```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,342
COMMITMENTS
     183      691       64    3,404    3,285    3,652    4,040      691      302

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:         80)
       0       11        4       48       16       52       31       28       49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2     15.9      1.5     78.4     75.7     84.1     93.0     15.9      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        4        1       13       12       15       16
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       57,672
COMMITMENTS
   9,409    1,352   13,956   26,910   31,906   50,275   47,214    7,397   10,458

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:        539)
      29       20      125      838      714      993      859     -453     -320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3      2.3     24.2     46.7     55.3     87.2     81.9     12.8     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      29        4       21       38       41       71       62
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        3,893
COMMITMENTS
   1,451        0      113    2,074    3,044    3,637    3,157      256      736

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:         24)
      11      -73        7      -22       73       -4        7       28       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.3      0.0      2.9     53.3     78.2     93.4     81.1      6.6     18.9

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 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      296,165
COMMITMENTS
  69,968   29,514   82,119  112,438  139,822  264,524  251,454   31,640   44,711

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:      8,118)
  -1,326    2,011    5,448    3,332     -870    7,454    6,590      664    1,528

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.6     10.0     27.7     38.0     47.2     89.3     84.9     10.7     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
     100       69      120       62       85      231      225
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      396,122
COMMITMENTS
  95,838   36,767  109,420  161,987  185,118  367,244  331,305   28,877   64,817

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:     -8,087)
  -8,332    6,251   -1,124      846  -12,747   -8,611   -7,620      524     -467

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.2      9.3     27.6     40.9     46.7     92.7     83.6      7.3     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      399)
     114       88      134      104      168      286      333
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,820
COMMITMENTS
   4,134    5,007      599    3,005    1,693    7,739    7,300    2,081    2,520

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:         79)
     -15       76      -16     -103     -118     -134      -58      213      137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.1     51.0      6.1     30.6     17.2     78.8     74.3     21.2     25.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      26       35       14       17       16       49       61
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       40,373
COMMITMENTS
  11,604    5,489   10,211   10,913    8,110   32,728   23,810    7,645   16,563

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:        367)
     167    1,315      663      513     -215    1,343    1,762     -976   -1,395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.7     13.6     25.3     27.0     20.1     81.1     59.0     18.9     41.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      45       36       52       55       61      127      129
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      105,068
COMMITMENTS
  12,388    1,122    2,888   88,721  100,130  103,997  104,140    1,071      928

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:      1,188)
   1,678        0        0     -607    1,220    1,071    1,220      117      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8      1.1      2.7     84.4     95.3     99.0     99.1      1.0      0.9

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 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      118,391
COMMITMENTS
  23,528   13,796    4,699   43,772   72,385   71,999   90,881   46,392   27,511

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:      2,075)
     314   -4,525      276       31    4,777      622      529    1,453    1,546

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9     11.7      4.0     37.0     61.1     60.8     76.8     39.2     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      26       17       16       26       30       59       56
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       57,366
COMMITMENTS
  15,308    6,014    2,704   17,824   34,600   35,836   43,317   21,530   14,049

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:        479)
   1,692      728       49     -242      865    1,499    1,642   -1,020   -1,163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.7     10.5      4.7     31.1     60.3     62.5     75.5     37.5     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      10       11        5       13       13       27       25
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      114,424
COMMITMENTS
  40,566   18,731      260   66,741   87,336  107,567  106,327    6,857    8,097

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:      4,407)
    -103      696     -109    4,788    3,519    4,576    4,106     -169      301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.5     16.4      0.2     58.3     76.3     94.0     92.9      6.0      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      22       31        2       20       19       43       51
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      108,436
COMMITMENTS
  40,818   30,419    2,064   32,345   55,887   75,227   88,370   33,208   20,066

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:      2,094)
   4,644   -9,070      320   -6,123   12,126   -1,159    3,376    3,253   -1,282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.6     28.1      1.9     29.8     51.5     69.4     81.5     30.6     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      32       24       10       25       33       64       60
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      145,250
COMMITMENTS
  60,637   13,565    7,185   46,384   93,579  114,206  114,329   31,044   30,921

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:      6,276)
   1,521    1,552    1,734    6,821    1,646   10,076    4,931   -3,800    1,344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.7      9.3      4.9     31.9     64.4     78.6     78.7     21.4     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      36       29       20       30       25       77       63
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      223,232
COMMITMENTS
  46,731   42,458   34,949   89,566   94,760  171,246  172,167   51,986   51,065

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:      8,021)
     192    4,570      830    4,911    2,802    5,933    8,202    2,088     -182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.9     19.0     15.7     40.1     42.4     76.7     77.1     23.3     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      35       61       47       54       60      122      135
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       27,738
COMMITMENTS
  17,730   12,849    5,089    4,068    9,515   26,887   27,453      851      285

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    63.9     46.3     18.3     14.7     34.3     96.9     99.0      3.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        2        3        7        5       17        8
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       26,504
COMMITMENTS
  17,980    1,104      100    4,305   23,942   22,385   25,146    4,119    1,358

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:       -201)
  -1,234      307      100      531     -447     -603      -40      402     -161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.8      4.2      0.4     16.2     90.3     84.5     94.9     15.5      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      19        6        1        8        9       27       16
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   17,702,610
COMMITMENTS
 888,533  812,034  6862416  9004402  8898413 16755352 16572863  947,258  1129747

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:     56,019)
  -5,206   69,561  131,276  -59,686 -200,013   66,384      825  -10,365   55,195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      4.6     38.8     50.9     50.3     94.6     93.6      5.4      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
      59       66      113      153      157      277      282
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,292,389
COMMITMENTS
  67,684  144,574  128,850  960,762  891,170  1157296  1164593  135,093  127,796

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:    -14,745)
   1,611   14,216  -17,802    1,160   -7,666  -15,031  -11,252      287   -3,492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2     11.2     10.0     74.3     69.0     89.5     90.1     10.5      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      637)
      99      160      118      268      265      440      471
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      513,612
COMMITMENTS
  20,565   73,535   46,150  366,747  328,734  433,462  448,420   80,150   65,192

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:    -16,593)
     405   21,121  -20,928    4,089  -16,466  -16,434  -16,273     -158     -320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0     14.3      9.0     71.4     64.0     84.4     87.3     15.6     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      23       27       34       81       66      123      108
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,893,885
COMMITMENTS
 450,418  570,009  198,679  2970074  2812175  3619172  3580864  274,713  313,021

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:      9,240)
  92,560   52,002  -70,898  -14,645   43,999    7,016   25,102    2,223  -15,863

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6     14.6      5.1     76.3     72.2     92.9     92.0      7.1      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      588)
      96      144       99      238      250      391      436
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      108,177
COMMITMENTS
  12,477    4,833        0   88,823   95,482  101,300  100,315    6,878    7,863

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:      3,097)
   1,977     -800   -1,310      859    5,844    1,526    3,734    1,571     -637

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5      4.5      0.0     82.1     88.3     93.6     92.7      6.4      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
       7        5        0       49       40       56       45
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       98,898
COMMITMENTS
   6,968    7,061    2,761   78,607   78,863   88,336   88,685   10,562   10,213

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:      3,917)
     713   -1,455     -749    3,945    5,963    3,910    3,759        7      157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      7.1      2.8     79.5     79.7     89.3     89.7     10.7     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      29       36       18       82       94      123      137
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       24,906
COMMITMENTS
     586    1,591       25   21,210   16,950   21,822   18,566    3,084    6,339

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:      2,034)
    -162       81       -6    2,326    1,598    2,158    1,673     -124      360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      6.4      0.1     85.2     68.1     87.6     74.5     12.4     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        4        2       10        6       14       10
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      369,961
COMMITMENTS
  37,326   32,769    8,257  286,986  309,566  332,569  350,593   37,393   19,368

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:      9,415)
   3,635   -8,422   -2,971    8,094   21,823    8,757   10,429      657   -1,015

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1      8.9      2.2     77.6     83.7     89.9     94.8     10.1      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      29       35       17       79       90      118      132
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      119,756
COMMITMENTS
  50,627    7,719    2,962   41,793   84,517   95,382   95,199   24,374   24,557

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:      8,993)
   9,536   -4,277       67   -1,769   14,219    7,834   10,009    1,159   -1,016

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.3      6.4      2.5     34.9     70.6     79.6     79.5     20.4     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      24       16       14       18       22       49       45
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       30,509
COMMITMENTS
   6,210   11,124        0   18,253    9,975   24,463   21,099    6,046    9,410

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:     -1,572)
    -501     -407        0     -925   -2,118   -1,426   -2,525     -146      953

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.4     36.5      0.0     59.8     32.7     80.2     69.2     19.8     30.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      10       10        0       19       15       29       25
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       62,130
COMMITMENTS
  15,980    4,939      715   18,957   49,515   35,652   55,169   26,478    6,961

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:      3,168)
  -2,213      491     -389    3,568    2,487      966    2,589    2,202      579

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.7      7.9      1.2     30.5     79.7     57.4     88.8     42.6     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      18        9        3       22       27       40       39
```

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Updated August 26, 2011