`Traders in Financial Futures - Futures Only Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   123,658
Positions
     8,388     28,224        752     18,704     33,700        193     43,297     24,445      5,306      7,435      8,510        588     38,995     21,940
 
Changes from:       August 7, 2012                                   Total Change is:    14,400
      -830      9,495        -87        129       -150         12     10,166      1,727        802     -1,165        852        339      5,034      1,410
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       22.8        0.6       15.1       27.3        0.2       35.0       19.8        4.3        6.0        6.9        0.5       31.5       17.7
 
Number of Traders in Each Category                                    Total Traders:        81
         6         10          .          8          4          .         26         15          6          7          5          4
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Traders in Financial Futures - Futures Only Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    56,773
Positions
    22,389     12,375         35      1,938      1,556        183     22,217     23,284         18      1,171          0          0      8,822     19,322
 
Changes from:       August 7, 2012                                   Total Change is:       394
     1,349        362          0          0          0          0       -631        348          0          0          0          0       -324       -316
 
Percent of Open Interest Represented by Each Category of Trader
      39.4       21.8        0.1        3.4        2.7        0.3       39.1       41.0        0.0        2.1        0.0        0.0       15.5       34.0
 
Number of Traders in Each Category                                    Total Traders:        36
         4          7          .          .          .          .          6         11          .          .          0          0
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Traders in Financial Futures - Futures Only Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   114,042
Positions
    23,625      6,005        263     10,091     29,681     12,381     32,634     32,265      2,099     12,734      2,658          0     20,215     28,690
 
Changes from:       August 7, 2012                                   Total Change is:    -1,083
    -8,332      1,855       -407        130       -390        534      4,802     -1,613       -947         -9          0          0      3,146       -115
 
Percent of Open Interest Represented by Each Category of Trader
      20.7        5.3        0.2        8.8       26.0       10.9       28.6       28.3        1.8       11.2        2.3        0.0       17.7       25.2
 
Number of Traders in Each Category                                    Total Traders:        82
         9          4          .          8         14          5         15         26          5          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   151,036
Positions
     9,225     55,665        444     62,536      7,474        821     52,752     30,159        681      1,072     17,606         45     23,460     38,141
 
Changes from:       August 7, 2012                                   Total Change is:     2,038
     1,270      3,206        120        -71       -107         85        245     -4,108       -136        571       -414          0        -46      3,392
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       36.9        0.3       41.4        4.9        0.5       34.9       20.0        0.5        0.7       11.7        0.0       15.5       25.3
 
Number of Traders in Each Category                                    Total Traders:        88
         4         14          .          9          6          4         23         23          5          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   321,568
Positions
   102,882     23,614      1,090     32,094     40,058      9,459     75,938    166,782      2,180     60,716     11,101      3,710     33,499     63,574
 
Changes from:       August 7, 2012                                   Total Change is:      -675
     2,607     -2,862        149        699      1,974        360     -3,851      3,274       -330       -418     -1,241        677       -568     -2,676
 
Percent of Open Interest Represented by Each Category of Trader
      32.0        7.3        0.3       10.0       12.5        2.9       23.6       51.9        0.7       18.9        3.5        1.2       10.4       19.8
 
Number of Traders in Each Category                                    Total Traders:       193
        23         12          6         18         23         15         28         62         10         12         15          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   176,287
Positions
    21,358     65,432        163      3,669     42,553      1,038    117,372     36,952        395        520      8,033          0     31,772     21,721
 
Changes from:       August 7, 2012                                   Total Change is:    13,851
      -691     11,271          3        316       -162          1     13,502      2,383         16         20        396          0        684        -57
 
Percent of Open Interest Represented by Each Category of Trader
      12.1       37.1        0.1        2.1       24.1        0.6       66.6       21.0        0.2        0.3        4.6        0.0       18.0       12.3
 
Number of Traders in Each Category                                    Total Traders:       105
         7         10          .          4          7          .         37         27          6          .         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is   106,289
Positions
    51,335     61,217     34,162      3,188          0          0      5,459      1,672      5,984      3,095          0      2,855        211        399
 
Changes from:       August 7, 2012                                   Total Change is:     1,130
         0        848       -138        261          0          0      1,231        708        -66          0          0          0       -158       -222
 
Percent of Open Interest Represented by Each Category of Trader
      48.3       57.6       32.1        3.0        0.0        0.0        5.1        1.6        5.6        2.9        0.0        2.7        0.2        0.4
 
Number of Traders in Each Category                                    Total Traders:        25
         5         14         13          .          0          0          .          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   206,996
Positions
    65,821     83,378      1,343     21,978        804      1,554     97,011     86,294     11,082      2,277     19,016        615      5,315      2,910
 
Changes from:       August 7, 2012                                   Total Change is:    25,476
     1,779      6,502      1,338       -929          2          0     11,726      7,016      9,913        798        185        524        327         -4
 
Percent of Open Interest Represented by Each Category of Trader
      31.8       40.3        0.6       10.6        0.4        0.8       46.9       41.7        5.4        1.1        9.2        0.3        2.6        1.4
 
Number of Traders in Each Category                                    Total Traders:       108
         6         11          .          8          .          .         40         23          9          9          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    17,180
Positions
    14,155      2,529         36        200        211        183      1,657      1,031        145        266     12,228          0        538        817
 
Changes from:       August 7, 2012                                   Total Change is:       178
      -117        194          0          0       -115          0         61         82         46        146          0          0         42        -29
 
Percent of Open Interest Represented by Each Category of Trader
      82.4       14.7        0.2        1.2        1.2        1.1        9.6        6.0        0.8        1.5       71.2        0.0        3.1        4.8
 
Number of Traders in Each Category                                    Total Traders:        23
         5          5          .          .          .          .          5          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    30,100
Positions
     3,942     23,633        358        530          0          0     20,515      3,462        124        410        781          0      4,221      1,742
 
Changes from:       August 7, 2012                                   Total Change is:     1,155
       196        868        358        290       -124          0        371         89        -19        113        -48          0       -154         31
 
Percent of Open Interest Represented by Each Category of Trader
      13.1       78.5        1.2        1.8        0.0        0.0       68.2       11.5        0.4        1.4        2.6        0.0       14.0        5.8
 
Number of Traders in Each Category                                    Total Traders:        50
         5          8          .          .          0          0         18         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    52,112
Positions
    13,589     33,630         39      3,502        785        536     24,187     10,522         66      1,509        984          3      8,683      5,550
 
Changes from:       August 7, 2012                                   Total Change is:      -270
      -684        468         -4          2         93        -35       -168       -637        -64        114        421          3        567       -514
 
Percent of Open Interest Represented by Each Category of Trader
      26.1       64.5        0.1        6.7        1.5        1.0       46.4       20.2        0.1        2.9        1.9        0.0       16.7       10.6
 
Number of Traders in Each Category                                    Total Traders:        93
        15         17          .          6          .          .         30         12          5          .          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   104,224
Positions
    27,177     67,259         77      7,004      1,570      1,071     48,374     21,043        132      3,018      1,968          5     17,366     11,099
 
Changes from:       August 7, 2012                                   Total Change is:      -540
    -1,367        936         -8          3        185        -70       -335     -1,274       -128        227        841          5      1,133     -1,027
 
Percent of Open Interest Represented by Each Category of Trader
      26.1       64.5        0.1        6.7        1.5        1.0       46.4       20.2        0.1        2.9        1.9        0.0       16.7       10.6
 
Number of Traders in Each Category                                    Total Traders:        93
        15         17          .          6          .          .         30         12          5          .          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   820,949
Positions
    57,230    154,683     38,756    369,559    164,417     53,028     84,025    213,695     33,196     30,478     36,982     12,783    141,895    113,409
 
Changes from:       August 7, 2012                                   Total Change is:    18,237
     9,550       -896     -1,429     10,033     -1,758       -599       -531     20,504      1,361        203      1,780      2,128     -2,480     -2,855
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       18.8        4.7       45.0       20.0        6.5       10.2       26.0        4.0        3.7        4.5        1.6       17.3       13.8
 
Number of Traders in Each Category                                    Total Traders:       566
        33         53         27        119         54         62         92        123         76         37         52         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   236,436
Positions
    31,485     66,110      3,711    101,208     29,980      8,337     14,948     39,661      2,403         88     11,153      7,940     66,316     67,141
 
Changes from:       August 7, 2012                                   Total Change is:        89
     1,574     -1,496       -300     -1,694       -255        169     -2,377      2,525        223          0        722      1,637        857     -3,136
 
Percent of Open Interest Represented by Each Category of Trader
      13.3       28.0        1.6       42.8       12.7        3.5        6.3       16.8        1.0        0.0        4.7        3.4       28.0       28.4
 
Number of Traders in Each Category                                    Total Traders:       106
        12         11          4         26          8         11         17         24         11          .          6          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,922,565
Positions
   261,706    575,847     42,246  1,369,176    699,606    196,033    427,991    952,778     71,356    170,281    147,476      5,881    377,895    231,342
 
Changes from:       August 7, 2012                                   Total Change is:    90,739
    32,807     -4,073      1,431     58,760     -7,389     -3,966      9,133     89,796      5,788        905      5,181      2,564    -16,683      1,407
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       19.7        1.4       46.8       23.9        6.7       14.6       32.6        2.4        5.8        5.0        0.2       12.9        7.9
 
Number of Traders in Each Category                                    Total Traders:       542
        34         50         18        103         51         54         92        124         63         38         49         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   110,229
Positions
    17,026     26,598          0     59,385     63,170      1,875     20,097     11,450          0      1,956      2,821          0      9,890      4,315
 
Changes from:       August 7, 2012                                   Total Change is:     4,598
      -122         34         -3      1,625      4,368       -220      2,492       -203          0          0        -10          0        826        632
 
Percent of Open Interest Represented by Each Category of Trader
      15.4       24.1        0.0       53.9       57.3        1.7       18.2       10.4        0.0        1.8        2.6        0.0        9.0        3.9
 
Number of Traders in Each Category                                    Total Traders:        96
         9         10          0         36         12         13         16          9          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    81,993
Positions
     5,341     53,233        204     35,479      8,605        863     31,485     11,828        292      1,911      3,042          0      6,417      3,925
 
Changes from:       August 7, 2012                                   Total Change is:     3,442
      -283      2,371         -7        980       -157        -21      2,261      1,109         -9         72         26         -0        449        129
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       64.9        0.2       43.3       10.5        1.1       38.4       14.4        0.4        2.3        3.7        0.0        7.8        4.8
 
Number of Traders in Each Category                                    Total Traders:       228
        13         34          .         34         22         10         64         39          8         14          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   409,963
Positions
    26,706    266,167      1,018    177,396     43,024      4,316    157,426     59,142      1,462      9,555     15,211          0     32,084     19,623
 
Changes from:       August 7, 2012                                   Total Change is:    17,209
    -1,415     11,857        -33      4,898       -783       -103     11,303      5,543        -47        361        129         -1      2,246        647
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       64.9        0.2       43.3       10.5        1.1       38.4       14.4        0.4        2.3        3.7        0.0        7.8        4.8
 
Number of Traders in Each Category                                    Total Traders:       228
        13         34          .         34         22         10         64         39          8         14          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   428,625
Positions
   177,319     31,189     13,745    135,918    223,199     23,992     56,706    102,869      1,347      1,821     18,522          0     17,777     13,762
 
Changes from:       August 7, 2012                                   Total Change is:    -3,469
      -350     -4,592        231      1,556       -529       -991     -4,119      1,072       -194        295        993          0        103        541
 
Percent of Open Interest Represented by Each Category of Trader
      41.4        7.3        3.2       31.7       52.1        5.6       13.2       24.0        0.3        0.4        4.3        0.0        4.1        3.2
 
Number of Traders in Each Category                                    Total Traders:       243
        21         14          5         54         40         30         44         51         11          4         15          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    31,161
Positions
     9,054        267          0      9,692        853        742      3,233      8,762          0      1,809      6,345          0      6,631     14,192
 
Changes from:       August 7, 2012                                   Total Change is:      -453
       -43          0          0        -64       -618        250       -329       -251         -2          0          4          0       -265        164
 
Percent of Open Interest Represented by Each Category of Trader
      29.1        0.9        0.0       31.1        2.7        2.4       10.4       28.1        0.0        5.8       20.4        0.0       21.3       45.5
 
Number of Traders in Each Category                                    Total Traders:        36
         5          .          0         12          4          .          6          4          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    51,626
Positions
    23,458      7,011      2,191      5,673      2,445      1,398      8,617      1,964        791      4,041      3,260          0      5,457     32,566
 
Changes from:       August 7, 2012                                   Total Change is:    -2,102
       126       -508        834        147         44        139         83        378        257     -1,118        -90          0     -2,570     -3,156
 
Percent of Open Interest Represented by Each Category of Trader
      45.4       13.6        4.2       11.0        4.7        2.7       16.7        3.8        1.5        7.8        6.3        0.0       10.6       63.1
 
Number of Traders in Each Category                                    Total Traders:        49
        17          7          5          5          .          .          9          5          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    67,064
Positions
     3,901     14,570        827     45,000     25,531      5,557      6,070     16,974        238        894          0          0      4,577      3,367
 
Changes from:       August 7, 2012                                   Total Change is:     2,311
       277      1,561        130      1,341     -1,454        216         78      1,503          0          0          0          0        269        355
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       21.7        1.2       67.1       38.1        8.3        9.1       25.3        0.4        1.3        0.0        0.0        6.8        5.0
 
Number of Traders in Each Category                                    Total Traders:        71
         5          5          .         23         21          8          6          9          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   121,848
Positions
    12,615     63,425      2,257     67,171     14,254      3,645     16,637     30,179      1,098      4,627      1,545          0     13,798      5,445
 
Changes from:       August 7, 2012                                   Total Change is:     1,092
    -1,241       -490        -48        450      2,203        190      1,610       -314        106        224          0          0       -199       -555
 
Percent of Open Interest Represented by Each Category of Trader
      10.4       52.1        1.9       55.1       11.7        3.0       13.7       24.8        0.9        3.8        1.3        0.0       11.3        4.5
 
Number of Traders in Each Category                                    Total Traders:       101
        10         17          5         23         14         12         22          5          .          8          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   596,175
Positions
    13,219    111,678      8,370    222,303    140,387     77,555     76,417     77,060     15,709     24,780     34,324      1,223    156,599    129,869
 
Changes from:       August 7, 2012                                   Total Change is:    -9,632
     2,557      8,555       -284     -1,109     -7,940     -1,791     -3,047     -3,033      1,419     -4,231     -4,922      1,223     -4,369     -2,859
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       18.7        1.4       37.3       23.5       13.0       12.8       12.9        2.6        4.2        5.8        0.2       26.3       21.8
 
Number of Traders in Each Category                                    Total Traders:       162
         6         18         11         39         25         30         27         30         19          8          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   359,604
Positions
     4,784    137,919      1,081    240,541     17,963     34,095      4,481     96,027        113      9,152     20,296          0     65,357     52,110
 
Changes from:       August 7, 2012                                   Total Change is:     7,344
       682      6,492        776      5,108      5,280     -1,478         29      1,837        -38          0         10          0      2,265     -5,535
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       38.4        0.3       66.9        5.0        9.5        1.2       26.7        0.0        2.5        5.6        0.0       18.2       14.5
 
Number of Traders in Each Category                                    Total Traders:        69
         .         11          .         28          8         16          .         12          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,012,471
Positions
    45,357    156,185     33,340    194,393    102,840     71,473    358,616    480,162     47,251    127,730     32,533      9,877    124,434     78,810
 
Changes from:       August 7, 2012                                   Total Change is:   -25,231
     7,664    -26,586       -928     -7,818        486       -113      2,830     -5,182        -24    -17,331      3,804        137     -9,648      3,175
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       15.4        3.3       19.2       10.2        7.1       35.4       47.4        4.7       12.6        3.2        1.0       12.3        7.8
 
Number of Traders in Each Category                                    Total Traders:       220
        15         25         10         43         26         39         45         31         21         20         15          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,647,982
Positions
   179,761    142,803     33,494    532,168    597,139    178,261    289,239    233,870     61,652     82,931    100,703      8,315    282,161    291,745
 
Changes from:       August 7, 2012                                   Total Change is:    -7,138
    15,328     12,514     -1,245    -57,664     19,902      6,979      3,698    -30,366       -301     14,779     -9,655      1,085     10,203     -6,051
 
Percent of Open Interest Represented by Each Category of Trader
      10.9        8.7        2.0       32.3       36.2       10.8       17.6       14.2        3.7        5.0        6.1        0.5       17.1       17.7
 
Number of Traders in Each Category                                    Total Traders:       266
        31         30         18         22         62         48         41         52         41         11         16          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,207,505
Positions
   202,592     83,882     22,712    230,302    546,482     91,365    344,886    140,878     19,247     69,025     62,284      3,831    223,545    236,824
 
Changes from:       August 7, 2012                                   Total Change is:    18,996
    31,253     -6,321      5,833     -7,498     13,255     10,341    -11,441      3,485     -4,188       -306     -5,690      1,502     -6,500        779
 
Percent of Open Interest Represented by Each Category of Trader
      16.8        6.9        1.9       19.1       45.3        7.6       28.6       11.7        1.6        5.7        5.2        0.3       18.5       19.6
 
Number of Traders in Each Category                                    Total Traders:       185
        14         18          7         27         40         35         39         23         22          9         15          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   444,832
Positions
   196,038    172,169    139,991          0      1,415      3,918     25,997     21,332     48,204      1,138     10,411      6,304     23,242     41,088
 
Changes from:       August 7, 2012                                   Total Change is:     9,530
     9,898     13,157        210       -991          0          0      4,154     -4,186     -1,761      1,110        497         25     -3,115      1,588
 
Percent of Open Interest Represented by Each Category of Trader
      44.1       38.7       31.5        0.0        0.3        0.9        5.8        4.8       10.8        0.3        2.3        1.4        5.2        9.2
 
Number of Traders in Each Category                                    Total Traders:        88
        23         26         35          0          .          .         20          8         22          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    19,038
Positions
     7,458      5,346      5,394          0      2,000          0      3,952      4,161      1,001         26         25        347        860        764
 
Changes from:       August 7, 2012                                   Total Change is:     4,235
      -230       -791      1,135          0      2,000          0      2,357        830        -17         26         25        347        617        706
 
Percent of Open Interest Represented by Each Category of Trader
      39.2       28.1       28.3        0.0       10.5        0.0       20.8       21.9        5.3        0.1        0.1        1.8        4.5        4.0
 
Number of Traders in Each Category                                    Total Traders:        26
         5          5          7          0          .          0          8          5          6          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 is 7,735,507
Positions
 1,276,582  2,535,652  1,932,613    555,376     66,543    154,277  1,372,450    464,299  1,182,555    109,684    211,377    284,324    867,646    903,867
 
Changes from:       August 7, 2012                                   Total Change is:  -171,551
  -101,560    -21,356     41,601     -3,340       -300     16,865   -131,065    -35,427     -4,728      1,899   -163,664     -9,334     18,111      4,792
 
Percent of Open Interest Represented by Each Category of Trader
      16.5       32.8       25.0        7.2        0.9        2.0       17.7        6.0       15.3        1.4        2.7        3.7       11.2       11.7
 
Number of Traders in Each Category                                    Total Traders:       237
        30         55         78          8         11         15         55         45         78         13         15         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    10,845
Positions
     7,599        282          0        566        777          6        965      9,474         50      1,341        215          0        318         41
 
Changes from:       August 7, 2012                                   Total Change is:      -164
      -174        -32          0         -2          0          0         12       -145         10          2          0          0        -12          3
 
Percent of Open Interest Represented by Each Category of Trader
      70.1        2.6        0.0        5.2        7.2        0.1        8.9       87.4        0.5       12.4        2.0        0.0        2.9        0.4
 
Number of Traders in Each Category                                    Total Traders:        29
         .          .          0          .          4          .          5          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    14,946
Positions
    11,874      8,230          0        921        703         38      1,841      5,858          0          0         76          0        272         41
 
Changes from:       August 7, 2012                                   Total Change is:       -92
       -12       -255          0          0          5         -5        -39        154          0          0          0          0        -36          9
 
Percent of Open Interest Represented by Each Category of Trader
      79.4       55.1        0.0        6.2        4.7        0.3       12.3       39.2        0.0        0.0        0.5        0.0        1.8        0.3
 
Number of Traders in Each Category                                    Total Traders:        31
         4          6          0          .          4          .          5         10          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    62,579
Positions
    13,889     37,138      1,411      4,413        117        216     30,493     21,113        757      5,540        396          0      5,860      1,431
 
Changes from:       August 7, 2012                                   Total Change is:    -3,354
      -317         40          0       -746         22          4     -2,930     -3,577         23        355        125          0        257          9
 
Percent of Open Interest Represented by Each Category of Trader
      22.2       59.3        2.3        7.1        0.2        0.3       48.7       33.7        1.2        8.9        0.6        0.0        9.4        2.3
 
Number of Traders in Each Category                                    Total Traders:       101
         4          .          .          7          .          .         47         11          5         22          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   364,829
Positions
   129,946     33,637     38,371     42,168      9,860      5,251     32,358    129,574     41,771      1,989     40,939     39,519     33,456     25,907
 
Changes from:       August 7, 2012                                   Total Change is:    28,927
    14,290      1,540      2,813        894        996        995     -1,729     11,346      2,163        303      9,036     -2,001     11,199      2,039
 
Percent of Open Interest Represented by Each Category of Trader
      35.6        9.2       10.5       11.6        2.7        1.4        8.9       35.5       11.4        0.5       11.2       10.8        9.2        7.1
 
Number of Traders in Each Category                                    Total Traders:       149
        20         13         24          9          9          7         26         42         45          8         16         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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     8,431
Positions
     2,874        945          0      2,780        409          0      1,708      6,142        900          0         30          0        169          5
 
Changes from:       August 7, 2012                                   Total Change is:        71
       -40        -84          0         56        154          0          0          1          0          0          0          0         55          0
 
Percent of Open Interest Represented by Each Category of Trader
      34.1       11.2        0.0       33.0        4.9        0.0       20.3       72.9       10.7        0.0        0.4        0.0        2.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        20
         .          4          0          5          .          0          .          6          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated August 17, 2012