```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,262
COMMITMENTS
     183      680       60    3,356    3,269    3,599    4,009      663      253

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:         77)
      48       25      -15       44       46       76       56        1       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3     15.9      1.4     78.7     76.7     84.5     94.1     15.5      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        4        1       13       13       15       17
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       57,133
COMMITMENTS
   9,380    1,333   13,831   26,072   31,192   49,283   46,355    7,850   10,778

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:      1,943)
     633      -77       32    1,726    2,031    2,390    1,986     -448      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.4      2.3     24.2     45.6     54.6     86.3     81.1     13.7     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      31        4       23       37       40       73       63
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        3,869
COMMITMENTS
   1,440       73      106    2,096    2,971    3,642    3,150      228      719

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:         41)
       7       -9        1       20        2       28       -5       13       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.2      1.9      2.7     54.2     76.8     94.1     81.4      5.9     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        1        1        6       11       10       13
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      288,047
COMMITMENTS
  71,294   27,502   76,671  109,106  140,691  257,071  244,864   30,976   43,183

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:    -22,208)
  -6,221      726  -12,218   -4,767   -7,590  -23,206  -19,082      998   -3,126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.8      9.5     26.6     37.9     48.8     89.2     85.0     10.8     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      284)
     112       61      111       61       84      232      214
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      404,208
COMMITMENTS
 104,170   30,516  110,544  161,141  197,865  375,855  338,925   28,353   65,284

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:     15,422)
   9,348   -3,633   12,371   -8,920    7,025   12,800   15,764    2,622     -342

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.8      7.5     27.3     39.9     49.0     93.0     83.8      7.0     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      408)
     123       85      129      104      174      298      328
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,741
COMMITMENTS
   4,149    4,932      615    3,108    1,811    7,872    7,357    1,868    2,383

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:     -1,440)
     -17       69     -963     -224     -256   -1,204   -1,151     -235     -289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.6     50.6      6.3     31.9     18.6     80.8     75.5     19.2     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      24       36       15       19       20       52       66
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       40,006
COMMITMENTS
  11,437    4,175    9,549   10,399    8,324   31,385   22,048    8,621   17,958

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:        168)
     452      186      345     -397      -16      399      515     -231     -347

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.6     10.4     23.9     26.0     20.8     78.5     55.1     21.5     44.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      44       31       48       53       62      125      121
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      103,880
COMMITMENTS
  10,710    1,122    2,888   89,328   98,910  102,926  102,920      954      960

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:     -4,857)
  -1,620     -317      855   -3,378   -5,057   -4,143   -4,519     -714     -338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3      1.1      2.8     86.0     95.2     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6        1        3       16       15       23       18
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      116,317
COMMITMENTS
  23,214   18,321    4,423   43,740   67,608   71,377   90,352   44,940   25,965

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:    -15,302)
 -15,726    3,487       -6    3,237  -19,458  -12,495  -15,977   -2,806      676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.0     15.8      3.8     37.6     58.1     61.4     77.7     38.6     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      24       21       15       27       30       59       58
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       56,887
COMMITMENTS
  13,616    5,286    2,654   18,066   33,735   34,337   41,675   22,550   15,212

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:     -4,777)
  -1,443   -4,325       15     -446    4,035   -1,874     -274   -2,903   -4,503

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.9      9.3      4.7     31.8     59.3     60.4     73.3     39.6     26.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      12        9        5       14       13       30       23
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      110,017
COMMITMENTS
  40,669   18,035      369   61,953   83,817  102,991  102,221    7,026    7,796

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:     -7,828)
 -16,243    2,416   -1,744   11,443   -8,964   -6,544   -8,292   -1,284      464

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.0     16.4      0.3     56.3     76.2     93.6     92.9      6.4      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      24       32        4       21       16       48       50
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      106,341
COMMITMENTS
  36,175   39,489    1,744   38,468   43,761   76,386   84,994   29,955   21,347

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:     -4,675)
  -4,877   -1,465     -267     -708   -1,786   -5,852   -3,518    1,177   -1,157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.0     37.1      1.6     36.2     41.2     71.8     79.9     28.2     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      29       22        8       27       28       60       54
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      138,975
COMMITMENTS
  59,116   12,013    5,452   39,563   91,933  104,130  109,398   34,844   29,577

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:      6,296)
   5,256       62      444      861    4,994    6,561    5,500     -265      796

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.5      8.6      3.9     28.5     66.2     74.9     78.7     25.1     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      29       25       14       25       23       63       53
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      215,211
COMMITMENTS
  46,539   37,888   34,119   84,655   91,958  165,313  163,965   49,898   51,246

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:     -8,430)
  -2,727  -19,189    6,249  -10,715    2,610   -7,193  -10,331   -1,237    1,900

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6     17.6     15.9     39.3     42.7     76.8     76.2     23.2     23.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      38       54       44       50       59      116      129
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       26,705
COMMITMENTS
  19,214      797        0    3,774   24,389   22,988   25,186    3,717    1,519

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:     -2,238)
  -2,374     -364     -133      837   -1,113   -1,670   -1,610     -568     -628

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    71.9      3.0      0.0     14.1     91.3     86.1     94.3     13.9      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      18        5        0        7        9       25       14
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   17,646,591
COMMITMENTS
 893,740  742,473  6731140  9064088  9098425 16688968 16572038  957,623  1074552

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:   -822,354)
-345,369   70,822 -358,091  -96,542 -536,025 -800,002 -823,294  -22,352      940

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      4.2     38.1     51.4     51.6     94.6     93.9      5.4      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
      52       69      106      155      156      275      274
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,307,133
COMMITMENTS
  66,074  130,358  146,652  959,602  898,836  1172327  1175845  134,806  131,288

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:    -45,244)
  -8,111   15,621  -29,652   51,837   12,592   14,073   -1,439  -59,317  -43,805

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1     10.0     11.2     73.4     68.8     89.7     90.0     10.3     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      635)
     106      159      124      262      262      438      476
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      530,204
COMMITMENTS
  20,160   52,414   67,078  362,658  345,200  449,896  464,693   80,308   65,512

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:    -14,157)
     633  -16,301   -4,907   39,101    3,807   34,827  -17,401  -48,984    3,244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      9.9     12.7     68.4     65.1     84.9     87.6     15.1     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      23       32       39       80       68      127      115
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,884,645
COMMITMENTS
 357,858  518,007  269,578  2984720  2768177  3612155  3555762  272,490  328,884

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:   -155,436)
-158,850   44,483   -8,599   63,680   43,924 -103,768   79,808  -51,668 -235,244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2     13.3      6.9     76.8     71.3     93.0     91.5      7.0      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      590)
     101      145      106      236      246      393      441
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      105,080
COMMITMENTS
  10,500    5,633    1,310   87,963   89,638   99,773   96,581    5,307    8,500

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:     -2,386)
  -5,236      705    1,310    2,854   -6,251   -1,072   -4,236   -1,315    1,850

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0      5.4      1.2     83.7     85.3     94.9     91.9      5.1      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
       7        7        1       49       36       56       44
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       94,981
COMMITMENTS
   6,254    8,516    3,509   74,662   72,901   84,426   84,925   10,555   10,056

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:      9,824)
  -7,292    3,728      503   14,864    2,106    8,074    6,336    1,750    3,488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      9.0      3.7     78.6     76.8     88.9     89.4     11.1     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      29       36       21       82       92      124      136
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       22,872
COMMITMENTS
     749    1,510       31   18,884   15,352   19,664   16,893    3,208    5,979

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:      7,431)
     247   -1,115       31    8,117    4,363    8,395    3,279     -964    4,152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      6.6      0.1     82.6     67.1     86.0     73.9     14.0     26.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        5        2        9        7       13       12
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      360,547
COMMITMENTS
  33,691   41,192   11,228  278,892  287,744  323,811  340,164   36,735   20,383

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:     11,963)
 -38,433   23,477    3,094   33,733  -11,286   -1,606   15,285   13,569   -3,322

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3     11.4      3.1     77.4     79.8     89.8     94.3     10.2      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      31       32       19       79       90      119      132
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      110,763
COMMITMENTS
  41,090   11,996    2,896   43,562   70,298   87,548   85,190   23,215   25,573

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:     -3,204)
     394   -1,644     -498    3,089   -3,592    2,985   -5,734   -6,189    2,530

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.1     10.8      2.6     39.3     63.5     79.0     76.9     21.0     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      24       21       11       19       21       49       47
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       32,081
COMMITMENTS
   6,711   11,531        0   19,178   12,093   25,889   23,624    6,192    8,457

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:      1,298)
     244      476        0    2,020     -373    2,264      103     -966    1,195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.9     35.9      0.0     59.8     37.7     80.7     73.6     19.3     26.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      11       10        0       19       18       30       28
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       58,962
COMMITMENTS
  18,193    4,448    1,104   15,389   47,028   34,686   52,580   24,276    6,382

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:    -13,236)
  -3,605     -248      239      269  -10,695   -3,097  -10,704  -10,139   -2,532

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.9      7.5      1.9     26.1     79.8     58.8     89.2     41.2     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      18        8        3       20       27       39       37
```

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Updated August 19, 2011