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Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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   121,296
Positions
     8,625     56,183      9,577     15,709      5,672        602     18,986      9,846     10,505     11,312        504      1,130     44,851     27,278
 
Changes from:       August 23, 2011                                  Total Change is:     2,905
       907      4,707        961       -167     -1,910        296        679     -2,361        615        826        499        331     -1,541       -233
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       46.3        7.9       13.0        4.7        0.5       15.7        8.1        8.7        9.3        0.4        0.9       37.0       22.5
 
Number of Traders in Each Category                                    Total Traders:        88
         7         14          8          5          5          4         20         19         17         15          .          7
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Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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    56,462
Positions
     5,294     26,867      5,647        935      1,007        119     19,143      4,485      4,236          0          0          0     21,088     14,100
 
Changes from:       August 23, 2011                                  Total Change is:      -904
      -500     -3,427      1,655          0         11          0     -3,043       -620      1,426          0          0          0       -442         51
 
Percent of Open Interest Represented by Each Category of Trader
       9.4       47.6       10.0        1.7        1.8        0.2       33.9        7.9        7.5        0.0        0.0        0.0       37.3       25.0
 
Number of Traders in Each Category                                    Total Traders:        38
         6         10          9          .          .          .         13          6          7          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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   101,986
Positions
    19,794     11,928      2,667      8,773     33,030        848     33,518     25,845      2,342      2,668      4,007          0     31,377     21,320
 
Changes from:       August 23, 2011                                  Total Change is:    -6,449
     5,592     -9,627        241     -2,270      1,742          2    -10,740        192        335      2,223       -588          0     -1,831      1,254
 
Percent of Open Interest Represented by Each Category of Trader
      19.4       11.7        2.6        8.6       32.4        0.8       32.9       25.3        2.3        2.6        3.9        0.0       30.8       20.9
 
Number of Traders in Each Category                                    Total Traders:        93
        10         11          9          5         12          4         30         19         14          .          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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   140,297
Positions
     6,526     72,628      7,243     34,816      9,204      1,060     50,092     10,083      5,798      1,000      2,364        326     33,435     31,591
 
Changes from:       August 23, 2011                                  Total Change is:    -4,953
      -418     -1,095        401       -120       -386        -27     -6,103     -4,027       -405       -498         89       -173      2,391        670
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       51.8        5.2       24.8        6.6        0.8       35.7        7.2        4.1        0.7        1.7        0.2       23.8       22.5
 
Number of Traders in Each Category                                    Total Traders:        97
         8         14          9         11          8          5         30         18         16          .          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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   228,404
Positions
    35,020     43,173     16,125     31,446     29,538      1,704     43,864     37,916     33,889      7,123      7,555      3,637     55,596     54,867
 
Changes from:       August 23, 2011                                  Total Change is:     5,172
      -114      3,320       -140      5,927     -3,455       -195        767      1,068      1,823     -5,953       -497       -554      3,610      3,803
 
Percent of Open Interest Represented by Each Category of Trader
      15.3       18.9        7.1       13.8       12.9        0.7       19.2       16.6       14.8        3.1        3.3        1.6       24.3       24.0
 
Number of Traders in Each Category                                    Total Traders:       176
        22         15         15         16         22         12         34         50         44          7         10         10
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Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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   128,337
Positions
     9,374     78,468      4,095      3,139      8,114        313     79,718     11,558      2,954        966         28        147     27,631     22,660
 
Changes from:       August 23, 2011                                  Total Change is:     8,582
    -5,745      6,262        911        473        495          1      9,348      2,549        320          3        -71         13      3,258     -1,897
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       61.1        3.2        2.4        6.3        0.2       62.1        9.0        2.3        0.8        0.0        0.1       21.5       17.7
 
Number of Traders in Each Category                                    Total Traders:        72
         8         13         11          .          6          .         26         11          9          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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   105,003
Positions
    44,723     54,800     35,910          0          0          0     21,260     12,386        851      1,082          0          0      1,177      1,056
 
Changes from:       August 23, 2011                                  Total Change is:       -65
    -2,917     -3,420      2,868          0          0          0       -122        359          0          0          0          0        106        128
 
Percent of Open Interest Represented by Each Category of Trader
      42.6       52.2       34.2        0.0        0.0        0.0       20.2       11.8        0.8        1.0        0.0        0.0        1.1        1.0
 
Number of Traders in Each Category                                    Total Traders:        25
         8         11         15          0          0          0          .          .          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   111,355
Positions
    44,962     63,147      1,964     14,968      1,747          0     41,006     30,982        589        798      4,472          0      7,068      8,454
 
Changes from:       August 23, 2011                                  Total Change is:    -3,069
     2,718     -4,713      1,410     -9,003        183          0      1,361       -491        234          0        -49          0        211        357
 
Percent of Open Interest Represented by Each Category of Trader
      40.4       56.7        1.8       13.4        1.6        0.0       36.8       27.8        0.5        0.7        4.0        0.0        6.3        7.6
 
Number of Traders in Each Category                                    Total Traders:        94
        11         12          .          8          .          0         17         32          4          .          9          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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    39,411
Positions
    28,192     19,820      3,877      1,068          0          0      2,137        232        288        423     12,628      2,510        916         56
 
Changes from:       August 23, 2011                                  Total Change is:    11,673
    10,008     10,371      1,235          6          0          0        125         11        285        -51          0          0         65       -229
 
Percent of Open Interest Represented by Each Category of Trader
      71.5       50.3        9.8        2.7        0.0        0.0        5.4        0.6        0.7        1.1       32.0        6.4        2.3        0.1
 
Number of Traders in Each Category                                    Total Traders:        22
         4          6          4          .          0          0          7          .          .          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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    26,856
Positions
     4,518     23,380         71        360          0          0     16,555      2,067          0      1,145          0          0      4,207      1,338
 
Changes from:       August 23, 2011                                  Total Change is:       352
       219        438        -29         13       -115          0       -176         78          0        237          0          0         88        -20
 
Percent of Open Interest Represented by Each Category of Trader
      16.8       87.1        0.3        1.3        0.0        0.0       61.6        7.7        0.0        4.3        0.0        0.0       15.7        5.0
 
Number of Traders in Each Category                                    Total Traders:        44
         5         10          .          .          0          0         18          5          0          4          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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    54,890
Positions
    20,824     23,228      6,109      3,349      2,961        593      8,623      9,146      4,668      4,090         54        453      6,180      7,678
 
Changes from:       August 23, 2011                                  Total Change is:       472
     1,043     -5,077         75        480       -573         96       -526      5,244       -129          2         29        -72       -496        878
 
Percent of Open Interest Represented by Each Category of Trader
      37.9       42.3       11.1        6.1        5.4        1.1       15.7       16.7        8.5        7.5        0.1        0.8       11.3       14.0
 
Number of Traders in Each Category                                    Total Traders:        87
        19         16         10          6          6          .         17         17         12          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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    13,888
Positions
     8,951      9,402         51        691        258          0      1,104      2,450         46        731          0          0      2,314      1,681
 
Changes from:       August 23, 2011                                  Total Change is:        54
         0          0          0          0          0          0         56        -10          8          0          0          0        -10         56
 
Percent of Open Interest Represented by Each Category of Trader
      64.5       67.7        0.4        5.0        1.9        0.0        7.9       17.6        0.3        5.3        0.0        0.0       16.7       12.1
 
Number of Traders in Each Category                                    Total Traders:        22
         8          5          .          .          .          0          .          .          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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    82,003
Positions
    35,357     39,262        507      5,316      5,405      1,186     21,173     19,526      3,110      6,717        107        907      7,731     11,994
 
Changes from:       August 23, 2011                                  Total Change is:       836
     2,688     -9,552       -452        959     -1,146        191     -1,052     10,619       -385          4         59       -144       -973      1,646
 
Percent of Open Interest Represented by Each Category of Trader
      43.1       47.9        0.6        6.5        6.6        1.4       25.8       23.8        3.8        8.2        0.1        1.1        9.4       14.6
 
Number of Traders in Each Category                                    Total Traders:        82
        17         17          8          5          5          .         17         17          9          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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 1,341,228
Positions
   139,137    124,120    112,364    409,888    211,911     66,359     83,303    233,769    295,441     24,303     90,864     45,982    164,451    160,418
 
Changes from:       August 23, 2011                                  Total Change is:    48,840
    11,056      7,001     11,996      8,363     -3,355     -7,227        661     11,258     -8,222       -898      1,015      3,752     29,358     32,622
 
Percent of Open Interest Represented by Each Category of Trader
      10.4        9.3        8.4       30.6       15.8        4.9        6.2       17.4       22.0        1.8        6.8        3.4       12.3       12.0
 
Number of Traders in Each Category                                    Total Traders:       634
        37         59         45        113         71         69         79        172        110         39         62         37
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Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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   532,269
Positions
   109,366     66,296     36,730    113,719     43,206     13,359     47,488    124,780     92,181     12,771     38,870     24,356     82,299     92,491
 
Changes from:       August 23, 2011                                  Total Change is:    18,658
     9,220       -967      6,391     -2,581     -1,741         98      6,843     -8,956     -6,311      2,383      2,379        466      2,149     27,299
 
Percent of Open Interest Represented by Each Category of Trader
      20.5       12.5        6.9       21.4        8.1        2.5        8.9       23.4       17.3        2.4        7.3        4.6       15.5       17.4
 
Number of Traders in Each Category                                    Total Traders:       151
        15         13         12         30         15         14         30         28         49          9         11         12
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Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 4,044,795
Positions
   433,852    574,119     93,174  1,496,350    859,029    249,499    728,289  1,094,162    467,082     83,719    286,026     82,072    410,759    339,633
 
Changes from:       August 23, 2011                                  Total Change is:   150,909
    37,203     67,860          1     53,828     -8,961    -35,733    -70,621     61,359     30,159      1,057     10,642     -1,029    136,045     26,612
 
Percent of Open Interest Represented by Each Category of Trader
      10.7       14.2        2.3       37.0       21.2        6.2       18.0       27.1       11.5        2.1        7.1        2.0       10.2        8.4
 
Number of Traders in Each Category                                    Total Traders:       588
        35         56         39         98         65         63         79        163         97         34         58         29
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Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   110,175
Positions
    11,278     29,824        124     75,320     50,449      3,656     12,125     12,884      1,125      1,467      4,197          0      5,080      7,916
 
Changes from:       August 23, 2011                                  Total Change is:     1,997
    -1,445      4,324         -4      8,171     -1,537     -1,726     -1,201        -34        951       -951        -30          0     -1,797         53
 
Percent of Open Interest Represented by Each Category of Trader
      10.2       27.1        0.1       68.4       45.8        3.3       11.0       11.7        1.0        1.3        3.8        0.0        4.6        7.2
 
Number of Traders in Each Category                                    Total Traders:        92
         7         11          .         34         14          9         10         13          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is   103,758
Positions
    26,823     26,109     21,294     13,687     10,782      1,472     11,849     12,883     16,722      1,066      3,250      1,022      9,823     10,225
 
Changes from:       August 23, 2011                                  Total Change is:     4,861
     1,284     -1,397      3,337        290     -2,014       -186     -1,788      2,319      2,604         10        139         47       -739         12
 
Percent of Open Interest Represented by Each Category of Trader
      25.9       25.2       20.5       13.2       10.4        1.4       11.4       12.4       16.1        1.0        3.1        1.0        9.5        9.9
 
Number of Traders in Each Category                                    Total Traders:       208
        25         26         12         28         22         14         33         56         30          9          9          6
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Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    27,297
Positions
    15,554     13,977          0        334          0          0      8,234      6,991         53        549        507          0      2,574      5,770
 
Changes from:       August 23, 2011                                  Total Change is:     2,392
     1,177        986          0          0          0          0      1,555      1,948         27        143          0          0       -510       -569
 
Percent of Open Interest Represented by Each Category of Trader
      57.0       51.2        0.0        1.2        0.0        0.0       30.2       25.6        0.2        2.0        1.9        0.0        9.4       21.1
 
Number of Traders in Each Category                                    Total Traders:        27
        10          5          0          .          0          0          .          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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   382,305
Positions
   154,284    158,599      8,533     66,766     53,912      7,361     86,281     97,665     15,141      4,301     15,428      3,393     36,246     22,273
 
Changes from:       August 23, 2011                                  Total Change is:    12,344
    16,951      4,497        273      1,450    -10,070       -929     -2,857     15,709       -970       -660        695        234     -1,147      2,905
 
Percent of Open Interest Represented by Each Category of Trader
      40.4       41.5        2.2       17.5       14.1        1.9       22.6       25.5        4.0        1.1        4.0        0.9        9.5        5.8
 
Number of Traders in Each Category                                    Total Traders:       206
        24         26          7         28         22         14         34         55         27          8          9          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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   436,186
Positions
   221,567     26,686     16,382    122,294    175,179     32,845     22,850    138,310      4,514      2,213     18,789          0     13,521     23,481
 
Changes from:       August 23, 2011                                  Total Change is:    -2,970
      -405      2,987      2,148      6,792    -11,245       -478     -4,768      5,542       -207       -977      1,694        -81     -4,994     -3,330
 
Percent of Open Interest Represented by Each Category of Trader
      50.8        6.1        3.8       28.0       40.2        7.5        5.2       31.7        1.0        0.5        4.3        0.0        3.1        5.4
 
Number of Traders in Each Category                                    Total Traders:       247
        20         14          6         51         51         26         21         72         17          4         14          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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    31,101
Positions
     6,418      5,129        544      6,621        722        202     10,397     11,693          0        416      3,833          0      6,503      8,978
 
Changes from:       August 23, 2011                                  Total Change is:       592
      -231        644         45       -452        -90          0        573        269          0        200        156          0        457       -432
 
Percent of Open Interest Represented by Each Category of Trader
      20.6       16.5        1.7       21.3        2.3        0.6       33.4       37.6        0.0        1.3       12.3        0.0       20.9       28.9
 
Number of Traders in Each Category                                    Total Traders:        52
        11          7          .          7          .          .          9         11          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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    62,626
Positions
    14,018     43,235      1,798      4,794      6,555        339     11,044      3,756        788      2,112          0          0     27,733      6,155
 
Changes from:       August 23, 2011                                  Total Change is:       496
       235      2,804        183        -20       -409          0       -899        106        135       -393     -1,517          0      1,255       -806
 
Percent of Open Interest Represented by Each Category of Trader
      22.4       69.0        2.9        7.7       10.5        0.5       17.6        6.0        1.3        3.4        0.0        0.0       44.3        9.8
 
Number of Traders in Each Category                                    Total Traders:        70
        14         20          5          5          6          .         13          8          .          4          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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    38,878
Positions
       624      4,615      1,199     24,348     23,874      4,257      5,263      4,911          4      1,187          0          0      1,996         18
 
Changes from:       August 23, 2011                                  Total Change is:    -1,768
      -187        -64         81        764       -257       -439     -1,130        -42          0        488          0          0     -1,345     -1,047
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       11.9        3.1       62.6       61.4       10.9       13.5       12.6        0.0        3.1        0.0        0.0        5.1        0.0
 
Number of Traders in Each Category                                    Total Traders:        52
         .          .          .         15         19          9          8          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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    52,244
Positions
     8,549     20,618      1,858     23,396      9,263      1,188      8,019     15,416        472      1,736        152        663      6,363      2,614
 
Changes from:       August 23, 2011                                  Total Change is:    -2,600
       368      3,656       -419       -314        825        -74     -1,004     -3,337          0          0       -500        510     -1,667     -3,261
 
Percent of Open Interest Represented by Each Category of Trader
      16.4       39.5        3.6       44.8       17.7        2.3       15.3       29.5        0.9        3.3        0.3        1.3       12.2        5.0
 
Number of Traders in Each Category                                    Total Traders:        60
         8          8          .         13          6          5         14          6          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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   797,280
Positions
    10,177    113,461     50,748    315,348    134,302     85,805     59,211     99,713     96,187      6,362     61,507      3,116    170,328    152,442
 
Changes from:       August 23, 2011                                  Total Change is:  -103,248
       176      7,983    -15,365    -23,394     -4,852      3,093      7,550    -10,846    -76,221        -75       -349     -7,058      8,046        368
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       14.2        6.4       39.6       16.8       10.8        7.4       12.5       12.1        0.8        7.7        0.4       21.4       19.1
 
Number of Traders in Each Category                                    Total Traders:       142
         8         17         18         39         22         34         28         20         29          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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   431,091
Positions
     2,500    199,618      3,607    297,284     18,964     21,737      2,017    119,947     23,209      5,180      2,034          0     75,557     41,974
 
Changes from:       August 23, 2011                                  Total Change is:     7,969
      -691      9,807     -4,989     -1,777        185      1,893         43    -10,154     12,541          2          0          0        948     -1,313
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       46.3        0.8       69.0        4.4        5.0        0.5       27.8        5.4        1.2        0.5        0.0       17.5        9.7
 
Number of Traders in Each Category                                    Total Traders:        75
         .         14          5         36          5         15          .         15          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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   912,358
Positions
   105,609     81,184     22,310    139,859    225,247     92,749    275,894    186,933     84,281     60,104     80,515      3,253    128,299    135,887
 
Changes from:       August 23, 2011                                  Total Change is:  -104,646
       827    -50,819     -4,556    -84,597    -11,641     -9,941    -30,009    -26,683     18,406     -4,433    -23,177     -3,176     12,833      6,940
 
Percent of Open Interest Represented by Each Category of Trader
      11.6        8.9        2.4       15.3       24.7       10.2       30.2       20.5        9.2        6.6        8.8        0.4       14.1       14.9
 
Number of Traders in Each Category                                    Total Traders:       235
        15         24         20         33         52         39         42         35         33         11         22          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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 2,258,364
Positions
    69,974    227,918    181,867    839,386    536,250    230,576    235,750    336,042    269,363     81,148     99,634     42,051    308,249    334,663
 
Changes from:       August 23, 2011                                  Total Change is:  -391,916
   -19,498    -47,272   -122,850     -1,354    -14,892    -93,405     19,402     64,803   -119,043     -5,418      6,528    -48,045     -1,706    -17,740
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       10.1        8.1       37.2       23.7       10.2       10.4       14.9       11.9        3.6        4.4        1.9       13.6       14.8
 
Number of Traders in Each Category                                    Total Traders:       245
        19         31         42         32         58         53         46         37         58         10         12          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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 1,527,680
Positions
    96,801    162,728     72,144    389,634    538,329    127,854    291,097     92,040    143,216    146,172     81,289     18,039    242,721    292,039
 
Changes from:       August 23, 2011                                  Total Change is:  -142,691
     2,252    -19,118    -67,230     37,457    -40,536    -28,799    -51,892     16,975     -7,459    -13,765     -1,761    -10,200     -3,055     15,437
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       10.7        4.7       25.5       35.2        8.4       19.1        6.0        9.4        9.6        5.3        1.2       15.9       19.1
 
Number of Traders in Each Category                                    Total Traders:       178
         9         26         24         21         46         35         35         25         34          7          9          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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 1,074,116
Positions
   289,008    285,984    284,612      5,420      5,437      7,125     66,026     73,699    317,714     16,856      6,004     45,312     42,043     48,229
 
Changes from:       August 23, 2011                                  Total Change is:    -2,148
    11,834      1,087    -13,556         -4        685       -246      3,424     11,020     -1,283       -883        -17        591     -2,026       -430
 
Percent of Open Interest Represented by Each Category of Trader
      26.9       26.6       26.5        0.5        0.5        0.7        6.1        6.9       29.6        1.6        0.6        4.2        3.9        4.5
 
Number of Traders in Each Category                                    Total Traders:       146
        29         36         53          .          6          .         27         29         43          .          7          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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 is17,701,571
Positions
 1,046,893  3,680,201  3,580,825  3,320,255    143,730    297,389    660,120    691,255  6,496,215     86,907    455,383  1,317,270    895,698  1,039,302
 
Changes from:       August 23, 2011                                  Total Change is:    -1,039
   -36,296    -43,418     -6,357   -125,342    -65,233    -10,439    -64,081    -12,250    170,524      6,481    -59,452    116,031    -51,560    -90,445
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       20.8       20.2       18.8        0.8        1.7        3.7        3.9       36.7        0.5        2.6        7.4        5.1        5.9
 
Number of Traders in Each Category                                    Total Traders:       305
        34         65         92         11         18         23         51         82        118         12         20         29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    11,444
Positions
     3,713      4,865          1      1,535        792         12      2,248      5,441          4      3,601        250          0        330         79
 
Changes from:       August 23, 2011                                  Total Change is:    -1,103
    -1,234     -1,079          1       -104        -18          0        222        -27          4         15          0          0         -7         16
 
Percent of Open Interest Represented by Each Category of Trader
      32.4       42.5        0.0       13.4        6.9        0.1       19.6       47.5        0.0       31.5        2.2        0.0        2.9        0.7
 
Number of Traders in Each Category                                    Total Traders:        31
         .          4          .          .          4          .          7          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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    21,226
Positions
    16,432      9,497          0      1,217      2,155          0      3,187      4,040          4        110      5,453          0        276         77
 
Changes from:       August 23, 2011                                  Total Change is:       510
       186        162          0        -31        399          0        404        -63          0          0          0          0        -49         12
 
Percent of Open Interest Represented by Each Category of Trader
      77.4       44.7        0.0        5.7       10.2        0.0       15.0       19.0        0.0        0.5       25.7        0.0        1.3        0.4
 
Number of Traders in Each Category                                    Total Traders:        34
         5          4          0          .          5          0          9          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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    56,093
Positions
    17,882     14,059        333        301      4,987      1,096     28,517     27,587      1,320      1,118      2,151         15      5,509      4,545
 
Changes from:       August 23, 2011                                  Total Change is:    -2,319
       296       -499        -16         20     -1,316         -6     -2,646        679       -176        246        -93          5        -41       -896
 
Percent of Open Interest Represented by Each Category of Trader
      31.9       25.1        0.6        0.5        8.9        2.0       50.8       49.2        2.4        2.0        3.8        0.0        9.8        8.1
 
Number of Traders in Each Category                                    Total Traders:       110
         5          8          .          .          .          .         26         36         12         14         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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   162,292
Positions
    38,633     57,251     32,717      4,932      1,086      7,069     22,888     17,783     19,533     11,377      1,457     11,072     14,071     14,324
 
Changes from:       August 23, 2011                                  Total Change is:    -4,706
     3,561     -1,019      2,692        225       -500        206       -793        -62      1,086     -5,634       -297        101     -6,150     -6,913
 
Percent of Open Interest Represented by Each Category of Trader
      23.8       35.3       20.2        3.0        0.7        4.4       14.1       11.0       12.0        7.0        0.9        6.8        8.7        8.8
 
Number of Traders in Each Category                                    Total Traders:       103
        12          9         18          7          .          9         21         18         28         10          5         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    12,337
Positions
     3,275      4,808          0      2,181        484          0      4,665      1,275        625        150      4,258        887        554          0
 
Changes from:       August 23, 2011                                  Total Change is:        82
      -171          0          0        -28         -4          0        248        -32          0          0         77         56        -23        -15
 
Percent of Open Interest Represented by Each Category of Trader
      26.5       39.0        0.0       17.7        3.9        0.0       37.8       10.3        5.1        1.2       34.5        7.2        4.5        0.0
 
Number of Traders in Each Category                                    Total Traders:        26
         .          .          0          4          .          0          6          5          .          .          .          .
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Updated September 2, 2011