```
Traders in Financial Futures- Futures Only Positions as of August 30, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   107,237
Positions
     9,463     55,689      2,826     15,709      5,641        580     19,051     10,602      6,676     11,456        607        163     41,313     24,453
 
Changes from:       August 23, 2011                                  Total Change is:     2,565
     1,004      5,540        454       -167     -1,941        274        667     -1,942        183        964        607        156       -970       -766
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       51.9        2.6       14.6        5.3        0.5       17.8        9.9        6.2       10.7        0.6        0.2       38.5       22.8
 
Number of Traders in Each Category                                    Total Traders:        85
         7         14          5          5          4          .         18         20          9         15          .          .
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Traders in Financial Futures- Futures Only Positions as of August 30, 2011                 
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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    45,566
Positions
     5,227     28,768      1,142        935      1,007        119     19,254      3,051         31          0          0          0     18,858     11,448
 
Changes from:       August 23, 2011                                  Total Change is:    -3,398
      -373     -2,579        643          0         11          0     -2,783     -1,135       -143          0          0          0       -742       -195
 
Percent of Open Interest Represented by Each Category of Trader
      11.5       63.1        2.5        2.1        2.2        0.3       42.3        6.7        0.1        0.0        0.0        0.0       41.4       25.1
 
Number of Traders in Each Category                                    Total Traders:        36
         5         11          4          .          .          .         12          5          .          0          0          0
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Traders in Financial Futures- Futures Only Positions as of August 30, 2011                 
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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    96,164
Positions
    19,731     11,721        510      8,773     33,030        848     33,756     26,167        244      2,668      4,007          0     29,634     19,637
 
Changes from:       August 23, 2011                                  Total Change is:    -6,013
     6,007     -9,606        386     -2,270      1,742          2    -10,556        780         36      2,223       -588          0     -1,841      1,235
 
Percent of Open Interest Represented by Each Category of Trader
      20.5       12.2        0.5        9.1       34.3        0.9       35.1       27.2        0.3        2.8        4.2        0.0       30.8       20.4
 
Number of Traders in Each Category                                    Total Traders:        92
        10         10          5          5         12          4         31         18          7          .          4          0
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Traders in Financial Futures- Futures Only Positions as of August 30, 2011                 
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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   126,128
Positions
     6,377     73,539      1,151     34,816      9,195      1,038     49,879     10,254        133      1,000      2,252          0     31,734     28,566
 
Changes from:       August 23, 2011                                  Total Change is:    -5,089
      -177     -1,084        -11       -120       -375        -18     -6,334     -4,022          2       -498        -45          0      2,067        464
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       58.3        0.9       27.6        7.3        0.8       39.5        8.1        0.1        0.8        1.8        0.0       25.2       22.6
 
Number of Traders in Each Category                                    Total Traders:        88
         8         14          5         11          7          4         32         11          5          .          4          0
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Traders in Financial Futures- Futures Only Positions as of August 30, 2011                 
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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   179,162
Positions
    35,559     44,817      5,333     31,427     29,268      1,636     43,107     39,766      3,300      7,439      7,219        256     51,105     47,567
 
Changes from:       August 23, 2011                                  Total Change is:     4,448
       109      3,294       -867      5,946     -3,135        -22        229        769      1,302     -6,016       -673         51      3,716      3,729
 
Percent of Open Interest Represented by Each Category of Trader
      19.8       25.0        3.0       17.5       16.3        0.9       24.1       22.2        1.8        4.2        4.0        0.1       28.5       26.5
 
Number of Traders in Each Category                                    Total Traders:       159
        22         14          8         16         19          9         35         41         19          7          5          .
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Traders in Financial Futures- Futures Only Positions as of August 30, 2011                 
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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   120,394
Positions
     9,420     79,690        217      3,139      7,942        313     79,939     11,310        299        967          0          5     26,095     20,618
 
Changes from:       August 23, 2011                                  Total Change is:     8,326
    -4,438      7,260       -506        473      1,015          1      9,272      2,327        258          2         -2          2      3,262     -2,029
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       66.2        0.2        2.6        6.6        0.3       66.4        9.4        0.2        0.8        0.0        0.0       21.7       17.1
 
Number of Traders in Each Category                                    Total Traders:        66
         7         13          4          .          5          .         25         10          4          .          0          .
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Traders in Financial Futures- Futures Only Positions as of August 30, 2011                 
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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   103,139
Positions
    42,907     52,984     35,862          0          0          0     21,260     12,386        851      1,082          0          0      1,177      1,056
 
Changes from:       August 23, 2011                                  Total Change is:         6
    -2,851     -3,354      2,873          0          0          0       -122        359          0          0          0          0        106        128
 
Percent of Open Interest Represented by Each Category of Trader
      41.6       51.4       34.8        0.0        0.0        0.0       20.6       12.0        0.8        1.0        0.0        0.0        1.1        1.0
 
Number of Traders in Each Category                                    Total Traders:        25
         8         11         13          0          0          0          .          .          .          .          0          0
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Traders in Financial Futures- Futures Only Positions as of August 30, 2011                 
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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   111,355
Positions
    44,962     63,147      1,964     14,968      1,747          0     41,006     30,982        589        798      4,472          0      7,068      8,454
 
Changes from:       August 23, 2011                                  Total Change is:    -3,069
     2,718     -4,713      1,410     -9,003        183          0      1,361       -491        234          0        -49          0        211        357
 
Percent of Open Interest Represented by Each Category of Trader
      40.4       56.7        1.8       13.4        1.6        0.0       36.8       27.8        0.5        0.7        4.0        0.0        6.3        7.6
 
Number of Traders in Each Category                                    Total Traders:        94
        11         12          .          8          .          0         17         32          4          .          9          0
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Traders in Financial Futures- Futures Only Positions as of August 30, 2011                 
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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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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    39,411
Positions
    28,192     19,820      3,877      1,068          0          0      2,137        232        288        423     12,628      2,510        916         56
 
Changes from:       August 23, 2011                                  Total Change is:    11,673
    10,008     10,371      1,235          6          0          0        125         11        285        -51          0          0         65       -229
 
Percent of Open Interest Represented by Each Category of Trader
      71.5       50.3        9.8        2.7        0.0        0.0        5.4        0.6        0.7        1.1       32.0        6.4        2.3        0.1
 
Number of Traders in Each Category                                    Total Traders:        22
         4          6          4          .          0          0          7          .          .          .          .          .
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Traders in Financial Futures- Futures Only Positions as of August 30, 2011                 
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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    26,856
Positions
     4,518     23,380         71        360          0          0     16,555      2,067          0      1,145          0          0      4,207      1,338
 
Changes from:       August 23, 2011                                  Total Change is:       352
       219        438        -29         13       -115          0       -176         78          0        237          0          0         88        -20
 
Percent of Open Interest Represented by Each Category of Trader
      16.8       87.1        0.3        1.3        0.0        0.0       61.6        7.7        0.0        4.3        0.0        0.0       15.7        5.0
 
Number of Traders in Each Category                                    Total Traders:        44
         5         10          .          .          0          0         18          5          0          4          0          0
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Traders in Financial Futures- Futures Only Positions as of August 30, 2011                 
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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    52,814
Positions
    20,876     23,251      6,007      3,349      2,961        593      8,284      9,009      3,533      4,229          0          1      5,943      7,461
 
Changes from:       August 23, 2011                                  Total Change is:       598
     1,023     -5,073         82        480       -573         96       -394      5,371       -150        -66          0          0       -472        847
 
Percent of Open Interest Represented by Each Category of Trader
      39.5       44.0       11.4        6.3        5.6        1.1       15.7       17.1        6.7        8.0        0.0        0.0       11.3       14.1
 
Number of Traders in Each Category                                    Total Traders:        86
        19         16          8          6          6          .         17         17         10          .          0          .
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Traders in Financial Futures- Futures Only Positions as of August 30, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    13,834
Positions
     8,951      9,402         51        691        258          0      1,107      2,450         43        731          0          0      2,260      1,630
 
Changes from:       August 23, 2011                                  Total Change is:        60
         0          0          0          0          0          0         55        -10          9          0          0          0         -4         61
 
Percent of Open Interest Represented by Each Category of Trader
      64.7       68.0        0.4        5.0        1.9        0.0        8.0       17.7        0.3        5.3        0.0        0.0       16.3       11.8
 
Number of Traders in Each Category                                    Total Traders:        22
         8          5          .          .          .          0          .          .          .          .          0          0
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Traders in Financial Futures- Futures Only Positions as of August 30, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    77,959
Positions
    35,460     39,307        301      5,316      5,405      1,186     20,494     19,258        840      6,995          0          1      7,366     11,661
 
Changes from:       August 23, 2011                                  Total Change is:     1,076
     2,647     -9,544       -439        959     -1,146        191       -787     10,871       -428       -131          0          0       -936      1,571
 
Percent of Open Interest Represented by Each Category of Trader
      45.5       50.4        0.4        6.8        6.9        1.5       26.3       24.7        1.1        9.0        0.0        0.0        9.4       15.0
 
Number of Traders in Each Category                                    Total Traders:        81
        17         17          6          5          5          .         17         17          6          .          0          .
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Traders in Financial Futures- Futures Only Positions as of August 30, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,113,795
Positions
   139,795    124,223     92,769    409,859    210,888     65,173     93,187    245,970    122,658     24,560     92,928     15,156    150,638    144,030
 
Changes from:       August 23, 2011                                  Total Change is:    51,723
    10,903      7,127     13,040      8,429     -2,861     -7,211      1,677     16,592     -9,622       -192       -950      3,403     31,296     32,205
 
Percent of Open Interest Represented by Each Category of Trader
      12.6       11.2        8.3       36.8       18.9        5.9        8.4       22.1       11.0        2.2        8.3        1.4       13.5       12.9
 
Number of Traders in Each Category                                    Total Traders:       610
        36         60         32        113         70         66         76        162         71         33         57         15
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Traders in Financial Futures- Futures Only Positions as of August 30, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   399,825
Positions
   108,831     66,437     22,077    113,655     42,500     12,378     45,954    122,549      3,181     13,208     40,590      8,117     72,424     81,996
 
Changes from:       August 23, 2011                                  Total Change is:    25,430
    10,049        257      6,897     -2,535     -1,166        -56      4,182     -9,579        358      2,892        853         78      3,565     27,788
 
Percent of Open Interest Represented by Each Category of Trader
      27.2       16.6        5.5       28.4       10.6        3.1       11.5       30.7        0.8        3.3       10.2        2.0       18.1       20.5
 
Number of Traders in Each Category                                    Total Traders:       138
        15         13          9         30         15         11         20         29         12          8          8          .
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Traders in Financial Futures- Futures Only Positions as of August 30, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 3,569,848
Positions
   436,706    570,815     71,572  1,496,353    857,273    248,641    745,575  1,126,519     87,973     77,543    282,470     14,415    391,070    310,170
 
Changes from:       August 23, 2011                                  Total Change is:   131,466
    37,019     67,095     -2,030     53,871     -9,424    -34,825    -64,462     78,919      2,037        446      6,851        756    138,654     22,087
 
Percent of Open Interest Represented by Each Category of Trader
      12.2       16.0        2.0       41.9       24.0        7.0       20.9       31.6        2.5        2.2        7.9        0.4       11.0        8.7
 
Number of Traders in Each Category                                    Total Traders:       573
        34         57         21         98         64         61         78        157         47         29         56          9
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Traders in Financial Futures- Futures Only Positions as of August 30, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   110,147
Positions
    11,278     29,824        124     75,320     50,449      3,656     12,125     12,864      1,121      1,467      4,197          0      5,056      7,912
 
Changes from:       August 23, 2011                                  Total Change is:     2,000
    -1,445      4,324         -4      8,171     -1,537     -1,726     -1,201        -27        949       -951        -30          0     -1,793         51
 
Percent of Open Interest Represented by Each Category of Trader
      10.2       27.1        0.1       68.4       45.8        3.3       11.0       11.7        1.0        1.3        3.8        0.0        4.6        7.2
 
Number of Traders in Each Category                                    Total Traders:        92
         7         11          .         34         14          9         10         13          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 30, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   101,620
Positions
    26,828     26,120     21,161     13,687     10,782      1,472     11,937     12,841     15,381        811      3,180        644      9,699     10,039
 
Changes from:       August 23, 2011                                  Total Change is:     4,702
     1,310     -1,387      3,332        290     -2,014       -186     -1,805      2,257      2,506       -116        148         91       -720        -46
 
Percent of Open Interest Represented by Each Category of Trader
      26.4       25.7       20.8       13.5       10.6        1.4       11.7       12.6       15.1        0.8        3.1        0.6        9.5        9.9
 
Number of Traders in Each Category                                    Total Traders:       204
        24         27          9         28         22         14         34         53         24          6          8          4
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Traders in Financial Futures- Futures Only Positions as of August 30, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    27,050
Positions
    15,554     13,977          0        334          0          0      8,234      6,799         35        343        507          0      2,550      5,732
 
Changes from:       August 23, 2011                                  Total Change is:     2,211
     1,177        986          0          0          0          0      1,555      1,822         10          0          0          0       -531       -607
 
Percent of Open Interest Represented by Each Category of Trader
      57.5       51.7        0.0        1.2        0.0        0.0       30.4       25.1        0.1        1.3        1.9        0.0        9.4       21.2
 
Number of Traders in Each Category                                    Total Traders:        26
        10          5          0          .          0          0          .          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 30, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   372,851
Positions
   154,308    158,653      7,867     66,766     53,912      7,361     85,799     97,497      9,443      4,057     15,080      1,504     35,746     21,534
 
Changes from:       August 23, 2011                                  Total Change is:    12,455
    17,077      4,549        247      1,450    -10,070       -929     -3,534     15,443       -787       -581        739        457       -945      2,806
 
Percent of Open Interest Represented by Each Category of Trader
      41.4       42.6        2.1       17.9       14.5        2.0       23.0       26.1        2.5        1.1        4.0        0.4        9.6        5.8
 
Number of Traders in Each Category                                    Total Traders:       202
        23         27          4         28         22         14         33         54         19          6          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 30, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   434,111
Positions
   221,567     26,686     16,382    122,294    175,179     32,845     23,067    138,422      2,643      2,213     18,766          0     13,100     23,188
 
Changes from:       August 23, 2011                                  Total Change is:    -2,699
      -405      2,987      2,148      6,792    -11,245       -478     -4,659      5,846       -261       -975      1,650         -1     -4,860     -3,345
 
Percent of Open Interest Represented by Each Category of Trader
      51.0        6.1        3.8       28.2       40.4        7.6        5.3       31.9        0.6        0.5        4.3        0.0        3.0        5.3
 
Number of Traders in Each Category                                    Total Traders:       246
        20         14          6         51         51         26         20         73         11          4         13          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 30, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    31,101
Positions
     6,418      5,129        544      6,621        722        202     10,397     11,693          0        416      3,833          0      6,503      8,978
 
Changes from:       August 23, 2011                                  Total Change is:       592
      -231        644         45       -452        -90          0        573        269          0        200        156          0        457       -432
 
Percent of Open Interest Represented by Each Category of Trader
      20.6       16.5        1.7       21.3        2.3        0.6       33.4       37.6        0.0        1.3       12.3        0.0       20.9       28.9
 
Number of Traders in Each Category                                    Total Traders:        52
        11          7          .          7          .          .          9         11          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 30, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    62,626
Positions
    14,018     43,235      1,798      4,794      6,555        339     11,044      3,756        788      2,112          0          0     27,733      6,155
 
Changes from:       August 23, 2011                                  Total Change is:       496
       235      2,804        183        -20       -409          0       -899        106        135       -393     -1,517          0      1,255       -806
 
Percent of Open Interest Represented by Each Category of Trader
      22.4       69.0        2.9        7.7       10.5        0.5       17.6        6.0        1.3        3.4        0.0        0.0       44.3        9.8
 
Number of Traders in Each Category                                    Total Traders:        70
        14         20          5          5          6          .         13          8          .          4          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 30, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    38,878
Positions
       624      4,615      1,199     24,348     23,874      4,257      5,263      4,911          4      1,187          0          0      1,996         18
 
Changes from:       August 23, 2011                                  Total Change is:    -1,768
      -187        -64         81        764       -257       -439     -1,130        -42          0        488          0          0     -1,345     -1,047
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       11.9        3.1       62.6       61.4       10.9       13.5       12.6        0.0        3.1        0.0        0.0        5.1        0.0
 
Number of Traders in Each Category                                    Total Traders:        52
         .          .          .         15         19          9          8          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 30, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is    52,244
Positions
     8,549     20,618      1,858     23,396      9,263      1,188      8,019     15,416        472      1,736        152        663      6,363      2,614
 
Changes from:       August 23, 2011                                  Total Change is:    -2,600
       368      3,656       -419       -314        825        -74     -1,004     -3,337          0          0       -500        510     -1,667     -3,261
 
Percent of Open Interest Represented by Each Category of Trader
      16.4       39.5        3.6       44.8       17.7        2.3       15.3       29.5        0.9        3.3        0.3        1.3       12.2        5.0
 
Number of Traders in Each Category                                    Total Traders:        60
         8          8          .         13          6          5         14          6          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 30, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   689,017
Positions
    16,714    116,192     22,563    313,943    135,104     80,850     59,284    100,058     30,866      6,348     61,817          0    158,449    141,567
 
Changes from:       August 23, 2011                                  Total Change is:    32,967
    -1,093      9,620     16,636    -18,864     -2,008     12,836     -3,172    -34,257     15,494     -1,000      1,220          0     12,130     13,426
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       16.9        3.3       45.6       19.6       11.7        8.6       14.5        4.5        0.9        9.0        0.0       23.0       20.5
 
Number of Traders in Each Category                                    Total Traders:       140
         8         16          9         39         22         32         30         17         14          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 30, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   427,295
Positions
     2,500    198,633      3,607    297,284     18,964     21,737      2,017    120,628     22,167      5,180      2,034          0     72,803     39,525
 
Changes from:       August 23, 2011                                  Total Change is:    19,805
       -78     10,465      1,988     -2,003        185      2,123       -257    -12,016     17,019          2          0          0      1,011         41
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       46.5        0.8       69.6        4.4        5.1        0.5       28.2        5.2        1.2        0.5        0.0       17.0        9.3
 
Number of Traders in Each Category                                    Total Traders:        75
         .         14          5         36          5         15          .         15          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 30, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   887,138
Positions
   106,554     77,736     18,707    139,859    223,343     92,641    274,130    190,861     66,452     59,930     80,507      1,929    126,936    134,962
 
Changes from:       August 23, 2011                                  Total Change is:   -69,658
    -1,029    -57,162      4,931    -85,681    -11,576     -8,792    -29,180    -29,248     40,592     -4,631    -17,341       -259     14,391      9,197
 
Percent of Open Interest Represented by Each Category of Trader
      12.0        8.8        2.1       15.8       25.2       10.4       30.9       21.5        7.5        6.8        9.1        0.2       14.3       15.2
 
Number of Traders in Each Category                                    Total Traders:       232
        14         25         17         33         52         39         40         35         26          9         23          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 30, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 2,011,822
Positions
    73,898    236,083     97,191    842,415    538,501    207,151    246,279    336,193    147,068     76,546    100,935     31,082    290,192    317,618
 
Changes from:       August 23, 2011                                  Total Change is:    66,350
   -45,463    -68,432     69,512    -50,509      1,316    -15,116     27,008     -9,387     87,031    -22,813      4,062      8,424      8,276    -11,060
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       11.7        4.8       41.9       26.8       10.3       12.2       16.7        7.3        3.8        5.0        1.5       14.4       15.8
 
Number of Traders in Each Category                                    Total Traders:       239
        19         30         25         31         59         49         46         34         33          8         12          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 30, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,431,167
Positions
    93,927    157,602     49,214    389,633    540,969    124,563    293,101     91,468     95,452    138,126     81,208     11,327    235,824    279,364
 
Changes from:       August 23, 2011                                  Total Change is:    15,730
    -4,235    -34,358      6,129     29,969      3,984     -8,711    -55,833    -25,756     64,126    -22,095    -11,314      3,506      2,874     18,124
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       11.0        3.4       27.2       37.8        8.7       20.5        6.4        6.7        9.7        5.7        0.8       16.5       19.5
 
Number of Traders in Each Category                                    Total Traders:       178
         9         26         19         21         46         34         38         22         23          8          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 30, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   799,502
Positions
   288,376    288,871    244,908      5,420      5,382      7,125     90,009     81,927    108,362      5,398      5,685     12,218     37,686     45,024
 
Changes from:       August 23, 2011                                  Total Change is:    -9,693
     9,514        470    -12,972         -4        685       -246      2,685      9,837     -7,028        -55        109       -153     -1,434       -395
 
Percent of Open Interest Represented by Each Category of Trader
      36.1       36.1       30.6        0.7        0.7        0.9       11.3       10.2       13.6        0.7        0.7        1.5        4.7        5.6
 
Number of Traders in Each Category                                    Total Traders:       132
        26         37         52          .          6          .         18         27         30          .          5          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 30, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is 9,673,431
Positions
 1,018,901  3,556,782  1,788,504  3,310,651     42,965    157,095    881,315  1,023,088  1,470,411     59,430    531,595    176,359    810,765    926,632
 
Changes from:       August 23, 2011                                  Total Change is:  -117,648
   -40,262    -31,280     -1,555   -107,296    -62,242      7,313    -35,989    -12,040     97,255      6,260    -35,666      6,274    -49,648    -85,707
 
Percent of Open Interest Represented by Each Category of Trader
      10.5       36.8       18.5       34.2        0.4        1.6        9.1       10.6       15.2        0.6        5.5        1.8        8.4        9.6
 
Number of Traders in Each Category                                    Total Traders:       275
        35         60         86         14         10         14         52         62         87         10         14         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 30, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    11,444
Positions
     3,713      4,865          1      1,535        792         12      2,248      5,441          4      3,601        250          0        330         79
 
Changes from:       August 23, 2011                                  Total Change is:    -1,103
    -1,234     -1,079          1       -104        -18          0        222        -27          4         15          0          0         -7         16
 
Percent of Open Interest Represented by Each Category of Trader
      32.4       42.5        0.0       13.4        6.9        0.1       19.6       47.5        0.0       31.5        2.2        0.0        2.9        0.7
 
Number of Traders in Each Category                                    Total Traders:        31
         .          4          .          .          4          .          7          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 30, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    21,226
Positions
    16,432      9,497          0      1,217      2,155          0      3,187      4,040          4        110      5,453          0        276         77
 
Changes from:       August 23, 2011                                  Total Change is:       510
       186        162          0        -31        399          0        404        -63          0          0          0          0        -49         12
 
Percent of Open Interest Represented by Each Category of Trader
      77.4       44.7        0.0        5.7       10.2        0.0       15.0       19.0        0.0        0.5       25.7        0.0        1.3        0.4
 
Number of Traders in Each Category                                    Total Traders:        34
         5          4          0          .          5          0          9          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 30, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    55,670
Positions
    17,879     14,059        309        301      4,987      1,096     28,559     27,587      1,062      1,110      2,146          2      5,352      4,422
 
Changes from:       August 23, 2011                                  Total Change is:    -2,231
       282       -499          0         20     -1,316         -6     -2,617        679       -114        263        -93          2        -61       -884
 
Percent of Open Interest Represented by Each Category of Trader
      32.1       25.3        0.6        0.5        9.0        2.0       51.3       49.6        1.9        2.0        3.9        0.0        9.6        7.9
 
Number of Traders in Each Category                                    Total Traders:       105
         5          8          .          .          .          .         24         36          9         13         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 30, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   162,292
Positions
    38,633     57,251     32,717      4,932      1,086      7,069     22,888     17,783     19,533     11,377      1,457     11,072     14,071     14,324
 
Changes from:       August 23, 2011                                  Total Change is:    -4,706
     3,561     -1,019      2,692        225       -500        206       -793        -62      1,086     -5,634       -297        101     -6,150     -6,913
 
Percent of Open Interest Represented by Each Category of Trader
      23.8       35.3       20.2        3.0        0.7        4.4       14.1       11.0       12.0        7.0        0.9        6.8        8.7        8.8
 
Number of Traders in Each Category                                    Total Traders:       103
        12          9         18          7          .          9         21         18         28         10          5         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 30, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    12,337
Positions
     3,275      4,808          0      2,181        484          0      4,665      1,275        625        150      4,258        887        554          0
 
Changes from:       August 23, 2011                                  Total Change is:        82
      -171          0          0        -28         -4          0        248        -32          0          0         77         56        -23        -15
 
Percent of Open Interest Represented by Each Category of Trader
      26.5       39.0        0.0       17.7        3.9        0.0       37.8       10.3        5.1        1.2       34.5        7.2        4.5        0.0
 
Number of Traders in Each Category                                    Total Traders:        26
         .          .          0          4          .          0          6          5          .          .          .          .
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```

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Updated September 2, 2011