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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 08/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,176
COMMITMENTS
       0      132       34    3,505    3,812    3,539    3,978      637      198

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:       -595)
       0      -67       -7     -544     -458     -551     -532      -44      -63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.2      0.8     83.9     91.3     84.7     95.3     15.3      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        2       16       11       18       14
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 08/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       24,970
COMMITMENTS
   2,969    4,062    1,261   15,503   16,665   19,733   21,988    5,237    2,982

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     -2,263)
  -1,072     -396      -58   -1,018   -1,326   -2,148   -1,780     -115     -483

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9     16.3      5.1     62.1     66.7     79.0     88.1     21.0     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      15       15       16       30       26       54       48
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 08/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      215,559
COMMITMENTS
  69,231   52,938   39,585   84,944   92,810  193,760  185,333   21,799   30,226

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     -6,133)
     773    7,944   -4,980   -2,554   -7,332   -6,761   -4,368      628   -1,765

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.1     24.6     18.4     39.4     43.1     89.9     86.0     10.1     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      95       78       87       46       67      191      195
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 08/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      292,193
COMMITMENTS
  86,050   76,769   43,583  136,018  123,661  265,651  244,013   26,542   48,180

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:    -11,319)
  -8,638     -749   -7,664    3,395   -4,913  -12,907  -13,326    1,588    2,007

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4     26.3     14.9     46.6     42.3     90.9     83.5      9.1     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      377)
      87      115      123       80      135      244      318
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 08/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        7,875
COMMITMENTS
   3,682    3,063      434    2,130    3,228    6,246    6,725    1,629    1,150

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:       -413)
     -29      -89     -315      101       77     -243     -327     -170      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.8     38.9      5.5     27.0     41.0     79.3     85.4     20.7     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      34       21       10       18       24       62       46
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 08/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       36,092
COMMITMENTS
   9,258   10,631    5,540   13,641    5,906   28,439   22,077    7,653   14,015

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:       -673)
      31      502      224     -619      341     -364    1,067     -309   -1,740

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7     29.5     15.3     37.8     16.4     78.8     61.2     21.2     38.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      32       51       45       54       42      114      119
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 08/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        6,540
COMMITMENTS
     189    1,819       72    5,752    4,453    6,013    6,344      527      196

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     -1,189)
      17     -682       -3   -1,094     -476   -1,080   -1,161     -109      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9     27.8      1.1     88.0     68.1     91.9     97.0      8.1      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        6        7       11       10       20       19
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 08/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      105,159
COMMITMENTS
   5,453    5,368    4,874   94,463   94,296  104,790  104,538      369      621

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:      2,721)
   1,159     -194      -11    1,465    2,781    2,613    2,576      108      145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      5.1      4.6     89.8     89.7     99.6     99.4      0.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        2        2       14       17       17       21
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 08/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      109,258
COMMITMENTS
  43,190   24,068       38   32,069   64,622   75,297   88,728   33,961   20,530

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:      8,176)
  12,538    5,865     -791   -4,799    5,040    6,948   10,114    1,228   -1,938

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.5     22.0      0.0     29.4     59.1     68.9     81.2     31.1     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      29       16        3       19       27       50       44
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 08/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       56,379
COMMITMENTS
   6,771   24,686        0   40,462   12,055   47,233   36,741    9,146   19,638

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     -3,157)
   1,362      469        0   -5,403      391   -4,041      860      884   -4,017

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0     43.8      0.0     71.8     21.4     83.8     65.2     16.2     34.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       7       13        0       10       11       17       24
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 08/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      181,520
COMMITMENTS
  81,901   12,523    1,260   93,371  164,823  176,532  178,606    4,988    2,914

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     10,543)
  12,359   -9,463     -203   -2,498   21,034    9,658   11,368      885     -825

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.1      6.9      0.7     51.4     90.8     97.3     98.4      2.7      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      44       18        8       14       22       61       48
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 08/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      115,125
COMMITMENTS
  25,764   34,039    1,661   70,631   50,620   98,056   86,320   17,069   28,805

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:      4,355)
  -5,540      925      533    9,279    1,409    4,272    2,867       83    1,488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4     29.6      1.4     61.4     44.0     85.2     75.0     14.8     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      17       28        5       26       23       46       53
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 08/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      148,998
COMMITMENTS
  55,883   28,344      492   69,117   85,413  125,492  114,249   23,506   34,749

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:      4,903)
     510    5,225      -53    4,614   -1,731    5,071    3,441     -168    1,462

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.5     19.0      0.3     46.4     57.3     84.2     76.7     15.8     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      28       31        7       18       23       50       57
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 08/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      322,243
COMMITMENTS
  46,742  178,453    2,993  238,441   74,547  288,176  255,993   34,067   66,250

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     10,807)
   5,415   -1,868     -321    4,359   13,177    9,453   10,988    1,354     -181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5     55.4      0.9     74.0     23.1     89.4     79.4     10.6     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      44       72       14       48       50      100      128
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 08/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       17,002
COMMITMENTS
  13,917   14,285       36    2,553    1,835   16,506   16,156      496      846

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:        495)
     864      346      -89     -290      147      485      404       10       91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    81.9     84.0      0.2     15.0     10.8     97.1     95.0      2.9      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7        4        1        7        6       14       11
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 08/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       28,945
COMMITMENTS
  17,808    3,220      143    6,619   23,871   24,570   27,234    4,375    1,711

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:      3,978)
   4,149      -92      -43     -532    4,187    3,574    4,052      404      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.5     11.1      0.5     22.9     82.5     84.9     94.1     15.1      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      22       14        2        6        9       30       23
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 08/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    7,907,058
COMMITMENTS
 1354315  668,840  1218375  4484833  5120768  7057523  7007983  849,535  899,075

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:    -27,045)
-100,541     -243   32,104   50,999  -82,561  -17,438  -50,700   -9,607   23,655

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1      8.5     15.4     56.7     64.8     89.3     88.6     10.7     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      55       42       67      123      131      215      207
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 08/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      802,712
COMMITMENTS
  80,950   75,769   24,832  552,555  585,847  658,338  686,448  144,375  116,264

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     20,916)
   8,995   -2,605    4,560   10,423   20,553   23,978   22,508   -3,061   -1,591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1      9.4      3.1     68.8     73.0     82.0     85.5     18.0     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      562)
     111      100       57      234      237      371      370
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 08/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      236,347
COMMITMENTS
  11,976    5,753    5,959  152,953  154,358  170,888  166,070   65,459   70,277

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:      5,851)
   3,366     -270    1,195    4,248    5,694    8,809    6,619   -2,958     -768

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      2.4      2.5     64.7     65.3     72.3     70.3     27.7     29.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      11        9        6       58       48       72       61
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 08/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,831,826
COMMITMENTS
 384,863  390,071   54,374  1998011  2157446  2437248  2601891  394,578  229,935

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     75,327)
  40,765      944    4,206   30,873   74,293   75,844   79,443     -517   -4,116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     13.8      1.9     70.6     76.2     86.1     91.9     13.9      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      537)
     110      100       49      206      218      339      344
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 08/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      105,631
COMMITMENTS
  12,867    2,584        0   83,700   99,364   96,567  101,948    9,064    3,683

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:      1,541)
   3,006      265        0     -890    1,853    2,116    2,118     -575     -577

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2      2.4      0.0     79.2     94.1     91.4     96.5      8.6      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      13        3        0       53       39       66       42
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 08/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       78,551
COMMITMENTS
  24,996    4,628      118   47,469   70,009   72,583   74,756    5,968    3,795

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:      4,850)
   4,943      245       45     -534    3,650    4,454    3,940      396      910

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.8      5.9      0.2     60.4     89.1     92.4     95.2      7.6      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      71       25        8       58       80      131      111
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 08/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      392,754
COMMITMENTS
 124,980   23,140      591  237,345  350,047  362,916  373,778   29,838   18,976

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     24,252)
  24,717    1,225      225   -2,670   18,250   22,272   19,700    1,980    4,552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.8      5.9      0.2     60.4     89.1     92.4     95.2      7.6      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      71       25        8       58       80      131      111
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 08/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      162,436
COMMITMENTS
  94,635   41,741      351   36,362   98,566  131,348  140,658   31,088   21,778

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     17,938)
  14,740     -919      -22     -361   18,113   14,357   17,172    3,581      766

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.3     25.7      0.2     22.4     60.7     80.9     86.6     19.1     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      26       29        4       23       21       52       51
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 08/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       31,614
COMMITMENTS
   4,770   12,151        2   19,946    5,433   24,718   17,586    6,896   14,028

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:        353)
     396    1,018        0     -209       15      187    1,033      166     -680

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1     38.4      0.0     63.1     17.2     78.2     55.6     21.8     44.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       9        6        1       19        7       28       14
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 08/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       53,728
COMMITMENTS
  10,868    5,238      566   34,267   12,202   45,701   18,006    8,027   35,722

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:      2,962)
     337     -709      -90      209   -1,728      456   -2,527    2,506    5,489

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2      9.7      1.1     63.8     22.7     85.1     33.5     14.9     66.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      12        5        2       24       15       36       22
```

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Updated August 10, 2012