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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,289
COMMITMENTS
       0       85       24    3,514    3,917    3,538    4,026      751      263

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:         81)
       0      -45      -10      -10       61      -20        6      101       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.0      0.6     81.9     91.3     82.5     93.9     17.5      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        2       15       11       17       13
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       28,247
COMMITMENTS
   4,226    4,347    1,795   16,634   18,711   22,655   24,853    5,592    3,394

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:      2,109)
     462       39      381      916    1,470    1,759    1,890      350      219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     15.4      6.4     58.9     66.2     80.2     88.0     19.8     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      20       16       17       29       26       59       49
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      225,085
COMMITMENTS
  70,731   56,953   47,338   83,081   91,428  201,150  195,719   23,935   29,366

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:     -3,256)
  -3,907   -1,866     -458     -521   -2,135   -4,886   -4,459    1,630    1,203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.4     25.3     21.0     36.9     40.6     89.4     87.0     10.6     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      277)
      93       82       99       50       70      202      208
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      287,750
COMMITMENTS
  89,753   68,068   40,516  133,299  132,421  263,568  241,005   24,182   46,745

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:     -3,780)
    -254   -8,253   -3,887      694    6,041   -3,447   -6,099     -333    2,319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2     23.7     14.1     46.3     46.0     91.6     83.8      8.4     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      382)
     103      109      122       70      135      249      307
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,070
COMMITMENTS
   4,841    2,824      688    2,204    4,876    7,733    8,388    2,337    1,682

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:        531)
     290      132      137     -199     -148      228      121      303      410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.1     28.0      6.8     21.9     48.4     76.8     83.3     23.2     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      44       21       12       18       30       73       53
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       36,574
COMMITMENTS
   9,176   11,741    6,339   13,687    5,493   29,202   23,573    7,372   13,001

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:        848)
     -51    1,043      233      610      161      792    1,437       56     -589

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1     32.1     17.3     37.4     15.0     79.8     64.5     20.2     35.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      30       53       43       54       41      109      118
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        6,704
COMMITMENTS
     207    1,768      102    5,846    4,642    6,155    6,512      549      192

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:         43)
       0      -86       24        1      115       25       53       18      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1     26.4      1.5     87.2     69.2     91.8     97.1      8.2      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        8        7       11       11       20       21
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       89,102
COMMITMENTS
   6,783    5,828    4,874   77,218   77,992   88,875   88,694      227      408

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:    -17,187)
     165      107        0  -17,368  -17,303  -17,203  -17,196       16        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      6.5      5.5     86.7     87.5     99.7     99.5      0.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        3        2       15       18       18       23
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      150,410
COMMITMENTS
  76,008   25,141    1,034   28,897  103,360  105,939  129,535   44,471   20,875

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:     26,752)
  22,114     -160     -212     -626   28,189   21,276   27,817    5,476   -1,065

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.5     16.7      0.7     19.2     68.7     70.4     86.1     29.6     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      37       15        7       17       28       56       48
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       54,619
COMMITMENTS
   5,921   21,583      267   37,181   12,089   43,369   33,939   11,250   20,680

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:     -2,154)
    -219   -3,411      267   -4,630     -368   -4,582   -3,512    2,428    1,358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8     39.5      0.5     68.1     22.1     79.4     62.1     20.6     37.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        8        1        9       10       16       19
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      222,772
COMMITMENTS
 107,140    9,159    2,311  107,627  208,437  217,078  219,907    5,694    2,865

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:     15,776)
  11,324   -3,146     -335    4,408   19,302   15,397   15,821      379      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.1      4.1      1.0     48.3     93.6     97.4     98.7      2.6      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      53       18        9       19       24       78       47
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      118,550
COMMITMENTS
  45,984   38,151      183   47,356   52,511   93,523   90,845   25,027   27,705

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:      4,508)
  13,930    5,809     -519  -13,715      203     -304    5,493    4,812     -985

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.8     32.2      0.2     39.9     44.3     78.9     76.6     21.1     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      29       27        4       23       24       53       54
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      141,458
COMMITMENTS
  43,584   32,413    1,133   78,662   67,012  123,379  100,558   18,079   40,900

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:     -9,578)
 -12,399    7,134      593    7,609  -20,064   -4,197  -12,337   -5,381    2,759

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.8     22.9      0.8     55.6     47.4     87.2     71.1     12.8     28.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      14       40        6       22       22       41       63
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      321,166
COMMITMENTS
  45,986  169,918    2,913  232,459   85,016  281,358  257,847   39,808   63,319

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:       -402)
   2,834  -11,044     -145   -9,400   11,042   -6,711     -147    6,309     -255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3     52.9      0.9     72.4     26.5     87.6     80.3     12.4     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      41       71       17       51       53      103      130
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       17,010
COMMITMENTS
  14,126   14,285       36    2,294    2,020   16,456   16,341      554      669

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:       -170)
       2        0        0     -188      -22     -186      -22       16     -148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    83.0     84.0      0.2     13.5     11.9     96.7     96.1      3.3      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       8        4        1        7        6       15       11
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       31,984
COMMITMENTS
  19,835    3,463      124    7,596   26,527   27,555   30,114    4,429    1,870

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:      1,884)
   1,562      437        0      114    1,319    1,676    1,756      208      128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.0     10.8      0.4     23.7     82.9     86.2     94.2     13.8      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      21       11        1        8       12       30       23
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    7,729,894
COMMITMENTS
 1148932  477,706  1322590  4442008  5033315  6913530  6833611  816,364  896,283

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:     -5,613)
 -59,554  -23,767   66,713   38,510  -40,975   45,669    1,971  -51,282   -7,584

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9      6.2     17.1     57.5     65.1     89.4     88.4     10.6     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      51       41       73      124      136      218      217
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      834,977
COMMITMENTS
  74,879   83,505   26,338  586,733  609,366  687,950  719,210  147,026  115,767

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:     14,028)
  -4,888    2,809     -685   14,470    9,546    8,896   11,670    5,131    2,358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0     10.0      3.2     70.3     73.0     82.4     86.1     17.6     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      561)
      98      108       45      235      243      357      373
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      235,329
COMMITMENTS
   8,075    8,415    5,477  152,772  153,612  166,324  167,504   69,005   67,825

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:     -1,107)
  -1,732    1,197   -1,576     -488   -1,412   -3,796   -1,791    2,689      684

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      3.6      2.3     64.9     65.3     70.7     71.2     29.3     28.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
       6        6        4       59       49       67       58
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,998,239
COMMITMENTS
 365,785  407,216   72,540  2169807  2278772  2608132  2758528  390,107  239,711

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:     75,674)
 -19,831    4,013    8,504   74,789   54,788   63,462   67,305   12,212    8,369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2     13.6      2.4     72.4     76.0     87.0     92.0     13.0      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      534)
      98      106       41      208      220      326      347
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      115,901
COMMITMENTS
  14,908    2,561        0   90,184  108,687  105,092  111,248   10,809    4,653

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:      5,672)
   1,988       23        0    2,765    5,311    4,753    5,334      919      338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9      2.2      0.0     77.8     93.8     90.7     96.0      9.3      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      16        3        0       54       38       70       41
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      101,917
COMMITMENTS
  30,427    6,064      952   58,984   88,903   90,363   95,920   11,553    5,997

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:     19,924)
   3,696      640      804   10,288   16,408   14,787   17,852    5,137    2,072

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.9      5.9      0.9     57.9     87.2     88.7     94.1     11.3      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      73       30       14       66       82      144      122
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       13,980
COMMITMENTS
     739    1,231        0    8,381   12,107    9,120   13,338    4,860      642

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      8.8      0.0     59.9     86.6     65.2     95.4     34.8      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        0       11        8       13       10
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      439,683
COMMITMENTS
 152,410   28,135      792  253,014  383,982  406,216  412,909   33,467   26,774

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:     29,720)
  18,756    1,014       48    9,533   21,507   28,337   22,569    1,383    7,151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.7      6.4      0.2     57.5     87.3     92.4     93.9      7.6      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
      72       31       12       58       81      134      120
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      195,293
COMMITMENTS
 127,500   40,618      253   34,598  133,528  162,351  174,399   32,942   20,894

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:     19,006)
  17,625   -2,578     -114      325   22,525   17,836   19,833    1,170     -827

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.3     20.8      0.1     17.7     68.4     83.1     89.3     16.9     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      37       32        7       25       27       67       61
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       30,096
COMMITMENTS
   2,333   11,423        0   20,365    4,665   22,698   16,088    7,398   14,008

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:     -1,065)
  -1,928     -477        0       96     -404   -1,832     -881      767     -184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8     38.0      0.0     67.7     15.5     75.4     53.5     24.6     46.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        5        0       18        5       23       10
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       50,250
COMMITMENTS
  12,592    6,357      941   30,183   14,393   43,716   21,691    6,534   28,559

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:     -1,376)
   1,752      998      133   -4,338    1,500   -2,453    2,631    1,077   -4,007

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1     12.7      1.9     60.1     28.6     87.0     43.2     13.0     56.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      16        5        3       23       17       39       25
```

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Updated August 24, 2012