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Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2010                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   110,969
Positions
    10,331     54,579      4,488     11,701      9,461        438     29,197     13,311      7,079      7,121         17      1,141     39,473     20,455
 
Changes from:       August 17, 2010                                  Total Change is:     3,756
     5,531     -6,572       -169      1,476        169        104     -5,645      8,693      1,560      1,316     -2,201        378       -797      1,793
 
Percent of Open Interest Represented by Each Category of Trader
       9.3       49.2        4.0       10.5        8.5        0.4       26.3       12.0        6.4        6.4        0.0        1.0       35.6       18.4
 
Number of Traders in Each Category                                    Total Traders:        68
         6          9          7          .          .          .         24         12         14         10          .          4
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Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2010                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    62,080
Positions
    12,653     37,478      3,062      2,256        387        478     24,328      7,018      2,302          0        750          0     17,002     10,606
 
Changes from:       August 17, 2010                                  Total Change is:     3,337
      -836      3,735        394          2         -6          6      2,856       -319        251          0       -439          0        664       -284
 
Percent of Open Interest Represented by Each Category of Trader
      20.4       60.4        4.9        3.6        0.6        0.8       39.2       11.3        3.7        0.0        1.2        0.0       27.4       17.1
 
Number of Traders in Each Category                                    Total Traders:        44
         4         10          4          .          .          .         17          9          7          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2010                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   157,689
Positions
    67,073     67,380      8,345     17,778     14,001        799     25,047     13,667      9,801      2,046     17,249        745     26,056     25,703
 
Changes from:       August 17, 2010                                  Total Change is:    -1,467
       113     -2,964        315       -500        626         -6     -1,049       -981        147        753        718        204     -1,445        473
 
Percent of Open Interest Represented by Each Category of Trader
      42.5       42.7        5.3       11.3        8.9        0.5       15.9        8.7        6.2        1.3       10.9        0.5       16.5       16.3
 
Number of Traders in Each Category                                    Total Traders:        93
        11         12          9          6         12          .         23         21         23          .          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2010                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   159,308
Positions
    11,939     83,901      6,910     37,927      8,654      1,470     54,203      7,008     10,647      1,958      3,308         91     34,164     37,319
 
Changes from:       August 17, 2010                                  Total Change is:     7,054
     2,232     -1,014        270      1,341         39        -65     -3,955        948      3,707        219        246        -23      3,328      2,946
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       52.7        4.3       23.8        5.4        0.9       34.0        4.4        6.7        1.2        2.1        0.1       21.4       23.4
 
Number of Traders in Each Category                                    Total Traders:       105
         8         16          9         12         10          5         31         19         19          .          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2010                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   310,837
Positions
   117,250     79,063     28,357     22,558     28,341      3,175     26,728     63,460     35,955     18,437     11,658      2,462     55,915     58,367
 
Changes from:       August 17, 2010                                  Total Change is:     4,082
     3,512     -9,256      2,539       -240      3,309        214     -5,442      1,398      4,584        -59       -718        420     -1,446      1,592
 
Percent of Open Interest Represented by Each Category of Trader
      37.7       25.4        9.1        7.3        9.1        1.0        8.6       20.4       11.6        5.9        3.8        0.8       18.0       18.8
 
Number of Traders in Each Category                                    Total Traders:       180
        22         15         18         14         21          9         34         50         47          8         16         11
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Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2010                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   115,398
Positions
    14,543     74,611      4,961     12,259      5,223        327     51,900      5,070      4,071      2,217      3,573        434     24,686     17,127
 
Changes from:       August 17, 2010                                  Total Change is:   -13,244
     1,649    -11,517        190        200        783          0    -12,217     -2,709      1,610         -8       -806        -18     -4,649       -777
 
Percent of Open Interest Represented by Each Category of Trader
      12.6       64.7        4.3       10.6        4.5        0.3       45.0        4.4        3.5        1.9        3.1        0.4       21.4       14.8
 
Number of Traders in Each Category                                    Total Traders:        74
         6         14          8          5          5          .         27         11         14          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2010                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    36,185
Positions
     5,282     22,050      7,718          0          0          0      6,872      1,993      3,347          0         20        602     12,364        455
 
Changes from:       August 17, 2010                                  Total Change is:     1,449
       932        145        171          0          0          0       -660        787         27     -5,368          0          0      6,347        319
 
Percent of Open Interest Represented by Each Category of Trader
      14.6       60.9       21.3        0.0        0.0        0.0       19.0        5.5        9.2        0.0        0.1        1.7       34.2        1.3
 
Number of Traders in Each Category                                    Total Traders:        20
         7          6          6          0          0          0          4          .          .          0          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2010                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   101,768
Positions
    11,265     85,997        621     20,827        245        371     61,844      7,185        862      1,189      4,374          0      4,789      2,113
 
Changes from:       August 17, 2010                                  Total Change is:    -9,964
     2,779     -7,223        343      2,219          0          0    -14,290     -4,397        731       -341        115          0     -1,405        467
 
Percent of Open Interest Represented by Each Category of Trader
      11.1       84.5        0.6       20.5        0.2        0.4       60.8        7.1        0.8        1.2        4.3        0.0        4.7        2.1
 
Number of Traders in Each Category                                    Total Traders:        92
        11         11          .          7          .          .         34         17          .          5          6          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2010                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    20,271
Positions
     2,797     13,489        124        564        254         57     11,989      3,842          0      1,397        280          0      3,343      2,225
 
Changes from:       August 17, 2010                                  Total Change is:    -3,356
      -603     -1,238          0       -897        134         57     -2,491     -2,500          0         38       -269          0        540        460
 
Percent of Open Interest Represented by Each Category of Trader
      13.8       66.5        0.6        2.8        1.3        0.3       59.1       19.0        0.0        6.9        1.4        0.0       16.5       11.0
 
Number of Traders in Each Category                                    Total Traders:        35
         .         11          .          .          .          .          9          5          0          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2010                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    45,422
Positions
    21,489     19,333        333      2,625      6,996        601     11,723     10,481      1,045        150      1,131        155      7,300      5,347
 
Changes from:       August 17, 2010                                  Total Change is:    -3,817
      -719     -3,021         63       -319        503       -117     -2,551       -982        -39        150       -100          9       -296       -134
 
Percent of Open Interest Represented by Each Category of Trader
      47.3       42.6        0.7        5.8       15.4        1.3       25.8       23.1        2.3        0.3        2.5        0.3       16.1       11.8
 
Number of Traders in Each Category                                    Total Traders:        99
        15         18          5          4          8          .         34         15         13          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2010                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is    90,843
Positions
    42,979     38,666        666      5,250     13,991      1,202     23,447     20,962      2,090        300      2,263        310     14,599     10,694
 
Changes from:       August 17, 2010                                  Total Change is:    -7,635
    -1,437     -6,041        126       -637      1,006       -233     -5,102     -1,965        -78        300       -200         19       -592       -268
 
Percent of Open Interest Represented by Each Category of Trader
      47.3       42.6        0.7        5.8       15.4        1.3       25.8       23.1        2.3        0.3        2.5        0.3       16.1       11.8
 
Number of Traders in Each Category                                    Total Traders:        99
        15         18          5          4          8          .         34         15         13          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2010                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is 1,032,366
Positions
    82,197    193,339     69,971    429,102    184,807     60,843     77,011    210,406    151,033     17,064     34,393     14,959    130,186    112,615
 
Changes from:       August 17, 2010                                  Total Change is:    24,961
    12,282    -21,369       -177      3,651     15,295      2,018     -1,071     19,662     16,461      1,191      4,494      1,242    -10,635    -12,664
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       18.7        6.8       41.6       17.9        5.9        7.5       20.4       14.6        1.7        3.3        1.4       12.6       10.9
 
Number of Traders in Each Category                                    Total Traders:       559
        33         49         29        113         67         67         91        148        109         27         31         21
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Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2010                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   409,799
Positions
    33,197    100,603     24,037    156,209     46,227     10,244     24,300     82,441     62,110      8,279     16,047      6,743     84,680     61,348
 
Changes from:       August 17, 2010                                  Total Change is:     7,270
    -2,548    -14,857      5,574       -654      3,471        693     -2,562     22,794      1,292        684      1,201       -105      4,896    -12,793
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       24.5        5.9       38.1       11.3        2.5        5.9       20.1       15.2        2.0        3.9        1.6       20.7       15.0
 
Number of Traders in Each Category                                    Total Traders:       149
        12         20         14         36         16         19         23         30         45          7          5          7
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Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2010                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,112,833
Positions
   260,206    478,890    214,459  1,380,540    708,978    236,917    548,645    924,914    159,528     65,675    113,479     19,330    227,532    256,337
 
Changes from:       August 17, 2010                                  Total Change is:    88,459
     4,650   -102,053     40,742     20,580     58,173      7,569    126,133    103,019    -42,833      9,289     23,216        -16    -77,656        641
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       15.4        6.9       44.3       22.8        7.6       17.6       29.7        5.1        2.1        3.6        0.6        7.3        8.2
 
Number of Traders in Each Category                                    Total Traders:       496
        30         45         24         90         61         56         84        138         89         20         28         14
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Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2010                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    88,678
Positions
     6,909      7,801      4,140     51,089     51,462      3,617     11,985     16,456        466          0          0          0     10,472      4,736
 
Changes from:       August 17, 2010                                  Total Change is:       736
     2,920     -3,984       -169     -1,603      2,656       -354         34      2,047        435          0          0          0       -527        105
 
Percent of Open Interest Represented by Each Category of Trader
       7.8        8.8        4.7       57.6       58.0        4.1       13.5       18.6        0.5        0.0        0.0        0.0       11.8        5.3
 
Number of Traders in Each Category                                    Total Traders:        85
         5          8          .         35         12          9         16          9          .          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2010                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    94,358
Positions
    29,087     14,048     14,005     13,149     24,043      3,152     16,429     17,503      7,657      1,456      6,715        151      9,270      7,084
 
Changes from:       August 17, 2010                                  Total Change is:     6,393
     3,701     -4,675      6,077         26      1,420       -191     -4,383      2,210      1,902       -137       -297         -9       -592        -44
 
Percent of Open Interest Represented by Each Category of Trader
      30.8       14.9       14.8       13.9       25.5        3.3       17.4       18.5        8.1        1.5        7.1        0.2        9.8        7.5
 
Number of Traders in Each Category                                    Total Traders:       224
        23         25         12         27         27         11         49         49         24         12         11          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2010                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    22,864
Positions
    10,776     15,790        789      1,143        485          0      4,658      2,706          0          0      2,251          0      5,498        843
 
Changes from:       August 17, 2010                                  Total Change is:     5,502
     4,877      4,933        297       -100          0          0        846      1,087          0          0       -246          0       -418       -569
 
Percent of Open Interest Represented by Each Category of Trader
      47.1       69.1        3.5        5.0        2.1        0.0       20.4       11.8        0.0        0.0        9.8        0.0       24.0        3.7
 
Number of Traders in Each Category                                    Total Traders:        24
         6          9          .          .          .          0          .          .          0          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   357,470
Positions
   154,499     54,232      3,139     60,031    117,789     15,759     89,966    105,094      7,175      7,282     22,321        756     18,863     31,205
 
Changes from:       August 17, 2010                                  Total Change is:     4,454
    22,962    -19,196         54        629      7,100       -954    -17,357     14,406        719       -684       -254        -43       -872      2,623
 
Percent of Open Interest Represented by Each Category of Trader
      43.2       15.2        0.9       16.8       33.0        4.4       25.2       29.4        2.0        2.0        6.2        0.2        5.3        8.7
 
Number of Traders in Each Category                                    Total Traders:       220
        26         21          6         25         26         11         48         50         22         12         11          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   455,226
Positions
   228,817     45,915     16,130    134,560    164,249     17,625     33,109    164,928      8,757      1,969     16,050         29     14,229     21,542
 
Changes from:       August 17, 2010                                  Total Change is:    22,384
    28,740       -251      3,716        167      7,426     -2,411     -4,653     12,512     -1,454        130         87       -167     -1,685      2,926
 
Percent of Open Interest Represented by Each Category of Trader
      50.3       10.1        3.5       29.6       36.1        3.9        7.3       36.2        1.9        0.4        3.5        0.0        3.1        4.7
 
Number of Traders in Each Category                                    Total Traders:       257
        17         21          9         51         46         24         33         74         26          4         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    32,872
Positions
     7,957      9,167        953     10,267      1,654        235      3,615      3,583          0      1,071        975          0      8,774     16,305
 
Changes from:       August 17, 2010                                  Total Change is:     3,121
       211        556        351      1,555        166        -18        230        462          0        671          0          0        121      1,604
 
Percent of Open Interest Represented by Each Category of Trader
      24.2       27.9        2.9       31.2        5.0        0.7       11.0       10.9        0.0        3.3        3.0        0.0       26.7       49.6
 
Number of Traders in Each Category                                    Total Traders:        59
        16         10          .          9          4          .          8          8          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    54,948
Positions
    30,532     18,330      2,382      6,726      3,672        410      2,282      9,752      1,372          0        324          0     11,244     18,706
 
Changes from:       August 17, 2010                                  Total Change is:     2,379
       403        847        153       -379        317          0       -527        948        636          0         20          0      2,093       -542
 
Percent of Open Interest Represented by Each Category of Trader
      55.6       33.4        4.3       12.2        6.7        0.7        4.2       17.7        2.5        0.0        0.6        0.0       20.5       34.0
 
Number of Traders in Each Category                                    Total Traders:        60
        15         10          .          7          5          .          5         17          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE   (MSCI EAFE INDEX X $50)                            
CFTC Code #244741                                                    Open Interest is    34,818
Positions
     1,142        361          0     22,920     28,136      2,911      4,252      1,653          0          0          0          0      3,593      1,757
 
Changes from:       August 17, 2010                                  Total Change is:        56
      -674          0          0        827        -76        138       -638          0          0          0          0          0        403         -6
 
Percent of Open Interest Represented by Each Category of Trader
       3.3        1.0        0.0       65.8       80.8        8.4       12.2        4.7        0.0        0.0        0.0        0.0       10.3        5.0
 
Number of Traders in Each Category                                    Total Traders:        41
         .          .          0         16         13          7          8          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE   (MSCI INDEX X $50)                     
CFTC Code #244742                                                    Open Interest is    27,529
Positions
       998      9,206        135     14,393      2,800        648      3,783     12,355          0      2,001        204          0      5,571      2,181
 
Changes from:       August 17, 2010                                  Total Change is:       434
        41        -42        135        653        303        -46        337        196          0          0          0          0       -686       -112
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       33.4        0.5       52.3       10.2        2.4       13.7       44.9        0.0        7.3        0.7        0.0       20.2        7.9
 
Number of Traders in Each Category                                    Total Traders:        41
         .          6          .         13          4          5          7          4          0          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   923,410
Positions
    35,539    156,857     55,323    366,400    159,852     72,488     45,673    155,185    116,956     34,056     30,177     10,504    186,471    166,067
 
Changes from:       August 17, 2010                                  Total Change is:    72,774
    15,113     -1,532     10,865     -5,237     12,196     16,731     10,906     -6,726     32,040        -83     -2,222      1,771     -9,333      9,651
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       17.0        6.0       39.7       17.3        7.9        4.9       16.8       12.7        3.7        3.3        1.1       20.2       18.0
 
Number of Traders in Each Category                                    Total Traders:       183
        13         23         27         47         27         40         28         28         44          8          9          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   236,454
Positions
     2,036     99,640      2,145    148,695          0      7,441     13,235     76,141      7,313          0          0          0     55,589     43,774
 
Changes from:       August 17, 2010                                  Total Change is:    38,717
         0     13,330        667     17,841          0       -568      7,508     11,093      6,790          0     -2,250          0      6,479      9,655
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       42.1        0.9       62.9        0.0        3.1        5.6       32.2        3.1        0.0        0.0        0.0       23.5       18.5
 
Number of Traders in Each Category                                    Total Traders:        44
         .          7          4         20          0          9          4         11          7          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is   905,321
Positions
    55,547     81,688     25,456    218,978    195,931    103,059    195,089     91,289    105,222     56,127    156,966     16,173    129,670    129,537
 
Changes from:       August 17, 2010                                  Total Change is:    19,849
    10,525        447     -2,895    -18,051     -8,444     10,338    -15,024     -5,261     16,259      2,428     -5,765        823     15,446     14,346
 
Percent of Open Interest Represented by Each Category of Trader
       6.1        9.0        2.8       24.2       21.6       11.4       21.5       10.1       11.6        6.2       17.3        1.8       14.3       14.3
 
Number of Traders in Each Category                                    Total Traders:       232
        17         27         16         34         45         38         36         35         27          9         29          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,901,220
Positions
    73,468    321,399    306,337    930,567    454,868    331,449    246,572    469,824    485,882     65,145     77,699    108,914    352,887    344,849
 
Changes from:       August 17, 2010                                  Total Change is:   182,510
    10,118     30,943     28,001    -21,311    -12,112     26,561     25,761    -16,797     79,321     -6,572     19,712     11,821     28,811     15,060
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       11.1       10.6       32.1       15.7       11.4        8.5       16.2       16.7        2.2        2.7        3.8       12.2       11.9
 
Number of Traders in Each Category                                    Total Traders:       286
        34         33         53         43         52         57         44         57         72         15          8         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,310,156
Positions
    60,214    153,781     88,117    300,904    399,751    133,301    302,117     83,173    130,272     49,040     43,689     11,228    234,963    266,844
 
Changes from:       August 17, 2010                                  Total Change is:    98,554
    25,673      1,351         64      1,842     24,413      4,768     14,534     24,760     39,573       -284     -3,214     -1,277     13,659      8,115
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       11.7        6.7       23.0       30.5       10.2       23.1        6.3        9.9        3.7        3.3        0.9       17.9       20.4
 
Number of Traders in Each Category                                    Total Traders:       174
        15         21         23         22         39         38         34         25         34         10          8          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is 1,294,733
Positions
   132,130    237,128    288,205     42,474        361    195,079     98,435     26,969    477,132      7,253      4,702      7,348     46,677     57,810
 
Changes from:       August 17, 2010                                  Total Change is:    20,929
      -230    -12,400      5,297     -1,337         41      1,615     -3,054      7,061     18,997     -2,112       -165      3,961     -2,207     -3,477
 
Percent of Open Interest Represented by Each Category of Trader
      10.2       18.3       22.3        3.3        0.0       15.1        7.6        2.1       36.9        0.6        0.4        0.6        3.6        4.5
 
Number of Traders in Each Category                                    Total Traders:       113
        23         25         41          .          .          .         31         17         38          5          5          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is13,971,742
Positions
 1,782,285  3,290,326  2,806,758  1,039,781    286,305    789,207  1,261,113    325,736  4,763,895    198,331    341,453    371,083    959,288    996,977
 
Changes from:       August 17, 2010                                  Total Change is:   258,150
    47,500     32,967    -32,856      5,714     -6,442     51,899      1,212      7,873    120,519     21,327     25,313     13,451     29,383     45,427
 
Percent of Open Interest Represented by Each Category of Trader
      12.8       23.5       20.1        7.4        2.0        5.6        9.0        2.3       34.1        1.4        2.4        2.7        6.9        7.1
 
Number of Traders in Each Category                                    Total Traders:       294
        25         73         95          9         15         21         67         65        112         11         21         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    12,769
Positions
     3,370      5,126      1,867        964      1,931        207      1,019      2,474        306      4,800        661          0        236        197
 
Changes from:       August 17, 2010                                  Total Change is:       912
      -323       -768      1,019         12        145        -75       -875        424        150      1,000          0          0          4         17
 
Percent of Open Interest Represented by Each Category of Trader
      26.4       40.1       14.6        7.5       15.1        1.6        8.0       19.4        2.4       37.6        5.2        0.0        1.8        1.5
 
Number of Traders in Each Category                                    Total Traders:        35
         4          5          .          .          6          .          5          7          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    41,638
Positions
    35,963     22,156      1,868      1,249        931         77      1,888     10,113        340          0      6,013          0        253        140
 
Changes from:       August 17, 2010                                  Total Change is:     1,078
      -477       -736      1,335          0       -386          0        122      1,148         90          0       -431          0          8         58
 
Percent of Open Interest Represented by Each Category of Trader
      86.4       53.2        4.5        3.0        2.2        0.2        4.5       24.3        0.8        0.0       14.4        0.0        0.6        0.3
 
Number of Traders in Each Category                                    Total Traders:        29
         .          5          .          .          5          .          5          6          .          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    29,335
Positions
    11,807     16,218        143        585          0        729      9,310      8,686        679        617        649          5      5,459      2,225
 
Changes from:       August 17, 2010                                  Total Change is:    -2,957
       644       -660        -17        272          0        -68     -4,780     -2,093       -118        -23         -3          1      1,132          1
 
Percent of Open Interest Represented by Each Category of Trader
      40.2       55.3        0.5        2.0        0.0        2.5       31.7       29.6        2.3        2.1        2.2        0.0       18.6        7.6
 
Number of Traders in Each Category                                    Total Traders:        64
         8          .          .          4          0          .         23         13          8          8          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is    95,220
Positions
    66,950     32,575      8,180      1,011          5        536          0     33,115      4,001        774      1,749         33     13,735     15,026
 
Changes from:       August 17, 2010                                  Total Change is:   -10,249
    -3,288      1,903     -5,725          3          5        290        -15     -1,639     -1,087          0       -622          0       -427     -3,374
 
Percent of Open Interest Represented by Each Category of Trader
      70.3       34.2        8.6        1.1        0.0        0.6        0.0       34.8        4.2        0.8        1.8        0.0       14.4       15.8
 
Number of Traders in Each Category                                    Total Traders:        54
         .         11          7          4          .          .          0         30         18          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    13,949
Positions
       651     12,026          0     11,203          0         37      1,217      1,155          0          0          0          0        841        731
 
Changes from:       August 17, 2010                                  Total Change is:    -2,038
        89     -2,000        -66       -110          0         16     -1,142        618        -47          0          0          0       -778       -559
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       86.2        0.0       80.3        0.0        0.3        8.7        8.3        0.0        0.0        0.0        0.0        6.0        5.2
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          0          9          0          .          4          5          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated August 27, 2010