```
Traders in Financial Futures- Futures Only Positions as of August 16, 2011                 
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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   103,509
Positions
     9,624     45,840      2,006     14,718      6,583        297     19,523     18,236      6,594      9,538         27          0     41,209     23,926
 
Changes from:       August 9, 2011                                   Total Change is:   -15,464
       -33    -12,300        278       -120        449       -221    -12,812     -5,639      1,652     -1,352         27         -4     -2,852        294
 
Percent of Open Interest Represented by Each Category of Trader
       9.3       44.3        1.9       14.2        6.4        0.3       18.9       17.6        6.4        9.2        0.0        0.0       39.8       23.1
 
Number of Traders in Each Category                                    Total Traders:        81
         6         15          5          4          5          .         17         21          9         12          .          0
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Traders in Financial Futures- Futures Only Positions as of August 16, 2011                 
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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    48,498
Positions
     4,850     30,814        414        935        594        119     21,314      3,589        180          0          0          0     20,686     12,788
 
Changes from:       August 9, 2011                                   Total Change is:    -4,557
    -1,290      4,589         -5        350       -416        -74     -1,212     -4,945       -175          0       -400          0     -2,151     -3,131
 
Percent of Open Interest Represented by Each Category of Trader
      10.0       63.5        0.9        1.9        1.2        0.2       43.9        7.4        0.4        0.0        0.0        0.0       42.7       26.4
 
Number of Traders in Each Category                                    Total Traders:        38
         5         11          .          .          .          .         14          6          4          0          0          0
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Traders in Financial Futures- Futures Only Positions as of August 16, 2011                 
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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   100,562
Positions
    20,771     10,809        749      9,915     30,274        866     39,090     33,654        162        815      4,500          0     28,194     19,548
 
Changes from:       August 9, 2011                                   Total Change is:    -4,982
    -1,690        164         48      1,847       -597       -234     -6,445     -3,120          6        330        143          0      1,156     -1,392
 
Percent of Open Interest Represented by Each Category of Trader
      20.7       10.7        0.7        9.9       30.1        0.9       38.9       33.5        0.2        0.8        4.5        0.0       28.0       19.4
 
Number of Traders in Each Category                                    Total Traders:        89
        11          8          4          6         12          4         31         15          8          .          5          0
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Traders in Financial Futures- Futures Only Positions as of August 16, 2011                 
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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   126,262
Positions
     6,283     74,125        993     32,983      8,835      1,070     50,822     13,007         65      1,000      1,740          0     33,046     26,427
 
Changes from:       August 9, 2011                                   Total Change is:     6,358
       507      5,647        171      1,521       -546       -170      4,550        343         19          0          0          0       -240        894
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       58.7        0.8       26.1        7.0        0.8       40.3       10.3        0.1        0.8        1.4        0.0       26.2       20.9
 
Number of Traders in Each Category                                    Total Traders:        80
         8         13          5         10          7          4         28         11          4          .          .          0
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Traders in Financial Futures- Futures Only Positions as of August 16, 2011                 
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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   168,931
Positions
    34,730     37,812      5,296     24,713     32,037      1,562     41,298     37,636      2,564     13,295      7,733        315     45,158     43,976
 
Changes from:       August 9, 2011                                   Total Change is:   -14,640
    -5,993        310      1,074        230     -3,091       -362     -7,331     -8,135        -80       -817     -5,119       -111     -1,250        874
 
Percent of Open Interest Represented by Each Category of Trader
      20.6       22.4        3.1       14.6       19.0        0.9       24.4       22.3        1.5        7.9        4.6        0.2       26.7       26.0
 
Number of Traders in Each Category                                    Total Traders:       157
        21         12          8         15         20         10         31         44         21          7          7          4
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Traders in Financial Futures- Futures Only Positions as of August 16, 2011                 
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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   103,162
Positions
    15,795     61,345        620      2,666      6,828        315     61,145     10,325         29        871          0          7     21,714     23,693
 
Changes from:       August 9, 2011                                   Total Change is:    -1,365
      -708     -3,656        -43        591       -560       -108      4,793         -6       -226         12          0          7     -5,683      3,227
 
Percent of Open Interest Represented by Each Category of Trader
      15.3       59.5        0.6        2.6        6.6        0.3       59.3       10.0        0.0        0.8        0.0        0.0       21.0       23.0
 
Number of Traders in Each Category                                    Total Traders:        67
        10         11          4          .          5          .         20         16          .          .          0          .
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Traders in Financial Futures- Futures Only Positions as of August 16, 2011                 
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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   102,138
Positions
    43,746     54,177     34,123          0          0          0     21,382     12,027        851      1,082          0          0        954        960
 
Changes from:       August 9, 2011                                   Total Change is:    -5,102
    -3,027     -6,457      3,715          0          0          0     -4,289     -2,045         23       -810          0          0       -714       -338
 
Percent of Open Interest Represented by Each Category of Trader
      42.8       53.0       33.4        0.0        0.0        0.0       20.9       11.8        0.8        1.1        0.0        0.0        0.9        0.9
 
Number of Traders in Each Category                                    Total Traders:        25
         8         11         13          0          0          0          .          .          .          .          0          0
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Traders in Financial Futures- Futures Only Positions as of August 16, 2011                 
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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   110,017
Positions
    40,771     65,209        558     21,123      1,032          0     39,140     30,935        464        935      4,023          0      7,026      7,796
 
Changes from:       August 9, 2011                                   Total Change is:    -7,828
     9,814     -1,317        139      3,667        577       -358    -18,253     -6,230     -1,744        191        641          0     -1,284        464
 
Percent of Open Interest Represented by Each Category of Trader
      37.1       59.3        0.5       19.2        0.9        0.0       35.6       28.1        0.4        0.8        3.7        0.0        6.4        7.1
 
Number of Traders in Each Category                                    Total Traders:        91
        10          9          .          7          .          0         21         28          5          4          9          0
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Traders in Financial Futures- Futures Only Positions as of August 16, 2011                 
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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    26,705
Positions
     3,356     23,170          0        272        155          0     18,410      1,861          0        950          0          0      3,717      1,519
 
Changes from:       August 9, 2011                                   Total Change is:    -2,238
       619       -860          0          0        -32          0     -2,333       -585       -133        177          0          0       -568       -628
 
Percent of Open Interest Represented by Each Category of Trader
      12.6       86.8        0.0        1.0        0.6        0.0       68.9        7.0        0.0        3.6        0.0        0.0       13.9        5.7
 
Number of Traders in Each Category                                    Total Traders:        39
         5          8          0          .          .          0         14          5          0          4          0          0
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Traders in Financial Futures- Futures Only Positions as of August 16, 2011                 
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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    53,860
Positions
    20,855     23,778      5,696      2,810      2,798        495      8,961     10,984      3,074      5,879          0          1      6,090      7,036
 
Changes from:       August 9, 2011                                   Total Change is:   -12,372
      -520    -16,754       -590       -249     -1,341         55     -9,061      5,669        425        -69          0          0     -2,363        164
 
Percent of Open Interest Represented by Each Category of Trader
      38.7       44.1       10.6        5.2        5.2        0.9       16.6       20.4        5.7       10.9        0.0        0.0       11.3       13.1
 
Number of Traders in Each Category                                    Total Traders:        82
        18         16          7          4          5          .         17         14         11          5          0          .
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Traders in Financial Futures- Futures Only Positions as of August 16, 2011                 
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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 AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    13,612
Positions
     8,749      9,200          0        680        258          0        999      2,258         33        731          0          0      2,420      1,863
 
Changes from:       August 9, 2011                                   Total Change is:    -3,407
    -1,506     -4,784          0         -1          0          0     -1,929      1,502          0          0          0          0         29       -125
 
Percent of Open Interest Represented by Each Category of Trader
      64.3       67.6        0.0        5.0        1.9        0.0        7.3       16.6        0.2        5.4        0.0        0.0       17.8       13.7
 
Number of Traders in Each Category                                    Total Traders:        21
         8          5          0          .          .          0          .          .          .          .          0          0
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Traders in Financial Futures- Futures Only Positions as of August 16, 2011                 
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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    80,495
Positions
    35,248     40,191        356      4,260      5,079        990     21,843     23,371        162     10,295          0          1      7,340     10,345
 
Changes from:       August 9, 2011                                   Total Change is:   -17,929
     1,180    -24,732       -387       -496     -2,681        110    -12,433     10,164       -981       -138          0          0     -4,784        578
 
Percent of Open Interest Represented by Each Category of Trader
      43.8       49.9        0.4        5.3        6.3        1.2       27.1       29.0        0.2       12.8        0.0        0.0        9.1       12.9
 
Number of Traders in Each Category                                    Total Traders:        78
        17         16          5          .          4          .         17         16          8          5          0          .
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Traders in Financial Futures- Futures Only Positions as of August 16, 2011                 
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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   977,983
Positions
    95,188    125,322     70,295    399,140    200,378     68,227    100,566    216,336     88,925     22,548     79,167     13,960    119,134    115,373
 
Changes from:       August 9, 2011                                   Total Change is:   -33,926
     6,389    -37,673     29,613      9,090      3,385     -5,391     -7,771     20,659     -8,050     -1,315      7,452     -3,015    -53,476    -40,906
 
Percent of Open Interest Represented by Each Category of Trader
       9.7       12.8        7.2       40.8       20.5        7.0       10.3       22.1        9.1        2.3        8.1        1.4       12.2       11.8
 
Number of Traders in Each Category                                    Total Traders:       610
        40         56         37        109         69         62         81        163         79         34         55         13
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Traders in Financial Futures- Futures Only Positions as of August 16, 2011                 
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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   332,182
Positions
    72,916     73,415     10,803    117,742     43,465     12,496     30,353     89,598      2,569      6,871     35,881      7,802     70,630     56,153
 
Changes from:       August 9, 2011                                   Total Change is:    -2,469
    32,294     -6,238      3,379        472       -799         93      6,430    -10,605     -1,031        324      6,152         18    -44,448      6,562
 
Percent of Open Interest Represented by Each Category of Trader
      22.0       22.1        3.3       35.4       13.1        3.8        9.1       27.0        0.8        2.1       10.8        2.3       21.3       16.9
 
Number of Traders in Each Category                                    Total Traders:       140
        11         17         10         29         15         11         20         34         11          7          7          .
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Traders in Financial Futures- Futures Only Positions as of August 16, 2011                 
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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 3,229,005
Positions
   323,271    471,446     85,549  1,421,028    798,603    264,618    713,133    995,757     69,710     91,337    229,382     17,839    242,520    296,101
 
Changes from:       August 9, 2011                                   Total Change is:  -157,285
     8,572    -19,074     -6,930     41,913     19,741    -26,239    -80,507    146,816    -25,592    -21,869     -7,172     -1,493    -45,140   -237,342
 
Percent of Open Interest Represented by Each Category of Trader
      10.0       14.6        2.6       44.0       24.7        8.2       22.1       30.8        2.2        2.8        7.1        0.6        7.5        9.2
 
Number of Traders in Each Category                                    Total Traders:       575
        44         50         25         95         62         57         85        155         53         32         51         10
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Traders in Financial Futures- Futures Only Positions as of August 16, 2011                 
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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   105,045
Positions
    13,058     25,769        150     67,578     48,719      3,794     11,422     12,669      1,352      2,418      4,094          0      5,273      8,498
 
Changes from:       August 9, 2011                                   Total Change is:    -2,384
    -5,747       -455         78     13,413     -2,230     -2,287     -8,006       -684      1,308        168          0          0     -1,311      1,886
 
Percent of Open Interest Represented by Each Category of Trader
      12.4       24.5        0.1       64.3       46.4        3.6       10.9       12.1        1.3        2.3        3.9        0.0        5.0        8.1
 
Number of Traders in Each Category                                    Total Traders:        88
         9         10          .         32         12          9          8         13          .          .          .          0
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Traders in Financial Futures- Futures Only Positions as of August 16, 2011                 
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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    91,215
Positions
    24,332     26,624     14,774     14,056     11,898      1,479     13,165     12,410     11,265        962      2,077        852     10,328      9,834
 
Changes from:       August 9, 2011                                   Total Change is:     9,932
     7,137     -6,864      6,640     -1,209        902         10     -9,266      1,081      4,693       -263       -472        420      1,771      3,523
 
Percent of Open Interest Represented by Each Category of Trader
      26.7       29.2       16.2       15.4       13.0        1.6       14.4       13.6       12.4        1.1        2.3        0.9       11.3       10.8
 
Number of Traders in Each Category                                    Total Traders:       199
        23         30          8         28         22         14         35         48         21          6          6          4
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Traders in Financial Futures- Futures Only Positions as of August 16, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    22,615
Positions
    13,279     11,271          0        334          0          0      5,451      5,097         25        343        261          0      3,183      5,961
 
Changes from:       August 9, 2011                                   Total Change is:     7,286
     5,320      2,026          0          0          0          0      2,578      1,068         25        343          0          0       -980      4,167
 
Percent of Open Interest Represented by Each Category of Trader
      58.7       49.8        0.0        1.5        0.0        0.0       24.1       22.5        0.1        1.5        1.2        0.0       14.1       26.4
 
Number of Traders in Each Category                                    Total Traders:        21
         6          6          0          .          0          0          .          .          .          .          .          0
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Traders in Financial Futures- Futures Only Positions as of August 16, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   342,998
Positions
   122,205    143,701      6,934     68,612     59,490      7,397     86,862     84,860      7,907      4,811     10,797      2,545     35,725     19,367
 
Changes from:       August 9, 2011                                   Total Change is:    13,230
    43,070    -10,468       -783     -6,046      4,512         48    -39,599     19,686      3,717     -1,313       -644        383     13,753     -3,221
 
Percent of Open Interest Represented by Each Category of Trader
      35.6       41.9        2.0       20.0       17.3        2.2       25.3       24.7        2.3        1.4        3.1        0.7       10.4        5.6
 
Number of Traders in Each Category                                    Total Traders:       197
        24         28          5         28         22         14         36         47         17          6          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 16, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   422,149
Positions
   214,173     22,174     13,448    111,176    176,987     29,701     31,719    138,650      2,140      3,831     16,725         66     15,895     22,258
 
Changes from:       August 9, 2011                                   Total Change is:    11,895
    12,938     -8,548      2,519     13,950      3,981        448    -14,937     14,593     -1,903        628       -200          1     -1,749      1,004
 
Percent of Open Interest Represented by Each Category of Trader
      50.7        5.3        3.2       26.3       41.9        7.0        7.5       32.8        0.5        0.9        4.0        0.0        3.8        5.3
 
Number of Traders in Each Category                                    Total Traders:       250
        21         14          5         46         50         27         22         72         12          8         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 16, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    32,081
Positions
     6,487      5,324        497      8,310        711        111      9,763     12,087          0        721      4,894          0      6,192      8,457
 
Changes from:       August 9, 2011                                   Total Change is:     1,298
       797     -1,366        258       -706        331        111      1,299        814          0        505        -45          0       -966      1,195
 
Percent of Open Interest Represented by Each Category of Trader
      20.2       16.6        1.5       25.9        2.2        0.3       30.4       37.7        0.0        2.2       15.3        0.0       19.3       26.4
 
Number of Traders in Each Category                                    Total Traders:        54
        10          8          .          9          .          .          8         12          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 16, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    58,962
Positions
    11,293     38,690      1,609      4,678      5,889        344     14,608      3,611        920      1,234      1,517          0     24,276      6,382
 
Changes from:       August 9, 2011                                   Total Change is:   -13,236
       113     -9,539        -66       -322        112          0     -3,340     -1,523        312        206          0          0    -10,139     -2,532
 
Percent of Open Interest Represented by Each Category of Trader
      19.2       65.6        2.7        7.9       10.0        0.6       24.8        6.1        1.6        2.1        2.6        0.0       41.2       10.8
 
Number of Traders in Each Category                                    Total Traders:        68
        12         19          5          5          5          .         14          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 16, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    39,784
Positions
       708      5,187        787     23,272     22,458      4,907      6,097      4,575          4        699          0          0      3,310      1,866
 
Changes from:       August 9, 2011                                   Total Change is:       470
      -733         95         13      1,867       -320         84       -627        -30          0          0          0          0       -134        628
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       13.0        2.0       58.5       56.4       12.3       15.3       11.5        0.0        1.8        0.0        0.0        8.3        4.7
 
Number of Traders in Each Category                                    Total Traders:        50
         .          .          .         17         16          8          8          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 16, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is    53,152
Positions
     8,051     16,090      2,177     24,243      8,554      1,275      8,271     19,580        472      1,839        652        153      6,671      4,199
 
Changes from:       August 9, 2011                                   Total Change is:     5,460
        -6      1,211        117      5,652      2,803       -248        623      1,998          0        104        -15        -19       -763       -387
 
Percent of Open Interest Represented by Each Category of Trader
      15.1       30.3        4.1       45.6       16.1        2.4       15.6       36.8        0.9        3.5        1.2        0.3       12.6        7.9
 
Number of Traders in Each Category                                    Total Traders:        65
         7          9          .         16          7          6         11         10          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 16, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   642,101
Positions
    21,108     98,363      2,632    319,539    144,081     73,273     59,961    132,851     11,201      6,415     60,769          0    147,972    118,931
 
Changes from:       August 9, 2011                                   Total Change is:    -5,720
     4,276      1,559      1,060    -21,032      4,756     -4,290      3,318      1,047      1,912          0        118         -6      9,042    -11,876
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       15.3        0.4       49.8       22.4       11.4        9.3       20.7        1.7        1.0        9.5        0.0       23.0       18.5
 
Number of Traders in Each Category                                    Total Traders:       163
         9         21          7         43         23         32         26         31         20          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 16, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   409,608
Positions
     4,211    181,909        870    293,205     15,859     25,293      2,490    135,901      9,788      5,178      2,619          0     68,573     37,369
 
Changes from:       August 9, 2011                                   Total Change is:     8,596
    -2,190     10,280        338      5,993      3,709       -954     -7,485     -8,311      9,786        638          0          0      2,470     -6,252
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       44.4        0.2       71.6        3.9        6.2        0.6       33.2        2.4        1.3        0.6        0.0       16.7        9.1
 
Number of Traders in Each Category                                    Total Traders:        74
         .         12          .         35          4         15          .         16          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 16, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   974,709
Positions
   109,339    132,825      9,632    271,709    272,513     99,003    281,469    202,868     18,277     72,103    117,600      3,909    109,268    118,082
 
Changes from:       August 9, 2011                                   Total Change is:   -47,706
      -392      8,938      1,060    -31,613    -54,289      7,439    -18,454      9,316      2,241     -8,422     -8,503      1,364       -929    -15,272
 
Percent of Open Interest Represented by Each Category of Trader
      11.2       13.6        1.0       27.9       28.0       10.2       28.9       20.8        1.9        7.4       12.1        0.4       11.2       12.1
 
Number of Traders in Each Category                                    Total Traders:       256
        14         39         10         30         59         40         41         35         22          9         29          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 16, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,971,277
Positions
   135,078    254,383     18,434    926,393    604,849    222,673    217,768    383,282     39,336     99,512    103,614     16,607    295,476    328,099
 
Changes from:       August 9, 2011                                   Total Change is:    82,953
    -9,546     42,211    -19,870    159,407     48,981      5,068    -50,040     28,156     -1,630     -7,923    -12,938      2,995      4,492    -10,020
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       12.9        0.9       47.0       30.7       11.3       11.0       19.4        2.0        5.0        5.3        0.8       15.0       16.6
 
Number of Traders in Each Category                                    Total Traders:       262
        30         37         19         32         59         48         32         51         42          5         15          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 16, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,422,470
Positions
   101,333    162,500     21,302    348,864    562,593    144,034    413,560    129,597     43,892    119,628     90,043      7,783    222,074    260,726
 
Changes from:       August 9, 2011                                   Total Change is:   -28,411
    13,969      8,757     -4,459    -51,196    -13,346     -3,574     10,243    -12,458        429      5,399      8,861      1,136       -358    -13,757
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       11.4        1.5       24.5       39.6       10.1       29.1        9.1        3.1        8.4        6.3        0.5       15.6       18.3
 
Number of Traders in Each Category                                    Total Traders:       203
        13         31         11         21         49         34         26         40         25          7         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 16, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   830,056
Positions
   279,083    282,390    271,736      5,600      4,697      7,456     72,102     63,526    134,229      5,684      5,576     12,251     41,915     48,195
 
Changes from:       August 9, 2011                                   Total Change is:     3,778
     3,651     -8,525     11,264          0        821       -686     -9,612     -6,195     -1,173       -919       -700        202      1,051      8,770
 
Percent of Open Interest Represented by Each Category of Trader
      33.6       34.0       32.7        0.7        0.6        0.9        8.7        7.7       16.2        0.7        0.7        1.5        5.0        5.8
 
Number of Traders in Each Category                                    Total Traders:       134
        20         44         52          .          5          .         18         28         31          .          4          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 16, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 is 9,930,485
Positions
   938,974  3,744,822  1,845,861  3,535,206    144,963    139,071  1,002,408  1,037,222  1,357,301     54,657    512,944    190,850    866,157    957,451
 
Changes from:       August 9, 2011                                   Total Change is:  -267,380
   114,743   -292,801    -17,270   -181,456    -52,489      2,574   -231,569     -1,993     75,897      3,694     36,339     -9,381    -24,612     -8,256
 
Percent of Open Interest Represented by Each Category of Trader
       9.5       37.7       18.6       35.6        1.5        1.4       10.1       10.4       13.7        0.6        5.2        1.9        8.7        9.6
 
Number of Traders in Each Category                                    Total Traders:       271
        34         57         82         11         11         15         55         63         90         10         14         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 16, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    13,343
Positions
     4,702      6,583          0      1,591        824         12      3,094      5,607          6      3,586        250          0        352         61
 
Changes from:       August 9, 2011                                   Total Change is:      -505
    -1,762        500          0        130         83         -8      1,189     -1,078        -53          0          0          0         -1         51
 
Percent of Open Interest Represented by Each Category of Trader
      35.2       49.3        0.0       11.9        6.2        0.1       23.2       42.0        0.0       26.9        1.9        0.0        2.6        0.5
 
Number of Traders in Each Category                                    Total Traders:        29
         .          .          0          .          4          .          7          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 16, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    21,228
Positions
    16,566      9,478          0      1,248      1,787        109      2,984      4,356          0         80      5,453          0        241         45
 
Changes from:       August 9, 2011                                   Total Change is:      -342
       982        562          0          0       -287        -12     -1,278       -603          0          0          0          0        -34         -2
 
Percent of Open Interest Represented by Each Category of Trader
      78.0       44.6        0.0        5.9        8.4        0.5       14.1       20.5        0.0        0.4       25.7        0.0        1.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        34
         6          4          0          .          5          .          7          6          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 16, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    54,579
Positions
    16,267     14,561        309        518      6,668      1,108     28,810     23,754        873        735      2,066          0      5,959      5,240
 
Changes from:       August 9, 2011                                   Total Change is:    -2,768
       120     -1,403         10        139      6,028         21     -1,818     -5,708         64       -439        346          0       -865     -2,126
 
Percent of Open Interest Represented by Each Category of Trader
      29.8       26.7        0.6        0.9       12.2        2.0       52.8       43.5        1.6        1.3        3.8        0.0       10.9        9.6
 
Number of Traders in Each Category                                    Total Traders:        94
         4          6          .          4          .          .         24         34          7          8          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 16, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   199,173
Positions
    24,068     52,802     55,610      5,003      4,177      7,126     17,625     11,514     31,529     21,330        508     13,565     23,317     22,342
 
Changes from:       August 9, 2011                                   Total Change is:       118
    -2,347      7,201         22        367      1,539       -231     -4,862    -12,554      3,050        783        314      1,153      2,183       -376
 
Percent of Open Interest Represented by Each Category of Trader
      12.1       26.5       27.9        2.5        2.1        3.6        8.8        5.8       15.8       10.7        0.3        6.8       11.7       11.2
 
Number of Traders in Each Category                                    Total Traders:       111
         8         15         23          8          .          9         26         16         37         12          .         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 16, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    10,839
Positions
     3,026      4,946          0      2,209        488          0      3,499      1,418        625        701      3,136        225        554          1
 
Changes from:       August 9, 2011                                   Total Change is:       396
       445        628          0       -250          0          0         58        372        139       -150       -562        218        -64       -399
 
Percent of Open Interest Represented by Each Category of Trader
      27.9       45.6        0.0       20.4        4.5        0.0       32.3       13.1        5.8        6.5       28.9        2.1        5.1        0.0
 
Number of Traders in Each Category                                    Total Traders:        27
         .          4          0          4          .          0          5          6          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated August 19, 2011