```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,185
COMMITMENTS
     135      655       76    3,312    3,223    3,523    3,953      662      232

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:       -750)
     -71     -211      -51     -545     -474     -667     -736      -84      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2     15.7      1.8     79.1     77.0     84.2     94.5     15.8      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        3        2       13       13       16       17
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       55,190
COMMITMENTS
   8,748    1,409   13,798   24,346   29,161   46,892   44,369    8,298   10,821

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     -6,983)
  -2,766     -144   -1,340   -2,449   -4,170   -6,555   -5,655     -428   -1,328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9      2.6     25.0     44.1     52.8     85.0     80.4     15.0     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      25        6       23       36       37       69       60
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        3,828
COMMITMENTS
   1,433       82      105    2,076    2,969    3,614    3,155      214      673

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:       -700)
    -490       -1       17     -265     -627     -738     -611       39      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.4      2.1      2.7     54.2     77.6     94.4     82.4      5.6     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        2        2        6       11       10       14
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      310,255
COMMITMENTS
  77,515   26,776   88,888  113,873  148,282  280,276  263,946   29,979   46,309

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:      1,629)
  -2,324     -882    2,670    2,356       29    2,702    1,818   -1,073     -189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.0      8.6     28.7     36.7     47.8     90.3     85.1      9.7     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
     125       59      123       64       85      246      225
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      388,787
COMMITMENTS
  94,822   34,149   98,172  170,061  190,840  363,056  323,161   25,731   65,626

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:    -36,085)
  -4,623   -2,015  -26,907   -1,885   -7,672  -33,415  -36,594   -2,670      509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4      8.8     25.3     43.7     49.1     93.4     83.1      6.6     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      391)
      95       93      124      104      170      276      325
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       11,180
COMMITMENTS
   4,166    4,862    1,578    3,333    2,067    9,077    8,508    2,104    2,672

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:        338)
     325      772      -72      -19     -693      234        7      104      331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.3     43.5     14.1     29.8     18.5     81.2     76.1     18.8     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      26       33       24       19       22       60       75
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       39,837
COMMITMENTS
  10,985    3,988    9,204   10,797    8,341   30,986   21,533    8,851   18,305

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     -4,552)
  -2,711      162     -703     -600   -1,521   -4,014   -2,063     -537   -2,489

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.6     10.0     23.1     27.1     20.9     77.8     54.1     22.2     45.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      46       28       47       51       63      123      120
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      108,737
COMMITMENTS
  12,330    1,439    2,033   92,706  103,967  107,069  107,439    1,668    1,298

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:      1,724)
  -4,901    1,380       19    5,409     -927      527      473    1,197    1,251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3      1.3      1.9     85.3     95.6     98.5     98.8      1.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       8        1        3       17       16       26       19
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      131,618
COMMITMENTS
  38,940   14,834    4,429   40,503   87,066   83,872  106,329   47,746   25,289

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:    -15,181)
 -17,741   -1,603   -1,063    7,135  -17,021  -11,669  -19,688   -3,511    4,507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.6     11.3      3.4     30.8     66.2     63.7     80.8     36.3     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      27       19       13       28       31       65       53
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       61,664
COMMITMENTS
  15,060    9,610    2,639   18,513   29,700   36,211   41,949   25,452   19,715

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     -7,167)
 -10,752   -4,317   -2,005    6,051      246   -6,706   -6,076     -461   -1,091

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4     15.6      4.3     30.0     48.2     58.7     68.0     41.3     32.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      15       15        5       15       14       32       32
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      117,845
COMMITMENTS
  56,912   15,619    2,113   50,510   92,781  109,535  110,513    8,310    7,332

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:    -12,395)
 -39,245    7,946    1,881   24,386  -27,145  -12,978  -17,318      583    4,923

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.3     13.3      1.8     42.9     78.7     92.9     93.8      7.1      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      38       25        4       21       18       63       44
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      111,016
COMMITMENTS
  41,052   40,954    2,011   39,176   45,548   82,238   88,512   28,778   22,504

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:      1,227)
  -1,630    2,696   -1,023    3,340      221      687    1,895      540     -667

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.0     36.9      1.8     35.3     41.0     74.1     79.7     25.9     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      30       20        8       23       28       56       53
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      132,679
COMMITMENTS
  53,860   11,951    5,007   38,702   86,939   97,569  103,898   35,109   28,781

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:    -33,589)
 -25,109   -7,990   -3,169     -783  -14,259  -29,061  -25,419   -4,528   -8,170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.6      9.0      3.8     29.2     65.5     73.5     78.3     26.5     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      27       24       14       25       25       59       56
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      223,641
COMMITMENTS
  49,266   57,077   27,870   95,370   89,348  172,506  174,295   51,135   49,346

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:    -14,300)
  -7,414    1,376   -4,016   -2,702  -12,763  -14,132  -15,404     -168    1,104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.0     25.5     12.5     42.6     40.0     77.1     77.9     22.9     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      38       63       48       53       59      121      140
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       28,943
COMMITMENTS
  21,588    1,161      133    2,937   25,502   24,658   26,796    4,285    2,147

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     -4,845)
  -4,220     -521        0      397   -5,135   -3,823   -5,656   -1,022      811

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    74.6      4.0      0.5     10.1     88.1     85.2     92.6     14.8      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      20        6        1        5       10       26       16
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   18,468,944
COMMITMENTS
 1239109  671,651  7089231  9160630  9634451 17488970 17395332  979,975  1073612

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:    602,507)
  62,081  -28,139  698,185 -153,010  -61,403  607,257  608,644   -4,750   -6,136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      3.6     38.4     49.6     52.2     94.7     94.2      5.3      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      308)
      61       67      113      156      160      285      284
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,352,378
COMMITMENTS
  74,185  114,737  176,304  907,765  886,244  1158254  1177284  194,123  175,094

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:    300,665)
 -12,569   28,869   85,140  193,739  140,089  266,311  254,098   34,354   46,566

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      8.5     13.0     67.1     65.5     85.6     87.1     14.4     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      637)
     117      144      127      264      268      449      473
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      544,361
COMMITMENTS
  19,527   68,715   71,985  323,557  341,393  415,069  482,093  129,292   62,268

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:    129,553)
     997   33,806   25,895   75,792   56,731  102,684  116,432   26,869   13,121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6     12.6     13.2     59.4     62.7     76.2     88.6     23.8     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      28       26       38       74       67      120      113
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    4,040,081
COMMITMENTS
 516,708  473,524  278,177  2921040  2724253  3715924  3475954  324,158  564,128

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:    855,558)
 109,301  152,449  119,095  589,737  416,789  818,134  688,333   37,424  167,225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8     11.7      6.9     72.3     67.4     92.0     86.0      8.0     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      589)
     113      129      110      236      250      402      437
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      107,467
COMMITMENTS
  15,736    4,928        0   85,109   95,889  100,845  100,817    6,622    6,650

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:      1,093)
   4,668      197   -1,353      100    1,714    3,415      558   -2,322      534

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6      4.6      0.0     79.2     89.2     93.8     93.8      6.2      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      10        5        0       53       38       63       43
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       85,157
COMMITMENTS
  13,547    4,788    3,006   59,799   70,795   76,352   78,589    8,805    6,568

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     -6,745)
  -5,896     -920   -2,606    2,328   -3,856   -6,173   -7,382     -572      637

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9      5.6      3.5     70.2     83.1     89.7     92.3     10.3      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      51       19       19       82       92      139      125
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       15,441
COMMITMENTS
     501    2,624        0   10,767   10,989   11,269   13,614    4,172    1,827

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     -2,873)
  -3,425      178       -8      429   -2,943   -3,004   -2,773      131     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2     17.0      0.0     69.7     71.2     73.0     88.2     27.0     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        6        1        7        8       10       14
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      348,584
COMMITMENTS
  72,124   17,715    8,134  245,159  299,029  325,417  324,879   23,166   23,705

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:    -19,361)
 -27,495  -20,632    2,151    9,497   -4,567  -15,847  -23,047   -3,515    3,686

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.7      5.1      2.3     70.3     85.8     93.4     93.2      6.6      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      207)
      50       18       16       80       90      135      119
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      113,967
COMMITMENTS
  40,696   13,640    3,394   40,473   73,890   84,563   90,924   29,404   23,043

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:    -27,537)
 -50,374   -2,092      409   29,312  -31,925  -20,654  -33,608   -6,883    6,071

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.7     12.0      3.0     35.5     64.8     74.2     79.8     25.8     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      27       16       12       18       19       50       42
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       30,783
COMMITMENTS
   6,467   11,055        0   17,158   12,466   23,625   23,521    7,158    7,262

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     -5,205)
  -3,162   -3,097        0   -2,321   -2,010   -5,483   -5,107      278      -98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.0     35.9      0.0     55.7     40.5     76.7     76.4     23.3     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      11       11        0       17       14       28       25
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       72,198
COMMITMENTS
  21,798    4,696      865   15,120   57,723   37,783   63,284   34,415    8,914

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     11,924)
     -45     -253     -169   -4,443   10,311   -4,657    9,889   16,581    2,035

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.2      6.5      1.2     20.9     80.0     52.3     87.7     47.7     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      19        7        2       17       31       37       39
```

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Updated August 12, 2011