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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,208
COMMITMENTS
       0      130       34    3,524    3,856    3,558    4,020      650      188

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:         32)
       0       -2        0       19       44       19       42       13      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.1      0.8     83.7     91.6     84.6     95.5     15.4      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        2       15       11       17       14
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       26,138
COMMITMENTS
   3,764    4,308    1,414   15,718   17,241   20,896   22,963    5,242    3,175

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:      1,168)
     795      246      153      215      576    1,163      975        5      193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     16.5      5.4     60.1     66.0     79.9     87.9     20.1     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      19       13       16       28       25       55       47
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      228,341
COMMITMENTS
  74,638   58,819   47,796   83,602   93,563  206,036  200,178   22,305   28,163

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:     12,782)
   5,407    5,881    8,211   -1,342      753   12,276   14,845      506   -2,063

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7     25.8     20.9     36.6     41.0     90.2     87.7      9.8     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
     106       81       94       52       71      210      208
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      291,530
COMMITMENTS
  90,007   76,321   44,403  132,605  126,380  267,015  247,104   24,515   44,426

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:       -663)
   3,957     -448      820   -3,413    2,719    1,364    3,091   -2,027   -3,754

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9     26.2     15.2     45.5     43.4     91.6     84.8      8.4     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      381)
     102      115      123       78      133      253      310
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,539
COMMITMENTS
   4,551    2,692      551    2,403    5,024    7,505    8,267    2,034    1,272

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:      1,664)
     869     -371      117      273    1,796    1,259    1,542      405      122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.7     28.2      5.8     25.2     52.7     78.7     86.7     21.3     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      42       20       11       18       29       70       51
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       35,726
COMMITMENTS
   9,227   10,698    6,106   13,077    5,332   28,410   22,136    7,316   13,590

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:       -366)
     -31       67      566     -564     -574      -29       59     -337     -425

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.8     29.9     17.1     36.6     14.9     79.5     62.0     20.5     38.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      25       53       42       50       40      103      113
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        6,661
COMMITMENTS
     207    1,854       78    5,845    4,527    6,130    6,459      531      202

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:        121)
      18       35        6       93       74      117      115        4        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1     27.8      1.2     87.7     68.0     92.0     97.0      8.0      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        8        7       11       11       19       22
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      106,289
COMMITMENTS
   6,618    5,721    4,874   94,586   95,295  106,078  105,890      211      399

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:      1,130)
   1,165      353        0      123      999    1,288    1,352     -158     -222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      5.4      4.6     89.0     89.7     99.8     99.6      0.2      0.4

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 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      123,658
COMMITMENTS
  53,894   25,301    1,246   29,523   75,171   84,663  101,718   38,995   21,940

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:     14,400)
  10,704    1,233    1,208   -2,546   10,549    9,366   12,990    5,034    1,410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.6     20.5      1.0     23.9     60.8     68.5     82.3     31.5     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      34       16        6       17       24       53       44
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       56,773
COMMITMENTS
   6,140   24,994        0   41,811   12,457   47,951   37,451    8,822   19,322

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:        394)
    -631      308        0    1,349      402      718      710     -324     -316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8     44.0      0.0     73.6     21.9     84.5     66.0     15.5     34.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       7       12        0       10       11       17       23
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      206,996
COMMITMENTS
  95,816   12,305    2,646  103,219  189,135  201,681  204,086    5,315    2,910

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:     25,476)
  13,915     -218    1,386    9,848   24,312   25,149   25,480      327       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.3      5.9      1.3     49.9     91.4     97.4     98.6      2.6      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      49       22        9       19       23       74       50
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      114,042
COMMITMENTS
  32,054   32,342      702   61,071   52,308   93,827   85,352   20,215   28,690

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:     -1,083)
   6,290   -1,697     -959   -9,560    1,688   -4,229     -968    3,146     -115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1     28.4      0.6     53.6     45.9     82.3     74.8     17.7     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      17       28        3       24       22       42       52
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      151,036
COMMITMENTS
  55,983   25,279      540   71,053   87,076  127,576  112,895   23,460   38,141

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:      2,038)
     100   -3,065       48    1,936    1,663    2,084   -1,354      -46    3,392

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.1     16.7      0.4     47.0     57.7     84.5     74.7     15.5     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      23       29        6       19       24       46       55
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      321,568
COMMITMENTS
  43,152  180,962    3,058  241,859   73,974  288,069  257,994   33,499   63,574

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:       -675)
  -3,590    2,509       65    3,418     -573     -107    2,001     -568   -2,676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4     56.3      1.0     75.2     23.0     89.6     80.2     10.4     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      40       76       15       49       50       99      131
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       17,180
COMMITMENTS
  14,124   14,285       36    2,482    2,042   16,642   16,363      538      817

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:        178)
     207        0        0      -71      207      136      207       42      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    82.2     83.1      0.2     14.4     11.9     96.9     95.2      3.1      4.8

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 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       30,100
COMMITMENTS
  18,273    3,026      124    7,482   25,208   25,879   28,358    4,221    1,742

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:      1,155)
     465     -194      -19      863    1,337    1,309    1,124     -154       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.7     10.1      0.4     24.9     83.7     86.0     94.2     14.0      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      21       12        1        9        9       31       21
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    7,735,507
COMMITMENTS
 1208486  501,473  1255877  4403498  5074290  6867861  6831640  867,646  903,867

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:   -171,551)
-145,829 -167,367   37,502  -81,335  -46,478 -189,662 -176,343   18,111    4,792

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6      6.5     16.2     56.9     65.6     88.8     88.3     11.2     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      53       42       71      124      132      217      210
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      820,949
COMMITMENTS
  79,767   80,695   27,023  572,264  599,821  679,054  707,540  141,895  113,409

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:     18,237)
  -1,183    4,926    2,191   19,708   13,974   20,716   21,091   -2,480   -2,855

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7      9.8      3.3     69.7     73.1     82.7     86.2     17.3     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      566)
     110      107       57      228      239      364      380
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      236,436
COMMITMENTS
   9,807    7,218    7,053  153,260  155,024  170,120  169,295   66,316   67,141

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:         89)
  -2,169    1,465    1,094      307      666     -768    3,225      857   -3,136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      3.1      3.0     64.8     65.6     72.0     71.6     28.0     28.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      10        9        6       61       49       74       62
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,922,565
COMMITMENTS
 385,616  403,203   64,036  2095018  2223984  2544670  2691223  377,895  231,342

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:     90,739)
     753   13,132    9,662   97,007   66,538  107,422   89,332  -16,683    1,407

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2     13.8      2.2     71.7     76.1     87.1     92.1     12.9      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      542)
     109      108       50      200      219      332      355
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      110,229
COMMITMENTS
  12,920    2,538        0   87,419  103,376  100,339  105,914    9,890    4,315

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:      4,598)
      53      -46        0    3,719    4,012    3,772    3,966      826      632

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7      2.3      0.0     79.3     93.8     91.0     96.1      9.0      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      13        3        0       54       39       67       42
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       81,993
COMMITMENTS
  26,731    5,424      149   48,696   72,495   75,576   78,068    6,417    3,925

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:      3,442)
   1,735      796       31    1,227    2,486    2,993    3,312      449      129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.6      6.6      0.2     59.4     88.4     92.2     95.2      7.8      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      72       30        9       58       80      134      115
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      409,963
COMMITMENTS
 133,654   27,121      744  243,481  362,475  377,879  390,340   32,084   19,623

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:     17,209)
   8,674    3,981      153    6,136   12,428   14,963   16,562    2,246      647

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.6      6.6      0.2     59.4     88.4     92.2     95.2      7.8      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      72       30        9       58       80      134      115
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      176,287
COMMITMENTS
 109,875   43,196      367   34,273  111,003  144,515  154,566   31,772   21,721

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:     13,851)
  15,240    1,455       16   -2,089   12,437   13,167   13,908      684      -57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.3     24.5      0.2     19.4     63.0     82.0     87.7     18.0     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      34       33        5       21       23       59       57
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       31,161
COMMITMENTS
   4,261   11,900        0   20,269    5,069   24,530   16,969    6,631   14,192

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:       -453)
    -509     -251       -2      323     -364     -188     -617     -265      164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     38.2      0.0     65.0     16.3     78.7     54.5     21.3     45.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       7        6        0       19        7       26       13
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       51,626
COMMITMENTS
  10,840    5,359      808   34,521   12,893   46,169   19,060    5,457   32,566

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:     -2,102)
     -28      121      242      254      691      468    1,054   -2,570   -3,156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     10.4      1.6     66.9     25.0     89.4     36.9     10.6     63.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      12        6        2       24       15       37       22
```

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Updated August 17, 2012