```
Traders in Financial Futures- Futures Only Positions as of August 9, 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   118,973
Positions
     9,657     58,140      1,728     14,838      6,134        518     32,335     23,875      4,942     10,890          0          4     44,061     23,632
 
Changes from:       August 2, 2011                                   Total Change is:   -14,177
       458    -18,221        993      1,573        -25         73    -14,871     -2,821        931        606          0          4     -3,944      4,889
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       48.9        1.5       12.5        5.2        0.4       27.2       20.1        4.2        9.2        0.0        0.0       37.0       19.9
 
Number of Traders in Each Category                                    Total Traders:        84
         5         18          6          4          5          .         22         15          6         15          0          .
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Traders in Financial Futures- Futures Only Positions as of August 9, 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    53,055
Positions
     6,140     26,225        419        585      1,010        193     22,526      8,534        355          0        400          0     22,837     15,919
 
Changes from:       August 2, 2011                                   Total Change is:    -3,856
       847      1,513        156       -528        -24        -14     -2,802     -5,089         -1       -545        400          0       -969       -797
 
Percent of Open Interest Represented by Each Category of Trader
      11.6       49.4        0.8        1.1        1.9        0.4       42.5       16.1        0.7        0.0        0.8        0.0       43.0       30.0
 
Number of Traders in Each Category                                    Total Traders:        50
         5         10          .          .          .          .         17         14          4          0          .          0
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Traders in Financial Futures- Futures Only Positions as of August 9, 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   105,544
Positions
    22,461     10,645        701      8,068     30,871      1,100     45,535     36,774        156        485      4,357          0     27,038     20,940
 
Changes from:       August 2, 2011                                   Total Change is:     2,372
       962     -1,967         70      1,766      1,266        -57        266      4,208       -785       -260          0          0        410       -363
 
Percent of Open Interest Represented by Each Category of Trader
      21.3       10.1        0.7        7.6       29.2        1.0       43.1       34.8        0.1        0.5        4.1        0.0       25.6       19.8
 
Number of Traders in Each Category                                    Total Traders:        85
         9          9          .          6         12          4         29         15          8          .          4          0
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Traders in Financial Futures- Futures Only Positions as of August 9, 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   119,904
Positions
     5,776     68,478        822     31,462      9,381      1,240     46,272     12,664         46      1,000      1,740          0     33,286     25,533
 
Changes from:       August 2, 2011                                   Total Change is:   -28,984
      -868    -16,159       -484      2,493      1,325        638    -25,872     -6,057       -126        179     -1,455          0     -4,944     -6,666
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       57.1        0.7       26.2        7.8        1.0       38.6       10.6        0.0        0.8        1.5        0.0       27.8       21.3
 
Number of Traders in Each Category                                    Total Traders:        76
         8         13          4         11          7          4         24         10          5          .          .          0
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Traders in Financial Futures- Futures Only Positions as of August 9, 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   183,571
Positions
    40,723     37,502      4,222     24,483     35,128      1,924     48,629     45,771      2,644     14,112     12,852        426     46,408     43,102
 
Changes from:       August 2, 2011                                   Total Change is:    -7,151
    -3,528     -8,463         93     -2,512      3,928       -687      4,367    -10,951        300     -5,397      7,386         -1        214      1,244
 
Percent of Open Interest Represented by Each Category of Trader
      22.2       20.4        2.3       13.3       19.1        1.0       26.5       24.9        1.4        7.7        7.0        0.2       25.3       23.5
 
Number of Traders in Each Category                                    Total Traders:       167
        23         12          6         14         23         11         37         42         21          7          9          4
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Traders in Financial Futures- Futures Only Positions as of August 9, 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   104,527
Positions
    16,503     65,001        663      2,075      7,388        423     56,352     10,331        255        859          0          0     27,397     20,466
 
Changes from:       August 2, 2011                                   Total Change is:   -29,403
    11,210    -29,992        323       -548        293        -16    -32,092     -4,595        233     -1,085     -1,342          0     -7,428      5,693
 
Percent of Open Interest Represented by Each Category of Trader
      15.8       62.2        0.6        2.0        7.1        0.4       53.9        9.9        0.2        0.8        0.0        0.0       26.2       19.6
 
Number of Traders in Each Category                                    Total Traders:        66
        10         10          .          .          5          .         23         13          5          .          0          0
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Traders in Financial Futures- Futures Only Positions as of August 9, 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   107,240
Positions
    46,773     60,634     30,408          0          0          0     25,671     14,072        828      1,892          0          0      1,668      1,298
 
Changes from:       August 2, 2011                                   Total Change is:     1,061
     3,202     -4,202      3,608          0          0          0     -7,078        272        132          0          0          0      1,197      1,251
 
Percent of Open Interest Represented by Each Category of Trader
      43.6       56.5       28.4        0.0        0.0        0.0       23.9       13.1        0.8        1.8        0.0        0.0        1.6        1.2
 
Number of Traders in Each Category                                    Total Traders:        28
         8         11         14          0          0          0          4          .          .          .          0          0
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Traders in Financial Futures- Futures Only Positions as of August 9, 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   117,845
Positions
    30,957     66,526        419     17,456        455        358     57,393     37,165      2,208        744      3,382          0      8,310      7,332
 
Changes from:       August 2, 2011                                   Total Change is:   -12,395
    23,472    -16,341       -160      3,966       -547          0    -38,797     -4,227      1,880     -3,339      2,077          0        583      4,923
 
Percent of Open Interest Represented by Each Category of Trader
      26.3       56.5        0.4       14.8        0.4        0.3       48.7       31.5        1.9        0.6        2.9        0.0        7.1        6.2
 
Number of Traders in Each Category                                    Total Traders:        99
        11         10          .          9          .          .         32         23          5          4          7          0
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Traders in Financial Futures- Futures Only Positions as of August 9, 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    28,943
Positions
     2,737     24,030          0        272        187          0     20,743      2,446        133        773          0          0      4,285      2,147
 
Changes from:       August 2, 2011                                   Total Change is:    -4,845
     1,124     -5,328         -1          6        -11          0     -4,376       -316          0       -576          0          0     -1,022        811
 
Percent of Open Interest Represented by Each Category of Trader
       9.5       83.0        0.0        0.9        0.6        0.0       71.7        8.5        0.5        2.7        0.0        0.0       14.8        7.4
 
Number of Traders in Each Category                                    Total Traders:        41
         5          8          0          .          .          0         15          7          .          4          0          0
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Traders in Financial Futures- Futures Only Positions as of August 9, 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    66,231
Positions
    21,375     40,531      6,286      3,059      4,138        440     18,022      5,315      2,649      5,948          0          1      8,453      6,872
 
Changes from:       August 2, 2011                                   Total Change is:    -6,665
        30     -2,264        116       -323       -327        -50     -5,486     -2,168     -1,546      1,839       -161       -570       -673        306
 
Percent of Open Interest Represented by Each Category of Trader
      32.3       61.2        9.5        4.6        6.2        0.7       27.2        8.0        4.0        9.0        0.0        0.0       12.8       10.4
 
Number of Traders in Each Category                                    Total Traders:        92
        19         17          8          6          5          .         27          9         16          7          0          .
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Traders in Financial Futures- Futures Only Positions as of August 9, 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    17,019
Positions
    10,255     13,984          0        681        258          0      2,928        756         33        731          0          0      2,391      1,988
 
Changes from:       August 2, 2011                                   Total Change is:      -731
       997     -1,206          0        -12          0          0     -1,823          0          0          0          0          0        107        475
 
Percent of Open Interest Represented by Each Category of Trader
      60.3       82.2        0.0        4.0        1.5        0.0       17.2        4.4        0.2        4.3        0.0        0.0       14.0       11.7
 
Number of Traders in Each Category                                    Total Traders:        23
         7          6          0          .          .          0          5          .          .          .          0          0
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Traders in Financial Futures- Futures Only Positions as of August 9, 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    98,424
Positions
    34,068     64,923        743      4,756      7,760        880     34,276     13,207      1,143     10,433          0          1     12,124      9,767
 
Changes from:       August 2, 2011                                   Total Change is:   -11,867
    -1,900     -2,081        196       -622       -654       -100    -11,377     -8,387        959      2,539     -1,459         -2     -1,560       -339
 
Percent of Open Interest Represented by Each Category of Trader
      34.6       66.0        0.8        4.8        7.9        0.9       34.8       13.4        1.2       10.6        0.0        0.0       12.3        9.9
 
Number of Traders in Each Category                                    Total Traders:        88
        17         19          5          5          4          .         24         12         13          7          0          .
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Traders in Financial Futures- Futures Only Positions as of August 9, 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 1,011,909
Positions
    88,799    162,994     40,682    390,050    196,993     73,617    108,337    195,677     96,975     23,863     71,715     16,976    172,610    156,280
 
Changes from:       August 2, 2011                                   Total Change is:   156,292
    22,971    -19,168      6,797      9,157     25,687     11,415     21,564     29,004     50,973     -2,426      4,374      6,609     29,233     40,601
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       16.1        4.0       38.5       19.5        7.3       10.7       19.3        9.6        2.4        7.1        1.7       17.1       15.4
 
Number of Traders in Each Category                                    Total Traders:       612
        35         58         29        110         73         63        106        141         89         36         50         16
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Traders in Financial Futures- Futures Only Positions as of August 9, 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   334,651
Positions
    40,622     79,653      7,424    117,270     44,264     12,403     23,923    100,203      3,600      6,547     29,729      7,784    115,078     49,591
 
Changes from:       August 2, 2011                                   Total Change is:    41,301
     6,717    -24,661      2,225      1,376      1,782       -304      5,833     52,111      1,724      1,146         58         36     22,548      8,330
 
Percent of Open Interest Represented by Each Category of Trader
      12.1       23.8        2.2       35.0       13.2        3.7        7.1       29.9        1.1        2.0        8.9        2.3       34.4       14.8
 
Number of Traders in Each Category                                    Total Traders:       135
        10         17          9         29         14         11         18         34         11          7          6          .
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Traders in Financial Futures- Futures Only Positions as of August 9, 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 3,386,290
Positions
   314,699    490,520     92,479  1,379,115    778,862    290,857    793,640    848,941     95,302    113,206    236,554     19,332    287,660    533,443
 
Changes from:       August 2, 2011                                   Total Change is:   574,953
    71,695     17,886     32,437     39,140    119,761     58,358    288,492     94,306     36,405      8,285     47,726      6,718     33,423    161,356
 
Percent of Open Interest Represented by Each Category of Trader
       9.3       14.5        2.7       40.7       23.0        8.6       23.4       25.1        2.8        3.3        7.0        0.6        8.5       15.8
 
Number of Traders in Each Category                                    Total Traders:       573
        34         54         19         94         68         58        107        134         67         34         47         13
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Traders in Financial Futures- Futures Only Positions as of August 9, 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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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   107,429
Positions
    18,805     26,224         72     54,165     50,949      6,081     19,428     13,353         44      2,250      4,094          0      6,584      6,612
 
Changes from:       August 2, 2011                                   Total Change is:     1,074
     5,883     -9,807          3     -5,841      8,843      2,736      2,152       -288     -1,309       -209        399          0     -2,341        497
 
Percent of Open Interest Represented by Each Category of Trader
      17.5       24.4        0.1       50.4       47.4        5.7       18.1       12.4        0.0        2.1        3.8        0.0        6.1        6.2
 
Number of Traders in Each Category                                    Total Traders:        94
        10         12          .         32         14         10         13          9          .          .          .          0
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Traders in Financial Futures- Futures Only Positions as of August 9, 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 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    81,283
Positions
    17,195     33,488      8,134     15,266     10,996      1,470     22,431     11,330      6,572      1,225      2,549        432      8,557      6,312
 
Changes from:       August 2, 2011                                   Total Change is:    -7,463
       -14     -7,701      2,088        855      3,427       -183     -7,177     -2,767     -2,165       -482     -1,312        105       -490      1,046
 
Percent of Open Interest Represented by Each Category of Trader
      21.2       41.2       10.0       18.8       13.5        1.8       27.6       13.9        8.1        1.5        3.1        0.5       10.5        7.8
 
Number of Traders in Each Category                                    Total Traders:       204
        19         31          9         28         23         14         54         33         19          9          7          .
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Traders in Financial Futures- Futures Only Positions as of August 9, 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    15,329
Positions
     7,959      9,245          0        334          0          0      2,873      4,029          0          0        261          0      4,163      1,794
 
Changes from:       August 2, 2011                                   Total Change is:    -2,654
     1,409     -4,295          0          0          0          0     -4,294      2,209          0          0       -638          0        231         70
 
Percent of Open Interest Represented by Each Category of Trader
      51.9       60.3        0.0        2.2        0.0        0.0       18.7       26.3        0.0        0.0        1.7        0.0       27.2       11.7
 
Number of Traders in Each Category                                    Total Traders:        21
         5          7          0          .          0          0          .          5          0          0          .          0
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Traders in Financial Futures- Futures Only Positions as of August 9, 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   329,768
Positions
    79,135    154,169      7,717     74,658     54,978      7,349    126,461     65,174      4,190      6,124     11,441      2,162     21,972     22,588
 
Changes from:       August 2, 2011                                   Total Change is:   -24,046
     4,160     -5,754       -836      4,277     17,133       -917    -25,732    -36,197        494     -2,410     -3,372        523     -3,605      4,880
 
Percent of Open Interest Represented by Each Category of Trader
      24.0       46.8        2.3       22.6       16.7        2.2       38.3       19.8        1.3        1.9        3.5        0.7        6.7        6.8
 
Number of Traders in Each Category                                    Total Traders:       202
        21         28          6         28         23         14         55         31         14          9          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 9, 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   410,254
Positions
   201,235     30,722     10,929     97,226    173,006     29,253     46,656    124,057      4,043      3,203     16,925         65     17,644     21,254
 
Changes from:       August 2, 2011                                   Total Change is:    -6,539
     2,227     -7,110      3,178    -10,357     11,022     -3,046      2,937     -8,375     -1,912       -337     -3,599         45        726      3,258
 
Percent of Open Interest Represented by Each Category of Trader
      49.1        7.5        2.7       23.7       42.2        7.1       11.4       30.2        1.0        0.8        4.1        0.0        4.3        5.2
 
Number of Traders in Each Category                                    Total Traders:       251
        23         13          .         47         48         28         36         61         11          6         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 9, 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    30,783
Positions
     5,690      6,690        239      9,016        380          0      8,464     11,273          0        216      4,939          0      7,158      7,262
 
Changes from:       August 2, 2011                                   Total Change is:    -5,205
    -3,751     -3,199        239     -2,002        380        -12      1,451     -3,142          0     -1,408        627          0        278        -98
 
Percent of Open Interest Represented by Each Category of Trader
      18.5       21.7        0.8       29.3        1.2        0.0       27.5       36.6        0.0        0.7       16.0        0.0       23.3       23.6
 
Number of Traders in Each Category                                    Total Traders:        52
         8          8          .         10          .          0          9         12          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 9, 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    72,198
Positions
    11,180     48,229      1,675      5,000      5,777        344     17,948      5,134        608      1,028      1,517          0     34,415      8,914
 
Changes from:       August 2, 2011                                   Total Change is:    11,924
    -1,303      9,147       -563     -1,947        966       -225       -653      1,546         34          0     -1,016          0     16,581      2,035
 
Percent of Open Interest Represented by Each Category of Trader
      15.5       66.8        2.3        6.9        8.0        0.5       24.9        7.1        0.8        1.4        2.1        0.0       47.7       12.3
 
Number of Traders in Each Category                                    Total Traders:        69
        11         21          5          5          4          .         14         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 9, 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    39,314
Positions
     1,441      5,092        774     21,405     22,778      4,823      6,724      4,605          4        699          0          0      3,444      1,238
 
Changes from:       August 2, 2011                                   Total Change is:     3,681
      -165        281        -29      3,156      3,897        167        773       -986          0         16          0          0       -237        351
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       13.0        2.0       54.4       57.9       12.3       17.1       11.7        0.0        1.8        0.0        0.0        8.8        3.1
 
Number of Traders in Each Category                                    Total Traders:        50
         .          .          .         15         17          8          9          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 9, 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    47,692
Positions
     8,057     14,879      2,060     18,591      5,751      1,523      7,648     17,582        472      1,735        667        172      7,434      4,586
 
Changes from:       August 2, 2011                                   Total Change is:      -669
    -1,024     -2,202        672         61        754       -229       -455       -306          0       -284          0          0        590        642
 
Percent of Open Interest Represented by Each Category of Trader
      16.9       31.2        4.3       39.0       12.1        3.2       16.0       36.9        1.0        3.6        1.4        0.4       15.6        9.6
 
Number of Traders in Each Category                                    Total Traders:        56
         7          8          .         14          6          6         10          6          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 9, 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   647,821
Positions
    16,832     96,804      1,572    340,571    139,325     77,563     56,643    131,804      9,289      6,415     60,651          6    138,930    130,807
 
Changes from:       August 2, 2011                                   Total Change is:    -3,119
       -19     -6,411      1,090     28,358     11,112      1,721     -7,079      3,524     -2,767     -5,969     -7,784       -173    -18,281     -3,431
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       14.9        0.2       52.6       21.5       12.0        8.7       20.3        1.4        1.0        9.4        0.0       21.4       20.2
 
Number of Traders in Each Category                                    Total Traders:       164
         8         24          6         41         24         33         25         33         17          .          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 9, 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   401,012
Positions
     6,401    171,629        532    287,212     12,150     26,247      9,975    144,212          2      4,540      2,619          0     66,103     43,621
 
Changes from:       August 2, 2011                                   Total Change is:    10,171
       -76     10,412        532      2,951       -812     -2,884     -1,555      1,337          1      3,040          0          0      8,162      1,585
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       42.8        0.1       71.6        3.0        6.5        2.5       36.0        0.0        1.1        0.7        0.0       16.5       10.9
 
Number of Traders in Each Category                                    Total Traders:        73
         .         13          .         34          4         15          .         16          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 9, 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 1,022,415
Positions
   109,731    123,887      8,572    303,322    326,802     91,564    299,923    193,552     16,036     80,525    126,103      2,545    110,197    133,354
 
Changes from:       August 2, 2011                                   Total Change is:   -18,466
    17,837    -17,095      3,007    -32,328    -21,825     -3,311      2,201     -6,458      2,317    -11,116     23,892        115      2,812        892
 
Percent of Open Interest Represented by Each Category of Trader
      10.7       12.1        0.8       29.7       32.0        9.0       29.3       18.9        1.6        7.9       12.3        0.2       10.8       13.0
 
Number of Traders in Each Category                                    Total Traders:       261
        13         37          8         31         57         42         43         41         25         11         28          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 9, 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 1,888,324
Positions
   144,624    212,172     38,304    766,986    555,868    217,605    267,808    355,126     40,966    107,435    116,552     13,612    290,984    338,119
 
Changes from:       August 2, 2011                                   Total Change is:    24,696
   -26,934     -6,467      8,728     77,167     64,448    -35,881    -48,946    -52,570      8,480     47,317     12,313         68     -5,303     25,577
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       11.2        2.0       40.6       29.4       11.5       14.2       18.8        2.2        5.7        6.2        0.7       15.4       17.9
 
Number of Traders in Each Category                                    Total Traders:       265
        27         40         19         34         59         52         32         51         42          6         16          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 9, 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 1,450,881
Positions
    87,364    153,743     25,761    400,060    575,939    147,608    403,317    142,055     43,463    114,229     81,182      6,647    222,432    274,483
 
Changes from:       August 2, 2011                                   Total Change is:   -11,615
   -19,969     28,299     13,163    -12,399     -3,961      8,846     42,948    -30,759     -3,590    -26,889    -14,838        404    -14,129     -9,179
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       10.6        1.8       27.6       39.7       10.2       27.8        9.8        3.0        7.9        5.6        0.5       15.3       18.9
 
Number of Traders in Each Category                                    Total Traders:       202
        11         32          8         22         49         33         27         40         28          6         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 9, 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   826,278
Positions
   275,432    290,915    260,472      5,600      3,876      8,142     81,714     69,721    135,402      6,603      6,276     12,049     40,864     39,425
 
Changes from:       August 2, 2011                                   Total Change is:   -32,666
   -11,881      7,010    -11,536      2,907     -6,431     -5,272       -992        -62        569       -900     -3,340     -1,999     -3,562    -11,605
 
Percent of Open Interest Represented by Each Category of Trader
      33.3       35.2       31.5        0.7        0.5        1.0        9.9        8.4       16.4        0.8        0.8        1.5        4.9        4.8
 
Number of Traders in Each Category                                    Total Traders:       136
        24         40         51          .          4          .         19         27         30          .          5          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 9, 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 is10,197,865
Positions
   824,231  4,037,623  1,863,131  3,716,662    197,452    136,497  1,233,977  1,039,215  1,281,404     50,963    476,605    200,231    890,769    965,707
 
Changes from:       August 2, 2011                                   Total Change is:  -217,671
   -51,094    148,002    -63,097    195,886   -176,445     -7,599   -127,307     60,972   -200,036      5,540    -12,415     41,406    -11,370     -8,459
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       39.6       18.3       36.4        1.9        1.3       12.1       10.2       12.6        0.5        4.7        2.0        8.7        9.5
 
Number of Traders in Each Category                                    Total Traders:       281
        33         57         83         12         13         18         58         64         94          9         16         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 9, 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    13,848
Positions
     6,464      6,083          0      1,461        741         20      1,905      6,685         59      3,586        250          0        353         10
 
Changes from:       August 2, 2011                                   Total Change is:       588
       212        878          0       -144       -112         10        346        -74         47         58       -115          0         59        -46
 
Percent of Open Interest Represented by Each Category of Trader
      46.7       43.9        0.0       10.6        5.4        0.1       13.8       48.3        0.4       25.9        1.8        0.0        2.5        0.1
 
Number of Traders in Each Category                                    Total Traders:        29
         .          .          0          .          4          .          6          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 9, 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    21,570
Positions
    15,584      8,916          0      1,248      2,074        121      4,262      4,959          0         80      5,453          0        275         47
 
Changes from:       August 2, 2011                                   Total Change is:    -1,953
      -858     -1,082          0          0        104          0     -1,068       -954          0          0          0          0        -27        -21
 
Percent of Open Interest Represented by Each Category of Trader
      72.2       41.3        0.0        5.8        9.6        0.6       19.8       23.0        0.0        0.4       25.3        0.0        1.3        0.2
 
Number of Traders in Each Category                                    Total Traders:        33
         6          4          0          .          5          .          6          6          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 9, 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    57,347
Positions
    16,147     15,964        299        379        640      1,087     30,628     29,462        809      1,174      1,720          0      6,824      7,366
 
Changes from:       August 2, 2011                                   Total Change is:    -3,182
       -94         52       -158        -54       -378         73       -685     -4,678        -20     -1,582       -571          0       -662      2,498
 
Percent of Open Interest Represented by Each Category of Trader
      28.2       27.8        0.5        0.7        1.1        1.9       53.4       51.4        1.4        2.0        3.0        0.0       11.9       12.8
 
Number of Traders in Each Category                                    Total Traders:        95
         5          6          .          .          .          .         24         33          5         12          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 9, 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   199,055
Positions
    26,415     45,601     55,588      4,636      2,638      7,357     22,487     24,068     28,479     20,547        194     12,412     21,134     22,718
 
Changes from:       August 2, 2011                                   Total Change is:   -14,439
   -12,878     -6,289      5,136     -2,510      1,224       -851      9,731       -450     -3,004      1,489       -490     -4,222     -7,330     -5,493
 
Percent of Open Interest Represented by Each Category of Trader
      13.3       22.9       27.9        2.3        1.3        3.7       11.3       12.1       14.3       10.3        0.1        6.2       10.6       11.4
 
Number of Traders in Each Category                                    Total Traders:       108
        10         14         22          7          .          9         25         21         32          8          .         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 9, 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    10,443
Positions
     2,581      4,318          0      2,459        488          0      3,441      1,046        486        851      3,698          7        618        400
 
Changes from:       August 2, 2011                                   Total Change is:     4,156
     2,488         30          0         60        125          0      1,814         33          0       -252      3,698          7         39        263
 
Percent of Open Interest Represented by Each Category of Trader
      24.7       41.3        0.0       23.5        4.7        0.0       33.0       10.0        4.7        8.1       35.4        0.1        5.9        3.8
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          0          4          .          0          5          4          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated August 12, 2011