```
Traders in Financial Futures- Futures Only Positions as of August 23, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   104,672
Positions
     8,459     50,149      2,372     15,876      7,582        306     18,384     12,544      6,493     10,492          0          7     42,283     25,219
 
Changes from:       August 16, 2011                                  Total Change is:     1,163
    -1,165      4,309        366      1,158        999          9     -1,139     -5,692       -101        954        -27          7      1,074      1,293
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       47.9        2.3       15.2        7.2        0.3       17.6       12.0        6.2       10.0        0.0        0.0       40.4       24.1
 
Number of Traders in Each Category                                    Total Traders:        78
         6         15          5          4          6          .         16         17          9         14          0          .
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Traders in Financial Futures- Futures Only Positions as of August 23, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    48,964
Positions
     5,600     31,347        499        935        996        119     22,037      4,186        174          0          0          0     19,600     11,643
 
Changes from:       August 16, 2011                                  Total Change is:       466
       750        533         85          0        402          0        723        597         -6          0          0          0     -1,086     -1,145
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       64.0        1.0        1.9        2.0        0.2       45.0        8.5        0.4        0.0        0.0        0.0       40.0       23.8
 
Number of Traders in Each Category                                    Total Traders:        38
         5         11          .          .          .          .         12          7          .          0          0          0
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Traders in Financial Futures- Futures Only Positions as of August 23, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   102,177
Positions
    13,724     21,327        124     11,043     31,288        846     44,312     25,387        208        445      4,595          0     31,475     18,402
 
Changes from:       August 16, 2011                                  Total Change is:     1,615
    -7,047     10,518       -625      1,128      1,014        -20      5,222     -8,267         46       -370         95          0      3,281     -1,146
 
Percent of Open Interest Represented by Each Category of Trader
      13.4       20.9        0.1       10.8       30.6        0.8       43.4       24.8        0.2        0.4        4.5        0.0       30.8       18.0
 
Number of Traders in Each Category                                    Total Traders:        97
         9         12          .          6         12          4         35         17          9          .          5          0
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Traders in Financial Futures- Futures Only Positions as of August 23, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   131,217
Positions
     6,554     74,623      1,162     34,936      9,570      1,056     56,213     14,276        131      1,498      2,297          0     29,667     28,102
 
Changes from:       August 16, 2011                                  Total Change is:     4,955
       271        498        169      1,953        735        -14      5,391      1,269         66        498        557          0     -3,379      1,675
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       56.9        0.9       26.6        7.3        0.8       42.8       10.9        0.1        1.1        1.8        0.0       22.6       21.4
 
Number of Traders in Each Category                                    Total Traders:        95
         9         13          5         11          7          .         36         13          6          .          .          0
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Traders in Financial Futures- Futures Only Positions as of August 23, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   174,714
Positions
    35,450     41,523      6,200     25,481     32,403      1,658     42,878     38,997      1,998     13,455      7,892        205     47,389     43,838
 
Changes from:       August 16, 2011                                  Total Change is:     5,783
       720      3,711        904        768        366         96      1,580      1,361       -566        160        159       -110      2,231       -138
 
Percent of Open Interest Represented by Each Category of Trader
      20.3       23.8        3.5       14.6       18.5        0.9       24.5       22.3        1.1        7.7        4.5        0.1       27.1       25.1
 
Number of Traders in Each Category                                    Total Traders:       161
        21         14          8         15         20         10         32         44         20          8          7          4
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Traders in Financial Futures- Futures Only Positions as of August 23, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   112,068
Positions
    13,858     72,430        723      2,666      6,927        312     70,667      8,983         41        965          2          3     22,833     22,647
 
Changes from:       August 16, 2011                                  Total Change is:     8,906
    -1,937     11,085        103          0         99         -3      9,522     -1,342         12         94          2         -4      1,119     -1,046
 
Percent of Open Interest Represented by Each Category of Trader
      12.4       64.6        0.6        2.4        6.2        0.3       63.1        8.0        0.0        0.9        0.0        0.0       20.4       20.2
 
Number of Traders in Each Category                                    Total Traders:        62
        11         11          4          .          5          .         20         10          4          .          .          .
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Traders in Financial Futures- Futures Only Positions as of August 23, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is   103,133
Positions
    45,758     56,338     32,989          0          0          0     21,382     12,027        851      1,082          0          0      1,071        928
 
Changes from:       August 16, 2011                                  Total Change is:       995
     2,012      2,161     -1,134          0          0          0          0          0          0          0          0          0        117        -32
 
Percent of Open Interest Represented by Each Category of Trader
      44.4       54.6       32.0        0.0        0.0        0.0       20.7       11.7        0.8        1.0        0.0        0.0        1.0        0.9
 
Number of Traders in Each Category                                    Total Traders:        25
         8         11         13          0          0          0          .          .          .          .          0          0
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Traders in Financial Futures- Futures Only Positions as of August 23, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   114,424
Positions
    42,244     67,860        554     23,971      1,564          0     39,645     31,473        355        798      4,521          0      6,857      8,097
 
Changes from:       August 16, 2011                                  Total Change is:     4,407
     1,473      2,651         -4      2,848        532          0        505        538       -109       -137        498          0       -169        301
 
Percent of Open Interest Represented by Each Category of Trader
      36.9       59.3        0.5       20.9        1.4        0.0       34.6       27.5        0.3        0.7        4.0        0.0        6.0        7.1
 
Number of Traders in Each Category                                    Total Traders:        90
        10         11          .          7          .          0         20         29          .          .          8          0
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Traders in Financial Futures- Futures Only Positions as of August 23, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    27,738
Positions
    18,184      9,449      2,642      1,062          0          0      2,012        221          3        474     12,628      2,510        851        285
 
Changes from:       August 16, 2011                                  Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      65.6       34.1        9.5        3.8        0.0        0.0        7.3        0.8        0.0        1.7       45.5        9.0        3.1        1.0
 
Number of Traders in Each Category                                    Total Traders:        21
         5          5          .          .          0          0          6          .          .          .          .          .
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Traders in Financial Futures- Futures Only Positions as of August 23, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    26,504
Positions
     4,299     22,942        100        347        115          0     16,731      1,989          0        908          0          0      4,119      1,358
 
Changes from:       August 16, 2011                                  Total Change is:      -201
       943       -228        100         75        -40          0     -1,679        128          0        -42          0          0        402       -161
 
Percent of Open Interest Represented by Each Category of Trader
      16.2       86.6        0.4        1.3        0.4        0.0       63.1        7.5        0.0        3.4        0.0        0.0       15.5        5.1
 
Number of Traders in Each Category                                    Total Traders:        42
         6          9          .          .          .          0         15          5          0          4          0          0
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Traders in Financial Futures- Futures Only Positions as of August 23, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    52,216
Positions
    19,854     28,324      5,925      2,870      3,534        498      8,678      3,639      3,683      4,294          0          1      6,415      6,614
 
Changes from:       August 16, 2011                                  Total Change is:    -1,644
    -1,002      4,546        229         60        736          3       -283     -7,345        609     -1,585          0          0        325       -422
 
Percent of Open Interest Represented by Each Category of Trader
      38.0       54.2       11.3        5.5        6.8        1.0       16.6        7.0        7.1        8.2        0.0        0.0       12.3       12.7
 
Number of Traders in Each Category                                    Total Traders:        83
        20         14          6          5          6          .         23          8         11          4          0          .
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Traders in Financial Futures- Futures Only Positions as of August 23, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    13,774
Positions
     8,951      9,402         51        691        258          0      1,052      2,460         34        731          0          0      2,264      1,569
 
Changes from:       August 16, 2011                                  Total Change is:       162
       202        202         51         11          0          0         53        202          1          0          0          0       -156       -294
 
Percent of Open Interest Represented by Each Category of Trader
      65.0       68.3        0.4        5.0        1.9        0.0        7.6       17.9        0.2        5.3        0.0        0.0       16.4       11.4
 
Number of Traders in Each Category                                    Total Traders:        22
         8          5          .          .          .          0          .          .          .          .          0          0
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Traders in Financial Futures- Futures Only Positions as of August 23, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is    76,883
Positions
    32,813     48,851        740      4,357      6,551        995     21,281      8,387      1,268      7,126          0          1      8,302     10,090
 
Changes from:       August 16, 2011                                  Total Change is:    -3,612
    -2,435      8,660        384         97      1,472          5       -562    -14,984      1,106     -3,169          0          0        962       -255
 
Percent of Open Interest Represented by Each Category of Trader
      42.7       63.5        1.0        5.7        8.5        1.3       27.7       10.9        1.6        9.3        0.0        0.0       10.8       13.1
 
Number of Traders in Each Category                                    Total Traders:        77
        17         15          4          4          5          .         23          9          8          4          0          .
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Traders in Financial Futures- Futures Only Positions as of August 23, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is 1,062,071
Positions
   128,892    117,096     79,728    401,430    213,749     72,384     91,509    229,378    132,280     24,753     93,878     11,754    119,342    111,825
 
Changes from:       August 16, 2011                                  Total Change is:    84,088
    33,704     -8,226      9,433      2,289     13,370      4,157     -9,056     13,042     43,355      2,205     14,711     -2,207        208     -3,549
 
Percent of Open Interest Represented by Each Category of Trader
      12.1       11.0        7.5       37.8       20.1        6.8        8.6       21.6       12.5        2.3        8.8        1.1       11.2       10.5
 
Number of Traders in Each Category                                    Total Traders:       616
        34         59         32        115         69         66         86        163         78         34         53         14
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Traders in Financial Futures- Futures Only Positions as of August 23, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   374,395
Positions
    98,782     66,180     15,180    116,190     43,666     12,434     41,772    132,128      2,823     10,316     39,737      8,039     68,859     54,208
 
Changes from:       August 16, 2011                                  Total Change is:    42,213
    25,866     -7,235      4,377     -1,552        201        -62     11,419     42,530        254      3,445      3,856        237     -1,771     -1,945
 
Percent of Open Interest Represented by Each Category of Trader
      26.4       17.7        4.1       31.0       11.7        3.3       11.2       35.3        0.8        2.8       10.6        2.1       18.4       14.5
 
Number of Traders in Each Category                                    Total Traders:       136
        14         14          9         33         15         13         19         26         11          8          7          .
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Traders in Financial Futures- Futures Only Positions as of August 23, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,438,382
Positions
   399,687    503,720     73,602  1,442,482    866,697    283,466    810,037  1,047,600     85,936     77,097    275,619     13,659    252,416    288,083
 
Changes from:       August 16, 2011                                  Total Change is:   209,377
    76,416     32,274    -11,947     21,454     68,094     18,848     96,904     51,843     16,226    -14,240     46,237     -4,180      9,896     -8,018
 
Percent of Open Interest Represented by Each Category of Trader
      11.6       14.6        2.1       42.0       25.2        8.2       23.6       30.5        2.5        2.2        8.0        0.4        7.3        8.4
 
Number of Traders in Each Category                                    Total Traders:       576
        35         53         20         97         63         60         87        160         57         30         51          8
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Traders in Financial Futures- Futures Only Positions as of August 23, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   108,147
Positions
    12,723     25,500        128     67,149     51,986      5,382     13,326     12,891        172      2,418      4,227          0      6,849      7,861
 
Changes from:       August 16, 2011                                  Total Change is:     3,102
      -335       -269        -22       -429      3,267      1,588      1,904        222     -1,180          0        133          0      1,576       -637
 
Percent of Open Interest Represented by Each Category of Trader
      11.8       23.6        0.1       62.1       48.1        5.0       12.3       11.9        0.2        2.2        3.9        0.0        6.3        7.3
 
Number of Traders in Each Category                                    Total Traders:        88
         9         10          .         29         14         10         10         12          .          .          .          0
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Traders in Financial Futures- Futures Only Positions as of August 23, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    96,918
Positions
    25,518     27,507     17,829     13,397     12,796      1,658     13,742     10,584     12,875        928      3,032        552     10,419     10,085
 
Changes from:       August 16, 2011                                  Total Change is:     5,704
     1,186        883      3,054       -659        898        179        577     -1,826      1,610        -35        955       -300         91        250
 
Percent of Open Interest Represented by Each Category of Trader
      26.3       28.4       18.4       13.8       13.2        1.7       14.2       10.9       13.3        1.0        3.1        0.6       10.8       10.4
 
Number of Traders in Each Category                                    Total Traders:       199
        21         28          8         25         24         15         38         47         22          5         10          .
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Traders in Financial Futures- Futures Only Positions as of August 23, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    24,839
Positions
    14,377     12,991          0        334          0          0      6,679      4,977         25        343        507          0      3,081      6,339
 
Changes from:       August 16, 2011                                  Total Change is:     2,224
     1,098      1,720          0          0          0          0      1,228       -120          0          0        246          0       -102        378
 
Percent of Open Interest Represented by Each Category of Trader
      57.9       52.3        0.0        1.3        0.0        0.0       26.9       20.0        0.1        1.4        2.0        0.0       12.4       25.5
 
Number of Traders in Each Category                                    Total Traders:        21
         7          5          0          .          0          0          .          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 23, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   360,396
Positions
   137,231    154,104      7,620     65,316     63,982      8,290     89,333     82,054     10,230      4,638     14,341      1,047     36,691     18,728
 
Changes from:       August 16, 2011                                  Total Change is:    17,398
    15,026     10,403        686     -3,296      4,492        893      2,471     -2,806      2,323       -173      3,544     -1,498        966       -639
 
Percent of Open Interest Represented by Each Category of Trader
      38.1       42.8        2.1       18.1       17.8        2.3       24.8       22.8        2.8        1.3        4.0        0.3       10.2        5.2
 
Number of Traders in Each Category                                    Total Traders:       197
        22         26          .         25         24         15         37         48         18          5         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 23, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   436,810
Positions
   221,972     23,699     14,234    115,502    186,424     33,323     27,726    132,576      2,904      3,188     17,116          1     17,960     26,533
 
Changes from:       August 16, 2011                                  Total Change is:    14,661
     7,799      1,525        786      4,326      9,437      3,622     -3,993     -6,074        764       -643        391        -65      2,065      4,275
 
Percent of Open Interest Represented by Each Category of Trader
      50.8        5.4        3.3       26.4       42.7        7.6        6.3       30.4        0.7        0.7        3.9        0.0        4.1        6.1
 
Number of Traders in Each Category                                    Total Traders:       244
        20         15          4         50         53         27         24         63         14          5         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 23, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    30,509
Positions
     6,649      4,485        499      7,073        812        202      9,824     11,424          0        216      3,677          0      6,046      9,410
 
Changes from:       August 16, 2011                                  Total Change is:    -1,572
       162       -839          2     -1,237        101         91         61       -663          0       -505     -1,217          0       -146        953
 
Percent of Open Interest Represented by Each Category of Trader
      21.8       14.7        1.6       23.2        2.7        0.7       32.2       37.4        0.0        0.7       12.1        0.0       19.8       30.8
 
Number of Traders in Each Category                                    Total Traders:        50
        11          7          .          7          .          .          8         11          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 23, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    62,130
Positions
    13,783     40,431      1,615      4,814      6,964        339     11,943      3,650        653      2,505      1,517          0     26,478      6,961
 
Changes from:       August 16, 2011                                  Total Change is:     3,168
     2,490      1,741          6        136      1,075         -5     -2,665         39       -267      1,271          0          0      2,202        579
 
Percent of Open Interest Represented by Each Category of Trader
      22.2       65.1        2.6        7.7       11.2        0.5       19.2        5.9        1.1        4.0        2.4        0.0       42.6       11.2
 
Number of Traders in Each Category                                    Total Traders:        70
        13         19          6          5          6          .         14          7          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 23, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    40,646
Positions
       811      4,679      1,118     23,584     24,131      4,696      6,393      4,953          4        699          0          0      3,341      1,065
 
Changes from:       August 16, 2011                                  Total Change is:       862
       103       -508        331        312      1,673       -211        296        378          0          0          0          0         31       -801
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       11.5        2.8       58.0       59.4       11.6       15.7       12.2        0.0        1.7        0.0        0.0        8.2        2.6
 
Number of Traders in Each Category                                    Total Traders:        51
         .          .          .         15         19         10          8          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 23, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is    54,844
Positions
     8,181     16,962      2,277     23,710      8,438      1,262      9,023     18,753        472      1,736        652        153      8,030      5,875
 
Changes from:       August 16, 2011                                  Total Change is:     1,692
       130        872        100       -533       -116        -13        752       -827          0       -103          0          0      1,359      1,676
 
Percent of Open Interest Represented by Each Category of Trader
      14.9       30.9        4.2       43.2       15.4        2.3       16.5       34.2        0.9        3.2        1.2        0.3       14.6       10.7
 
Number of Traders in Each Category                                    Total Traders:        57
         7          9          .         12          6          5         12          6          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 23, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   656,050
Positions
    17,807    106,572      5,927    332,807    137,112     68,014     62,456    134,315     15,372      7,348     60,597          0    146,319    128,141
 
Changes from:       August 16, 2011                                  Total Change is:    13,949
    -3,301      8,209      3,295     13,268     -6,969     -5,259      2,495      1,464      4,171        933       -172          0     -1,653      9,210
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       16.2        0.9       50.7       20.9       10.4        9.5       20.5        2.3        1.1        9.2        0.0       22.3       19.5
 
Number of Traders in Each Category                                    Total Traders:       169
         9         23         10         40         25         31         30         31         26          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 23, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   407,490
Positions
     2,578    188,168      1,619    299,287     18,779     19,614      2,274    132,644      5,148      5,178      2,034          0     71,792     39,484
 
Changes from:       August 16, 2011                                  Total Change is:    -2,118
    -1,633      6,259        749      6,082      2,920     -5,679       -216     -3,257     -4,640          0       -585          0      3,219      2,115
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       46.2        0.4       73.4        4.6        4.8        0.6       32.6        1.3        1.3        0.5        0.0       17.6        9.7
 
Number of Traders in Each Category                                    Total Traders:        77
         .         13          .         36          5         15          .         17          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 23, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is   956,796
Positions
   107,583    134,898     13,776    225,540    234,919    101,433    303,310    220,109     25,860     64,561     97,848      2,188    112,545    125,765
 
Changes from:       August 16, 2011                                  Total Change is:   -17,913
    -1,756      2,073      4,144    -46,169    -37,594      2,430     21,841     17,241      7,583     -7,542    -19,752     -1,721      3,277      7,683
 
Percent of Open Interest Represented by Each Category of Trader
      11.2       14.1        1.4       23.6       24.6       10.6       31.7       23.0        2.7        6.7       10.2        0.2       11.8       13.1
 
Number of Traders in Each Category                                    Total Traders:       251
        13         34         15         32         55         40         43         40         25         10         24          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 23, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 1,945,472
Positions
   119,361    304,515     27,679    892,924    537,185    222,267    219,271    345,580     60,037     99,359     96,873     22,658    281,916    328,678
 
Changes from:       August 16, 2011                                  Total Change is:   -25,805
   -15,717     50,132      9,245    -33,469    -67,664       -406      1,503    -37,702     20,701       -153     -6,741      6,051    -13,560        579
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       15.7        1.4       45.9       27.6       11.4       11.3       17.8        3.1        5.1        5.0        1.2       14.5       16.9
 
Number of Traders in Each Category                                    Total Traders:       269
        27         43         24         34         57         48         35         51         47          6         15          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 23, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,415,437
Positions
    98,162    191,960     43,085    359,664    536,985    133,274    348,934    117,224     31,326    160,221     92,522      7,821    232,950    261,240
 
Changes from:       August 16, 2011                                  Total Change is:    -7,033
    -3,171     29,460     21,783     10,800    -25,608    -10,760    -64,626    -12,373    -12,566     40,593      2,479         38     10,876        514
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       13.6        3.0       25.4       37.9        9.4       24.7        8.3        2.2       11.3        6.5        0.6       16.5       18.5
 
Number of Traders in Each Category                                    Total Traders:       201
        10         31         19         25         47         37         30         36         24          7         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 23, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   809,195
Positions
   278,862    288,401    257,880      5,424      4,697      7,371     87,324     72,090    115,390      5,453      5,576     12,371     39,120     45,419
 
Changes from:       August 16, 2011                                  Total Change is:   -20,861
      -221      6,011    -13,856       -176          0        -85     15,222      8,564    -18,839       -231          0        120     -2,795     -2,776
 
Percent of Open Interest Represented by Each Category of Trader
      34.5       35.6       31.9        0.7        0.6        0.9       10.8        8.9       14.3        0.7        0.7        1.5        4.8        5.6
 
Number of Traders in Each Category                                    Total Traders:       134
        26         39         52          .          5          .         20         26         30          .          4          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 23, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is 9,791,079
Positions
 1,059,163  3,588,062  1,790,059  3,417,947    105,207    149,782    917,304  1,035,128  1,373,156     53,170    567,261    170,085    860,413  1,012,339
 
Changes from:       August 16, 2011                                  Total Change is:  -139,406
   120,189   -156,760    -55,802   -117,259    -39,756     10,711    -85,104     -2,094     15,855     -1,487     54,317    -20,765     -5,744     54,888
 
Percent of Open Interest Represented by Each Category of Trader
      10.8       36.6       18.3       34.9        1.1        1.5        9.4       10.6       14.0        0.5        5.8        1.7        8.8       10.3
 
Number of Traders in Each Category                                    Total Traders:       274
        38         55         84         12         12         14         53         61         88         10         14         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 23, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    12,547
Positions
     4,947      5,944          0      1,639        810         12      2,026      5,468          0      3,586        250          0        337         63
 
Changes from:       August 16, 2011                                  Total Change is:      -796
       245       -639          0         48        -14          0     -1,068       -139         -6          0          0          0        -15          2
 
Percent of Open Interest Represented by Each Category of Trader
      39.4       47.4        0.0       13.1        6.5        0.1       16.1       43.6        0.0       28.6        2.0        0.0        2.7        0.5
 
Number of Traders in Each Category                                    Total Traders:        31
         .          4          0          .          4          .          7          7          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 23, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    20,716
Positions
    16,246      9,335          0      1,248      1,756          0      2,783      4,103          4        110      5,453          0        325         65
 
Changes from:       August 16, 2011                                  Total Change is:      -512
      -320       -143          0          0        -31       -109       -201       -253          4         30          0          0         84         20
 
Percent of Open Interest Represented by Each Category of Trader
      78.4       45.1        0.0        6.0        8.5        0.0       13.4       19.8        0.0        0.5       26.3        0.0        1.6        0.3
 
Number of Traders in Each Category                                    Total Traders:        34
         5          4          0          .          5          0          8          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 23, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    57,901
Positions
    17,597     14,558        309        281      6,303      1,102     31,176     26,908      1,176        847      2,239          0      5,413      5,306
 
Changes from:       August 16, 2011                                  Total Change is:     3,322
     1,330         -3          0       -237       -365         -6      2,366      3,154        303        112        173          0       -546         66
 
Percent of Open Interest Represented by Each Category of Trader
      30.4       25.1        0.5        0.5       10.9        1.9       53.8       46.5        2.0        1.5        3.9        0.0        9.3        9.2
 
Number of Traders in Each Category                                    Total Traders:       102
         5          8          .          .          .          .         24         39          9          8         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 23, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   166,998
Positions
    35,072     58,270     30,025      4,707      1,586      6,863     23,681     17,845     18,447     17,011      1,754     10,971     20,221     21,237
 
Changes from:       August 16, 2011                                  Total Change is:   -32,175
    11,004      5,468    -25,585       -296     -2,591       -263      6,056      6,331    -13,082     -4,319      1,246     -2,594     -3,096     -1,105
 
Percent of Open Interest Represented by Each Category of Trader
      21.0       34.9       18.0        2.8        0.9        4.1       14.2       10.7       11.0       10.2        1.1        6.6       12.1       12.7
 
Number of Traders in Each Category                                    Total Traders:       104
         9         12         19          7          4          9         23         15         28          5          5         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 23, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    12,255
Positions
     3,446      4,808          0      2,209        488          0      4,417      1,307        625        150      4,181        831        577         15
 
Changes from:       August 16, 2011                                  Total Change is:     1,416
       420       -138          0          0          0          0        918       -111          0       -551      1,045        606         23         14
 
Percent of Open Interest Represented by Each Category of Trader
      28.1       39.2        0.0       18.0        4.0        0.0       36.0       10.7        5.1        1.2       34.1        6.8        4.7        0.1
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          0          4          .          0          5          5          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated August 26, 2011