269     49,613     47,137      4,421      9,697     15,511        633          0          0          0     12,296      5,759
 
Changes from:       August 31, 2010                                  Total Change is:       -23
    -1,322      2,909        692       -888     -5,411        372       -905       -445        526          0          0          0      1,502      1,334
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       11.0        4.9       56.8       54.0        5.1       11.1       17.8        0.7        0.0        0.0        0.0       14.1        6.6
 
Number of Traders in Each Category                                    Total Traders:        77
         5          7          4         34         12         12         10          9          .          0          0          0
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Traders in Financial Futures- Futures Only Positions as of September 7, 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    94,852
Positions
    31,702     14,596     14,500     12,235     23,872      3,291     18,216     20,384      4,233      1,152      6,618         41      9,480      7,317
 
Changes from:       August 31, 2010                                  Total Change is:    -1,886
       804      2,032     -2,574        584       -866         52        -66        276       -561       -297       -146         41        131       -140
 
Percent of Open Interest Represented by Each Category of Trader
      33.4       15.4       15.3       12.9       25.2        3.5       19.2       21.5        4.5        1.2        7.0        0.0       10.0        7.7
 
Number of Traders in Each Category                                    Total Traders:       222
        20         24         14         30         25         12         40         62         17          9         11          .
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Traders in Financial Futures- Futures Only Positions as of September 7, 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 - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    24,940
Positions
    11,761     17,758        738        841        485          0      5,395      2,706          0          0      2,005          0      6,205      1,248
 
Changes from:       August 31, 2010                                  Total Change is:      -335
      -245        492         -1          0          0          0          0       -738          0          0          0          0        -89        -88
 
Percent of Open Interest Represented by Each Category of Trader
      47.2       71.2        3.0        3.4        1.9        0.0       21.6       10.9        0.0        0.0        8.0        0.0       24.9        5.0
 
Number of Traders in Each Category                                    Total Traders:        22
         4         10          .          .          .          0          .          .          0          0          .          0
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Traders in Financial Futures- Futures Only Positions as of September 7, 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   349,561
Positions
   164,808     49,289      3,711     56,972    116,934     16,457     81,569    105,853      3,701      5,760     23,063        206     16,377     30,347
 
Changes from:       August 31, 2010                                  Total Change is:    -7,754
    -8,273     -5,816        652      2,918     -4,332        260     -3,646      1,757        511     -1,484       -732        206      1,102       -260
 
Percent of Open Interest Represented by Each Category of Trader
      47.1       14.1        1.1       16.3       33.5        4.7       23.3       30.3        1.1        1.6        6.6        0.1        4.7        8.7
 
Number of Traders in Each Category                                    Total Traders:       219
        22         21          8         29         24         12         40         62         14          9         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 7, 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   445,752
Positions
   228,237     38,757     15,554    129,782    173,161     16,237     33,966    160,104      6,005      1,677     16,451         25     14,269     19,458
 
Changes from:       August 31, 2010                                  Total Change is:   -14,087
    -6,359     -2,212     -1,324     -3,725      1,300        -32       -310     -8,288     -2,477         45        374        -10        105     -1,418
 
Percent of Open Interest Represented by Each Category of Trader
      51.2        8.7        3.5       29.1       38.8        3.6        7.6       35.9        1.3        0.4        3.7        0.0        3.2        4.4
 
Number of Traders in Each Category                                    Total Traders:       243
        16         18          6         51         46         23         31         66         16          .         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 7, 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    44,935
Positions
     8,815      8,782      3,258      8,569      2,689        247      6,248      3,898        546          0      1,325      1,800     15,452     22,390
 
Changes from:       August 31, 2010                                  Total Change is:    12,904
      -137        170      2,423     -1,397      1,414        -36      2,461         55        546          0         27      1,800      7,244      6,505
 
Percent of Open Interest Represented by Each Category of Trader
      19.6       19.5        7.3       19.1        6.0        0.5       13.9        8.7        1.2        0.0        2.9        4.0       34.4       49.8
 
Number of Traders in Each Category                                    Total Traders:        60
        15          9          5          8          .          .         13          7          4          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 7, 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    57,931
Positions
    32,638     19,097      3,611      6,490      2,690        517      2,433      9,703        835          0        984        236     11,171     20,258
 
Changes from:       August 31, 2010                                  Total Change is:     3,418
       696     -1,588        988       -677     -1,211         90         48        559        216          0        210        236      1,821      3,918
 
Percent of Open Interest Represented by Each Category of Trader
      56.3       33.0        6.2       11.2        4.6        0.9        4.2       16.7        1.4        0.0        1.7        0.4       19.3       35.0
 
Number of Traders in Each Category                                    Total Traders:        63
        18         11         11          8          4          .          4         15          .          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 7, 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    31,973
Positions
         0      1,503          0     22,820     22,424      2,913      2,968      2,453          0          0        301          0      3,272      2,379
 
Changes from:       August 31, 2010                                  Total Change is:    -2,777
    -1,527      1,142          0        229     -5,846        194     -1,673        862          0          0        301          0          0        570
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        4.7        0.0       71.4       70.1        9.1        9.3        7.7        0.0        0.0        0.9        0.0       10.2        7.4
 
Number of Traders in Each Category                                    Total Traders:        43
         0          .          0         17         14          7          4          5          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 7, 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    26,469
Positions
       996      9,833        251     13,265      2,380        706      3,822     11,188          0      2,030        204          0      5,399      1,907
 
Changes from:       August 31, 2010                                  Total Change is:      -461
       -89        127        251       -630       -275        119        -87       -439          0          9          0          0        -34       -244
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       37.1        0.9       50.1        9.0        2.7       14.4       42.3        0.0        7.7        0.8        0.0       20.4        7.2
 
Number of Traders in Each Category                                    Total Traders:        42
         4          6          .         12          .          5          8          4          0          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 7, 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   681,513
Positions
    21,879    131,459     10,215    335,708    157,554     66,995     61,122    146,025     13,385     26,243     29,868        520    145,446    125,492
 
Changes from:       August 31, 2010                                  Total Change is:   -99,148
    -1,009     -3,229    -22,283    -15,870       -986      2,908      1,418    -22,520    -21,271     -5,395      4,250     -6,755    -30,891    -29,262
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       19.3        1.5       49.3       23.1        9.8        9.0       21.4        2.0        3.9        4.4        0.1       21.3       18.4
 
Number of Traders in Each Category                                    Total Traders:       161
         9         24          8         44         22         33         28         22         14          8          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 7, 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   219,013
Positions
     2,036     86,879      1,550    151,425      2,535      9,404      4,760     79,195      7,702          0          0          0     42,136     31,748
 
Changes from:       August 31, 2010                                  Total Change is:   -24,413
      -320    -11,391    -10,653     -1,072      2,535        803     -7,172        274     -2,148          0          0          0     -3,851     -3,833
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       39.7        0.7       69.1        1.2        4.3        2.2       36.2        3.5        0.0        0.0        0.0       19.2       14.5
 
Number of Traders in Each Category                                    Total Traders:        47
         .          6          .         25          .         11          .         11          5          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 7, 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   673,971
Positions
    57,465     50,174     13,207    214,376    193,728     72,283    153,752     86,472      7,494     37,199    142,916      3,779    114,416    103,918
 
Changes from:       August 31, 2010                                  Total Change is:   -46,032
      -986     -7,606        179     -4,611     -2,559     -4,312    -23,846      4,498    -10,680      2,260    -14,062         38     -4,074    -11,528
 
Percent of Open Interest Represented by Each Category of Trader
       8.5        7.4        2.0       31.8       28.7       10.7       22.8       12.8        1.1        5.5       21.2        0.6       17.0       15.4
 
Number of Traders in Each Category                                    Total Traders:       196
        15         18         10         34         39         33         34         27          9          7         22          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 7, 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 1,767,283
Positions
    57,133    287,937     72,975    813,084    370,837    184,328    176,298    411,747     64,014    106,832     36,758      7,244    285,375    331,443
 
Changes from:       August 31, 2010                                  Total Change is:  -183,727
    -1,398     21,408    -35,915     39,513     -7,862    -49,369    -17,260    -20,921    -54,768     -8,948    -23,685    -10,856    -44,726     -1,759
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       16.3        4.1       46.0       21.0       10.4       10.0       23.3        3.6        6.0        2.1        0.4       16.1       18.8
 
Number of Traders in Each Category                                    Total Traders:       259
        24         35         21         40         50         45         44         50         28         10          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 7, 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   945,668
Positions
    43,506    118,772     16,590    280,369    343,940    107,362    227,102     46,534     32,826     24,646     43,926        729    212,538    234,989
 
Changes from:       August 31, 2010                                  Total Change is:   -83,647
      -548    -21,023     -9,528    -21,308     21,664    -10,514      7,871    -25,025    -35,533     -9,661     -1,630       -538     -3,888     -1,520
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       12.6        1.8       29.6       36.4       11.4       24.0        4.9        3.5        2.6        4.6        0.1       22.5       24.8
 
Number of Traders in Each Category                                    Total Traders:       150
         9         19          8         25         37         34         26         18         15          6         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 7, 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   565,622
Positions
   117,547    224,907    188,168     17,772        180      1,308    130,559     36,464     64,192      6,500      1,945      3,247     36,329     45,211
 
Changes from:       August 31, 2010                                  Total Change is:   -60,435
   -16,088    -22,855    -27,095     -1,717       -443          0    -13,086     -1,014     -1,704       -231       -440         13       -527     -6,897
 
Percent of Open Interest Represented by Each Category of Trader
      20.8       39.8       33.3        3.1        0.0        0.2       23.1        6.4       11.3        1.1        0.3        0.6        6.4        8.0
 
Number of Traders in Each Category                                    Total Traders:       107
        20         25         39          .          .          .         33         12         29          6          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 7, 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 7,933,258
Positions
 1,876,672  3,088,619  1,513,132    958,657    270,127    151,897  1,372,975    696,264    920,574    197,310    330,670     66,811    875,230    895,164
 
Changes from:       August 31, 2010                                  Total Change is:    57,580
    19,180    -38,897     76,783    -82,214    -21,660     10,357     35,463     23,809    -11,960     13,398     -3,064     -2,323     -1,104     24,535
 
Percent of Open Interest Represented by Each Category of Trader
      23.7       38.9       19.1       12.1        3.4        1.9       17.3        8.8       11.6        2.5        4.2        0.8       11.0       11.3
 
Number of Traders in Each Category                                    Total Traders:       264
        39         56         94         10         10         13         60         51         83          7         19         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 7, 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    17,272
Positions
     3,313      4,780      6,211        930        861        222      1,074      4,016        436      4,800        595          0        286        151
 
Changes from:       August 31, 2010                                  Total Change is:     2,557
        38       -491      3,223        -12       -519         15        110      1,166       -846          0          0          0         29          9
 
Percent of Open Interest Represented by Each Category of Trader
      19.2       27.7       36.0        5.4        5.0        1.3        6.2       23.3        2.5       27.8        3.4        0.0        1.7        0.9
 
Number of Traders in Each Category                                    Total Traders:        33
         4          4          .          .          6          .          5          7          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 7, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    40,906
Positions
    36,228     22,435      1,786      1,026        956         77      1,337      9,010        260          0      6,038          0        192        344
 
Changes from:       August 31, 2010                                  Total Change is:      -172
       619        -31         10         -4        116          0       -717       -500         10          0         25          0        -90        198
 
Percent of Open Interest Represented by Each Category of Trader
      88.6       54.8        4.4        2.5        2.3        0.2        3.3       22.0        0.6        0.0       14.8        0.0        0.5        0.8
 
Number of Traders in Each Category                                    Total Traders:        29
         4          5          .          .          5          .          .          7          .          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 7, 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    24,239
Positions
    11,299     13,365        124        677          0        725      5,863      6,174        875        403        840        292      3,981      1,844
 
Changes from:       August 31, 2010                                  Total Change is:      -111
      -328       -751         94         -3          0        -11        775       -310        231       -308        269        292       -853         75
 
Percent of Open Interest Represented by Each Category of Trader
      46.6       55.1        0.5        2.8        0.0        3.0       24.2       25.5        3.6        1.7        3.5        1.2       16.4        7.6
 
Number of Traders in Each Category                                    Total Traders:        55
         6          .          .          4          0          .         17         14          5          4          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 7, 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   109,296
Positions
    74,627     45,612      9,516        641        106        573        892     34,449      7,904        814      2,158        600     13,729      8,378
 
Changes from:       August 31, 2010                                  Total Change is:     9,823
     3,971      7,933      2,437       -790         32         37        892      2,881       -140         40        326        596      2,780     -4,279
 
Percent of Open Interest Represented by Each Category of Trader
      68.3       41.7        8.7        0.6        0.1        0.5        0.8       31.5        7.2        0.7        2.0        0.5       12.6        7.7
 
Number of Traders in Each Category                                    Total Traders:        54
         .         12         10          .          .          .          .         26         21          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated September 10, 2010