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Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 2010               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   118,500
Positions
    21,235     43,763      7,552      9,931      9,876        330     26,959     29,973      5,561      7,965      1,195      1,022     37,946     19,229
 
Changes from:       August 31, 2010                                  Total Change is:    -8,604
      -284       -584        477     -1,906         62        -43     -1,209     -3,859     -1,905        775        370       -188     -4,322     -2,935
 
Percent of Open Interest Represented by Each Category of Trader
      17.9       36.9        6.4        8.4        8.3        0.3       22.8       25.3        4.7        6.7        1.0        0.9       32.0       16.2
 
Number of Traders in Each Category                                    Total Traders:        77
         6         10          9          .          .          .         26         15         16         12          .          4
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Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 2010               
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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    77,214
Positions
    13,045     44,810      9,045      2,204        771        479     28,457      5,774      3,087          0      3,250          0     20,898      9,999
 
Changes from:       August 31, 2010                                  Total Change is:    10,309
     1,387      4,714      5,357         13       -237         76      2,237       -984       -110          0      2,500          0      1,350     -1,006
 
Percent of Open Interest Represented by Each Category of Trader
      16.9       58.0       11.7        2.9        1.0        0.6       36.9        7.5        4.0        0.0        4.2        0.0       27.1       13.0
 
Number of Traders in Each Category                                    Total Traders:        47
         6         11          6          .          .          .         16          9          6          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 2010               
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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   154,848
Positions
    77,629     54,936      7,035     17,481     14,260        708     17,372     20,870      5,618      1,802     16,692          0     27,203     34,729
 
Changes from:       August 31, 2010                                  Total Change is:    -8,580
     6,380     -7,197     -2,592        495        569         34     -7,359      2,550     -4,314       -893       -333     -1,037        706      3,740
 
Percent of Open Interest Represented by Each Category of Trader
      50.1       35.5        4.5       11.3        9.2        0.5       11.2       13.5        3.6        1.2       10.8        0.0       17.6       22.4
 
Number of Traders in Each Category                                    Total Traders:        92
        14         11         11          6         11          4         20         22         18          .          5          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 2010               
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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   161,314
Positions
    13,120     85,679     10,065     39,079      7,582      1,204     55,139      9,874      9,811      3,431      3,355         75     29,390     33,669
 
Changes from:       August 31, 2010                                  Total Change is:     1,973
      -265      5,025      1,292     -1,295     -1,944       -167      3,298      2,109     -1,075      1,535       -279         -8     -1,341     -2,979
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       53.1        6.2       24.2        4.7        0.7       34.2        6.1        6.1        2.1        2.1        0.0       18.2       20.9
 
Number of Traders in Each Category                                    Total Traders:       108
        13         16         12         12          9          5         28         19         20          5          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 2010               
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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   296,139
Positions
   120,856     77,645     21,265     23,734     28,125      3,302     29,942     70,003     18,585     15,929      8,812      3,912     58,613     64,489
 
Changes from:       August 31, 2010                                  Total Change is:   -10,356
     7,037      5,193     -7,911        754       -679        307       -414      7,112    -18,612      1,033     -4,330      1,279      6,171      7,285
 
Percent of Open Interest Represented by Each Category of Trader
      40.8       26.2        7.2        8.0        9.5        1.1       10.1       23.6        6.3        5.4        3.0        1.3       19.8       21.8
 
Number of Traders in Each Category                                    Total Traders:       174
        25         14         19         16         17         11         30         51         45         10         11         10
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Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 2010               
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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   133,420
Positions
    14,283     84,650      8,210     12,091      4,747        246     64,648     10,237      5,781        808      4,952        287     27,065     14,310
 
Changes from:       August 31, 2010                                  Total Change is:    23,123
      -924     15,372      3,265        296       -226          0     18,034      5,329      1,221         -1      1,392       -124      1,356     -3,104
 
Percent of Open Interest Represented by Each Category of Trader
      10.7       63.4        6.2        9.1        3.6        0.2       48.5        7.7        4.3        0.6        3.7        0.2       20.3       10.7
 
Number of Traders in Each Category                                    Total Traders:        73
         6         14         10          5          4          .         28         11         12          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 2010               
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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    37,181
Positions
     6,004     22,394      7,734          0          0          0      6,817      2,661      3,598          0         20        602     12,426        172
 
Changes from:       August 31, 2010                                  Total Change is:       227
       -19        366         16          0          0          0          0       -404        219          0          0          0         11         30
 
Percent of Open Interest Represented by Each Category of Trader
      16.1       60.2       20.8        0.0        0.0        0.0       18.3        7.2        9.7        0.0        0.1        1.6       33.4        0.5
 
Number of Traders in Each Category                                    Total Traders:        21
         7          7          6          0          0          0          .          .          .          0          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 2010               
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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   102,861
Positions
    27,105     64,719      4,141     22,441        727        272     33,266     20,569      5,872      6,937      4,158        110      2,717      2,293
 
Changes from:       August 31, 2010                                  Total Change is:    11,757
     6,727     -1,519      2,284       -125        582          0     -3,400      6,036      4,894      2,642       -166        105     -1,370       -459
 
Percent of Open Interest Represented by Each Category of Trader
      26.4       62.9        4.0       21.8        0.7        0.3       32.3       20.0        5.7        6.7        4.0        0.1        2.6        2.2
 
Number of Traders in Each Category                                    Total Traders:        90
        12         10          4          6          .          .         22         21          5          5          9          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 2010               
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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    27,922
Positions
     2,906     14,407      4,063        997          0          0     13,793      4,888      3,087        341        280          0      2,735      1,197
 
Changes from:       August 31, 2010                                  Total Change is:     7,823
    -1,008      1,681      3,945       -240       -120          0      2,434        318      3,087       -180       -100          0       -215       -988
 
Percent of Open Interest Represented by Each Category of Trader
      10.4       51.6       14.6        3.6        0.0        0.0       49.4       17.5       11.1        1.2        1.0        0.0        9.8        4.3
 
Number of Traders in Each Category                                    Total Traders:        36
         .         10          .          .          0          0         10          9          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 2010               
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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    52,576
Positions
    26,708     19,541        788      3,379      4,667        421      6,224     10,312      6,853        200      1,194        157      7,847      8,643
 
Changes from:       August 31, 2010                                  Total Change is:     8,601
     5,302        990        396        209     -1,510       -228     -4,329       -552      5,936          0        110         -2      1,316      3,459
 
Percent of Open Interest Represented by Each Category of Trader
      50.8       37.2        1.5        6.4        8.9        0.8       11.8       19.6       13.0        0.4        2.3        0.3       14.9       16.4
 
Number of Traders in Each Category                                    Total Traders:       101
        17         19          5          6          7          .         24         18         21          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 2010               
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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    10,163
Positions
     5,132      3,083          0        246          0          0      2,713      2,831          9          0        334          1      2,062      3,905
 
Changes from:       August 31, 2010                                  Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      50.5       30.3        0.0        2.4        0.0        0.0       26.7       27.9        0.1        0.0        3.3        0.0       20.3       38.4
 
Number of Traders in Each Category                                    Total Traders:        20
         4          4          0          .          0          0          .          7          .          0          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 2010               
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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    84,825
Positions
    44,152     33,917        576      6,265      9,334        841     17,674     25,615      3,035        400      1,720        312     11,570      9,476
 
Changes from:       August 31, 2010                                  Total Change is:    -3,125
     1,341     -3,186       -207        -75     -3,020       -456     -3,431      3,887      1,202          0       -447         -5     -1,493       -892
 
Percent of Open Interest Represented by Each Category of Trader
      52.1       40.0        0.7        7.4       11.0        1.0       20.8       30.2        3.6        0.5        2.0        0.4       13.6       11.2
 
Number of Traders in Each Category                                    Total Traders:        98
        15         19          5          5          7          .         29         19         14          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 2010               
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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 1,062,629
Positions
    88,236    198,337     91,697    422,483    180,746     63,685     71,875    206,804    153,483     14,564     33,050     20,421    136,185    114,406
 
Changes from:       August 31, 2010                                  Total Change is:     2,518
    -3,668      8,985     10,897    -10,175     -9,614      2,249     -6,094    -12,647     -6,562     -1,843     -2,226      2,773     14,940      8,663
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       18.7        8.6       39.8       17.0        6.0        6.8       19.5       14.4        1.4        3.1        1.9       12.8       10.8
 
Number of Traders in Each Category                                    Total Traders:       552
        34         49         36        110         67         70         80        153        104         25         34         26
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Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 2010               
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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   419,941
Positions
    40,573    105,208     26,175    144,214     46,752     11,017     25,802     82,107     58,372      7,038     19,830      8,827     97,924     61,654
 
Changes from:       August 31, 2010                                  Total Change is:     5,209
    -6,954      3,181      3,820     -6,046     -1,496        934      2,489    -11,173     -1,585         -9      2,161        691     11,869      8,676
 
Percent of Open Interest Represented by Each Category of Trader
       9.7       25.1        6.2       34.3       11.1        2.6        6.1       19.6       13.9        1.7        4.7        2.1       23.3       14.7
 
Number of Traders in Each Category                                    Total Traders:       146
        13         18         12         31         16         20         22         32         45          .         11          9
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Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 2010               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,213,442
Positions
   288,488    515,817    277,440  1,401,707    680,334    252,979    518,570    911,688    187,350     75,080    103,551     20,520    191,307    263,762
 
Changes from:       August 31, 2010                                  Total Change is:   -13,456
      -393     12,195     52,207    -26,396    -46,344     12,327    -79,768    -44,222     11,969       -209    -12,975      1,452     15,355        -65
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       16.1        8.6       43.6       21.2        7.9       16.1       28.4        5.8        2.3        3.2        0.6        6.0        8.2
 
Number of Traders in Each Category                                    Total Traders:       496
        32         49         31         91         60         58         79        137         88         22         26         16
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Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 2010               
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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    87,322
Positions
     6,390      9,589      4,269     49,613     47,137      4,421      9,697     15,510        634          0          0          0     12,298      5,762
 
Changes from:       August 31, 2010                                  Total Change is:       -21
    -1,322      2,909        692       -888     -5,411        372       -905       -446        527          0          0          0      1,503      1,336
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       11.0        4.9       56.8       54.0        5.1       11.1       17.8        0.7        0.0        0.0        0.0       14.1        6.6
 
Number of Traders in Each Category                                    Total Traders:        77
         5          7          4         34         12         12         10          9          .          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 2010               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    95,938
Positions
    31,703     14,576     14,569     12,235     23,872      3,291     18,197     20,355      5,013      1,152      6,593        135      9,643      7,534
 
Changes from:       August 31, 2010                                  Total Change is:    -1,882
       795      2,060     -2,607        584       -866         52        -21        259       -555       -297       -207         65        102        -83
 
Percent of Open Interest Represented by Each Category of Trader
      33.0       15.2       15.2       12.8       24.9        3.4       19.0       21.2        5.2        1.2        6.9        0.1       10.1        7.9
 
Number of Traders in Each Category                                    Total Traders:       225
        21         24         14         30         25         12         40         63         25         10         11          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    24,945
Positions
    11,761     17,758        738        841        485          0      5,395      2,706          0          0      2,005          0      6,210      1,253
 
Changes from:       August 31, 2010                                  Total Change is:      -343
      -245        492         -1          0          0          0          0       -738          0          0          0          0        -97        -96
 
Percent of Open Interest Represented by Each Category of Trader
      47.1       71.2        3.0        3.4        1.9        0.0       21.6       10.8        0.0        0.0        8.0        0.0       24.9        5.0
 
Number of Traders in Each Category                                    Total Traders:        22
         4         10          .          .          .          0          .          .          0          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   354,963
Positions
   164,905     49,289      3,956     56,972    116,934     16,457     81,472    105,710      7,603      5,762     22,939        673     17,164     31,402
 
Changes from:       August 31, 2010                                  Total Change is:    -7,696
    -8,239     -5,601        408      2,918     -4,332        260     -3,420      1,670        541     -1,484     -1,033        325        996         67
 
Percent of Open Interest Represented by Each Category of Trader
      46.5       13.9        1.1       16.1       32.9        4.6       23.0       29.8        2.1        1.6        6.5        0.2        4.8        8.8
 
Number of Traders in Each Category                                    Total Traders:       222
        23         21          9         29         24         12         40         63         23         10         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   447,059
Positions
   228,237     38,579     15,732    129,782    173,161     16,237     33,891    160,108      6,905      1,753     16,451         25     14,497     19,860
 
Changes from:       August 31, 2010                                  Total Change is:   -14,090
    -6,359     -2,213     -1,323     -3,725      1,300        -32       -270     -8,475     -2,379         24        374        -10        -15     -1,331
 
Percent of Open Interest Represented by Each Category of Trader
      51.1        8.6        3.5       29.0       38.7        3.6        7.6       35.8        1.5        0.4        3.7        0.0        3.2        4.4
 
Number of Traders in Each Category                                    Total Traders:       246
        16         18          7         51         46         23         34         66         23          .         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    44,935
Positions
     8,815      8,782      3,258      8,569      2,689        247      6,248      3,898        546          0      1,325      1,800     15,452     22,390
 
Changes from:       August 31, 2010                                  Total Change is:    12,904
      -137        170      2,423     -1,397      1,414        -36      2,461         55        546          0         27      1,800      7,244      6,505
 
Percent of Open Interest Represented by Each Category of Trader
      19.6       19.5        7.3       19.1        6.0        0.5       13.9        8.7        1.2        0.0        2.9        4.0       34.4       49.8
 
Number of Traders in Each Category                                    Total Traders:        60
        15          9          5          8          .          .         13          7          4          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    57,931
Positions
    32,638     19,097      3,611      6,490      2,690        517      2,433      9,703        835          0        984        236     11,171     20,258
 
Changes from:       August 31, 2010                                  Total Change is:     3,418
       696     -1,588        988       -677     -1,211         90         48        559        216          0        210        236      1,821      3,918
 
Percent of Open Interest Represented by Each Category of Trader
      56.3       33.0        6.2       11.2        4.6        0.9        4.2       16.7        1.4        0.0        1.7        0.4       19.3       35.0
 
Number of Traders in Each Category                                    Total Traders:        63
        18         11         11          8          4          .          4         15          .          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE   (MSCI EAFE INDEX X $50)                            
CFTC Code #244741                                                    Open Interest is    31,973
Positions
         0      1,503          0     22,820     22,424      2,913      2,968      2,453          0          0        301          0      3,272      2,379
 
Changes from:       August 31, 2010                                  Total Change is:    -2,777
    -1,527      1,142          0        229     -5,846        194     -1,673        862          0          0        301          0          0        570
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        4.7        0.0       71.4       70.1        9.1        9.3        7.7        0.0        0.0        0.9        0.0       10.2        7.4
 
Number of Traders in Each Category                                    Total Traders:        43
         0          .          0         17         14          7          4          5          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE   (MSCI INDEX X $50)                     
CFTC Code #244742                                                    Open Interest is    26,469
Positions
       996      9,833        251     13,265      2,380        706      3,822     11,188          0      2,030        204          0      5,399      1,907
 
Changes from:       August 31, 2010                                  Total Change is:      -461
       -89        127        251       -630       -275        119        -87       -439          0          9          0          0        -34       -244
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       37.1        0.9       50.1        9.0        2.7       14.4       42.3        0.0        7.7        0.8        0.0       20.4        7.2
 
Number of Traders in Each Category                                    Total Traders:        42
         4          6          .         12          .          5          8          4          0          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   800,733
Positions
    19,567    128,097     37,789    341,475    156,976     68,407     54,424    148,236     76,214     28,236     29,443     13,978    160,643    141,594
 
Changes from:       August 31, 2010                                  Total Change is:   -87,179
        -6        -93    -25,283    -14,082     -1,328      3,744       -192    -20,371    -16,915     -3,254      3,316      1,599    -32,789    -31,849
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       16.0        4.7       42.6       19.6        8.5        6.8       18.5        9.5        3.5        3.7        1.7       20.1       17.7
 
Number of Traders in Each Category                                    Total Traders:       168
        11         22         24         45         24         35         23         31         43          6          6          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   219,625
Positions
     2,036     86,879      1,550    151,509      2,535      9,404      4,760     79,186      7,797          0          0          0     42,569     32,274
 
Changes from:       August 31, 2010                                  Total Change is:   -24,871
      -320    -11,391    -10,653     -1,094      2,535        803     -7,172        257     -2,179          0          0          0     -4,255     -4,242
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       39.6        0.7       69.0        1.2        4.3        2.2       36.1        3.6        0.0        0.0        0.0       19.4       14.7
 
Number of Traders in Each Category                                    Total Traders:        47
         .          6          .         25          .         11          .         11          5          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   694,435
Positions
    56,381     49,323     16,978    214,376    193,935     72,742    150,354     81,881     26,572     37,199    142,729      4,472    115,361    105,803
 
Changes from:       August 31, 2010                                  Total Change is:   -46,503
    -1,876     -8,499      1,175     -4,611     -2,557     -4,307    -24,078      4,412    -10,880      2,260    -14,200         59     -4,245    -11,706
 
Percent of Open Interest Represented by Each Category of Trader
       8.1        7.1        2.4       30.9       27.9       10.5       21.7       11.8        3.8        5.4       20.6        0.6       16.6       15.2
 
Number of Traders in Each Category                                    Total Traders:       197
        15         18         14         34         40         33         33         28         18          7         22          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 2,236,858
Positions
    50,849    283,503    207,738    830,184    371,977    215,435    188,762    407,763    296,939     76,383     36,302     64,543    306,026    352,659
 
Changes from:       August 31, 2010                                  Total Change is:  -223,677
    -7,270     16,025    -23,482     38,725     -4,897    -57,493    -24,825    -24,894    -85,566     -4,659    -28,321    -19,341    -39,766      4,292
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       12.7        9.3       37.1       16.6        9.6        8.4       18.2       13.3        3.4        1.6        2.9       13.7       15.8
 
Number of Traders in Each Category                                    Total Traders:       265
        27         32         49         42         49         52         48         48         70         13          6          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,034,179
Positions
    46,419    121,410     43,710    281,567    343,031    116,233    225,784     45,682     64,084     24,699     43,363      9,032    222,651    247,634
 
Changes from:       August 31, 2010                                  Total Change is:   -75,815
    -2,408    -20,192     -8,470    -19,385     20,528     -6,871      8,870    -22,940    -35,732     -9,337     -1,626       -346     -2,136       -167
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       11.7        4.2       27.2       33.2       11.2       21.8        4.4        6.2        2.4        4.2        0.9       21.5       23.9
 
Number of Traders in Each Category                                    Total Traders:       153
        10         18         19         25         37         37         26         20         26          7         10          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,244,131
Positions
   120,025    216,944    265,604     40,405          0    196,926     99,223     37,532    465,364      7,928      4,532      9,163     39,494     48,067
 
Changes from:       August 31, 2010                                  Total Change is:   -63,768
   -16,699    -21,656    -29,883     -2,180       -379       -654    -10,931     -1,245     -3,301       -130       -372        735       -723     -7,012
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       17.4       21.3        3.2        0.0       15.8        8.0        3.0       37.4        0.6        0.4        0.7        3.2        3.9
 
Number of Traders in Each Category                                    Total Traders:       119
        23         26         44          5          0          .         34         17         41          7          5          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 is14,423,011
Positions
 1,797,068  3,270,005  3,049,295    945,611    250,598    855,465  1,279,883    337,830  4,956,417    206,164    338,183    387,088    946,020    978,130
 
Changes from:       August 31, 2010                                  Total Change is:   178,763
     6,503     -7,589    123,956    -91,730    -45,689     20,766     51,132      7,698     63,905      9,738     -4,300     -5,483        -24     25,498
 
Percent of Open Interest Represented by Each Category of Trader
      12.5       22.7       21.1        6.6        1.7        5.9        8.9        2.3       34.4        1.4        2.3        2.7        6.6        6.8
 
Number of Traders in Each Category                                    Total Traders:       291
        34         65         97         10         13         21         75         56        110         12         17         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    17,272
Positions
     3,313      4,780      6,211        930        861        222      1,074      4,016        436      4,800        595          0        286        151
 
Changes from:       August 31, 2010                                  Total Change is:     2,557
        38       -491      3,223        -12       -519         15        110      1,166       -846          0          0          0         29          9
 
Percent of Open Interest Represented by Each Category of Trader
      19.2       27.7       36.0        5.4        5.0        1.3        6.2       23.3        2.5       27.8        3.4        0.0        1.7        0.9
 
Number of Traders in Each Category                                    Total Traders:        33
         4          4          .          .          6          .          5          7          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    40,906
Positions
    36,228     22,435      1,786      1,026        956         77      1,337      9,010        260          0      6,038          0        192        344
 
Changes from:       August 31, 2010                                  Total Change is:      -172
       619        -31         10         -4        116          0       -717       -500         10          0         25          0        -90        198
 
Percent of Open Interest Represented by Each Category of Trader
      88.6       54.8        4.4        2.5        2.3        0.2        3.3       22.0        0.6        0.0       14.8        0.0        0.5        0.8
 
Number of Traders in Each Category                                    Total Traders:        29
         4          5          .          .          5          .          .          7          .          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    24,438
Positions
    11,281     13,365        173        677          0        725      5,843      6,115      1,006        403        840        292      4,037      1,921
 
Changes from:       August 31, 2010                                  Total Change is:      -274
      -346       -753         34         -3          0        -11        779       -343        176       -308        269        292       -887         62
 
Percent of Open Interest Represented by Each Category of Trader
      46.2       54.7        0.7        2.8        0.0        3.0       23.9       25.0        4.1        1.6        3.4        1.2       16.5        7.9
 
Number of Traders in Each Category                                    Total Traders:        56
         6          .          .          4          0          .         18         14          7          4          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   109,296
Positions
    74,627     45,612      9,516        641        106        573        892     34,449      7,904        814      2,158        600     13,729      8,378
 
Changes from:       August 31, 2010                                  Total Change is:     9,823
     3,971      7,933      2,437       -790         32         37        892      2,881       -140         40        326        596      2,780     -4,279
 
Percent of Open Interest Represented by Each Category of Trader
      68.3       41.7        8.7        0.6        0.1        0.5        0.8       31.5        7.2        0.7        2.0        0.5       12.6        7.7
 
Number of Traders in Each Category                                    Total Traders:        54
         .         12         10          .          .          .          .         26         21          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated September 10, 2010