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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,946
COMMITMENTS
     217      680        0    3,034    2,943    3,251    3,623      695      323

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:        102)
       5        3       -2       79       73       82       74       20       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5     17.2      0.0     76.9     74.6     82.4     91.8     17.6      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        3        0       11       12       13       15
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       37,424
COMMITMENTS
   8,903    6,930      827   22,425   25,421   32,155   33,178    5,269    4,246

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:        647)
     103     -385     -170      848    1,141      781      586     -134       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8     18.5      2.2     59.9     67.9     85.9     88.7     14.1     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      21       10       13       31       33       59       49
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      249,760
COMMITMENTS
  67,272   46,723   49,545  106,697  115,325  223,514  211,593   26,246   38,167

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:     -1,594)
  -1,527      456    1,284    2,018   -1,770    1,775      -30   -3,369   -1,564

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9     18.7     19.8     42.7     46.2     89.5     84.7     10.5     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
      95       74      114       52       79      216      222
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      311,953
COMMITMENTS
  90,321   66,870   47,414  150,010  143,991  287,745  258,275   24,208   53,678

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:      6,537)
     989   10,639    2,674    3,334   -5,313    6,997    8,000     -460   -1,463

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0     21.4     15.2     48.1     46.2     92.2     82.8      7.8     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      381)
      90      111      122       70      145      237      316
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,506
COMMITMENTS
   3,971    4,914      613    3,115    1,760    7,699    7,287    1,807    2,219

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:       -170)
    -168     -104       87      116       90       35       73     -205     -243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.8     51.7      6.4     32.8     18.5     81.0     76.7     19.0     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      22       38       13       16       16       49       59
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       31,436
COMMITMENTS
  10,290    7,001    4,520   10,110    7,038   24,920   18,559    6,516   12,877

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:     -2,723)
  -1,488      -69     -802      -60     -332   -2,350   -1,203     -373   -1,520

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7     22.3     14.4     32.2     22.4     79.3     59.0     20.7     41.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      29       39       38       37       47       89      107
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      103,139
COMMITMENTS
   9,166    1,000    2,886   89,910   98,197  101,962  102,083    1,177    1,056

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:          6)
  -3,224     -122        0    3,124        0     -100     -122      106      128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9      1.0      2.8     87.2     95.2     98.9     99.0      1.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6        1        2       16       14       23       16
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      107,237
COMMITMENTS
  24,823   10,884      274   40,827   71,626   65,924   82,784   41,313   24,453

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:      2,565)
   1,455   -3,680      197    1,883    6,814    3,535    3,331     -970     -766

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1     10.1      0.3     38.1     66.8     61.5     77.2     38.5     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      25       19        6       28       26       56       48
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       45,566
COMMITMENTS
  13,347    4,005       31   13,330   30,082   26,708   34,118   18,858   11,448

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:     -3,398)
  -1,542   -1,247     -143     -971   -1,813   -2,656   -3,203     -742     -195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3      8.8      0.1     29.3     66.0     58.6     74.9     41.4     25.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      10        8        2       12       12       23       21
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      111,355
COMMITMENTS
  40,954   20,074      494   62,839   82,333  104,287  102,901    7,068    8,454

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:     -3,069)
     388    1,343      234   -3,902   -5,003   -3,280   -3,426      211      357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.8     18.0      0.4     56.4     73.9     93.7     92.4      6.3      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      22       35        3       21       20       44       57
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       96,164
COMMITMENTS
  31,248   30,804      191   35,091   45,532   66,530   76,527   29,634   19,637

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:     -6,013)
  -9,640      877       72    5,396   -8,197   -4,172   -7,248   -1,841    1,235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.5     32.0      0.2     36.5     47.3     69.2     79.6     30.8     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      29       21        5       25       28       56       52
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      126,128
COMMITMENTS
  54,136   12,951      198   40,060   84,413   94,394   97,562   31,734   28,566

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:     -5,089)
  -6,695     -741      -21     -440   -4,791   -7,156   -5,553    2,067      464

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.9     10.3      0.2     31.8     66.9     74.8     77.4     25.2     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      32       19        4       25       22       59       43
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      179,162
COMMITMENTS
  43,894   44,278    2,180   81,983   85,137  128,057  131,595   51,105   47,567

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:      4,448)
  -3,817     -894    1,298    3,251      315      732      719    3,716    3,729

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5     24.7      1.2     45.8     47.5     71.5     73.5     28.5     26.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      43       41       18       46       50       95      103
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       39,411
COMMITMENTS
  18,516   12,860    5,089   14,890   21,406   38,495   39,355      916       56

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:     11,673)
     786       11        0   10,822   11,891   11,608   11,902       65     -229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.0     32.6     12.9     37.8     54.3     97.7     99.9      2.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        2        3        8        8       18       11
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       26,856
COMMITMENTS
  17,953    1,388       71    4,625   24,059   22,649   25,518    4,207    1,338

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:        352)
     -27      284      -29      320      117      264      372       88      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.8      5.2      0.3     17.2     89.6     84.3     95.0     15.7      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      20        7        1        9        8       30       15
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    9,673,431
COMMITMENTS
 979,806  1149271  1443952  6438908  6153576  8862666  8746799  810,765  926,632

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:   -117,648)
 -42,871  -51,066   84,644 -109,773  -65,519  -68,000  -31,941  -49,648  -85,707

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     11.9     14.9     66.6     63.6     91.6     90.4      8.4      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      275)
      48       55       84      134      143      237      242
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,113,795
COMMITMENTS
  58,329  166,243   40,283  864,544  763,239  963,157  969,765  150,638  144,030

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:     51,723)
  -8,481   14,940  -12,586   41,494   17,164   20,427   19,518   31,296   32,205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2     14.9      3.6     77.6     68.5     86.5     87.1     13.5     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      610)
      78      157       58      242      256      361      433
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      399,825
COMMITMENTS
  19,861   63,115    2,172  305,368  252,542  327,401  317,829   72,424   81,996

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:     25,430)
     914  -14,313      -39   20,990   11,994   21,865   -2,358    3,565   27,788

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0     15.8      0.5     76.4     63.2     81.9     79.5     18.1     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      18       24        8       68       55       91       82
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,569,848
COMMITMENTS
 337,825  661,121   45,072  2795881  2553485  3178778  3259678  391,070  310,170

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:    131,466)
-109,065   84,174     -643  102,520   25,848   -7,188  109,379  138,654   22,087

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5     18.5      1.3     78.3     71.5     89.0     91.3     11.0      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      573)
      78      149       38      208      238      312      399
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      110,147
COMMITMENTS
  10,461    4,946    1,077   93,553   96,212  105,091  102,235    5,056    7,912

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:      2,000)
  -2,016      113    1,077    4,732      759    3,793    1,949   -1,793       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5      4.5      1.0     84.9     87.3     95.4     92.8      4.6      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
       7        6        1       50       40       57       47
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      101,620
COMMITMENTS
   5,176    7,946    3,274   83,471   80,362   91,921   91,581    9,699   10,039

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:      4,702)
  -1,672      976    1,164    5,930    2,608    5,422    4,748     -720      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      7.8      3.2     82.1     79.1     90.5     90.1      9.5      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      28       34       20       80       91      120      135
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       27,050
COMMITMENTS
     523    2,609       35   23,942   18,674   24,500   21,318    2,550    5,732

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:      2,211)
       0    1,084       10    2,732    1,724    2,742    2,818     -531     -607

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      9.6      0.1     88.5     69.0     90.6     78.8      9.4     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        4        1       14        6       16       11
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      372,851
COMMITMENTS
  33,773   37,193    5,686  297,646  308,438  337,105  351,317   35,746   21,534

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:     12,455)
  -2,938    4,878      349   15,989    4,422   13,400    9,649     -945    2,806

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1     10.0      1.5     79.8     82.7     90.4     94.2      9.6      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      27       34       17       75       88      113      129
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      120,394
COMMITMENTS
  60,605   13,036       35   33,659   86,705   94,299   99,776   26,095   20,618

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:      8,326)
   9,688    5,693       -4   -4,620    4,666    5,064   10,355    3,262   -2,029

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.3     10.8      0.0     28.0     72.0     78.3     82.9     21.7     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      31       11        2       13       20       44       33
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       31,101
COMMITMENTS
   6,743   11,393        0   17,855   10,730   24,598   22,123    6,503    8,978

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:        592)
     533      269        0     -398      755      135    1,024      457     -432

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7     36.6      0.0     57.4     34.5     79.1     71.1     20.9     28.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      11       10        0       20       15       31       25
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       62,626
COMMITMENTS
  15,507    3,653      788   18,598   52,030   34,893   56,471   27,733    6,155

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:        496)
    -473   -1,286       73     -359    2,515     -759    1,302    1,255     -806

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8      5.8      1.3     29.7     83.1     55.7     90.2     44.3      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      17        7        2       23       29       40       38
```

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Updated September 2, 2011