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Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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   127,104
Positions
    21,518     44,347      7,075     11,837      9,814        373     28,168     33,832      7,466      7,190        825      1,209     42,268     22,164
 
Changes from:       August 24, 2010                                  Total Change is:    16,135
    11,187    -10,232      2,587        136        353        -65     -1,029     20,521        387         70        808         68      2,795      1,709
 
Percent of Open Interest Represented by Each Category of Trader
      16.9       34.9        5.6        9.3        7.7        0.3       22.2       26.6        5.9        5.7        0.6        1.0       33.3       17.4
 
Number of Traders in Each Category                                    Total Traders:        78
         7          8          9          .          .          .         26         18         17         11          .          4
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Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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    66,906
Positions
    11,658     40,096      3,688      2,191      1,008        403     26,220      6,758      3,197          0        750          0     19,548     11,005
 
Changes from:       August 24, 2010                                  Total Change is:     4,825
      -995      2,618        626        -65        621        -75      1,892       -260        895          0          0          0      2,547        400
 
Percent of Open Interest Represented by Each Category of Trader
      17.4       59.9        5.5        3.3        1.5        0.6       39.2       10.1        4.8        0.0        1.1        0.0       29.2       16.4
 
Number of Traders in Each Category                                    Total Traders:        46
         .         10          5          .          .          .         19          9          9          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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   163,428
Positions
    71,249     62,134      9,627     16,986     13,691        674     24,731     18,319      9,932      2,695     17,025      1,037     26,497     30,989
 
Changes from:       August 24, 2010                                  Total Change is:     5,739
     4,176     -5,246      1,283       -792       -310       -125       -316      4,653        132        649       -225        292        440      5,286
 
Percent of Open Interest Represented by Each Category of Trader
      43.6       38.0        5.9       10.4        8.4        0.4       15.1       11.2        6.1        1.6       10.4        0.6       16.2       19.0
 
Number of Traders in Each Category                                    Total Traders:        90
        12         11          9          5         11          .         20         23         19          .          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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   159,341
Positions
    13,385     80,655      8,774     40,374      9,526      1,372     51,841      7,765     10,886      1,896      3,634         83     30,731     36,648
 
Changes from:       August 24, 2010                                  Total Change is:        33
     1,446     -3,247      1,864      2,447        871        -98     -2,362        757        239        -61        327         -9     -3,433       -671
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       50.6        5.5       25.3        6.0        0.9       32.5        4.9        6.8        1.2        2.3        0.1       19.3       23.0
 
Number of Traders in Each Category                                    Total Traders:       109
        10         15         11         13         11          4         29         21         20          .          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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   306,496
Positions
   113,819     72,452     29,177     22,981     28,804      2,994     30,356     62,891     37,197     14,896     13,142      2,633     52,442     57,204
 
Changes from:       August 24, 2010                                  Total Change is:    -4,341
    -3,431     -6,611        820        423        463       -181      3,628       -568      1,242     -3,542      1,484        171     -3,473     -1,163
 
Percent of Open Interest Represented by Each Category of Trader
      37.1       23.6        9.5        7.5        9.4        1.0        9.9       20.5       12.1        4.9        4.3        0.9       17.1       18.7
 
Number of Traders in Each Category                                    Total Traders:       184
        24         14         18         14         21         10         36         49         49          7         19         12
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Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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   110,297
Positions
    15,207     69,278      4,945     11,795      4,973        246     46,613      4,909      4,561        809      3,560        411     25,709     17,414
 
Changes from:       August 24, 2010                                  Total Change is:    -5,101
       664     -5,333        -16       -464       -250        -81     -5,287       -162        490     -1,408        -13        -23      1,023        286
 
Percent of Open Interest Represented by Each Category of Trader
      13.8       62.8        4.5       10.7        4.5        0.2       42.3        4.5        4.1        0.7        3.2        0.4       23.3       15.8
 
Number of Traders in Each Category                                    Total Traders:        70
         6         13          8          5          5          .         25         12         14          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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    36,954
Positions
     6,023     22,028      7,718          0          0          0      6,817      3,065      3,379          0         20        602     12,415        142
 
Changes from:       August 24, 2010                                  Total Change is:       769
       741        -22          0          0          0          0        -55      1,072         32          0          0          0         51       -313
 
Percent of Open Interest Represented by Each Category of Trader
      16.3       59.6       20.9        0.0        0.0        0.0       18.4        8.3        9.1        0.0        0.1        1.6       33.6        0.4
 
Number of Traders in Each Category                                    Total Traders:        20
         7          6          6          0          0          0          .          .          .          0          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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    91,104
Positions
    20,378     66,238      1,857     22,566        145        272     36,666     14,533        978      4,295      4,324          5      4,087      2,752
 
Changes from:       August 24, 2010                                  Total Change is:   -10,664
     9,113    -19,759      1,236      1,739       -100        -99    -25,178      7,348        116      3,106        -50          5       -702        639
 
Percent of Open Interest Represented by Each Category of Trader
      22.4       72.7        2.0       24.8        0.2        0.3       40.2       16.0        1.1        4.7        4.7        0.0        4.5        3.0
 
Number of Traders in Each Category                                    Total Traders:        90
        10         11          .          6          .          .         32         18          4          5          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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    20,099
Positions
     3,914     12,726        118      1,237        120          0     11,359      4,570          0        521        380          0      2,950      2,185
 
Changes from:       August 24, 2010                                  Total Change is:      -172
     1,117       -763         -6        673       -134        -57       -630        728          0       -876        100          0       -393        -40
 
Percent of Open Interest Represented by Each Category of Trader
      19.5       63.3        0.6        6.2        0.6        0.0       56.5       22.7        0.0        2.6        1.9        0.0       14.7       10.9
 
Number of Traders in Each Category                                    Total Traders:        41
         5          9          .          .          .          0         12          8          0          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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    43,975
Positions
    21,406     18,552        392      3,170      6,177        649     10,553     10,864        916        200      1,083        159      6,531      5,184
 
Changes from:       August 24, 2010                                  Total Change is:    -1,447
       -84       -782         58        545       -819         48     -1,171        383       -129         50        -48          4       -768       -163
 
Percent of Open Interest Represented by Each Category of Trader
      48.7       42.2        0.9        7.2       14.0        1.5       24.0       24.7        2.1        0.5        2.5        0.4       14.9       11.8
 
Number of Traders in Each Category                                    Total Traders:        99
        15         18          4          6          8          .         34         13         12          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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    87,950
Positions
    42,812     37,103        783      6,340     12,354      1,297     21,105     21,727      1,833        400      2,167        317     13,062     10,368
 
Changes from:       August 24, 2010                                  Total Change is:    -2,894
      -167     -1,563        117      1,090     -1,637         95     -2,342        766       -257        100        -96          8     -1,537       -326
 
Percent of Open Interest Represented by Each Category of Trader
      48.7       42.2        0.9        7.2       14.0        1.5       24.0       24.7        2.1        0.5        2.5        0.4       14.9       11.8
 
Number of Traders in Each Category                                    Total Traders:        99
        15         18          4          6          8          .         34         13         12          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 1,060,112
Positions
    91,904    189,352     80,800    432,658    190,360     61,436     77,969    219,451    160,045     16,407     35,276     17,648    121,246    105,744
 
Changes from:       August 24, 2010                                  Total Change is:    27,746
     9,707     -3,987     10,829      3,557      5,553        593        958      9,045      9,011       -657        883      2,689     -8,941     -6,871
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       17.9        7.6       40.8       18.0        5.8        7.4       20.7       15.1        1.5        3.3        1.7       11.4       10.0
 
Number of Traders in Each Category                                    Total Traders:       563
        34         51         36        112         68         68         91        149        105         27         31         21
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Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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   414,732
Positions
    47,526    102,027     22,354    150,260     48,247     10,083     23,313     93,280     59,957      7,047     17,669      8,136     86,055     52,978
 
Changes from:       August 24, 2010                                  Total Change is:     4,933
    14,329      1,424     -1,683     -5,949      2,020       -161       -987     10,839     -2,153     -1,232      1,622      1,394      1,375     -8,369
 
Percent of Open Interest Represented by Each Category of Trader
      11.5       24.6        5.4       36.2       11.6        2.4        5.6       22.5       14.5        1.7        4.3        2.0       20.7       12.8
 
Number of Traders in Each Category                                    Total Traders:       146
        14         19         15         33         16         20         20         30         41          4          9          7
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Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 3,226,898
Positions
   288,882    503,622    225,234  1,428,103    726,678    240,651    598,337    955,911    175,381     75,289    116,526     19,068    175,953    263,827
 
Changes from:       August 24, 2010                                  Total Change is:   114,065
    28,676     24,731     10,774     47,563     17,700      3,735     49,692     30,996     15,853      9,614      3,047       -262    -51,580      7,490
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       15.6        7.0       44.3       22.5        7.5       18.5       29.6        5.4        2.3        3.6        0.6        5.5        8.2
 
Number of Traders in Each Category                                    Total Traders:       502
        32         46         29         90         62         56         83        140         88         23         26         13
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Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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    87,343
Positions
     7,712      6,680      3,577     50,501     52,548      4,049     10,602     15,956        107          0          0          0     10,795      4,426
 
Changes from:       August 24, 2010                                  Total Change is:    -1,335
       803     -1,121       -563       -588      1,086        432     -1,383       -500       -359          0          0          0        323       -310
 
Percent of Open Interest Represented by Each Category of Trader
       8.8        7.6        4.1       57.8       60.2        4.6       12.1       18.3        0.1        0.0        0.0        0.0       12.4        5.1
 
Number of Traders in Each Category                                    Total Traders:        78
         6          7          .         34         12         10         11          8          .          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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    97,820
Positions
    30,908     12,517     17,176     11,652     24,738      3,239     18,218     20,096      5,568      1,449      6,800         70      9,541      7,617
 
Changes from:       August 24, 2010                                  Total Change is:     3,462
     1,821     -1,531      3,170     -1,497        695         88      1,788      2,594     -2,089         -7         84        -82        271        533
 
Percent of Open Interest Represented by Each Category of Trader
      31.6       12.8       17.6       11.9       25.3        3.3       18.6       20.5        5.7        1.5        7.0        0.1        9.8        7.8
 
Number of Traders in Each Category                                    Total Traders:       225
        25         26         14         22         28         11         48         53         25         11         12          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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    25,289
Positions
    12,006     17,266        739        841        485          0      5,395      3,444          0          0      2,005          0      6,308      1,350
 
Changes from:       August 24, 2010                                  Total Change is:     2,425
     1,230      1,476        -50       -302          0          0        737        738          0          0       -246          0        810        507
 
Percent of Open Interest Represented by Each Category of Trader
      47.5       68.3        2.9        3.3        1.9        0.0       21.3       13.6        0.0        0.0        7.9        0.0       24.9        5.3
 
Number of Traders in Each Category                                    Total Traders:        23
         5         10          .          .          .          0          .          .          0          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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   362,659
Positions
   173,144     54,890      3,548     54,054    121,266     16,197     84,892    104,040      7,062      7,246     23,973        348     16,168     31,335
 
Changes from:       August 24, 2010                                  Total Change is:     5,189
    18,645        658        410     -5,977      3,477        438     -5,075     -1,054       -113        -36      1,652       -409     -2,695        130
 
Percent of Open Interest Represented by Each Category of Trader
      47.7       15.1        1.0       14.9       33.4        4.5       23.4       28.7        1.9        2.0        6.6        0.1        4.5        8.6
 
Number of Traders in Each Category                                    Total Traders:       222
        25         25          7         21         27         11         47         54         22         11         12          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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   461,148
Positions
   234,596     40,792     17,055    133,507    171,861     16,269     34,161    168,584      9,284      1,728     16,077         35     14,512     21,191
 
Changes from:       August 24, 2010                                  Total Change is:     5,922
     5,779     -5,123        925     -1,053      7,612     -1,356      1,052      3,655        527       -241         27          6        283       -351
 
Percent of Open Interest Represented by Each Category of Trader
      50.9        8.8        3.7       29.0       37.3        3.5        7.4       36.6        2.0        0.4        3.5        0.0        3.1        4.6
 
Number of Traders in Each Category                                    Total Traders:       259
        16         19          8         53         45         24         38         73         26          .         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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    32,031
Positions
     8,952      8,612        835      9,966      1,275        283      3,787      3,843          0          0      1,298          0      8,208     15,885
 
Changes from:       August 24, 2010                                  Total Change is:      -841
       995       -555       -118       -301       -379         48        172        260          0     -1,071        323          0       -566       -420
 
Percent of Open Interest Represented by Each Category of Trader
      27.9       26.9        2.6       31.1        4.0        0.9       11.8       12.0        0.0        0.0        4.1        0.0       25.6       49.6
 
Number of Traders in Each Category                                    Total Traders:        57
        16          9          .          9          .          .         11          7          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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    54,513
Positions
    31,942     20,685      2,623      7,167      3,901        427      2,385      9,144        619          0        774          0      9,350     16,340
 
Changes from:       August 24, 2010                                  Total Change is:      -435
     1,410      2,355        241        441        229         17        103       -608       -753          0        450          0     -1,894     -2,366
 
Percent of Open Interest Represented by Each Category of Trader
      58.6       37.9        4.8       13.1        7.2        0.8        4.4       16.8        1.1        0.0        1.4        0.0       17.2       30.0
 
Number of Traders in Each Category                                    Total Traders:        61
        15         11          .          8          5          .          5         15          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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    34,750
Positions
     1,527        361          0     22,591     28,270      2,719      4,641      1,591          0          0          0          0      3,272      1,809
 
Changes from:       August 24, 2010                                  Total Change is:       -68
       385          0          0       -329        134       -192        389        -62          0          0          0          0       -321         52
 
Percent of Open Interest Represented by Each Category of Trader
       4.4        1.0        0.0       65.0       81.4        7.8       13.4        4.6        0.0        0.0        0.0        0.0        9.4        5.2
 
Number of Traders in Each Category                                    Total Traders:        41
         .          .          0         17         13          7          7          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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    26,930
Positions
     1,085      9,706          0     13,895      2,655        587      3,909     11,627          0      2,021        204          0      5,433      2,151
 
Changes from:       August 24, 2010                                  Total Change is:      -599
        87        500       -135       -498       -145        -61        126       -728          0         20          0          0       -138        -30
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       36.0        0.0       51.6        9.9        2.2       14.5       43.2        0.0        7.5        0.8        0.0       20.2        8.0
 
Number of Traders in Each Category                                    Total Traders:        42
         .          6          0         13          .          5          8          5          0          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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   887,913
Positions
    19,574    128,190     63,072    355,557    158,303     64,663     54,616    168,607     93,130     31,490     26,126     12,379    193,433    173,442
 
Changes from:       August 24, 2010                                  Total Change is:   -35,498
   -15,965    -28,667      7,749    -10,844     -1,549     -7,825      8,942     13,421    -23,826     -2,566     -4,051      1,875      6,962      7,375
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       14.4        7.1       40.0       17.8        7.3        6.2       19.0       10.5        3.5        2.9        1.4       21.8       19.5
 
Number of Traders in Each Category                                    Total Traders:       168
        11         19         21         44         24         32         24         27         41          7          9         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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   244,496
Positions
     2,356     98,270     12,203    152,603          0      8,601     11,932     78,929      9,977          0          0          0     46,824     36,516
 
Changes from:       August 24, 2010                                  Total Change is:     8,041
       320     -1,370     10,058      3,908          0      1,160     -1,303      2,788      2,663          0          0          0     -8,765     -7,258
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       40.2        5.0       62.4        0.0        3.5        4.9       32.3        4.1        0.0        0.0        0.0       19.2       14.9
 
Number of Traders in Each Category                                    Total Traders:        47
         .          8          5         23          0         10          .         11          7          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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   740,938
Positions
    58,257     57,822     15,803    218,987    196,492     77,049    174,432     77,470     37,452     34,939    156,929      4,413    119,606    117,508
 
Changes from:       August 24, 2010                                  Total Change is:  -164,383
     2,710    -23,866     -9,653          9        561    -26,010    -20,658    -13,819    -67,770    -21,188        -37    -11,760    -10,064    -12,029
 
Percent of Open Interest Represented by Each Category of Trader
       7.9        7.8        2.1       29.6       26.5       10.4       23.5       10.5        5.1        4.7       21.2        0.6       16.1       15.9
 
Number of Traders in Each Category                                    Total Traders:       201
        16         17         13         33         41         33         35         26         20          6         27          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 2,460,535
Positions
    58,119    267,478    231,219    791,458    376,874    272,928    213,587    432,657    382,505     81,042     64,623     83,884    345,791    348,367
 
Changes from:       August 24, 2010                                  Total Change is:  -440,685
   -15,348    -53,922    -75,117   -139,108    -77,994    -58,521    -32,984    -37,167   -103,377     15,897    -13,076    -25,030     -7,096      3,518
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       10.9        9.4       32.2       15.3       11.1        8.7       17.6       15.5        3.3        2.6        3.4       14.1       14.2
 
Number of Traders in Each Category                                    Total Traders:       254
        26         28         44         44         44         54         43         46         68         13         10          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 1,109,994
Positions
    48,828    141,602     52,180    300,951    322,503    123,104    216,913     68,622     99,816     34,036     44,989      9,378    224,788    247,801
 
Changes from:       August 24, 2010                                  Total Change is:  -200,162
   -11,387    -12,179    -35,938         48    -77,247    -10,197    -85,204    -14,551    -30,457    -15,003      1,299     -1,850    -10,175    -19,043
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       12.8        4.7       27.1       29.1       11.1       19.5        6.2        9.0        3.1        4.1        0.8       20.3       22.3
 
Number of Traders in Each Category                                    Total Traders:       157
         9         20         18         23         39         38         30         18         28          9          9          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 1,307,899
Positions
   136,724    238,600    295,487     42,584        379    197,580    110,154     38,777    468,666      8,058      4,904      8,428     40,218     55,078
 
Changes from:       August 24, 2010                                  Total Change is:    13,166
     4,594      1,472      7,282        110         17      2,502     11,720     11,808     -8,467        804        202      1,080     -6,460     -2,731
 
Percent of Open Interest Represented by Each Category of Trader
      10.5       18.2       22.6        3.3        0.0       15.1        8.4        3.0       35.8        0.6        0.4        0.6        3.1        4.2
 
Number of Traders in Each Category                                    Total Traders:       119
        24         25         42          4          .          .         32         19         41          8          4          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 is14,244,248
Positions
 1,790,565  3,277,594  2,925,340  1,037,341    296,287    834,699  1,228,751    330,131  4,892,511    196,427    342,483    392,571    946,043    952,633
 
Changes from:       August 24, 2010                                  Total Change is:   272,507
     8,279    -12,733    118,582     -2,440      9,982     45,492    -32,361      4,395    128,616     -1,905      1,029     21,488    -13,244    -44,344
 
Percent of Open Interest Represented by Each Category of Trader
      12.6       23.0       20.5        7.3        2.1        5.9        8.6        2.3       34.3        1.4        2.4        2.8        6.6        6.7
 
Number of Traders in Each Category                                    Total Traders:       297
        28         70         96         11         13         21         72         66        115         10         19         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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    14,715
Positions
     3,275      5,271      2,988        942      1,380        207        964      2,850      1,282      4,800        595          0        257        142
 
Changes from:       August 24, 2010                                  Total Change is:     1,946
       -95        145      1,121        -22       -551          0        -55        376        976          0        -66          0         21        -55
 
Percent of Open Interest Represented by Each Category of Trader
      22.3       35.8       20.3        6.4        9.4        1.4        6.6       19.4        8.7       32.6        4.0        0.0        1.7        1.0
 
Number of Traders in Each Category                                    Total Traders:        33
         .          5          .          .          6          .          5          7          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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    41,078
Positions
    35,609     22,466      1,776      1,030        840         77      2,054      9,510        250          0      6,013          0        282        146
 
Changes from:       August 24, 2010                                  Total Change is:      -560
      -354        310        -92       -219        -91          0        166       -603        -90          0          0          0         29          6
 
Percent of Open Interest Represented by Each Category of Trader
      86.7       54.7        4.3        2.5        2.0        0.2        5.0       23.2        0.6        0.0       14.6        0.0        0.7        0.4
 
Number of Traders in Each Category                                    Total Traders:        28
         .          5          .          .          5          .          4          6          .          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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    24,712
Positions
    11,627     14,118        139        680          0        736      5,065      6,458        830        711        571          0      4,924      1,860
 
Changes from:       August 24, 2010                                  Total Change is:    -4,623
      -180     -2,100         -4         95          0          7     -4,245     -2,228        150         94        -78         -5       -535       -365
 
Percent of Open Interest Represented by Each Category of Trader
      47.1       57.1        0.6        2.8        0.0        3.0       20.5       26.1        3.4        2.9        2.3        0.0       19.9        7.5
 
Number of Traders in Each Category                                    Total Traders:        58
         7          4          .          4          0          .         18         13          7          7          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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    99,473
Positions
    70,656     37,679      7,079      1,431         74        536          0     31,568      8,044        774      1,832          4     10,949     12,657
 
Changes from:       August 24, 2010                                  Total Change is:     4,253
     3,706      5,104     -1,101        420         69          0          0     -1,547      4,043          0         83        -29     -2,786     -2,369
 
Percent of Open Interest Represented by Each Category of Trader
      71.0       37.9        7.1        1.4        0.1        0.5        0.0       31.7        8.1        0.8        1.8        0.0       11.0       12.7
 
Number of Traders in Each Category                                    Total Traders:        54
         .         11          9          5          .          .          0         29         21          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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    13,933
Positions
       711     11,921          2     11,277          0          0      1,155      1,229          0          0          0          0        788        781
 
Changes from:       August 24, 2010                                  Total Change is:       -16
        60       -105          2         74          0        -37        -62         74          0          0          0          0        -53         50
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       85.6        0.0       80.9        0.0        0.0        8.3        8.8        0.0        0.0        0.0        0.0        5.7        5.6
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          .          9          0          0          4          4          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated September 3, 2010