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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED 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:        4,936
COMMITMENTS
     206      866      127    3,857    3,696    4,190    4,689      746      246

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:         91)
       1        0        7       57       75       65       82       26        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2     17.5      2.6     78.2     74.9     84.9     95.0     15.1      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        3        2       12       11       15       15
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED 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:       62,173
COMMITMENTS
  11,514    1,554   15,139   26,795   33,332   53,447   50,024    8,726   12,149

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:      1,745)
     128     -118      776      494      617    1,398    1,275      347      470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.5      2.5     24.3     43.1     53.6     86.0     80.5     14.0     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      32        6       23       38       40       77       63
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED 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:        4,528
COMMITMENTS
   1,923       83       88    2,341    3,596    4,352    3,767      176      761

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:        234)
     -13       23       -1      267      214      252      236      -19       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.5      1.8      1.9     51.7     79.4     96.1     83.2      3.9     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        2        2        6       12       10       15
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED 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:      308,626
COMMITMENTS
  79,840   27,658   86,218  111,516  148,252  277,574  262,128   31,052   46,497

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     13,376)
   4,773   -1,858    6,917     -171    4,597   11,519    9,656    1,858    3,721

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.9      9.0     27.9     36.1     48.0     89.9     84.9     10.1     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
     122       55      114       61       83      242      213
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED 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:      424,871
COMMITMENTS
  99,445   36,163  125,079  171,946  198,512  396,471  359,755   28,401   65,117

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:      1,232)
    -310    3,435     -256    3,039     -196    2,472    2,984   -1,240   -1,752

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.4      8.5     29.4     40.5     46.7     93.3     84.7      6.7     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      406)
     103      103      135      106      175      290      342
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED 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:       10,842
COMMITMENTS
   3,840    4,090    1,650    3,352    2,761    8,843    8,501    1,999    2,341

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:      1,228)
      33      340      457      351      204      842    1,000      387      228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.4     37.7     15.2     30.9     25.5     81.6     78.4     18.4     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      21       34       19       19       27       52       75
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED 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:       44,389
COMMITMENTS
  13,696    3,826    9,907   11,397    9,862   35,000   23,596    9,389   20,793

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -1,427)
    -466      214   -1,388     -763     -707   -2,618   -1,881    1,191      454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.9      8.6     22.3     25.7     22.2     78.8     53.2     21.2     46.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      49       30       48       48       69      125      129
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED 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:      107,013
COMMITMENTS
  17,232       59    2,013   87,297  104,894  106,542  106,966      471       47

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:      3,377)
     738       59       45    2,725    3,285    3,508    3,390     -131      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1      0.1      1.9     81.6     98.0     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       8        1        3       16       16       25       19
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED 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:      146,799
COMMITMENTS
  56,681   16,437    5,492   33,369  104,087   95,542  126,017   51,257   20,782

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:      5,320)
   4,377   -1,243    1,177      131    6,776    5,684    6,710     -365   -1,391

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.6     11.2      3.7     22.7     70.9     65.1     85.8     34.9     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      47        8       12       23       31       71       50
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED 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:       68,831
COMMITMENTS
  25,812   13,927    4,644   12,462   29,454   42,917   48,025   25,913   20,806

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:      8,744)
   4,602      354    2,260    3,420     -165   10,282    2,450   -1,538    6,294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.5     20.2      6.7     18.1     42.8     62.4     69.8     37.6     30.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      19       12        6       16       17       39       31
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      109,789
COMMITMENTS
  42,682   38,257    3,034   35,836   45,327   81,551   86,618   28,238   23,171

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:      6,118)
   9,710    5,934      673   -5,558      184    4,825    6,792    1,292     -674

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.9     34.8      2.8     32.6     41.3     74.3     78.9     25.7     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      32       27       10       25       29       62       61
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED 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:      166,268
COMMITMENTS
  78,969   19,941    8,177   39,485  101,198  126,630  129,317   39,638   36,951

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     14,548)
   6,850     -840    2,325    1,813   11,363   10,989   12,849    3,559    1,699

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.5     12.0      4.9     23.7     60.9     76.2     77.8     23.8     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      42       37       24       26       27       83       73
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED 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:      237,941
COMMITMENTS
  56,680   55,701   31,886   98,073  102,112  186,638  189,699   51,303   48,242

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     11,527)
  -2,052   13,410    3,650   13,186   -4,112   14,784   12,948   -3,257   -1,421

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.8     23.4     13.4     41.2     42.9     78.4     79.7     21.6     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      52       66       57       53       60      135      153
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:   17,866,437
COMMITMENTS
 1177028  699,790  6391046  9313639  9695853 16881713 16786689  984,724  1079748

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:    890,648)
  11,592  -33,506  511,520  337,153  419,660  860,265  897,674   30,383   -7,026

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      3.9     35.8     52.1     54.3     94.5     94.0      5.5      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      309)
      62       65      110      160      167      283      289
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED 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:    1,051,713
COMMITMENTS
  86,754   85,867   91,163  714,026  746,155  891,943  923,186  159,770  128,527

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:    116,387)
  10,701      531   17,790   64,944   72,067   93,434   90,388   22,953   25,999

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      8.2      8.7     67.9     70.9     84.8     87.8     15.2     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      585)
     129      112      109      246      244      419      421
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED 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:      414,808
COMMITMENTS
  18,530   34,909   46,090  247,765  284,662  312,385  365,661  102,423   49,147

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     47,535)
  -9,734    8,405   14,680   29,534   17,285   34,480   40,370   13,055    7,165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      8.4     11.1     59.7     68.6     75.3     88.2     24.7     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      23       25       34       74       62      113      105
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED 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:    3,184,524
COMMITMENTS
 407,406  321,075  159,082  2331302  2307464  2897790  2787620  286,734  396,903

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:    344,262)
  86,784  -54,759   30,940  177,047  273,908  294,771  250,089   49,490   94,172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8     10.1      5.0     73.2     72.5     91.0     87.5      9.0     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      534)
     120       99       93      217      225      373      381
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED 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:      106,374
COMMITMENTS
  11,068    4,731    1,353   85,009   94,175   97,430  100,259    8,944    6,115

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -3,337)
  -2,487     -362    1,112   -1,673   -4,956   -3,048   -4,206     -288      870

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    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       50       39       60       44
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED 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:       91,903
COMMITMENTS
  19,442    5,708    5,612   57,470   74,651   82,525   85,972    9,378    5,931

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -2,199)
  -4,155     -190     -173    1,953   -2,912   -2,375   -3,276      176    1,077

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.2      6.2      6.1     62.5     81.2     89.8     93.5     10.2      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      71       25       18       84       87      163      122
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED 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:       18,314
COMMITMENTS
   3,926    2,447        8   10,338   13,932   14,272   16,387    4,041    1,927

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:        352)
    -267      244        8      678     -371      419     -119      -67      471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.4     13.4      0.0     56.4     76.1     77.9     89.5     22.1     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        4        1        9        8       13       12
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED 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:      367,945
COMMITMENTS
  99,620   38,347    5,983  235,662  303,596  341,264  347,926   26,681   20,019

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:    -12,755)
 -21,915   -4,644    1,568    6,376  -12,706  -13,971  -15,782    1,216    3,028

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.1     10.4      1.6     64.0     82.5     92.7     94.6      7.3      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      70       23       16       81       85      157      118
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED 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:      141,504
COMMITMENTS
  91,071   15,732    2,985   11,161  105,815  105,217  124,532   36,287   16,972

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -1,260)
  -1,795    5,376      273    1,068   -5,856     -455     -208     -806   -1,053

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    64.4     11.1      2.1      7.9     74.8     74.4     88.0     25.6     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      42       19        9       18       24       64       48
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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