```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,478
COMMITMENTS
     186      680       78    3,498    3,382    3,762    4,140      716      338

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:        135)
       3      -11       14       93       97      110       99       25       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2     15.2      1.7     78.1     75.5     84.0     92.5     16.0      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        3        1       13       12       15       16
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       59,905
COMMITMENTS
   9,479    1,306   14,397   28,576   33,316   52,452   49,019    7,453   10,886

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:      2,232)
      70      -46      441    1,666    1,410    2,176    1,805       56      428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8      2.2     24.0     47.7     55.6     87.6     81.8     12.4     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      26        5       22       41       43       72       65
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        3,950
COMMITMENTS
   1,466        0      108    2,112    3,075    3,685    3,182      264      768

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:         57)
      16        0       -5       38       30       48       25        9       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.1      0.0      2.7     53.5     77.8     93.3     80.6      6.7     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        0        1        6       12       10       13
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      295,680
COMMITMENTS
  67,889   30,125   84,106  115,248  138,005  267,242  252,236   28,437   43,444

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:       -485)
  -2,079      611    1,987    2,810   -1,817    2,718      781   -3,203   -1,266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.0     10.2     28.4     39.0     46.7     90.4     85.3      9.6     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
     101       80      127       60       82      236      232
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      404,050
COMMITMENTS
  95,406   46,572  114,406  165,572  179,665  375,384  340,643   28,666   63,407

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:      7,929)
    -432    9,804    4,987    3,585   -5,454    8,140    9,338     -212   -1,409

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.6     11.5     28.3     41.0     44.5     92.9     84.3      7.1     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      403)
     110      102      148      100      160      290      343
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,616
COMMITMENTS
   3,967    4,871      682    3,115    1,787    7,765    7,340    1,852    2,276

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:       -203)
    -167     -136       83      110       93       26       40     -230     -243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.3     50.7      7.1     32.4     18.6     80.7     76.3     19.3     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      24       36       16       16       16       50       61
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       35,838
COMMITMENTS
  10,292    5,838    7,678   10,627    7,673   28,597   21,189    7,241   14,649

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:     -4,535)
  -1,312      349   -2,534     -285     -436   -4,131   -2,621     -404   -1,914

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.7     16.3     21.4     29.7     21.4     79.8     59.1     20.2     40.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      36       35       42       46       51      103      113
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      105,003
COMMITMENTS
   9,164    1,000    2,888   91,774  100,059  103,826  103,947    1,177    1,056

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:        -65)
  -3,224     -122       -0    3,053      -71     -171     -193      106      128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      1.0      2.7     87.4     95.3     98.9     99.0      1.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6        1        3       16       15       23       18
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      121,296
COMMITMENTS
  24,747    9,586    5,423   46,275   79,010   76,445   94,018   44,851   27,278

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:      2,905)
   1,219   -4,211      723    2,504    6,625    4,446    3,138   -1,541     -233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.4      7.9      4.5     38.2     65.1     63.0     77.5     37.0     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      28       18       16       30       32       65       59
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       56,462
COMMITMENTS
  13,409    4,847    4,334   17,631   33,180   35,374   42,362   21,088   14,100

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:       -904)
  -1,899   -1,167    1,630     -193   -1,419     -462     -955     -442       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.7      8.6      7.7     31.2     58.8     62.7     75.0     37.3     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      12        8        8       14       14       30       26
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      111,355
COMMITMENTS
  40,954   20,074      494   62,839   82,333  104,287  102,901    7,068    8,454

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:     -3,069)
     388    1,343      234   -3,902   -5,003   -3,280   -3,426      211      357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.8     18.0      0.4     56.4     73.9     93.7     92.4      6.3      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      22       35        3       21       20       44       57
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      101,986
COMMITMENTS
  31,068   30,676    2,245   37,296   47,746   70,609   80,667   31,377   21,320

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:     -6,449)
  -9,750      257      181    4,951   -8,141   -4,618   -7,703   -1,831    1,254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.5     30.1      2.2     36.6     46.8     69.2     79.1     30.8     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      28       23       10       27       32       61       59
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      140,297
COMMITMENTS
  54,005   12,922    6,733   46,124   89,051  106,862  108,706   33,435   31,591

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:     -4,953)
  -6,632     -643     -452     -260   -4,528   -7,344   -5,624    2,391      670

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.5      9.2      4.8     32.9     63.5     76.2     77.5     23.8     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      30       29       17       28       26       70       60
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      228,404
COMMITMENTS
  43,226   41,687   36,607   92,975   95,242  172,808  173,537   55,596   54,867

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:      5,172)
  -3,505     -771    1,658    3,409      482    1,562    1,370    3,610    3,803

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9     18.3     16.0     40.7     41.7     75.7     76.0     24.3     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      42       56       48       53       58      123      134
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       39,411
COMMITMENTS
  18,516   12,860    5,089   14,890   21,406   38,495   39,355      916       56

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:     11,673)
     786       11        0   10,822   11,891   11,608   11,902       65     -229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.0     32.6     12.9     37.8     54.3     97.7     99.9      2.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        2        3        8        8       18       11
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       26,856
COMMITMENTS
  17,953    1,388       71    4,625   24,059   22,649   25,518    4,207    1,338

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:        352)
     -27      284      -29      320      117      264      372       88      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    66.8      5.2      0.3     17.2     89.6     84.3     95.0     15.7      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      20        7        1        9        8       30       15
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   17,701,571
COMMITMENTS
 833,644  729,039  7105764  8866466  8827466 16805873 16662269  895,698  1039302

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:     -1,039)
 -54,889  -82,994  243,347 -137,936  -70,947   50,521   89,406  -51,560  -90,445

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      4.1     40.1     50.1     49.9     94.9     94.1      5.1      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      305)
      55       71      114      156      160      280      287
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,341,228
COMMITMENTS
  58,503  160,489  116,301  1001974  904,021  1176777  1180810  164,451  160,418

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:     48,840)
  -9,182   15,915  -12,549   41,212   12,851   19,481   16,218   29,358   32,622

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4     12.0      8.7     74.7     67.4     87.7     88.0     12.3     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      634)
      89      169      107      262      266      421      474
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      532,269
COMMITMENTS
  22,001   60,313   45,125  382,844  334,340  449,970  439,778   82,299   92,491

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:     18,658)
   1,437  -13,223   -1,025   16,097    5,606   16,508   -8,642    2,149   27,299

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1     11.3      8.5     71.9     62.8     84.5     82.6     15.5     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      25       28       37       81       67      125      113
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    4,044,795
COMMITMENTS
 340,578  658,951  197,809  3095649  2848402  3634036  3705162  410,759  339,633

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:    150,909)
-109,839   88,941     -870  125,574   36,227   14,864  124,298  136,045   26,612

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4     16.3      4.9     76.5     70.4     89.8     91.6     10.2      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      588)
      86      155       90      233      252      375      441
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      110,175
COMMITMENTS
  10,461    4,946    1,077   93,557   96,236  105,095  102,259    5,080    7,916

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:      1,997)
  -2,016      113    1,077    4,734      754    3,795    1,944   -1,797       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5      4.5      1.0     84.9     87.3     95.4     92.8      4.6      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
       7        6        1       50       40       57       47
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      103,758
COMMITMENTS
   5,467    8,100    3,957   84,511   81,476   93,935   93,534    9,823   10,225

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:      4,861)
  -1,501    1,039    1,197    5,904    2,613    5,600    4,849     -739       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      7.8      3.8     81.4     78.5     90.5     90.1      9.5      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      30       38       25       85       92      132      138
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       27,297
COMMITMENTS
     729    2,801       53   23,942   18,674   24,724   21,527    2,574    5,770

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:      2,392)
     143    1,210       27    2,732    1,724    2,902    2,961     -510     -569

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7     10.3      0.2     87.7     68.4     90.6     78.9      9.4     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        5        2       14        6       18       11
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      382,305
COMMITMENTS
  35,119   37,927    8,095  302,846  314,010  346,059  360,032   36,246   22,273

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:     12,344)
  -2,207    5,158     -163   15,860    4,444   13,491    9,439   -1,147    2,905

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2      9.9      2.1     79.2     82.1     90.5     94.2      9.5      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      30       36       23       81       89      126      133
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      128,337
COMMITMENTS
  60,347   12,415    3,414   36,945   89,848  100,706  105,677   27,631   22,660

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:      8,582)
   9,720    4,696      452   -4,848    5,331    5,324   10,478    3,258   -1,897

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.0      9.7      2.7     28.8     70.0     78.5     82.3     21.5     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      33       15       11       16       21       52       44
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       31,101
COMMITMENTS
   6,743   11,393        0   17,855   10,730   24,598   22,123    6,503    8,978

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:        592)
     533      269        0     -398      755      135    1,024      457     -432

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7     36.6      0.0     57.4     34.5     79.1     71.1     20.9     28.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      11       10        0       20       15       31       25
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       62,626
COMMITMENTS
  15,507    3,653      788   18,598   52,030   34,893   56,471   27,733    6,155

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:        496)
    -473   -1,286       73     -359    2,515     -759    1,302    1,255     -806

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.8      5.8      1.3     29.7     83.1     55.7     90.2     44.3      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      17        7        2       23       29       40       38
```

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Updated September 2, 2011