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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders - Futures Only, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     3,946:       217        680          0      3,034      2,943      3,251      3,623:       695        323
Old  :     3,946:       217        680          0      3,034      2,943      3,251      3,623:       695        323
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :       102:         5          3         -2         79         73         82         74:        20         28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5       17.2        0.0       76.9       74.6       82.4       91.8:      17.6        8.2
Old  :     100.0:       5.5       17.2        0.0       76.9       74.6       82.4       91.8:      17.6        8.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         2          3          0         11         12         13         15:
Old  :        23:         2          3          0         11         12         13         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.3       53.7       78.4       74.8       57.0       53.4       76.2       73.0
Old  :                 57.3       53.7       78.4       74.8       57.0       53.4       76.2       73.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders - Futures Only, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    37,424:     8,903      6,930        827     22,425     25,421     32,155     33,178:     5,269      4,246
Old  :    37,424:     8,903      6,930        827     22,425     25,421     32,155     33,178:     5,269      4,246
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :       647:       103       -385       -170        848      1,141        781        586:      -134         61
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8       18.5        2.2       59.9       67.9       85.9       88.7:      14.1       11.3
Old  :     100.0:      23.8       18.5        2.2       59.9       67.9       85.9       88.7:      14.1       11.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        81:        21         10         13         31         33         59         49:
Old  :        81:        21         10         13         31         33         59         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.1       39.8       57.8       58.9       48.1       38.9       57.4       57.9
Old  :                 48.1       39.8       57.8       58.9       48.1       38.9       57.4       57.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders - Futures Only, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   249,760:    67,272     46,723     49,545    106,697    115,325    223,514    211,593:    26,246     38,167
Old  :    78,708:    36,322     42,743      1,418     32,346     23,467     70,086     67,628:     8,622     11,080
Other:   171,052:    63,323     36,353     15,754     74,351     91,858    153,428    143,965:    17,624     27,087
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :    -1,594:    -1,527        456      1,284      2,018     -1,770      1,775        -30:    -3,369     -1,564
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9       18.7       19.8       42.7       46.2       89.5       84.7:      10.5       15.3
Old  :     100.0:      46.1       54.3        1.8       41.1       29.8       89.0       85.9:      11.0       14.1
Other:     100.0:      37.0       21.3        9.2       43.5       53.7       89.7       84.2:      10.3       15.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       285:        95         74        114         52         79        216        222:
Old  :       247:        79         85         17         24         61        115        151:
Other:       244:        85         59         64         45         74        173        165:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.0       21.6       32.3       29.4       18.7       19.3       30.7       26.8
Old  :                 25.6       17.8       39.1       28.7       25.6       17.8       39.1       28.7
Other:                 23.1       26.8       36.1       35.8       23.0       24.4       35.4       32.8
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   311,953:    90,321     66,870     47,414    150,010    143,991    287,745    258,275:    24,208     53,678
Old  :   311,953:    90,321     66,870     47,414    150,010    143,991    287,745    258,275:    24,208     53,678
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :     6,537:       989     10,639      2,674      3,334     -5,313      6,997      8,000:      -460     -1,463
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0       21.4       15.2       48.1       46.2       92.2       82.8:       7.8       17.2
Old  :     100.0:      29.0       21.4       15.2       48.1       46.2       92.2       82.8:       7.8       17.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       381:        90        111        122         70        145        237        316:
Old  :       381:        90        111        122         70        145        237        316:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.8       13.3       37.2       20.3       23.8       12.9       36.5       19.4
Old  :                 23.8       13.3       37.2       20.3       23.8       12.9       36.5       19.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders - Futures Only, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     9,506:     3,971      4,914        613      3,115      1,760      7,699      7,287:     1,807      2,219
Old  :     9,506:     3,971      4,914        613      3,115      1,760      7,699      7,287:     1,807      2,219
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :      -170:      -168       -104         87        116         90         35         73:      -205       -243
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.8       51.7        6.4       32.8       18.5       81.0       76.7:      19.0       23.3
Old  :     100.0:      41.8       51.7        6.4       32.8       18.5       81.0       76.7:      19.0       23.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:        22         38         13         16         16         49         59:
Old  :        85:        22         38         13         16         16         49         59:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.8       23.9       56.1       36.9       41.8       23.9       56.1       36.9
Old  :                 41.8       23.9       56.1       36.9       41.8       23.9       56.1       36.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders - Futures Only, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    31,436:    10,290      7,001      4,520     10,110      7,038     24,920     18,559:     6,516     12,877
Old  :    31,436:    10,290      7,001      4,520     10,110      7,038     24,920     18,559:     6,516     12,877
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :    -2,723:    -1,488        -69       -802        -60       -332     -2,350     -1,203:      -373     -1,520
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.7       22.3       14.4       32.2       22.4       79.3       59.0:      20.7       41.0
Old  :     100.0:      32.7       22.3       14.4       32.2       22.4       79.3       59.0:      20.7       41.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       134:        29         39         38         37         47         89        107:
Old  :       134:        29         39         38         37         47         89        107:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.3       10.7       36.8       17.1       22.6       10.1       34.4       14.7
Old  :                 23.3       10.7       36.8       17.1       22.6       10.1       34.4       14.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders - Futures Only, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF RUB 2,500,000)                                               :
     :          :                                                                            :
All  :   103,139:     9,166      1,000      2,886     89,910     98,197    101,962    102,083:     1,177      1,056
Old  :   103,139:     9,166      1,000      2,886     89,910     98,197    101,962    102,083:     1,177      1,056
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :         6:    -3,224       -122          0      3,124          0       -100       -122:       106        128
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9        1.0        2.8       87.2       95.2       98.9       99.0:       1.1        1.0
Old  :     100.0:       8.9        1.0        2.8       87.2       95.2       98.9       99.0:       1.1        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         6          1          2         16         14         23         16:
Old  :        25:         6          1          2         16         14         23         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.6       63.5       81.6       82.7       56.5       48.1       62.2       56.8
Old  :                 67.6       63.5       81.6       82.7       56.5       48.1       62.2       56.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders - Futures Only, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CAD 100,000)                                                 :
     :          :                                                                            :
All  :   107,237:    24,823     10,884        274     40,827     71,626     65,924     82,784:    41,313     24,453
Old  :   107,237:    24,823     10,884        274     40,827     71,626     65,924     82,784:    41,313     24,453
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :     2,565:     1,455     -3,680        197      1,883      6,814      3,535      3,331:      -970       -766
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       10.1        0.3       38.1       66.8       61.5       77.2:      38.5       22.8
Old  :     100.0:      23.1       10.1        0.3       38.1       66.8       61.5       77.2:      38.5       22.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:        25         19          6         28         26         56         48:
Old  :        85:        25         19          6         28         26         56         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.7       35.2       32.9       51.2       20.6       33.6       28.4       48.0
Old  :                 22.7       35.2       32.9       51.2       20.6       33.6       28.4       48.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders - Futures Only, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CHF 125,000)                                                 :
     :          :                                                                            :
All  :    45,566:    13,347      4,005         31     13,330     30,082     26,708     34,118:    18,858     11,448
Old  :    45,566:    13,347      4,005         31     13,330     30,082     26,708     34,118:    18,858     11,448
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :    -3,398:    -1,542     -1,247       -143       -971     -1,813     -2,656     -3,203:      -742       -195
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.3        8.8        0.1       29.3       66.0       58.6       74.9:      41.4       25.1
Old  :     100.0:      29.3        8.8        0.1       29.3       66.0       58.6       74.9:      41.4       25.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        10          8          2         12         12         23         21:
Old  :        36:        10          8          2         12         12         23         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.0       48.5       42.8       66.6       30.0       46.8       42.0       64.9
Old  :                 30.0       48.5       42.8       66.6       30.0       46.8       42.0       64.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders - Futures Only, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF MXN 500,000)                                                 :
     :          :                                                                            :
All  :   111,355:    40,954     20,074        494     62,839     82,333    104,287    102,901:     7,068      8,454
Old  :   111,355:    40,954     20,074        494     62,839     82,333    104,287    102,901:     7,068      8,454
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :    -3,069:       388      1,343        234     -3,902     -5,003     -3,280     -3,426:       211        357
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.8       18.0        0.4       56.4       73.9       93.7       92.4:       6.3        7.6
Old  :     100.0:      36.8       18.0        0.4       56.4       73.9       93.7       92.4:       6.3        7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        94:        22         35          3         21         20         44         57:
Old  :        94:        22         35          3         21         20         44         57:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.1       54.9       77.4       67.4       56.8       54.4       77.2       66.5
Old  :                 57.1       54.9       77.4       67.4       56.8       54.4       77.2       66.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders - Futures Only, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF GBP 62,500)                                                  :
     :          :                                                                            :
All  :    96,164:    31,248     30,804        191     35,091     45,532     66,530     76,527:    29,634     19,637
Old  :    96,164:    31,248     30,804        191     35,091     45,532     66,530     76,527:    29,634     19,637
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :    -6,013:    -9,640        877         72      5,396     -8,197     -4,172     -7,248:    -1,841      1,235
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.5       32.0        0.2       36.5       47.3       69.2       79.6:      30.8       20.4
Old  :     100.0:      32.5       32.0        0.2       36.5       47.3       69.2       79.6:      30.8       20.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        92:        29         21          5         25         28         56         52:
Old  :        92:        29         21          5         25         28         56         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       34.1       32.3       45.0       18.9       33.2       31.9       44.0
Old  :                 19.2       34.1       32.3       45.0       18.9       33.2       31.9       44.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders - Futures Only, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 12,500,000)                                              :
     :          :                                                                            :
All  :   126,128:    54,136     12,951        198     40,060     84,413     94,394     97,562:    31,734     28,566
Old  :   126,128:    54,136     12,951        198     40,060     84,413     94,394     97,562:    31,734     28,566
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :    -5,089:    -6,695       -741        -21       -440     -4,791     -7,156     -5,553:     2,067        464
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.9       10.3        0.2       31.8       66.9       74.8       77.4:      25.2       22.6
Old  :     100.0:      42.9       10.3        0.2       31.8       66.9       74.8       77.4:      25.2       22.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        88:        32         19          4         25         22         59         43:
Old  :        88:        32         19          4         25         22         59         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.7       49.3       46.7       60.2       37.7       49.0       46.4       59.9
Old  :                 37.7       49.3       46.7       60.2       37.7       49.0       46.4       59.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders - Futures Only, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :   179,162:    43,894     44,278      2,180     81,983     85,137    128,057    131,595:    51,105     47,567
Old  :   179,162:    43,894     44,278      2,180     81,983     85,137    128,057    131,595:    51,105     47,567
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :     4,448:    -3,817       -894      1,298      3,251        315        732        719:     3,716      3,729
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5       24.7        1.2       45.8       47.5       71.5       73.5:      28.5       26.5
Old  :     100.0:      24.5       24.7        1.2       45.8       47.5       71.5       73.5:      28.5       26.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       159:        43         41         18         46         50         95        103:
Old  :       159:        43         41         18         46         50         95        103:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.2       20.5       28.9       30.2       17.0       18.7       28.4       28.1
Old  :                 17.2       20.5       28.9       30.2       17.0       18.7       28.4       28.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                                                            Code-102741
Commitments of Traders - Futures Only, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF BRL 100,000)                                                 :
     :          :                                                                            :
All  :    39,411:    18,516     12,860      5,089     14,890     21,406     38,495     39,355:       916         56
Old  :    39,411:    18,516     12,860      5,089     14,890     21,406     38,495     39,355:       916         56
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :    11,673:       786         11          0     10,822     11,891     11,608     11,902:        65       -229
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.0       32.6       12.9       37.8       54.3       97.7       99.9:       2.3        0.1
Old  :     100.0:      47.0       32.6       12.9       37.8       54.3       97.7       99.9:       2.3        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         8          2          3          8          8         18         11:
Old  :        22:         8          2          3          8          8         18         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 83.1       88.1       91.7       98.5       73.0       78.3       77.6       82.9
Old  :                 83.1       88.1       91.7       98.5       73.0       78.3       77.6       82.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders - Futures Only, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZD 100,000)                                                 :
     :          :                                                                            :
All  :    26,856:    17,953      1,388         71      4,625     24,059     22,649     25,518:     4,207      1,338
Old  :    26,856:    17,953      1,388         71      4,625     24,059     22,649     25,518:     4,207      1,338
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :       352:       -27        284        -29        320        117        264        372:        88        -20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.8        5.2        0.3       17.2       89.6       84.3       95.0:      15.7        5.0
Old  :     100.0:      66.8        5.2        0.3       17.2       89.6       84.3       95.0:      15.7        5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        20          7          1          9          8         30         15:
Old  :        44:        20          7          1          9          8         30         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.2       77.6       66.1       90.3       49.2       77.6       66.1       90.3
Old  :                 49.2       77.6       66.1       90.3       49.2       77.6       66.1       90.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders - Futures Only, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000)                                                  :
     :          :                                                                            :
All  : 9,673,431:   979,806  1,149,271  1,443,952  6,438,908  6,153,576  8,862,666  8,746,799:   810,765    926,632
Old  : 9,673,431:   979,806  1,149,271  1,443,952  6,438,908  6,153,576  8,862,666  8,746,799:   810,765    926,632
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :  -117,648:   -42,871    -51,066     84,644   -109,773    -65,519    -68,000    -31,941:   -49,648    -85,707
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       11.9       14.9       66.6       63.6       91.6       90.4:       8.4        9.6
Old  :     100.0:      10.1       11.9       14.9       66.6       63.6       91.6       90.4:       8.4        9.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       275:        48         55         84        134        143        237        242:
Old  :       275:        48         55         84        134        143        237        242:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.1       24.0       48.6       40.1       36.8       18.8       42.4       30.9
Old  :                 40.1       24.0       48.6       40.1       36.8       18.8       42.4       30.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                      Code-13874+
Commitments of Traders - Futures Only, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  : 1,113,795:    58,329    166,243     40,283    864,544    763,239    963,157    969,765:   150,638    144,030
Old  : 1,113,795:    58,329    166,243     40,283    864,544    763,239    963,157    969,765:   150,638    144,030
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :    51,723:    -8,481     14,940    -12,586     41,494     17,164     20,427     19,518:    31,296     32,205
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2       14.9        3.6       77.6       68.5       86.5       87.1:      13.5       12.9
Old  :     100.0:       5.2       14.9        3.6       77.6       68.5       86.5       87.1:      13.5       12.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       610:        78        157         58        242        256        361        433:
Old  :       610:        78        157         58        242        256        361        433:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.1       13.8       27.4       20.8       11.9        8.7       19.6       14.4
Old  :                 17.1       13.8       27.4       20.8       11.9        8.7       19.6       14.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders - Futures Only, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   399,825:    19,861     63,115      2,172    305,368    252,542    327,401    317,829:    72,424     81,996
Old  :   399,825:    19,861     63,115      2,172    305,368    252,542    327,401    317,829:    72,424     81,996
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :    25,430:       914    -14,313        -39     20,990     11,994     21,865     -2,358:     3,565     27,788
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0       15.8        0.5       76.4       63.2       81.9       79.5:      18.1       20.5
Old  :     100.0:       5.0       15.8        0.5       76.4       63.2       81.9       79.5:      18.1       20.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       138:        18         24          8         68         55         91         82:
Old  :       138:        18         24          8         68         55         91         82:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.0       29.1       40.2       41.5       25.9       28.9       37.6       38.6
Old  :                 28.0       29.1       40.2       41.5       25.9       28.9       37.6       38.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders - Futures Only, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 3,569,848:   337,825    661,121     45,072  2,795,881  2,553,485  3,178,778  3,259,678:   391,070    310,170
Old  : 3,569,848:   337,825    661,121     45,072  2,795,881  2,553,485  3,178,778  3,259,678:   391,070    310,170
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :   131,466:  -109,065     84,174       -643    102,520     25,848     -7,188    109,379:   138,654     22,087
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5       18.5        1.3       78.3       71.5       89.0       91.3:      11.0        8.7
Old  :     100.0:       9.5       18.5        1.3       78.3       71.5       89.0       91.3:      11.0        8.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       573:        78        149         38        208        238        312        399:
Old  :       573:        78        149         38        208        238        312        399:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.2       11.4       33.1       19.9       20.2       11.3       29.6       19.5
Old  :                 22.2       11.4       33.1       19.9       20.2       11.3       29.6       19.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders - Futures Only, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :   110,147:    10,461      4,946      1,077     93,553     96,212    105,091    102,235:     5,056      7,912
Old  :   110,147:    10,461      4,946      1,077     93,553     96,212    105,091    102,235:     5,056      7,912
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :     2,000:    -2,016        113      1,077      4,732        759      3,793      1,949:    -1,793         51
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5        4.5        1.0       84.9       87.3       95.4       92.8:       4.6        7.2
Old  :     100.0:       9.5        4.5        1.0       84.9       87.3       95.4       92.8:       4.6        7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        92:         7          6          1         50         40         57         47:
Old  :        92:         7          6          1         50         40         57         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.5       36.4       52.9       53.6       35.3       35.8       51.7       52.9
Old  :                 36.5       36.4       52.9       53.6       35.3       35.8       51.7       52.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                   Code-20974+
Commitments of Traders - Futures Only, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :   101,620:     5,176      7,946      3,274     83,471     80,362     91,921     91,581:     9,699     10,039
Old  :   101,620:     5,176      7,946      3,274     83,471     80,362     91,921     91,581:     9,699     10,039
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :     4,702:    -1,672        976      1,164      5,930      2,608      5,422      4,748:      -720        -46
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1        7.8        3.2       82.1       79.1       90.5       90.1:       9.5        9.9
Old  :     100.0:       5.1        7.8        3.2       82.1       79.1       90.5       90.1:       9.5        9.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       204:        28         34         20         80         91        120        135:
Old  :       204:        28         34         20         80         91        120        135:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.5       34.4       53.2       45.6       22.5       14.6       28.7       21.3
Old  :                 37.5       34.4       53.2       45.6       22.5       14.6       28.7       21.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders - Futures Only, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    27,050:       523      2,609         35     23,942     18,674     24,500     21,318:     2,550      5,732
Old  :    27,050:       523      2,609         35     23,942     18,674     24,500     21,318:     2,550      5,732
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :     2,211:         0      1,084         10      2,732      1,724      2,742      2,818:      -531       -607
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.9        9.6        0.1       88.5       69.0       90.6       78.8:       9.4       21.2
Old  :     100.0:       1.9        9.6        0.1       88.5       69.0       90.6       78.8:       9.4       21.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         1          4          1         14          6         16         11:
Old  :        26:         1          4          1         14          6         16         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.7       70.5       82.7       77.7       71.7       70.5       82.7       77.7
Old  :                 71.7       70.5       82.7       77.7       71.7       70.5       82.7       77.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders - Futures Only, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 STOCK INDEX X $20)                                             :
     :          :                                                                            :
All  :   372,851:    33,773     37,193      5,686    297,646    308,438    337,105    351,317:    35,746     21,534
Old  :   372,851:    33,773     37,193      5,686    297,646    308,438    337,105    351,317:    35,746     21,534
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :    12,455:    -2,938      4,878        349     15,989      4,422     13,400      9,649:      -945      2,806
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       10.0        1.5       79.8       82.7       90.4       94.2:       9.6        5.8
Old  :     100.0:       9.1       10.0        1.5       79.8       82.7       90.4       94.2:       9.6        5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       202:        27         34         17         75         88        113        129:
Old  :       202:        27         34         17         75         88        113        129:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.3       32.5       52.4       42.7       41.2       32.2       51.4       42.3
Old  :                 41.3       32.5       52.4       42.7       41.2       32.2       51.4       42.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders - Futures Only, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :   120,394:    60,605     13,036         35     33,659     86,705     94,299     99,776:    26,095     20,618
Old  :   120,394:    60,605     13,036         35     33,659     86,705     94,299     99,776:    26,095     20,618
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :     8,326:     9,688      5,693         -4     -4,620      4,666      5,064     10,355:     3,262     -2,029
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.3       10.8        0.0       28.0       72.0       78.3       82.9:      21.7       17.1
Old  :     100.0:      50.3       10.8        0.0       28.0       72.0       78.3       82.9:      21.7       17.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:        31         11          2         13         20         44         33:
Old  :        66:        31         11          2         13         20         44         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.2       44.2       62.6       65.4       54.2       44.2       62.4       65.1
Old  :                 54.2       44.2       62.6       65.4       54.2       44.2       62.4       65.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders - Futures Only, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    31,101:     6,743     11,393          0     17,855     10,730     24,598     22,123:     6,503      8,978
Old  :    31,101:     6,743     11,393          0     17,855     10,730     24,598     22,123:     6,503      8,978
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :       592:       533        269          0       -398        755        135      1,024:       457       -432
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       36.6        0.0       57.4       34.5       79.1       71.1:      20.9       28.9
Old  :     100.0:      21.7       36.6        0.0       57.4       34.5       79.1       71.1:      20.9       28.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:        11         10          0         20         15         31         25:
Old  :        52:        11         10          0         20         15         31         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.5       35.1       54.3       50.8       37.5       35.1       53.4       50.6
Old  :                 38.5       35.1       54.3       50.8       37.5       35.1       53.4       50.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders - Futures Only, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X JPY 500)                                                   :
     :          :                                                                            :
All  :    62,626:    15,507      3,653        788     18,598     52,030     34,893     56,471:    27,733      6,155
Old  :    62,626:    15,507      3,653        788     18,598     52,030     34,893     56,471:    27,733      6,155
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :       496:      -473     -1,286         73       -359      2,515       -759      1,302:     1,255       -806
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8        5.8        1.3       29.7       83.1       55.7       90.2:      44.3        9.8
Old  :     100.0:      24.8        5.8        1.3       29.7       83.1       55.7       90.2:      44.3        9.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        70:        17          7          2         23         29         40         38:
Old  :        70:        17          7          2         23         29         40         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.3       34.5       26.8       56.3       15.7       33.9       26.2       54.2
Old  :                 16.3       34.5       26.8       56.3       15.7       33.9       26.2       54.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated September 2, 2011