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Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   118,391
Positions
     7,719     51,476      8,616     15,876      7,582        306     18,307     12,207      9,890     10,486          4        799     46,392     27,511
 
Changes from:       August 16, 2011                                  Total Change is:     2,075
    -1,105      4,538        557      1,158        999          9     -1,159     -5,839         94        902          4        166      1,453      1,546
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       43.5        7.3       13.4        6.4        0.3       15.5       10.3        8.4        8.9        0.0        0.7       39.2       23.2
 
Number of Traders in Each Category                                    Total Traders:        81
         5         16          7          4          6          .         19         16         18         14          .          6
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Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    57,366
Positions
     5,794     30,295      3,992        935        996        119     22,186      5,105      2,810          0          0          0     21,530     14,049
 
Changes from:       August 16, 2011                                  Total Change is:       479
       710        579         32          0        402          0        814        686        -57          0          0          0     -1,020     -1,163
 
Percent of Open Interest Represented by Each Category of Trader
      10.1       52.8        7.0        1.6        1.7        0.2       38.7        8.9        4.9        0.0        0.0        0.0       37.5       24.5
 
Number of Traders in Each Category                                    Total Traders:        39
         6         10          6          .          .          .         11          9          5          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   108,436
Positions
    14,201     21,555      2,426     11,043     31,288        846     44,258     25,653      2,007        445      4,595          0     33,208     20,066
 
Changes from:       August 16, 2011                                  Total Change is:     2,094
    -6,873     10,656       -563      1,128      1,014        -20      5,188     -8,157        351       -370         95          0      3,253     -1,282
 
Percent of Open Interest Represented by Each Category of Trader
      13.1       19.9        2.2       10.2       28.9        0.8       40.8       23.7        1.9        0.4        4.2        0.0       30.6       18.5
 
Number of Traders in Each Category                                    Total Traders:        98
         9         13          8          6         12          4         33         19         14          .          5          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   145,250
Positions
     6,944     73,723      6,843     34,936      9,589      1,087     56,195     14,110      6,203      1,498      2,275        500     31,044     30,921
 
Changes from:       August 16, 2011                                  Total Change is:     6,276
        81        639        707      1,953        754         17      5,240      1,077      1,158        498        157        422     -3,800      1,344
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       50.8        4.7       24.1        6.6        0.7       38.7        9.7        4.3        1.0        1.6        0.3       21.4       21.3
 
Number of Traders in Each Category                                    Total Traders:       105
         9         14          9         11          8          4         36         18         19          .          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   223,232
Positions
    35,133     39,853     16,265     25,519     32,993      1,899     43,097     36,848     32,065     13,076      8,052      4,191     51,986     51,065
 
Changes from:       August 16, 2011                                  Total Change is:     8,021
       847      3,384      1,640        771        373        224      1,250      1,083      1,294         77        374       -170      2,088       -182
 
Percent of Open Interest Represented by Each Category of Trader
      15.7       17.9        7.3       11.4       14.8        0.9       19.3       16.5       14.4        5.9        3.6        1.9       23.3       22.9
 
Number of Traders in Each Category                                    Total Traders:       175
        21         15         16         16         22         14         33         50         42          6         12         10
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Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   119,756
Positions
    15,119     72,206      3,184      2,666      7,620        312     70,370      9,010      2,634        963         99        134     24,374     24,557
 
Changes from:       August 16, 2011                                  Total Change is:     8,993
    -2,114     11,123        362          0        -89         -3      9,510     -1,384        -14         97         19         -4      1,159     -1,016
 
Percent of Open Interest Represented by Each Category of Trader
      12.6       60.3        2.7        2.2        6.4        0.3       58.8        7.5        2.2        0.8        0.1        0.1       20.4       20.5
 
Number of Traders in Each Category                                    Total Traders:        68
        11         12         11          .          6          .         20         12         11          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is   105,068
Positions
    47,640     58,220     33,042          0          0          0     21,382     12,027        851      1,082          0          0      1,071        928
 
Changes from:       August 16, 2011                                  Total Change is:     1,188
     2,202      2,351     -1,131          0          0          0          0          0          0          0          0          0        117        -32
 
Percent of Open Interest Represented by Each Category of Trader
      45.3       55.4       31.4        0.0        0.0        0.0       20.4       11.4        0.8        1.0        0.0        0.0        1.0        0.9
 
Number of Traders in Each Category                                    Total Traders:        25
         7         12         15          0          0          0          .          .          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   114,424
Positions
    42,244     67,860        554     23,971      1,564          0     39,645     31,473        355        798      4,521          0      6,857      8,097
 
Changes from:       August 16, 2011                                  Total Change is:     4,407
     1,473      2,651         -4      2,848        532          0        505        538       -109       -137        498          0       -169        301
 
Percent of Open Interest Represented by Each Category of Trader
      36.9       59.3        0.5       20.9        1.4        0.0       34.6       27.5        0.3        0.7        4.0        0.0        6.0        7.1
 
Number of Traders in Each Category                                    Total Traders:        90
        10         11          .          7          .          0         20         29          .          .          8          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    27,738
Positions
    18,184      9,449      2,642      1,062          0          0      2,012        221          3        474     12,628      2,510        851        285
 
Changes from:       August 16, 2011                                  Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      65.6       34.1        9.5        3.8        0.0        0.0        7.3        0.8        0.0        1.7       45.5        9.0        3.1        1.0
 
Number of Traders in Each Category                                    Total Traders:        21
         5          5          .          .          0          0          6          .          .          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    26,504
Positions
     4,299     22,942        100        347        115          0     16,731      1,989          0        908          0          0      4,119      1,358
 
Changes from:       August 16, 2011                                  Total Change is:      -201
       943       -228        100         75        -40          0     -1,679        128          0        -42          0          0        402       -161
 
Percent of Open Interest Represented by Each Category of Trader
      16.2       86.6        0.4        1.3        0.4        0.0       63.1        7.5        0.0        3.4        0.0        0.0       15.5        5.1
 
Number of Traders in Each Category                                    Total Traders:        42
         6          9          .          .          .          0         15          5          0          4          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    54,418
Positions
    19,782     28,305      6,034      2,870      3,534        498      9,149      3,902      4,797      4,088         24        525      6,676      6,800
 
Changes from:       August 16, 2011                                  Total Change is:    -1,854
    -1,112      4,604        157         60        736          3        118     -7,297        346     -1,741         24        -17        333       -409
 
Percent of Open Interest Represented by Each Category of Trader
      36.4       52.0       11.1        5.3        6.5        0.9       16.8        7.2        8.8        7.5        0.0        1.0       12.3       12.5
 
Number of Traders in Each Category                                    Total Traders:        84
        20         14          8          5          6          .         23          9         13          4          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    13,834
Positions
     8,951      9,402         51        691        258          0      1,048      2,460         38        731          0          0      2,324      1,626
 
Changes from:       August 16, 2011                                  Total Change is:       156
       202        202         51         11          0          0         52        202          2          0          0          0       -162       -301
 
Percent of Open Interest Represented by Each Category of Trader
      64.7       68.0        0.4        5.0        1.9        0.0        7.6       17.8        0.3        5.3        0.0        0.0       16.8       11.8
 
Number of Traders in Each Category                                    Total Traders:        22
         8          5          .          .          .          0          .          .          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is    81,167
Positions
    32,669     48,813        959      4,357      6,551        995     22,225      8,906      3,495      6,713         48      1,051      8,703     10,348
 
Changes from:       August 16, 2011                                  Total Change is:    -4,019
    -2,655      8,775        240         97      1,472          5        240    -14,889        579     -3,482         48        -34        990       -217
 
Percent of Open Interest Represented by Each Category of Trader
      40.2       60.1        1.2        5.4        8.1        1.2       27.4       11.0        4.3        8.3        0.1        1.3       10.7       12.7
 
Number of Traders in Each Category                                    Total Traders:        78
        17         15          6          4          5          .         23          9         11          4          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is 1,292,389
Positions
   128,082    117,120    100,369    401,525    215,266     73,586     82,641    222,510    303,662     25,200     89,849     42,231    135,093    127,796
 
Changes from:       August 16, 2011                                  Total Change is:   -14,745
    32,551     -7,847      4,246      2,258     15,003      2,999     -3,745     15,140    -46,131      1,079     13,626     -8,288        287     -3,492
 
Percent of Open Interest Represented by Each Category of Trader
       9.9        9.1        7.8       31.1       16.7        5.7        6.4       17.2       23.5        1.9        7.0        3.3       10.5        9.9
 
Number of Traders in Each Category                                    Total Traders:       637
        34         60         46        115         70         70         93        166        123         41         57         35
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Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   513,612
Positions
   100,146     67,262     30,340    116,300     44,947     13,261     40,645    133,736     98,492     10,388     36,492     23,891     80,150     65,192
 
Changes from:       August 16, 2011                                  Total Change is:   -16,593
    23,532     -7,484      1,105     -1,552        581       -119      7,483     36,392    -46,411      2,163      2,297     -2,635       -158       -320
 
Percent of Open Interest Represented by Each Category of Trader
      19.5       13.1        5.9       22.6        8.8        2.6        7.9       26.0       19.2        2.0        7.1        4.7       15.6       12.7
 
Number of Traders in Each Category                                    Total Traders:       148
        14         14         11         33         15         16         28         25         44          9         10         12
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Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,893,885
Positions
   396,649    506,259     93,173  1,442,522    867,989    285,232    798,910  1,032,803    436,923     82,662    275,384     83,100    274,713    313,021
 
Changes from:       August 16, 2011                                  Total Change is:     9,240
    77,515     30,608    -16,721     21,388     74,441     13,261    147,889     97,768   -202,625    -15,930     46,131    -17,761      2,223    -15,863
 
Percent of Open Interest Represented by Each Category of Trader
      10.2       13.0        2.4       37.0       22.3        7.3       20.5       26.5       11.2        2.1        7.1        2.1        7.1        8.0
 
Number of Traders in Each Category                                    Total Traders:       588
        35         54         39         97         64         63         93        158        110         35         52         27
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Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   108,177
Positions
    12,723     25,500        128     67,149     51,986      5,382     13,326     12,918        174      2,418      4,227          0      6,878      7,863
 
Changes from:       August 16, 2011                                  Total Change is:     3,097
      -335       -269        -22       -429      3,267      1,588      1,904        217     -1,180          0        133          0      1,571       -637
 
Percent of Open Interest Represented by Each Category of Trader
      11.8       23.6        0.1       62.1       48.1        5.0       12.3       11.9        0.2        2.2        3.9        0.0        6.4        7.3
 
Number of Traders in Each Category                                    Total Traders:        88
         9         10          .         29         14         10         10         12          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    98,898
Positions
    25,539     27,507     17,957     13,397     12,796      1,658     13,637     10,564     14,117      1,056      3,110        975     10,562     10,213
 
Changes from:       August 16, 2011                                  Total Change is:     3,917
     1,206        955      2,950       -659        898        179        318     -2,212        478       -189        885       -373          7        157
 
Percent of Open Interest Represented by Each Category of Trader
      25.8       27.8       18.2       13.5       12.9        1.7       13.8       10.7       14.3        1.1        3.1        1.0       10.7       10.3
 
Number of Traders in Each Category                                    Total Traders:       203
        22         27         11         25         24         15         36         49         27          8         11          4
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Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    24,906
Positions
    14,377     12,991          0        334          0          0      6,679      5,043         25        406        507          0      3,084      6,339
 
Changes from:       August 16, 2011                                  Total Change is:     2,034
     1,098      1,720          0          0          0          0      1,228       -287         -6       -162        246          0       -124        360
 
Percent of Open Interest Represented by Each Category of Trader
      57.7       52.2        0.0        1.3        0.0        0.0       26.8       20.2        0.1        1.6        2.0        0.0       12.4       25.5
 
Number of Traders in Each Category                                    Total Traders:        22
         7          5          0          .          0          0          .          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   369,961
Positions
   137,333    154,102      8,260     65,316     63,982      8,290     89,138     81,956     16,112      4,961     14,732      3,159     37,393     19,368
 
Changes from:       August 16, 2011                                  Total Change is:     9,415
    15,128     10,760        162     -3,296      4,492        893        340     -4,733     -2,471       -132      3,193     -1,867        657     -1,015
 
Percent of Open Interest Represented by Each Category of Trader
      37.1       41.7        2.2       17.7       17.3        2.2       24.1       22.2        4.4        1.3        4.0        0.9       10.1        5.2
 
Number of Traders in Each Category                                    Total Traders:       201
        23         25          6         25         24         15         37         49         25          7         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   439,156
Positions
   221,972     23,699     14,234    115,502    186,424     33,323     27,618    132,768      4,721      3,190     17,095         81     18,515     26,811
 
Changes from:       August 16, 2011                                  Total Change is:    13,642
     7,799      1,525        786      4,326      9,437      3,622     -3,835     -6,170        -64       -804        395       -179      1,991      4,290
 
Percent of Open Interest Represented by Each Category of Trader
      50.5        5.4        3.2       26.3       42.5        7.6        6.3       30.2        1.1        0.7        3.9        0.0        4.2        6.1
 
Number of Traders in Each Category                                    Total Traders:       245
        20         15          4         50         53         27         24         63         20          6         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    30,509
Positions
     6,649      4,485        499      7,073        812        202      9,824     11,424          0        216      3,677          0      6,046      9,410
 
Changes from:       August 16, 2011                                  Total Change is:    -1,572
       162       -839          2     -1,237        101         91         61       -663          0       -505     -1,217          0       -146        953
 
Percent of Open Interest Represented by Each Category of Trader
      21.8       14.7        1.6       23.2        2.7        0.7       32.2       37.4        0.0        0.7       12.1        0.0       19.8       30.8
 
Number of Traders in Each Category                                    Total Traders:        50
        11          7          .          7          .          .          8         11          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    62,130
Positions
    13,783     40,431      1,615      4,814      6,964        339     11,943      3,650        653      2,505      1,517          0     26,478      6,961
 
Changes from:       August 16, 2011                                  Total Change is:     3,168
     2,490      1,741          6        136      1,075         -5     -2,665         39       -267      1,271          0          0      2,202        579
 
Percent of Open Interest Represented by Each Category of Trader
      22.2       65.1        2.6        7.7       11.2        0.5       19.2        5.9        1.1        4.0        2.4        0.0       42.6       11.2
 
Number of Traders in Each Category                                    Total Traders:        70
        13         19          6          5          6          .         14          7          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    40,646
Positions
       811      4,679      1,118     23,584     24,131      4,696      6,393      4,953          4        699          0          0      3,341      1,065
 
Changes from:       August 16, 2011                                  Total Change is:       862
       103       -508        331        312      1,673       -211        296        378          0          0          0          0         31       -801
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       11.5        2.8       58.0       59.4       11.6       15.7       12.2        0.0        1.7        0.0        0.0        8.2        2.6
 
Number of Traders in Each Category                                    Total Traders:        51
         .          .          .         15         19         10          8          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is    54,844
Positions
     8,181     16,962      2,277     23,710      8,438      1,262      9,023     18,753        472      1,736        652        153      8,030      5,875
 
Changes from:       August 16, 2011                                  Total Change is:     1,692
       130        872        100       -533       -116        -13        752       -827          0       -103          0          0      1,359      1,676
 
Percent of Open Interest Represented by Each Category of Trader
      14.9       30.9        4.2       43.2       15.4        2.3       16.5       34.2        0.9        3.2        1.2        0.3       14.6       10.7
 
Number of Traders in Each Category                                    Total Traders:        57
         7          9          .         12          6          5         12          6          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   900,529
Positions
    10,001    105,478     66,113    338,742    139,155     82,712     51,660    110,560    172,407      6,436     61,856     10,174    162,283    152,074
 
Changes from:       August 16, 2011                                  Total Change is:    40,378
    -1,908      7,621      6,995     15,274     -5,593     -4,936       -137        578     23,309         13       -838      1,200        568     12,042
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       11.7        7.3       37.6       15.5        9.2        5.7       12.3       19.1        0.7        6.9        1.1       18.0       16.9
 
Number of Traders in Each Category                                    Total Traders:       174
        10         22         24         41         25         36         36         29         45          .          9          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   423,121
Positions
     3,191    189,811      8,596    299,061     18,779     19,844      1,974    130,102     10,668      5,178      2,034          0     74,609     43,287
 
Changes from:       August 16, 2011                                  Total Change is:     1,195
    -1,692      5,601      2,324      6,014      2,920     -5,618        -91     -3,273     -4,107          0       -585          0      4,364      3,933
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       44.9        2.0       70.7        4.4        4.7        0.5       30.7        2.5        1.2        0.5        0.0       17.6       10.2
 
Number of Traders in Each Category                                    Total Traders:        77
         .         12          6         36          5         16          .         18          7          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,017,004
Positions
   104,782    132,003     26,865    224,456    236,887    102,690    305,903    213,616     65,875     64,538    103,692      6,429    115,466    128,947
 
Changes from:       August 16, 2011                                  Total Change is:   -10,548
    -2,843      1,106      7,439    -47,236    -38,923      3,577     21,300     17,556     13,332     -8,046    -20,714     -1,028      2,957      7,107
 
Percent of Open Interest Represented by Each Category of Trader
      10.3       13.0        2.6       22.1       23.3       10.1       30.1       21.0        6.5        6.3       10.2        0.6       11.4       12.7
 
Number of Traders in Each Category                                    Total Traders:       263
        13         35         25         32         56         41         49         42         33         12         24          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,650,280
Positions
    89,472    275,190    304,717    840,740    551,143    323,981    216,348    271,240    388,406     86,566     93,106     90,096    309,955    352,403
 
Changes from:       August 16, 2011                                  Total Change is:   -16,217
   -19,801     41,834     22,018    -33,419    -71,101     -6,904     -3,017    -35,659     36,935     -1,960     -6,142      3,663    -13,734       -861
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       10.4       11.5       31.7       20.8       12.2        8.2       10.2       14.7        3.3        3.5        3.4       11.7       13.3
 
Number of Traders in Each Category                                    Total Traders:       284
        25         46         61         32         61         54         45         49         75         10         16         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,670,371
Positions
    94,549    181,846    139,374    352,178    578,865    156,653    342,989     75,065    150,676    159,937     83,050     28,239    245,776    276,602
 
Changes from:       August 16, 2011                                  Total Change is:     2,928
   -11,152     20,922     32,453      8,208    -25,686     -7,717    -61,022    -10,939    -10,199     40,516      2,492     -1,805     13,646      3,406
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       10.9        8.3       21.1       34.7        9.4       20.5        4.5        9.0        9.6        5.0        1.7       14.7       16.6
 
Number of Traders in Each Category                                    Total Traders:       204
        10         32         31         25         47         40         41         26         40          8         15          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is 1,076,264
Positions
   277,173    284,897    298,168      5,424      4,752      7,371     62,603     62,680    318,997     17,739      6,021     44,721     44,069     48,658
 
Changes from:       August 16, 2011                                  Total Change is:   -15,931
       891      7,812    -13,705       -176         -3        -85     13,123      7,207    -14,580       -967     -1,147      3,073     -3,506     -4,503
 
Percent of Open Interest Represented by Each Category of Trader
      25.8       26.5       27.7        0.5        0.4        0.7        5.8        5.8       29.6        1.6        0.6        4.2        4.1        4.5
 
Number of Traders in Each Category                                    Total Traders:       145
        27         38         53          .          5          .         27         29         43          .          7          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is17,702,610
Positions
 1,083,188  3,723,619  3,587,182  3,445,597    208,963    307,827    724,201    703,505  6,325,692     80,426    514,836  1,201,239    947,258  1,129,747
 
Changes from:       August 16, 2011                                  Total Change is:    56,019
   120,476   -101,779       -567    -95,348    -39,846     20,426    -55,730    -13,624    162,040    -11,386     47,701    -73,526    -10,365     55,195
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       21.0       20.3       19.5        1.2        1.7        4.1        4.0       35.7        0.5        2.9        6.8        5.4        6.4
 
Number of Traders in Each Category                                    Total Traders:       300
        35         61         92         10         19         22         61         71        118         11         20         27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    12,547
Positions
     4,947      5,944          0      1,639        810         12      2,026      5,468          0      3,586        250          0        337         63
 
Changes from:       August 16, 2011                                  Total Change is:      -796
       245       -639          0         48        -14          0     -1,068       -139         -6          0          0          0        -15          2
 
Percent of Open Interest Represented by Each Category of Trader
      39.4       47.4        0.0       13.1        6.5        0.1       16.1       43.6        0.0       28.6        2.0        0.0        2.7        0.5
 
Number of Traders in Each Category                                    Total Traders:        31
         .          4          0          .          4          .          7          7          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    20,716
Positions
    16,246      9,335          0      1,248      1,756          0      2,783      4,103          4        110      5,453          0        325         65
 
Changes from:       August 16, 2011                                  Total Change is:      -512
      -320       -143          0          0        -31       -109       -201       -253          4         30          0          0         84         20
 
Percent of Open Interest Represented by Each Category of Trader
      78.4       45.1        0.0        6.0        8.5        0.0       13.4       19.8        0.0        0.5       26.3        0.0        1.6        0.3
 
Number of Traders in Each Category                                    Total Traders:        34
         5          4          0          .          5          0          8          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    58,412
Positions
    17,586     14,558        349        281      6,303      1,102     31,163     26,908      1,497        872      2,244         10      5,551      5,441
 
Changes from:       August 16, 2011                                  Total Change is:     3,277
     1,341         -3        -10       -237       -365         -6      2,338      3,154        290        112        171        -18       -532         66
 
Percent of Open Interest Represented by Each Category of Trader
      30.1       24.9        0.6        0.5       10.8        1.9       53.4       46.1        2.6        1.5        3.8        0.0        9.5        9.3
 
Number of Traders in Each Category                                    Total Traders:       107
         5          8          .          .          .          .         26         39         11         10         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   166,998
Positions
    35,072     58,270     30,025      4,707      1,586      6,863     23,681     17,845     18,447     17,011      1,754     10,971     20,221     21,237
 
Changes from:       August 16, 2011                                  Total Change is:   -32,175
    11,004      5,468    -25,585       -296     -2,591       -263      6,056      6,331    -13,082     -4,319      1,246     -2,594     -3,096     -1,105
 
Percent of Open Interest Represented by Each Category of Trader
      21.0       34.9       18.0        2.8        0.9        4.1       14.2       10.7       11.0       10.2        1.1        6.6       12.1       12.7
 
Number of Traders in Each Category                                    Total Traders:       104
         9         12         19          7          4          9         23         15         28          5          5         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    12,255
Positions
     3,446      4,808          0      2,209        488          0      4,417      1,307        625        150      4,181        831        577         15
 
Changes from:       August 16, 2011                                  Total Change is:     1,416
       420       -138          0          0          0          0        918       -111          0       -551      1,045        606         23         14
 
Percent of Open Interest Represented by Each Category of Trader
      28.1       39.2        0.0       18.0        4.0        0.0       36.0       10.7        5.1        1.2       34.1        6.8        4.7        0.1
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          0          4          .          0          5          5          .          .          .          .
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Updated August 26, 2011