```
Traders in Financial Futures- Futures Only Positions as of September 6, 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   109,190
Positions
     8,829     51,506      3,181     17,108      6,944        322     18,551     14,618      7,401     12,242        554        166     41,390     24,498
 
Changes from:       August 30, 2011                                  Total Change is:     1,953
      -634     -4,183        355      1,399      1,303       -258       -500      4,016        725        786        -53          3         77         45
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       47.2        2.9       15.7        6.4        0.3       17.0       13.4        6.8       11.2        0.5        0.2       37.9       22.4
 
Number of Traders in Each Category                                    Total Traders:        84
         7         15          5          5          5          .         16         19         10         16          .          .
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Traders in Financial Futures- Futures Only Positions as of September 6, 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    45,785
Positions
     6,718     27,849      1,197        949        971        129     18,840      4,056        114          0          0          0     17,838     11,469
 
Changes from:       August 30, 2011                                  Total Change is:       219
     1,491       -919         55         14        -36         10       -414      1,005         83          0          0          0     -1,020         21
 
Percent of Open Interest Represented by Each Category of Trader
      14.7       60.8        2.6        2.1        2.1        0.3       41.1        8.9        0.2        0.0        0.0        0.0       39.0       25.0
 
Number of Traders in Each Category                                    Total Traders:        38
         6         10          5          .          .          .         16          .          4          0          0          0
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Traders in Financial Futures- Futures Only Positions as of September 6, 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   110,372
Positions
    41,583      3,496      4,496      8,925     34,363        883     28,491     40,168        773      1,996      4,007          0     23,225     22,186
 
Changes from:       August 30, 2011                                  Total Change is:    14,208
    21,852     -8,225      3,986        152      1,333         35     -5,265     14,001        529       -672          0          0     -6,409      2,549
 
Percent of Open Interest Represented by Each Category of Trader
      37.7        3.2        4.1        8.1       31.1        0.8       25.8       36.4        0.7        1.8        3.6        0.0       21.0       20.1
 
Number of Traders in Each Category                                    Total Traders:        95
        15          6          7          5         11          4         26         26         12          .          4          0
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Traders in Financial Futures- Futures Only Positions as of September 6, 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   123,412
Positions
     7,270     67,205      1,302     35,573      9,104      1,162     48,378      9,717        753      1,695      2,252          0     27,279     31,917
 
Changes from:       August 30, 2011                                  Total Change is:    -2,716
       893     -6,334        151        757        -91        124     -1,501       -537        620        695          0          0     -4,455      3,351
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       54.5        1.1       28.8        7.4        0.9       39.2        7.9        0.6        1.4        1.8        0.0       22.1       25.9
 
Number of Traders in Each Category                                    Total Traders:        91
        10         11          5         11          6          5         33         14          7          .          4          0
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Traders in Financial Futures- Futures Only Positions as of September 6, 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   209,515
Positions
    52,370     34,782     12,524     32,752     30,303      2,030     53,812     61,495      4,396      6,100      9,153        398     45,133     54,434
 
Changes from:       August 30, 2011                                  Total Change is:    30,353
    16,811    -10,035      7,191      1,325      1,035        394     10,705     21,729      1,096     -1,339      1,934        142     -5,972      6,867
 
Percent of Open Interest Represented by Each Category of Trader
      25.0       16.6        6.0       15.6       14.5        1.0       25.7       29.4        2.1        2.9        4.4        0.2       21.5       26.0
 
Number of Traders in Each Category                                    Total Traders:       173
        23         14         12         15         19         10         29         56         22          5         12          .
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Traders in Financial Futures- Futures Only Positions as of September 6, 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   131,598
Positions
     7,631     82,985        684      3,369      8,420        324     82,747     13,107      7,494        964        522          0     28,385     18,062
 
Changes from:       August 30, 2011                                  Total Change is:    11,204
    -1,789      3,295        467        230        478         11      2,808      1,797      7,195         -3        522         -5      2,290     -2,556
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       63.1        0.5        2.6        6.4        0.2       62.9       10.0        5.7        0.7        0.4        0.0       21.6       13.7
 
Number of Traders in Each Category                                    Total Traders:        69
         6         13          .          .          5          .         26         12          6          .          .          0
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Traders in Financial Futures- Futures Only Positions as of September 6, 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   101,144
Positions
    44,421     54,527     32,649          0          0          0     20,733     11,850      1,224      1,082          0          0      1,035        894
 
Changes from:       August 30, 2011                                  Total Change is:    -1,995
     1,514      1,543     -3,213          0          0          0       -527       -536        373          0          0          0       -142       -162
 
Percent of Open Interest Represented by Each Category of Trader
      43.9       53.9       32.3        0.0        0.0        0.0       20.5       11.7        1.2        1.1        0.0        0.0        1.0        0.9
 
Number of Traders in Each Category                                    Total Traders:        26
        10         10         13          0          0          0          .          .          .          .          0          0
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Traders in Financial Futures- Futures Only Positions as of September 6, 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   111,130
Positions
    46,405     60,629      3,742     18,497      1,523          0     32,826     30,651      1,318      1,242      4,085        240      6,860      8,942
 
Changes from:       August 30, 2011                                  Total Change is:      -225
     1,443     -2,518      1,778      3,529       -224          0     -8,180       -331        729        444       -387        240       -208        488
 
Percent of Open Interest Represented by Each Category of Trader
      41.8       54.6        3.4       16.6        1.4        0.0       29.5       27.6        1.2        1.1        3.7        0.2        6.2        8.0
 
Number of Traders in Each Category                                    Total Traders:        96
        12          9          .          7          .          0         15         37          9          5          7          .
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Traders in Financial Futures- Futures Only Positions as of September 6, 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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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    33,956
Positions
    30,435     17,440         66      1,090          0          0      1,316        881         16        322     15,138          0        711        415
 
Changes from:       August 30, 2011                                  Total Change is:    -5,455
     2,243     -2,380     -3,811         22          0          0       -821        649       -272       -101      2,510     -2,510       -205        359
 
Percent of Open Interest Represented by Each Category of Trader
      89.6       51.4        0.2        3.2        0.0        0.0        3.9        2.6        0.0        0.9       44.6        0.0        2.1        1.2
 
Number of Traders in Each Category                                    Total Traders:        20
         4          5          .          .          0          0          5          .          .          .          .          0
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Traders in Financial Futures- Futures Only Positions as of September 6, 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    27,939
Positions
     4,175     23,722          3        509          0          0     17,520      2,135         14      1,098          0          0      4,620      2,065
 
Changes from:       August 30, 2011                                  Total Change is:     1,083
      -343        342        -68        149          0          0        965         68         14        -47          0          0        413        727
 
Percent of Open Interest Represented by Each Category of Trader
      14.9       84.9        0.0        1.8        0.0        0.0       62.7        7.6        0.1        3.9        0.0        0.0       16.5        7.4
 
Number of Traders in Each Category                                    Total Traders:        44
         5         10          .          .          0          0         17          5          .          4          0          0
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Traders in Financial Futures- Futures Only Positions as of September 6, 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    51,603
Positions
    19,264     24,488      5,999      3,270      3,903        126      8,147      5,477      3,811      4,245        200          0      6,742      7,600
 
Changes from:       August 30, 2011                                  Total Change is:    -1,211
    -1,612      1,238         -8        -79        943       -468       -137     -3,533        278         16        200         -1        799        140
 
Percent of Open Interest Represented by Each Category of Trader
      37.3       47.5       11.6        6.3        7.6        0.2       15.8       10.6        7.4        8.2        0.4        0.0       13.1       14.7
 
Number of Traders in Each Category                                    Total Traders:        91
        19         14          7          7          6          .         21         15         11          4          .          0
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Traders in Financial Futures- Futures Only Positions as of September 6, 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    14,202
Positions
     8,951      9,402         51        691        268          0        764      2,460         34      1,013          0          0      2,698      1,987
 
Changes from:       August 30, 2011                                  Total Change is:       368
         0          0          0          0         10          0       -343         10         -9        282          0          0        438        357
 
Percent of Open Interest Represented by Each Category of Trader
      63.0       66.2        0.4        4.9        1.9        0.0        5.4       17.3        0.2        7.1        0.0        0.0       19.0       14.0
 
Number of Traders in Each Category                                    Total Traders:        22
         8          5          .          .          .          0          .          .          .          .          0          0
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Traders in Financial Futures- Futures Only Positions as of September 6, 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    74,801
Positions
    32,258     41,804        263      5,158      7,270        251     20,709     11,976      1,611      6,463        400          0      8,088     11,226
 
Changes from:       August 30, 2011                                  Total Change is:    -3,158
    -3,202      2,497        -38       -158      1,865       -935        215     -7,282        771       -532        400         -1        722       -435
 
Percent of Open Interest Represented by Each Category of Trader
      43.1       55.9        0.4        6.9        9.7        0.3       27.7       16.0        2.2        8.6        0.5        0.0       10.8       15.0
 
Number of Traders in Each Category                                    Total Traders:        87
        17         16          5          6          5          .         23         15         10          .          .          0
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Traders in Financial Futures- Futures Only Positions as of September 6, 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 1,193,021
Positions
   166,889    133,091    112,729    406,896    228,734     66,378    100,804    245,081    141,324     21,821    100,380     16,818    159,361    148,485
 
Changes from:       August 30, 2011                                  Total Change is:    79,227
    27,094      8,868     19,961     -2,963     17,847      1,205      7,618       -890     18,666     -2,739      7,452      1,662      8,723      4,455
 
Percent of Open Interest Represented by Each Category of Trader
      14.0       11.2        9.4       34.1       19.2        5.6        8.4       20.5       11.8        1.8        8.4        1.4       13.4       12.4
 
Number of Traders in Each Category                                    Total Traders:       613
        37         57         36        111         70         64         80        164         76         36         55         12
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Traders in Financial Futures- Futures Only Positions as of September 6, 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   440,478
Positions
   132,401     77,172     30,603    114,153     40,584     12,444     50,527    135,250      3,430     10,114     44,880      8,953     77,853     87,162
 
Changes from:       August 30, 2011                                  Total Change is:    40,653
    23,570     10,735      8,526        498     -1,916         66      4,573     12,701        249     -3,094      4,290        836      5,429      5,166
 
Percent of Open Interest Represented by Each Category of Trader
      30.1       17.5        6.9       25.9        9.2        2.8       11.5       30.7        0.8        2.3       10.2        2.0       17.7       19.8
 
Number of Traders in Each Category                                    Total Traders:       135
        16         13         12         29         14         11         22         25         14          8          8          .
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Traders in Financial Futures- Futures Only Positions as of September 6, 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 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,762,716
Positions
   495,790    602,946     87,279  1,480,369    957,406    253,016    844,234  1,142,001     96,625     83,135    302,100     14,728    407,540    306,615
 
Changes from:       August 30, 2011                                  Total Change is:   192,868
    59,084     32,131     15,707    -15,984    100,133      4,375     98,659     15,482      8,652      5,592     19,630        313     16,470     -3,555
 
Percent of Open Interest Represented by Each Category of Trader
      13.2       16.0        2.3       39.3       25.4        6.7       22.4       30.4        2.6        2.2        8.0        0.4       10.8        8.1
 
Number of Traders in Each Category                                    Total Traders:       580
        37         53         23         98         65         60         79        163         54         32         53         10
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Traders in Financial Futures- Futures Only Positions as of September 6, 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   110,220
Positions
    16,214     26,991        135     62,927     54,283      4,242     18,669     11,999         98      1,514      4,353          0      6,421      8,119
 
Changes from:       August 30, 2011                                  Total Change is:        73
     4,936     -2,833         11    -12,393      3,834        586      6,544       -865     -1,023         47        156          0      1,365        207
 
Percent of Open Interest Represented by Each Category of Trader
      14.7       24.5        0.1       57.1       49.2        3.8       16.9       10.9        0.1        1.4        3.9        0.0        5.8        7.4
 
Number of Traders in Each Category                                    Total Traders:        84
         9          9          .         30         14          9          9         10          .          .          .          0
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Traders in Financial Futures- Futures Only Positions as of September 6, 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   106,003
Positions
    25,677     24,585     21,691     16,842     17,992        990     13,808     11,452     14,024        700      3,363        644     11,628     11,261
 
Changes from:       August 30, 2011                                  Total Change is:     4,383
    -1,151     -1,535        530      3,154      7,210       -482      1,871     -1,389     -1,357       -112        183          1      1,928      1,222
 
Percent of Open Interest Represented by Each Category of Trader
      24.2       23.2       20.5       15.9       17.0        0.9       13.0       10.8       13.2        0.7        3.2        0.6       11.0       10.6
 
Number of Traders in Each Category                                    Total Traders:       209
        24         27         12         28         23         12         38         52         17          4         12          4
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Traders in Financial Futures- Futures Only Positions as of September 6, 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    27,456
Positions
    15,798     13,977          0        334          0          0      8,234      5,781         36        343        507          0      2,711      7,155
 
Changes from:       August 30, 2011                                  Total Change is:       406
       244          0          0          0          0          0          0     -1,018          1          0          0          0        161      1,423
 
Percent of Open Interest Represented by Each Category of Trader
      57.5       50.9        0.0        1.2        0.0        0.0       30.0       21.1        0.1        1.2        1.8        0.0        9.9       26.1
 
Number of Traders in Each Category                                    Total Traders:        25
        11          5          0          .          0          0          .          .          .          .          .          0
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Traders in Financial Futures- Futures Only Positions as of September 6, 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 (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   392,734
Positions
   148,893    152,538      8,955     82,538     89,962      4,951     91,262     91,750      6,546      3,499     15,996      1,507     44,583     20,529
 
Changes from:       August 30, 2011                                  Total Change is:    19,883
    -5,415     -6,115      1,088     15,772     36,050     -2,410      5,463     -5,747     -2,897       -558        916          3      8,837     -1,005
 
Percent of Open Interest Represented by Each Category of Trader
      37.9       38.8        2.3       21.0       22.9        1.3       23.2       23.4        1.7        0.9        4.1        0.4       11.4        5.2
 
Number of Traders in Each Category                                    Total Traders:       207
        23         27          7         28         23         12         39         51         14          4         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 6, 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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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   456,901
Positions
   247,198     25,890     18,844    104,648    197,923     33,880     31,100    132,825      3,461      1,942     20,225        170     15,658     23,683
 
Changes from:       August 30, 2011                                  Total Change is:    22,790
    25,631       -796      2,462    -17,646     22,744      1,035      8,033     -5,597        818       -271      1,459        170      2,558        495
 
Percent of Open Interest Represented by Each Category of Trader
      54.1        5.7        4.1       22.9       43.3        7.4        6.8       29.1        0.8        0.4        4.4        0.0        3.4        5.2
 
Number of Traders in Each Category                                    Total Traders:       251
        23         14          6         51         53         27         26         66          9          .         15          .
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Traders in Financial Futures- Futures Only Positions as of September 6, 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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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    42,150
Positions
     5,057      5,567      2,830      5,560        722        202      9,987      8,932      3,024        466      3,836          0     15,024     17,037
 
Changes from:       August 30, 2011                                  Total Change is:    11,049
    -1,361        438      2,286     -1,061          0          0       -410     -2,761      3,024         50          3          0      8,521      8,059
 
Percent of Open Interest Represented by Each Category of Trader
      12.0       13.2        6.7       13.2        1.7        0.5       23.7       21.2        7.2        1.1        9.1        0.0       35.6       40.4
 
Number of Traders in Each Category                                    Total Traders:        54
        10          9          4          7          .          .          9         12          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 6, 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    78,673
Positions
    15,533     48,846      2,640      6,557      6,679        339      9,358      4,019      1,630      2,318          0          0     40,298     14,520
 
Changes from:       August 30, 2011                                  Total Change is:    16,047
     1,515      5,611        842      1,763        124          0     -1,686        263        842        206          0          0     12,565      8,365
 
Percent of Open Interest Represented by Each Category of Trader
      19.7       62.1        3.4        8.3        8.5        0.4       11.9        5.1        2.1        2.9        0.0        0.0       51.2       18.5
 
Number of Traders in Each Category                                    Total Traders:        71
        13         20         12          6          5          .         13         10          .          4          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 6, 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    41,951
Positions
     1,092      4,659      1,305     24,495     25,189      4,702      5,630      4,968          4      1,140          0          0      3,583      1,124
 
Changes from:       August 30, 2011                                  Total Change is:     3,073
       468         44        106        147      1,315        445        367         57          0        -47          0          0      1,587      1,106
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       11.1        3.1       58.4       60.0       11.2       13.4       11.8        0.0        2.7        0.0        0.0        8.5        2.7
 
Number of Traders in Each Category                                    Total Traders:        53
         .          .          .         15         20          9          9          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 6, 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    55,242
Positions
    10,386     19,963      1,825     23,691      9,328      1,265      7,684     15,903        565      1,899        158        657      7,270      5,578
 
Changes from:       August 30, 2011                                  Total Change is:     2,998
     1,837       -655        -33        295         65         77       -335        487         93        163          6         -6        907      2,964
 
Percent of Open Interest Represented by Each Category of Trader
      18.8       36.1        3.3       42.9       16.9        2.3       13.9       28.8        1.0        3.4        0.3        1.2       13.2       10.1
 
Number of Traders in Each Category                                    Total Traders:        66
         8          9          .         17          6          8         15          5          .          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 6, 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   642,580
Positions
    19,556    109,577     11,067    323,032    131,781     58,463     43,138    109,463     21,013      7,660     62,517          0    158,651    138,699
 
Changes from:       August 30, 2011                                  Total Change is:   -46,437
     2,842     -6,615    -11,496      9,089     -3,323    -22,387    -16,146      9,405     -9,853      1,312        700          0        202     -2,868
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       17.1        1.7       50.3       20.5        9.1        6.7       17.0        3.3        1.2        9.7        0.0       24.7       21.6
 
Number of Traders in Each Category                                    Total Traders:       153
        10         20         10         39         20         28         33         21         16          .          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 6, 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   412,311
Positions
     2,500    195,852      2,715    296,308     16,398     21,322      2,113    113,828     19,278      3,445      4,699          0     64,630     38,219
 
Changes from:       August 30, 2011                                  Total Change is:   -14,984
         0     -2,781       -892       -976     -2,566       -415         96     -6,800     -2,889     -1,735      2,665          0     -8,173     -1,306
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       47.5        0.7       71.9        4.0        5.2        0.5       27.6        4.7        0.8        1.1        0.0       15.7        9.3
 
Number of Traders in Each Category                                    Total Traders:        76
         .         15          5         36          5         14          .         14          7          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 6, 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   770,286
Positions
    86,908     73,969      9,936    129,736    226,753     90,022    214,406    154,326     48,565     69,079     45,853      1,736    119,898    119,126
 
Changes from:       August 30, 2011                                  Total Change is:  -116,852
   -19,646     -3,767     -8,771    -10,123      3,410     -2,619    -59,724    -36,535    -17,887      9,149    -34,654       -193     -7,038    -15,836
 
Percent of Open Interest Represented by Each Category of Trader
      11.3        9.6        1.3       16.8       29.4       11.7       27.8       20.0        6.3        9.0        6.0        0.2       15.6       15.5
 
Number of Traders in Each Category                                    Total Traders:       224
        14         27         13         31         51         38         35         38         20          8         20          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 6, 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 1,766,216
Positions
    69,843    219,526     23,537    820,173    550,283    230,750    215,334    276,818     33,783     52,914     88,350     22,077    297,805    321,092
 
Changes from:       August 30, 2011                                  Total Change is:  -245,606
    -4,055    -16,557    -73,654    -22,242     11,782     23,599    -30,945    -59,375   -113,285    -23,632    -12,585     -9,005      7,613      3,474
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       12.4        1.3       46.4       31.2       13.1       12.2       15.7        1.9        3.0        5.0        1.2       16.9       18.2
 
Number of Traders in Each Category                                    Total Traders:       227
        15         31         18         32         56         48         43         33         25          6         11          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 6, 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 1,351,376
Positions
    91,593    178,495     27,074    381,974    546,557    109,681    289,261    100,613     58,005    169,475     72,011      6,592    217,721    252,348
 
Changes from:       August 30, 2011                                  Total Change is:   -79,791
    -2,334     20,893    -22,140     -7,659      5,588    -14,882     -3,840      9,145    -37,447     31,349     -9,197     -4,735    -18,103    -27,016
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       13.2        2.0       28.3       40.4        8.1       21.4        7.4        4.3       12.5        5.3        0.5       16.1       18.7
 
Number of Traders in Each Category                                    Total Traders:       184
         9         33         16         21         48         35         32         24         21          8          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 6, 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   711,422
Positions
   261,800    273,010    192,696      3,991      4,304      7,077     88,780     71,713    106,184      7,061      5,076      8,512     35,321     42,850
 
Changes from:       August 30, 2011                                  Total Change is:   -88,080
   -26,576    -15,861    -52,212     -1,429     -1,078        -48     -1,229    -10,214     -2,178      1,663       -609     -3,706     -2,365     -2,174
 
Percent of Open Interest Represented by Each Category of Trader
      36.8       38.4       27.1        0.6        0.6        1.0       12.5       10.1       14.9        1.0        0.7        1.2        5.0        6.0
 
Number of Traders in Each Category                                    Total Traders:       131
        27         35         51          .          5          .         24         19         29          .          4          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 6, 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 9,701,993
Positions
 1,047,713  3,410,551  1,823,503  3,254,842     59,997    159,996    865,340  1,047,288  1,514,456     60,584    595,367    178,911    796,648    911,924
 
Changes from:       August 30, 2011                                  Total Change is:    28,562
    28,812   -146,231     34,999    -55,809     17,032      2,901    -15,975     24,200     44,045      1,154     63,772      2,552    -14,117    -14,708
 
Percent of Open Interest Represented by Each Category of Trader
      10.8       35.2       18.8       33.5        0.6        1.6        8.9       10.8       15.6        0.6        6.1        1.8        8.2        9.4
 
Number of Traders in Each Category                                    Total Traders:       272
        37         57         84         12         13         14         48         62         85         10         14         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 6, 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    11,743
Positions
     3,852      4,694          0      1,206        792         12      2,258      5,435        490      3,601        240          0        324         80
 
Changes from:       August 30, 2011                                  Total Change is:       299
       139       -171         -1       -329          0          0         10         -6        486          0        -10          0         -6          1
 
Percent of Open Interest Represented by Each Category of Trader
      32.8       40.0        0.0       10.3        6.7        0.1       19.2       46.3        4.2       30.7        2.0        0.0        2.8        0.7
 
Number of Traders in Each Category                                    Total Traders:        33
         .          5          0          .          4          .          8          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 6, 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    22,469
Positions
    17,170     10,905          0      1,284      1,772         11      3,454      4,040        207         80      5,483          0        263         51
 
Changes from:       August 30, 2011                                  Total Change is:     1,243
       738      1,408          0         67       -383         11        267          0        203        -30         30          0        -13        -26
 
Percent of Open Interest Represented by Each Category of Trader
      76.4       48.5        0.0        5.7        7.9        0.0       15.4       18.0        0.9        0.4       24.4        0.0        1.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        37
         5          6          0          .          5          .         10          4          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 6, 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    50,566
Positions
    15,348     14,872          1      1,547        564        796     20,945     26,793      3,332      2,366      1,276          6      6,225      2,926
 
Changes from:       August 30, 2011                                  Total Change is:    -5,104
    -2,531        813       -308      1,246     -4,423       -300     -7,614       -794      2,270      1,256       -870          4        873     -1,496
 
Percent of Open Interest Represented by Each Category of Trader
      30.4       29.4        0.0        3.1        1.1        1.6       41.4       53.0        6.6        4.7        2.5        0.0       12.3        5.8
 
Number of Traders in Each Category                                    Total Traders:       109
         5          8          .          5          .          .         34         27         12         22          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 6, 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   166,198
Positions
    39,730     53,363     35,067      4,741        766      6,750     22,043     20,441     17,778      9,894      2,249     12,024     18,171     17,760
 
Changes from:       August 30, 2011                                  Total Change is:     3,906
     1,097     -3,888      2,350       -191       -320       -319       -845      2,658     -1,755     -1,483        792        952      4,100      3,436
 
Percent of Open Interest Represented by Each Category of Trader
      23.9       32.1       21.1        2.9        0.5        4.1       13.3       12.3       10.7        6.0        1.4        7.2       10.9       10.7
 
Number of Traders in Each Category                                    Total Traders:       105
        11         11         21          6          .          9         16         21         26          9          7         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 6, 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    11,981
Positions
     3,015      4,704          0      2,142        484          0      4,454      1,644        625        150      3,361      1,041        554        122
 
Changes from:       August 30, 2011                                  Total Change is:      -356
      -260       -104          0        -39          0          0       -211        369          0          0       -897        154          0        122
 
Percent of Open Interest Represented by Each Category of Trader
      25.2       39.3        0.0       17.9        4.0        0.0       37.2       13.7        5.2        1.3       28.1        8.7        4.6        1.0
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          0          4          .          0          5          5          .          .          .          .
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Updated September 9, 2011