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Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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   117,408
Positions
     2,571     70,664      4,130      9,643      8,687        360     44,149      8,718      4,938      5,258      2,206        826     45,532     16,878
 
Changes from:       August 3, 2010                                   Total Change is:     2,152
      -453     11,807     -3,278      1,351        933          0      4,832     -4,244     -2,448         54      1,293       -243      2,335     -1,668
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       60.2        3.5        8.2        7.4        0.3       37.6        7.4        4.2        4.5        1.9        0.7       38.8       14.4
 
Number of Traders in Each Category                                    Total Traders:        71
         .         13          7          .          .          .         32          9         14          8          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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    56,228
Positions
    14,702     32,436      2,448      2,062        427        501     20,429      6,477      1,617          0        935          0     14,469     11,388
 
Changes from:       August 3, 2010                                   Total Change is:    -5,925
     1,209    -11,439       -445        -33         -7         13     -4,739      3,499       -109          0        500          0     -1,820      2,063
 
Percent of Open Interest Represented by Each Category of Trader
      26.1       57.7        4.4        3.7        0.8        0.9       36.3       11.5        2.9        0.0        1.7        0.0       25.7       20.3
 
Number of Traders in Each Category                                    Total Traders:        42
         4          9          4          .          .          .         17          7          6          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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   164,207
Positions
    68,483     68,890      8,556     17,724     12,989        899     30,283     16,919     11,888        865     17,054        271     25,239     26,741
 
Changes from:       August 3, 2010                                   Total Change is:    -2,907
    -6,358      7,199       -299       -491       -669         13     10,353      1,860     -9,397         60        758        269      2,943     -2,640
 
Percent of Open Interest Represented by Each Category of Trader
      41.7       42.0        5.2       10.8        7.9        0.5       18.4       10.3        7.2        0.5       10.4        0.2       15.4       16.3
 
Number of Traders in Each Category                                    Total Traders:        89
        10         12         10          7         12          .         25         16         18          .          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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   151,231
Positions
     9,409     85,050      6,247     34,401      9,015      1,470     60,855      7,833      6,629      1,559      2,546          3     30,658     32,438
 
Changes from:       August 3, 2010                                   Total Change is:    -1,276
     1,030      3,153     -2,085         70       -213        -51      4,718      1,049     -4,170         60        609          3       -853        428
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       56.2        4.1       22.7        6.0        1.0       40.2        5.2        4.4        1.0        1.7        0.0       20.3       21.4
 
Number of Traders in Each Category                                    Total Traders:       111
         8         16          8         12         10          5         37         21         19          .          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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   290,287
Positions
   114,323     90,479     22,354     22,769     22,445      3,136     25,305     47,179     34,810     16,701     15,561        940     49,951     53,384
 
Changes from:       August 3, 2010                                   Total Change is:   -28,265
    -7,970     17,009     -8,597      2,489     -1,507       -268      5,899    -10,003    -15,422        830      1,805     -1,507     -3,719     -9,775
 
Percent of Open Interest Represented by Each Category of Trader
      39.4       31.2        7.7        7.8        7.7        1.1        8.7       16.3       12.0        5.8        5.4        0.3       17.2       18.4
 
Number of Traders in Each Category                                    Total Traders:       174
        25         13         17         15         18          8         36         43         44          8         16         11
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Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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   121,946
Positions
    10,537     79,531      4,857     10,672      4,737        411     61,778      6,822      2,202      2,607      5,041        419     28,463     17,926
 
Changes from:       August 3, 2010                                   Total Change is:    13,362
      -373     12,292       -812      3,950       -375          0      9,211         74     -1,382        490      1,884        -86      2,364      1,767
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       65.2        4.0        8.8        3.9        0.3       50.7        5.6        1.8        2.1        4.1        0.3       23.3       14.7
 
Number of Traders in Each Category                                    Total Traders:        74
         6         13          8          5          5          .         26         10         10          .          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 2010                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    34,319
Positions
     3,706     22,444      7,396          0          0          0      8,671        420      3,320      5,368         20        602      5,256        117
 
Changes from:       August 3, 2010                                   Total Change is:     1,053
       244        916       -244          0          0          0        104         95        257        739          0          0        -47         29
 
Percent of Open Interest Represented by Each Category of Trader
      10.8       65.4       21.6        0.0        0.0        0.0       25.3        1.2        9.7       15.6        0.1        1.8       15.3        0.3
 
Number of Traders in Each Category                                    Total Traders:        21
         6          7          5          0          0          0          4          .          .          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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   110,281
Positions
     8,453     92,770        275     17,862        245        517     75,595     10,872        263      1,591      4,284          0      5,725      1,055
 
Changes from:       August 3, 2010                                   Total Change is:    18,032
        19     15,496          0        194          0          0     17,310      2,802        110        439       -327          0        -40        -49
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       84.1        0.2       16.2        0.2        0.5       68.5        9.9        0.2        1.4        3.9        0.0        5.2        1.0
 
Number of Traders in Each Category                                    Total Traders:        94
         7         16          .          8          .          .         37         13          .          5          6          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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    25,036
Positions
     2,970     16,336        124        618        241         25     16,863      5,198        744        281      1,280          0      3,411      1,088
 
Changes from:       August 3, 2010                                   Total Change is:       637
       748       -410         49        360       -175         18     -1,340       -103        744       -123        789          0        181       -275
 
Percent of Open Interest Represented by Each Category of Trader
      11.9       65.3        0.5        2.5        1.0        0.1       67.4       20.8        3.0        1.1        5.1        0.0       13.6        4.3
 
Number of Traders in Each Category                                    Total Traders:        45
         .         13          .          .          .          .         12          9          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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    47,140
Positions
    23,894     20,407        196      2,709      5,794        757     10,727     10,410      1,569          0      1,223        136      7,153      6,649
 
Changes from:       August 3, 2010                                   Total Change is:     1,571
     1,006        729        -54          8         36        -57       -704       -292        255          0       -164         32      1,087      1,086
 
Percent of Open Interest Represented by Each Category of Trader
      50.7       43.3        0.4        5.7       12.3        1.6       22.8       22.1        3.3        0.0        2.6        0.3       15.2       14.1
 
Number of Traders in Each Category                                    Total Traders:        85
        16         17          5          4          5          .         29         11         11          0          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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    94,279
Positions
    47,789     40,814        393      5,417     11,587      1,513     21,453     20,820      3,138          0      2,446        271     14,305     13,298
 
Changes from:       August 3, 2010                                   Total Change is:     3,142
     2,011      1,459       -109         15         72       -114     -1,409       -585        509          0       -327         64      2,174      2,172
 
Percent of Open Interest Represented by Each Category of Trader
      50.7       43.3        0.4        5.7       12.3        1.6       22.8       22.1        3.3        0.0        2.6        0.3       15.2       14.1
 
Number of Traders in Each Category                                    Total Traders:        85
        16         17          5          4          5          .         29         11         11          0          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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   990,404
Positions
    65,570    236,073     69,406    432,406    155,984     57,737     72,089    187,918    118,511     14,514     28,651     12,958    147,213    123,166
 
Changes from:       August 3, 2010                                   Total Change is:    10,042
     1,811      7,462      6,741      7,005      1,279     -2,534      1,335       -376      1,338     -1,469      1,548      3,528     -7,714     -8,945
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       23.8        7.0       43.7       15.7        5.8        7.3       19.0       12.0        1.5        2.9        1.3       14.9       12.4
 
Number of Traders in Each Category                                    Total Traders:       553
        32         51         29        108         65         61         83        161        110         20         33         23
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Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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   399,893
Positions
    35,584    128,840     17,537    156,092     41,155     10,207     24,592     46,108     59,373      7,285     17,161      6,178     83,043     73,334
 
Changes from:       August 3, 2010                                   Total Change is:     5,829
     3,314      3,008      2,911     -1,873       -248       -581     -1,333       -230      2,463        -94      4,506        103        920     -6,102
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       32.2        4.4       39.0       10.3        2.6        6.1       11.5       14.8        1.8        4.3        1.5       20.8       18.3
 
Number of Traders in Each Category                                    Total Traders:       151
        10         21         12         35         14         17         20         35         47          5         11          9
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Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 2,952,553
Positions
   235,245    621,482    174,025  1,385,944    578,522    233,272    334,488    806,053    198,681     53,210     74,522     16,835    320,852    249,160
 
Changes from:       August 3, 2010                                   Total Change is:    21,068
     6,172     35,955      5,468     31,936     -4,816      2,688     -7,096    -21,164     14,816     10,195      2,277         59    -43,170    -14,214
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       21.0        5.9       46.9       19.6        7.9       11.3       27.3        6.7        1.8        2.5        0.6       10.9        8.4
 
Number of Traders in Each Category                                    Total Traders:       493
        31         49         24         88         58         51         84        142         93         16         25         15
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Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 2010                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    89,152
Positions
     4,427     17,563      4,143     52,075     44,460      3,686     13,646     14,730          0          0          0          0     11,175      4,570
 
Changes from:       August 3, 2010                                   Total Change is:     1,918
      -126        490        195       -122         85        -73      1,281      1,206          0          0          0          0        763         14
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       19.7        4.6       58.4       49.9        4.1       15.3       16.5        0.0        0.0        0.0        0.0       12.5        5.1
 
Number of Traders in Each Category                                    Total Traders:        83
         4          9          .         35         12         10         15          8          0          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    88,095
Positions
    23,217     23,461      6,957     16,718     21,667      3,335     22,278     16,083      4,050      1,184      6,451        174     10,183      5,918
 
Changes from:       August 3, 2010                                   Total Change is:     3,434
     1,370      2,058       -923        489       -443        -63      1,918      1,590      1,018         14       -133         -0       -387        331
 
Percent of Open Interest Represented by Each Category of Trader
      26.4       26.6        7.9       19.0       24.6        3.8       25.3       18.3        4.6        1.3        7.3        0.2       11.6        6.7
 
Number of Traders in Each Category                                    Total Traders:       226
        23         23         11         33         21         10         54         48         22         14         10          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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    14,412
Positions
     4,670      8,399        492      1,305        485          0      2,338      1,373          0          0      2,497          0      5,607      1,166
 
Changes from:       August 3, 2010                                   Total Change is:       449
         0          0          0         21          0          0        492        492          0          0          0          0        -64        -43
 
Percent of Open Interest Represented by Each Category of Trader
      32.4       58.3        3.4        9.1        3.4        0.0       16.2        9.5        0.0        0.0       17.3        0.0       38.9        8.1
 
Number of Traders in Each Category                                    Total Traders:        23
         6          7          .          .          .          0          .          .          0          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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   368,417
Positions
   121,824    104,403      3,235     77,064    105,909     16,675    114,097     87,945      5,852      5,919     19,769        868     22,882     23,762
 
Changes from:       August 3, 2010                                   Total Change is:    14,926
     2,412      5,856       -180      2,338     -2,213       -315     11,569      9,929        650         68       -667         -2     -1,615      1,868
 
Percent of Open Interest Represented by Each Category of Trader
      33.1       28.3        0.9       20.9       28.7        4.5       31.0       23.9        1.6        1.6        5.4        0.2        6.2        6.4
 
Number of Traders in Each Category                                    Total Traders:       222
        23         22          6         31         20         10         54         48         19         14         10          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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   423,268
Positions
   182,174     58,686      9,410    136,318    144,223     23,172     43,669    150,611      8,651      1,844      9,752        221     17,808     18,542
 
Changes from:       August 3, 2010                                   Total Change is:     2,447
    -3,814     -2,675      1,982     -8,568     -5,203      2,574      6,914      2,577      1,633        262        942         -1      1,464        617
 
Percent of Open Interest Represented by Each Category of Trader
      43.0       13.9        2.2       32.2       34.1        5.5       10.3       35.6        2.0        0.4        2.3        0.1        4.2        4.4
 
Number of Traders in Each Category                                    Total Traders:       251
        17         21          8         54         42         23         34         71         26          4          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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    30,328
Positions
     8,884      9,145        158      8,666      1,040        131      2,746      3,511          0        610        975          0      9,133     15,368
 
Changes from:       August 3, 2010                                   Total Change is:    -1,623
       -36        448          4       -707         93        -24       -297       -823          0        210       -422          0       -773       -899
 
Percent of Open Interest Represented by Each Category of Trader
      29.3       30.2        0.5       28.6        3.4        0.4        9.1       11.6        0.0        2.0        3.2        0.0       30.1       50.7
 
Number of Traders in Each Category                                    Total Traders:        51
        13          9          .          8          .          .          7          7          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    52,273
Positions
    31,745     13,872      2,285      6,661      2,732        398      2,624      6,996        641          0        574          0      7,919     24,775
 
Changes from:       August 3, 2010                                   Total Change is:     2,225
     1,813       -680        600         12         83         21       -695     -1,627         84          0        350          0        390      3,394
 
Percent of Open Interest Represented by Each Category of Trader
      60.7       26.5        4.4       12.7        5.2        0.8        5.0       13.4        1.2        0.0        1.1        0.0       15.1       47.4
 
Number of Traders in Each Category                                    Total Traders:        59
        15         10          4          7          .          .          6         16          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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    30,509
Positions
       253        361          0     21,967     23,191      2,753      2,174      2,070          0          0          0          0      3,362      2,134
 
Changes from:       August 3, 2010                                   Total Change is:      -806
       253          0          0        307       -152       -498       -665        -11          0          0          0          0       -203       -145
 
Percent of Open Interest Represented by Each Category of Trader
       0.8        1.2        0.0       72.0       76.0        9.0        7.1        6.8        0.0        0.0        0.0        0.0       11.0        7.0
 
Number of Traders in Each Category                                    Total Traders:        38
         .          .          0         16         13          7          4          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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    27,515
Positions
     1,444      9,260          0     14,254      2,256        638      3,371     12,542          0      2,001        204          0      5,807      2,615
 
Changes from:       August 3, 2010                                   Total Change is:       411
       -31        -25          0        847       -279       -283       -170        134          0          0          0          0         48        864
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       33.7        0.0       51.8        8.2        2.3       12.3       45.6        0.0        7.3        0.7        0.0       21.1        9.5
 
Number of Traders in Each Category                                    Total Traders:        40
         .          6          0         14          .          5          6          .          0          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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   819,303
Positions
    16,443    152,858     26,743    383,814    153,776     63,273     52,762    171,332     50,100     29,650     41,386     10,112    186,406    149,722
 
Changes from:       August 3, 2010                                   Total Change is:    51,955
    -1,462     -5,189      4,567     20,382     11,159     -2,978     -7,800      3,741      4,430        663      3,492      1,652     32,500     31,081
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       18.7        3.3       46.8       18.8        7.7        6.4       20.9        6.1        3.6        5.1        1.2       22.8       18.3
 
Number of Traders in Each Category                                    Total Traders:       161
         6         22         17         44         27         35         26         21         33          8          7          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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   172,266
Positions
     2,036     76,132      5,305    103,636          0      8,542      5,751     58,944        466          0          0          0     46,530     22,878
 
Changes from:       August 3, 2010                                   Total Change is:     6,011
         0     -6,013      3,610        798     -1,469        716     -2,729      4,017       -101          0          0          0      3,717      5,251
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       44.2        3.1       60.2        0.0        5.0        3.3       34.2        0.3        0.0        0.0        0.0       27.0       13.3
 
Number of Traders in Each Category                                    Total Traders:        35
         .          6          .         16          0          7          .         10          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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   891,324
Positions
    29,854     86,035     29,172    261,369    205,265     98,080    203,657    114,785     81,298     54,372    140,666     15,387    118,135    120,636
 
Changes from:       August 3, 2010                                   Total Change is:    31,265
       734     -1,113      1,921    -49,221     -3,042      5,804      2,085    -16,895     10,381     28,180         90        170     31,212     33,951
 
Percent of Open Interest Represented by Each Category of Trader
       3.3        9.7        3.3       29.3       23.0       11.0       22.8       12.9        9.1        6.1       15.8        1.7       13.3       13.5
 
Number of Traders in Each Category                                    Total Traders:       226
        14         28         15         33         47         37         32         35         28          8         28         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,652,965
Positions
    66,917    316,621    242,821    951,493    468,959    296,327    219,901    487,164    378,785     70,987     31,130     96,865    328,870    334,292
 
Changes from:       August 3, 2010                                   Total Change is:   360,394
    12,461     10,347     35,761    -35,919     29,018     43,755     41,630     31,023    119,643     17,709    -18,600     38,807     86,547     70,639
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       11.9        9.2       35.9       17.7       11.2        8.3       18.4       14.3        2.7        1.2        3.7       12.4       12.6
 
Number of Traders in Each Category                                    Total Traders:       271
        25         39         54         38         51         52         41         56         68         15          6         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 1,195,776
Positions
    40,311    166,210     73,823    316,202    338,684    148,382    258,890     59,180     72,817     41,904     47,517     22,632    220,816    266,531
 
Changes from:       August 3, 2010                                   Total Change is:    82,258
    18,364    -29,276     17,897    -14,071     34,409     12,251     -9,455        -63     10,265      4,207     -5,131     13,581     29,219     28,325
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       13.9        6.2       26.4       28.3       12.4       21.7        4.9        6.1        3.5        4.0        1.9       18.5       22.3
 
Number of Traders in Each Category                                    Total Traders:       169
        10         23         17         23         37         40         30         25         31         11         10          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is 1,268,997
Positions
   134,986    250,504    276,939     47,421        272    191,589    101,982     18,547    460,012      4,912      5,033      2,784     48,371     63,316
 
Changes from:       August 3, 2010                                   Total Change is:    32,588
     7,485    -12,263     20,330     -6,023     -2,703      8,144    -15,325        453     20,178     -3,216       -490       -761      1,776       -299
 
Percent of Open Interest Represented by Each Category of Trader
      10.6       19.7       21.8        3.7        0.0       15.1        8.0        1.5       36.3        0.4        0.4        0.2        3.8        5.0
 
Number of Traders in Each Category                                    Total Traders:       114
        22         30         43          .          .          .         31         18         42          .          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is13,914,205
Positions
 1,684,015  3,247,210  2,914,158  1,035,599    297,495    761,677  1,294,370    341,166  4,680,826    172,363    307,223    352,422  1,018,776  1,012,027
 
Changes from:       August 3, 2010                                   Total Change is:    98,688
   -65,080     82,443      6,679     -5,024     17,443     18,733     95,235     -3,459     76,833     -1,292    -13,555     -4,042    -23,354    -82,387
 
Percent of Open Interest Represented by Each Category of Trader
      12.1       23.3       20.9        7.4        2.1        5.5        9.3        2.5       33.6        1.2        2.2        2.5        7.3        7.3
 
Number of Traders in Each Category                                    Total Traders:       293
        26         71         94         12         15         22         63         73        114          8         19         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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    14,773
Positions
     6,522      8,858        717      1,043      1,654        401      1,865      2,191        156      3,800        661          0        269        135
 
Changes from:       August 3, 2010                                   Total Change is:       942
       394        812        147          0       -108          0        276        -16          0          0         -5          0        125        112
 
Percent of Open Interest Represented by Each Category of Trader
      44.1       60.0        4.9        7.1       11.2        2.7       12.6       14.8        1.1       25.7        4.5        0.0        1.8        0.9
 
Number of Traders in Each Category                                    Total Traders:        38
         4          5          .          .          6          .          8          6          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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    41,353
Positions
    37,479     24,160         48      1,249      1,110         77      2,121      9,129         20          0      6,694          0        359        115
 
Changes from:       August 3, 2010                                   Total Change is:     2,762
     2,445      1,137         48          0        165          0        163      1,358          0          0          0          0        106         54
 
Percent of Open Interest Represented by Each Category of Trader
      90.6       58.4        0.1        3.0        2.7        0.2        5.1       22.1        0.0        0.0       16.2        0.0        0.9        0.3
 
Number of Traders in Each Category                                    Total Traders:        32
         .          6          .          .          4          .          8          6          .          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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    29,090
Positions
    10,417     16,057        118        148        145        792     11,517      7,099        766        818      1,096          4      4,509      3,012
 
Changes from:       August 3, 2010                                   Total Change is:     5,859
       657        872         75         64         10        -47      4,935      4,363       -132        -96        177          0        403        540
 
Percent of Open Interest Represented by Each Category of Trader
      35.8       55.2        0.4        0.5        0.5        2.7       39.6       24.4        2.6        2.8        3.8        0.0       15.5       10.4
 
Number of Traders in Each Category                                    Total Traders:        61
         6          4          .          .          .          .         13         22          7          9          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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   100,370
Positions
    67,678     32,743     12,197      1,008          0        246          0     33,035      4,111        677      1,455        171     14,282     16,412
 
Changes from:       August 3, 2010                                   Total Change is:     6,877
     4,660      1,505       -171         92          0        246          0      1,950        531         81        271        171      1,267      2,374
 
Percent of Open Interest Represented by Each Category of Trader
      67.4       32.6       12.2        1.0        0.0        0.2        0.0       32.9        4.1        0.7        1.4        0.2       14.2       16.4
 
Number of Traders in Each Category                                    Total Traders:        47
         .         12          8          4          0          .          0         25         17          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     5,151
Positions
       762      3,305          0      2,464          0          0      1,128      1,764          0        720         45          0         77         37
 
Changes from:       August 3, 2010                                   Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      14.8       64.2        0.0       47.8        0.0        0.0       21.9       34.2        0.0       14.0        0.9        0.0        1.5        0.7
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0          4          0          0          5          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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    15,987
Positions
       562     14,026         66     11,313          0         21      2,359        537         47          0          0          0      1,619      1,290
 
Changes from:       August 3, 2010                                   Total Change is:        -9
      -239        218         66         61          0          0       -350       -681         44          0          0          0        409        344
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       87.7        0.4       70.8        0.0        0.1       14.8        3.4        0.3        0.0        0.0        0.0       10.1        8.1
 
Number of Traders in Each Category                                    Total Traders:        25
         .          .          .          9          0          .          7          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated August 13, 2010