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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,203
COMMITMENTS
     266      866        3    3,223    3,106    3,492    3,975      711      228

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:         61)
       0        4       -3       42       53       39       54       22        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3     20.6      0.1     76.7     73.9     83.1     94.6     16.9      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        3        1       10       11       13       14
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       38,764
COMMITMENTS
   9,192    5,710    2,272   20,949   25,733   32,413   33,715    6,351    5,049

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:        848)
      38       41      264      300      389      602      694      246      154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     14.7      5.9     54.0     66.4     83.6     87.0     16.4     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      27       10       18       32       33       67       54
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        4,103
COMMITMENTS
   1,923      163        3    2,027    3,371    3,953    3,537      150      566

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:        260)
     -13       20        2      288      225      277      247      -17       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.9      4.0      0.1     49.4     82.2     96.3     86.2      3.7     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        2        2        5       11        9       14
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      260,019
COMMITMENTS
  77,458   48,506   47,054  105,531  123,096  230,043  218,656   29,976   41,363

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     12,327)
   3,944   -1,330    5,720      567    4,358   10,231    8,748    2,096    3,579

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.8     18.7     18.1     40.6     47.3     88.5     84.1     11.5     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
     111       56       96       50       79      214      202
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      311,162
COMMITMENTS
  91,841   61,475   38,413  156,251  156,102  286,505  255,990   24,657   55,172

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -2,235)
  -1,677    3,777   -1,869    2,185   -2,377   -1,361     -469     -874   -1,766

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.5     19.8     12.3     50.2     50.2     92.1     82.3      7.9     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      384)
      92      101      112       82      162      246      314
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,693
COMMITMENTS
   3,846    4,155    1,537    3,349    2,693    8,732    8,385    1,961    2,308

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:      1,230)
      24      308      479      351      200      854      987      376      243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.0     38.9     14.4     31.3     25.2     81.7     78.4     18.3     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      20       35       15       19       26       50       72
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       38,227
COMMITMENTS
  13,802    6,197    4,800   10,969    8,734   29,571   19,731    8,656   18,496

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -1,340)
    -494      -39   -1,168     -796     -597   -2,458   -1,804    1,118      464

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.1     16.2     12.6     28.7     22.8     77.4     51.6     22.6     48.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      46       31       42       41       64      112      122
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      106,179
COMMITMENTS
  17,236       59    2,009   86,463  104,064  105,708  106,132      471       47

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:      3,288)
     738       59       45    2,636    3,197    3,419    3,301     -131      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2      0.1      1.9     81.4     98.0     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       8        1        2       16       15       25       17
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      133,150
COMMITMENTS
  57,482   16,445       70   27,593   97,892   85,145  114,407   48,005   18,743

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:      4,343)
   4,598     -298       60       62    4,475    4,720    4,237     -377      106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.2     12.4      0.1     20.7     73.5     63.9     85.9     36.1     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      45        9        4       20       27       67       38
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       56,911
COMMITMENTS
  25,593   13,252       13    7,499   26,930   33,105   40,195   23,806   16,716

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:      3,398)
   4,490       26       12    1,026   -1,150    5,528   -1,112   -2,130    4,510

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.0     23.3      0.0     13.2     47.3     58.2     70.6     41.8     29.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      17       12        1       13       15       31       27
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      130,240
COMMITMENTS
  96,157    7,673      232   26,124  119,926  122,513  127,831    7,727    2,409

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -7,583)
  -7,131   -3,702      -22      100   -4,162   -7,053   -7,886     -530      303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.8      5.9      0.2     20.1     92.1     94.1     98.2      5.9      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      64        9        1       19       20       84       29
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      103,172
COMMITMENTS
  43,266   38,127      567   32,711   43,175   76,544   81,869   26,628   21,303

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:      5,757)
   9,954    6,037      103   -5,486      -56    4,571    6,084    1,186     -327

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.9     37.0      0.5     31.7     41.8     74.2     79.4     25.8     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      34       24        5       22       27       58       54
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      148,888
COMMITMENTS
  78,855   20,022      261   31,542   96,406  110,658  116,689   38,230   32,199

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:      9,956)
   6,741     -790      115     -408    9,908    6,448    9,233    3,508      723

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.0     13.4      0.2     21.2     64.8     74.3     78.4     25.7     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      41       32        8       21       25       67       60
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      190,722
COMMITMENTS
  58,313   56,550    1,066   85,149   91,248  144,528  148,864   46,194   41,858

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:      7,032)
  -1,864   13,411      -11   13,646   -5,999   11,771    7,401   -4,739     -369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6     29.7      0.6     44.6     47.8     75.8     78.1     24.2     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      46       49       17       46       54       99      113
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       20,722
COMMITMENTS
  16,551   12,275       72    2,539    8,120   19,162   20,467    1,560      255

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:         90)
     -31       -4        0       13       59      -18       55      108       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    79.9     59.2      0.3     12.3     39.2     92.5     98.8      7.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      10        2        2        3        7       14       10
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       33,788
COMMITMENTS
  25,808    1,682      133    2,540   30,637   28,481   32,452    5,307    1,336

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:        995)
     567     -268       19       42    1,526      628    1,277      367     -282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.4      5.0      0.4      7.5     90.7     84.3     96.0     15.7      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      22        6        1        4       12       27       18
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   10,415,536
COMMITMENTS
 1217358  1025335  1281179  7014860  7134856  9513397  9441370  902,139  974,166

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:    305,458)
   8,922  -29,483   70,824  203,042  275,349  282,788  316,690   22,670  -11,232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7      9.8     12.3     67.3     68.5     91.3     90.6      8.7      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
      54       56       82      139      154      241      253
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      855,617
COMMITMENTS
  82,089   86,501   21,999  608,152  631,439  712,240  739,939  143,377  115,678

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     53,212)
   6,324      924   -4,235   34,452   32,010   36,542   28,699   16,670   24,513

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6     10.1      2.6     71.1     73.8     83.2     86.5     16.8     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      552)
     114       99       53      227      231      360      364
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      293,350
COMMITMENTS
  14,190   33,341    1,160  185,470  217,588  200,820  252,089   92,530   41,261

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:      7,239)
 -13,259    6,256       72   10,990   -4,942   -2,197    1,386    9,436    5,853

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8     11.4      0.4     63.2     74.2     68.5     85.9     31.5     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      16       18        5       59       55       76       77
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,811,337
COMMITMENTS
 392,835  319,141   50,853  2113412  2069256  2557100  2439250  254,237  372,087

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:    229,863)
  68,810  -55,769    7,573  117,310  184,761  193,693  136,565   36,170   93,298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0     11.4      1.8     75.2     73.6     91.0     86.8      9.0     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      515)
     109       94       41      198      208      321      329
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      106,355
COMMITMENTS
  11,068    4,731    1,353   85,009   94,156   97,430  100,240    8,925    6,115

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -3,344)
  -2,487     -362    1,112   -1,670   -4,967   -3,045   -4,217     -299      873

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4      4.4      1.3     79.9     88.5     91.6     94.3      8.4      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      10        4        1       49       39       59       44
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       88,746
COMMITMENTS
  19,057    5,868    4,853   55,789   72,759   79,698   83,480    9,047    5,266

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -2,079)
  -3,213      247     -541    1,685   -2,386   -2,069   -2,680      -10      601

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5      6.6      5.5     62.9     82.0     89.8     94.1     10.2      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      64       26       12       80       86      150      118
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       17,983
COMMITMENTS
   3,713    2,327        0   10,338   13,932   14,051   16,259    3,932    1,724

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:         26)
    -480      124        0      678     -371      198     -247     -172      273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     12.9      0.0     57.5     77.5     78.1     90.4     21.9      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        4        0        9        8       11       12
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      353,814
COMMITMENTS
  98,156   39,145    2,827  227,254  294,134  328,237  336,106   25,577   17,708

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:    -10,525)
 -16,738   -2,459      369    5,036  -10,075  -11,333  -12,165      808    1,640

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7     11.1      0.8     64.2     83.1     92.8     95.0      7.2      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      65       23       10       76       84      144      114
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      133,930
COMMITMENTS
  91,352   15,754       16    7,737  103,387   99,105  119,157   34,825   14,773

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -1,834)
    -822    5,018      -31      233   -5,863     -620     -876   -1,214     -958

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.2     11.8      0.0      5.8     77.2     74.0     89.0     26.0     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      40       16        1       13       22       54       38
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       35,988
COMMITMENTS
   9,629   14,152        0   19,479   14,476   29,108   28,628    6,880    7,360

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -1,508)
     265     -866       -1   -1,395    1,066   -1,131      199     -377   -1,707

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8     39.3      0.0     54.1     40.2     80.9     79.5     19.1     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      15       13        0       18       13       33       26
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       60,274
COMMITMENTS
  21,843    4,949    1,034   19,563   47,412   42,440   53,395   17,834    6,879

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:      9,735)
   1,764    1,197      586   -2,536    8,546     -186   10,329    9,921     -594

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.2      8.2      1.7     32.5     78.7     70.4     88.6     29.6     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      21        7        2       21       25       43       33
```

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Updated August 5, 2011