`Traders in Financial Futures - Futures Only Positions as of August 21, 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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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   150,410
Positions
     7,031     42,076        764     21,188     33,207        694     62,364     37,568      4,727      8,323      9,651        848     44,471     20,875
 
Changes from:       August 14, 2012                                  Total Change is:    26,752
    -1,357     13,852         12      2,484       -493        501     19,067     13,123       -579        888      1,141        260      5,476     -1,065
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       28.0        0.5       14.1       22.1        0.5       41.5       25.0        3.1        5.5        6.4        0.6       29.6       13.9
 
Number of Traders in Each Category                                    Total Traders:        86
         6         10          4          7          4          .         28         15          6          9          7          5
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Traders in Financial Futures - Futures Only Positions as of August 21, 2012                 
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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    54,619
Positions
    21,417     11,932          0      2,027      1,606        183     18,378     19,945        273      1,091          0          0     11,250     20,680
 
Changes from:       August 14, 2012                                  Total Change is:    -2,154
      -972       -443        -35         89         50          0     -3,839     -3,339        255        -80          0          0      2,428      1,358
 
Percent of Open Interest Represented by Each Category of Trader
      39.2       21.8        0.0        3.7        2.9        0.3       33.6       36.5        0.5        2.0        0.0        0.0       20.6       37.9
 
Number of Traders in Each Category                                    Total Traders:        31
         4          6          0          .          .          .          6          7          .          .          0          0
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Traders in Financial Futures - Futures Only Positions as of August 21, 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   118,550
Positions
    16,827     12,282        109     10,226     31,352     12,420     42,976     29,629        766     10,199      4,287          0     25,027     27,705
 
Changes from:       August 14, 2012                                  Total Change is:     4,508
    -6,798      6,277       -154        135      1,671         39     10,342     -2,636     -1,333     -2,535      1,629          0      4,812       -985
 
Percent of Open Interest Represented by Each Category of Trader
      14.2       10.4        0.1        8.6       26.4       10.5       36.3       25.0        0.6        8.6        3.6        0.0       21.1       23.4
 
Number of Traders in Each Category                                    Total Traders:        95
        10          6          .          7         14          5         25         23          5          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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   141,458
Positions
    14,903     44,565        454     62,471      7,069      1,039     42,689     29,129        809        969     17,448         45     18,079     40,900
 
Changes from:       August 14, 2012                                  Total Change is:    -9,578
     5,678    -11,100         10        -65       -405        218    -10,063     -1,030        128       -103       -158          0     -5,381      2,759
 
Percent of Open Interest Represented by Each Category of Trader
      10.5       31.5        0.3       44.2        5.0        0.7       30.2       20.6        0.6        0.7       12.3        0.0       12.8       28.9
 
Number of Traders in Each Category                                    Total Traders:        90
         5         14          5          8          7          4         15         30          4          .          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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   321,166
Positions
    94,477     32,974      1,108     31,204     38,006      9,740     78,048    158,777      2,693     60,381     10,842      3,707     39,808     63,319
 
Changes from:       August 14, 2012                                  Total Change is:      -402
    -8,405      9,360         18       -890     -2,052        281      2,110     -8,005        513       -335       -259         -3      6,309       -255
 
Percent of Open Interest Represented by Each Category of Trader
      29.4       10.3        0.3        9.7       11.8        3.0       24.3       49.4        0.8       18.8        3.4        1.2       12.4       19.7
 
Number of Traders in Each Category                                    Total Traders:       194
        25         14          6         17         22         15         28         62         13         13         13          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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   195,293
Positions
    20,577     85,232        448      5,163     43,029      1,070    133,075     35,473        257        700      7,829      1,061     32,942     20,894
 
Changes from:       August 14, 2012                                  Total Change is:    19,006
      -781     19,800        285      1,494        476         32     15,703     -1,479       -138        180       -204      1,061      1,170       -827
 
Percent of Open Interest Represented by Each Category of Trader
      10.5       43.6        0.2        2.6       22.0        0.5       68.1       18.2        0.1        0.4        4.0        0.5       16.9       10.7
 
Number of Traders in Each Category                                    Total Traders:       110
         7         10          6          7          8          .         38         28          7          4          8          .
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Traders in Financial Futures - Futures Only Positions as of August 21, 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    89,102
Positions
    47,349     57,640     20,453      3,704          0          0      5,624      1,756      5,984      2,900          0      2,861        227        408
 
Changes from:       August 14, 2012                                  Total Change is:   -17,187
    -3,986     -3,577    -13,709        516          0          0        165         84          0       -195          0          6         16          9
 
Percent of Open Interest Represented by Each Category of Trader
      53.1       64.7       23.0        4.2        0.0        0.0        6.3        2.0        6.7        3.3        0.0        3.2        0.3        0.5
 
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 21, 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   222,772
Positions
    64,337     90,732      4,569     22,496        891      1,554    107,156     88,916     13,856      2,594     18,873        516      5,694      2,865
 
Changes from:       August 14, 2012                                  Total Change is:    15,776
    -1,484      7,354      3,226        518         87          0     10,145      2,622      2,774        317       -143        -99        379        -45
 
Percent of Open Interest Represented by Each Category of Trader
      28.9       40.7        2.1       10.1        0.4        0.7       48.1       39.9        6.2        1.2        8.5        0.2        2.6        1.3
 
Number of Traders in Each Category                                    Total Traders:       109
         5         12          .          9          .          .         43         20         10         10          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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    17,010
Positions
    13,947      2,491         36        200        193        201      1,640      1,045        147        285     12,228          0        554        669
 
Changes from:       August 14, 2012                                  Total Change is:      -170
      -208        -38          0          0        -18         18        -17         14          2         19          0          0         16       -148
 
Percent of Open Interest Represented by Each Category of Trader
      82.0       14.6        0.2        1.2        1.1        1.2        9.6        6.1        0.9        1.7       71.9        0.0        3.3        3.9
 
Number of Traders in Each Category                                    Total Traders:        23
         5          5          .          .          .          .          5          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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    31,984
Positions
     3,884     24,773        427        438        116          0     22,324      3,742        124        280        854         78      4,429      1,870
 
Changes from:       August 14, 2012                                  Total Change is:     1,884
       -58      1,140         69        -92        116          0      1,809        280          0       -130         73         78        208        128
 
Percent of Open Interest Represented by Each Category of Trader
      12.1       77.5        1.3        1.4        0.4        0.0       69.8       11.7        0.4        0.9        2.7        0.2       13.8        5.8
 
Number of Traders in Each Category                                    Total Traders:        50
         6          8          .          .          .          0         18          9          .          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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    56,637
Positions
    13,726     36,090         33      3,616        718        601     27,588     11,366        180      1,608      1,101          3      9,286      6,547
 
Changes from:       August 14, 2012                                  Total Change is:     4,525
       137      2,461         -6        114        -67         66      3,401        845        114         99        117          0        603        997
 
Percent of Open Interest Represented by Each Category of Trader
      24.2       63.7        0.1        6.4        1.3        1.1       48.7       20.1        0.3        2.8        1.9        0.0       16.4       11.6
 
Number of Traders in Each Category                                    Total Traders:       101
        16         17          .          6          .          .         32         16          6          4          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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   113,274
Positions
    27,451     72,180         65      7,231      1,436      1,202     55,175     22,732        359      3,215      2,202          5     18,571     13,093
 
Changes from:       August 14, 2012                                  Total Change is:     9,050
       274      4,921        -12        227       -134        131      6,801      1,689        227        197        234          0      1,205      1,994
 
Percent of Open Interest Represented by Each Category of Trader
      24.2       63.7        0.1        6.4        1.3        1.1       48.7       20.1        0.3        2.8        1.9        0.0       16.4       11.6
 
Number of Traders in Each Category                                    Total Traders:       101
        16         17          .          6          .          .         32         16          6          4          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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   834,977
Positions
    57,393    147,526     44,266    371,184    163,704     53,963     83,996    219,374     36,696     29,280     42,509     11,173    147,026    115,767
 
Changes from:       August 14, 2012                                  Total Change is:    14,028
       162     -7,158      5,510      1,625       -713        935        -29      5,678      3,500     -1,197      5,527     -1,610      5,131      2,358
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       17.7        5.3       44.5       19.6        6.5       10.1       26.3        4.4        3.5        5.1        1.3       17.6       13.9
 
Number of Traders in Each Category                                    Total Traders:       561
        35         52         28        122         55         63         87        121         66         33         55         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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   235,329
Positions
    33,860     63,748      3,354    101,231     28,947      8,503     10,412     41,350      2,433        106     12,744      6,425     69,005     67,825
 
Changes from:       August 14, 2012                                  Total Change is:    -1,107
     2,375     -2,362       -357         23     -1,033        166     -4,536      1,689         30         18      1,591     -1,515      2,689        684
 
Percent of Open Interest Represented by Each Category of Trader
      14.4       27.1        1.4       43.0       12.3        3.6        4.4       17.6        1.0        0.0        5.4        2.7       29.3       28.8
 
Number of Traders in Each Category                                    Total Traders:        97
        12         12          5         26          8         11         11         20          8          .          6          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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 2,998,239
Positions
   276,872    578,098     45,351  1,376,901    700,922    200,163    457,071    979,268     82,165    162,286    165,238      7,323    390,107    239,711
 
Changes from:       August 14, 2012                                  Total Change is:    75,674
    15,166      2,251      3,105      7,725      1,316      4,130     29,080     26,490     10,809     -7,995     17,762      1,442     12,212      8,369
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       19.3        1.5       45.9       23.4        6.7       15.2       32.7        2.7        5.4        5.5        0.2       13.0        8.0
 
Number of Traders in Each Category                                    Total Traders:       534
        36         47         19        106         52         55         88        120         56         33         52          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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   115,901
Positions
    16,805     31,680          0     58,553     61,507      2,231     25,547     13,004         10      1,946      2,816          0     10,809      4,653
 
Changes from:       August 14, 2012                                  Total Change is:     5,672
      -221      5,082          0       -832     -1,663        356      5,450      1,554         10        -10         -5          0        919        338
 
Percent of Open Interest Represented by Each Category of Trader
      14.5       27.3        0.0       50.5       53.1        1.9       22.0       11.2        0.0        1.7        2.4        0.0        9.3        4.0
 
Number of Traders in Each Category                                    Total Traders:        98
         9         10          0         36         12         12         18          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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   101,917
Positions
     5,630     64,576      5,576     37,049      8,170        949     36,611      9,062      2,849      1,679      4,717         21     11,553      5,997
 
Changes from:       August 14, 2012                                  Total Change is:    19,924
       288     11,343      5,372      1,570       -435         86      5,125     -2,766      2,557       -232      1,674         21      5,137      2,072
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       63.4        5.5       36.4        8.0        0.9       35.9        8.9        2.8        1.6        4.6        0.0       11.3        5.9
 
Number of Traders in Each Category                                    Total Traders:       232
        13         35         10         33         22         10         69         37         13         12         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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 - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    13,980
Positions
     6,293     10,964          0        300          0          0      2,527      1,451          0          0        923          0      4,860        642
 
Changes from:       August 14, 2012                                  Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      45.0       78.4        0.0        2.1        0.0        0.0       18.1       10.4        0.0        0.0        6.6        0.0       34.8        4.6
 
Number of Traders in Each Category                                    Total Traders:        23
         7          7          0          .          0          0          5          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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   439,683
Positions
    23,969    295,346        594    183,747     40,850      4,744    183,328     50,967      1,336      8,394     18,968        104     33,467     26,774
 
Changes from:       August 14, 2012                                  Total Change is:    29,720
    -2,737     29,179       -424      6,351     -2,174        428     25,902     -8,175       -126     -1,161      3,757        104      1,383      7,151
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       67.2        0.1       41.8        9.3        1.1       41.7       11.6        0.3        1.9        4.3        0.0        7.6        6.1
 
Number of Traders in Each Category                                    Total Traders:       231
        12         36          .         33         22         10         68         38          9         12         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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   431,941
Positions
   168,401     38,923     14,135    137,929    219,589     24,133     63,255     96,340      1,739      2,200     19,312          0     20,149     17,770
 
Changes from:       August 14, 2012                                  Total Change is:     3,316
    -8,918      7,734        390      2,011     -3,610        141      6,549     -6,529        392        379        790          0      2,372      4,008
 
Percent of Open Interest Represented by Each Category of Trader
      39.0        9.0        3.3       31.9       50.8        5.6       14.6       22.3        0.4        0.5        4.5        0.0        4.7        4.1
 
Number of Traders in Each Category                                    Total Traders:       245
        22         13          4         53         39         27         49         49          9          5         15          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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    30,096
Positions
     7,796        267          0      9,694        408        583      3,066      8,485          0      1,559      6,345          0      7,398     14,008
 
Changes from:       August 14, 2012                                  Total Change is:    -1,065
    -1,258          0          0          2       -445       -159       -167       -277          0       -250          0          0        767       -184
 
Percent of Open Interest Represented by Each Category of Trader
      25.9        0.9        0.0       32.2        1.4        1.9       10.2       28.2        0.0        5.2       21.1        0.0       24.6       46.5
 
Number of Traders in Each Category                                    Total Traders:        31
         4          .          0         12          .          .          5          4          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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    50,250
Positions
    20,053      7,364      2,550      5,679      2,340      1,334     10,225      3,177        978      2,897      3,948          0      6,534     28,559
 
Changes from:       August 14, 2012                                  Total Change is:    -1,376
    -3,405        353        359          6       -105        -64      1,608      1,213        187     -1,144        688          0      1,077     -4,007
 
Percent of Open Interest Represented by Each Category of Trader
      39.9       14.7        5.1       11.3        4.7        2.7       20.3        6.3        1.9        5.8        7.9        0.0       13.0       56.8
 
Number of Traders in Each Category                                    Total Traders:        53
        15          8          4          6          .          .         13          5          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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    65,848
Positions
     3,706     15,792        627     44,526     24,247      5,334      6,055     16,944        193        894          0          0      4,513      2,711
 
Changes from:       August 14, 2012                                  Total Change is:    -1,216
      -195      1,222       -200       -474     -1,284       -223        -15        -30        -45          0          0          0        -64       -656
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       24.0        1.0       67.6       36.8        8.1        9.2       25.7        0.3        1.4        0.0        0.0        6.9        4.1
 
Number of Traders in Each Category                                    Total Traders:        72
         4          6          .         24         21          9          6          9          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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   122,470
Positions
    11,617     64,697      1,860     69,228     14,286      3,248     16,802     30,780        996      4,322      1,545          0     14,397      5,058
 
Changes from:       August 14, 2012                                  Total Change is:       622
      -998      1,272       -397      2,057         32       -397        165        601       -102       -305          0          0        599       -387
 
Percent of Open Interest Represented by Each Category of Trader
       9.5       52.8        1.5       56.5       11.7        2.7       13.7       25.1        0.8        3.5        1.3        0.0       11.8        4.1
 
Number of Traders in Each Category                                    Total Traders:       101
         9         15          4         23         15         12         21          9          .          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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   589,320
Positions
    20,667    111,448     14,898    220,378    123,877     75,619     61,021     66,879     18,487     24,388     39,777      1,238    152,624    137,097
 
Changes from:       August 14, 2012                                  Total Change is:    -6,855
     7,448       -230      6,528     -1,925    -16,510     -1,936    -15,396    -10,181      2,778       -392      5,453         15     -3,975      7,228
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       18.9        2.5       37.4       21.0       12.8       10.4       11.3        3.1        4.1        6.7        0.2       25.9       23.3
 
Number of Traders in Each Category                                    Total Traders:       150
         6         18          9         37         23         27         30         20         21          7          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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   361,883
Positions
     2,686    138,365      3,830    244,695     16,324     32,367      1,502     94,706        102      9,152     20,746          0     67,549     55,443
 
Changes from:       August 14, 2012                                  Total Change is:     2,279
    -2,098        446      2,749      4,154     -1,639     -1,728     -2,979     -1,321        -11          0        450          0      2,192      3,333
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       38.2        1.1       67.6        4.5        8.9        0.4       26.2        0.0        2.5        5.7        0.0       18.7       15.3
 
Number of Traders in Each Category                                    Total Traders:        66
         .         10          4         30          7         17          .         11          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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 1,004,408
Positions
    56,160    172,176     27,649    182,239    100,409     71,152    340,148    440,187     69,356    126,805     30,062     10,398    120,501     83,019
 
Changes from:       August 14, 2012                                  Total Change is:    -8,063
    10,803     15,991     -5,691    -12,154     -2,431       -321    -18,468    -39,975     22,105       -925     -2,471        521     -3,933      4,209
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       17.1        2.8       18.1       10.0        7.1       33.9       43.8        6.9       12.6        3.0        1.0       12.0        8.3
 
Number of Traders in Each Category                                    Total Traders:       223
        17         26         13         42         27         38         44         33         23         19         15          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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 1,631,871
Positions
   158,780    114,918     47,957    486,221    662,872    174,643    306,758    144,556     72,551     93,115     91,548     12,774    279,072    310,052
 
Changes from:       August 14, 2012                                  Total Change is:   -16,111
   -20,981    -27,885     14,463    -45,947     65,733     -3,618     17,519    -89,314     10,899     10,184     -9,155      4,459     -3,089     18,307
 
Percent of Open Interest Represented by Each Category of Trader
       9.7        7.0        2.9       29.8       40.6       10.7       18.8        8.9        4.4        5.7        5.6        0.8       17.1       19.0
 
Number of Traders in Each Category                                    Total Traders:       265
        30         30         21         22         59         45         51         45         45         11         16          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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 1,262,669
Positions
   220,393     96,893     30,951    259,342    545,913     96,954    325,318    147,908     27,293     70,387     63,328      6,242    225,789    247,187
 
Changes from:       August 14, 2012                                  Total Change is:    55,164
    17,801     13,011      8,239     29,040       -569      5,589    -19,568      7,030      8,046      1,362      1,044      2,411      2,244     10,363
 
Percent of Open Interest Represented by Each Category of Trader
      17.5        7.7        2.5       20.5       43.2        7.7       25.8       11.7        2.2        5.6        5.0        0.5       17.9       19.6
 
Number of Traders in Each Category                                    Total Traders:       192
        15         20         12         27         38         35         34         33         29         10         15          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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   457,649
Positions
   201,724    179,153    140,536          0      1,415      3,918     29,734     32,621     49,488      2,191     10,334      5,997     24,061     34,187
 
Changes from:       August 14, 2012                                  Total Change is:    12,817
     5,686      6,984        545          0          0          0      3,737     11,289      1,284      1,053        -77       -307        819     -6,901
 
Percent of Open Interest Represented by Each Category of Trader
      44.1       39.1       30.7        0.0        0.3        0.9        6.5        7.1       10.8        0.5        2.3        1.3        5.3        7.5
 
Number of Traders in Each Category                                    Total Traders:        87
        20         29         35          0          .          .         19          8         22          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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    20,533
Positions
     9,324      6,819      5,689          0      1,500          0      3,438      4,599      1,270        125          0        377        310        279
 
Changes from:       August 14, 2012                                  Total Change is:     1,495
     1,866      1,473        295          0       -500          0       -514        438        269         99        -25         30       -550       -485
 
Percent of Open Interest Represented by Each Category of Trader
      45.4       33.2       27.7        0.0        7.3        0.0       16.7       22.4        6.2        0.6        0.0        1.8        1.5        1.4
 
Number of Traders in Each Category                                    Total Traders:        30
         8          5          7          0          .          0          6          7          5          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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 7,729,894
Positions
 1,362,586  2,540,191  1,877,435    567,644     84,866    143,521  1,308,987    433,045  1,247,612    105,825    207,021    299,920    816,364    896,283
 
Changes from:       August 14, 2012                                  Total Change is:    -5,613
    86,004      4,539    -55,178     12,268     18,323    -10,756    -63,463    -31,254     65,057     -3,859     -4,356     15,596    -51,282     -7,584
 
Percent of Open Interest Represented by Each Category of Trader
      17.6       32.9       24.3        7.3        1.1        1.9       16.9        5.6       16.1        1.4        2.7        3.9       10.6       11.6
 
Number of Traders in Each Category                                    Total Traders:       242
        28         58         77          8         11         14         52         44         80         13         16         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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    10,474
Positions
     7,582        208          0        554        777          6        723      9,219          7      1,343        215          0        259         42
 
Changes from:       August 14, 2012                                  Total Change is:      -371
       -17        -74          0        -12          0          0       -242       -255        -43          2          0          0        -59          1
 
Percent of Open Interest Represented by Each Category of Trader
      72.4        2.0        0.0        5.3        7.4        0.1        6.9       88.0        0.1       12.8        2.1        0.0        2.5        0.4
 
Number of Traders in Each Category                                    Total Traders:        27
         .          .          0          .          4          .          4          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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    14,738
Positions
    11,654      8,105          0      1,128        703         38      1,634      5,784          0          0         76          0        284         32
 
Changes from:       August 14, 2012                                  Total Change is:      -208
      -220       -125          0        207          0          0       -207        -74          0          0          0          0         12         -9
 
Percent of Open Interest Represented by Each Category of Trader
      79.1       55.0        0.0        7.7        4.8        0.3       11.1       39.2        0.0        0.0        0.5        0.0        1.9        0.2
 
Number of Traders in Each Category                                    Total Traders:        31
         5          5          0          .          4          .          4         10          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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    65,398
Positions
    13,484     37,035      1,411      3,958        104        240     33,588     23,163        947      6,084        763          0      5,686      1,735
 
Changes from:       August 14, 2012                                  Total Change is:     2,819
      -405       -103          0       -455        -13         24      3,095      2,050        190        544        367          0       -174        304
 
Percent of Open Interest Represented by Each Category of Trader
      20.6       56.6        2.2        6.1        0.2        0.4       51.4       35.4        1.4        9.3        1.2        0.0        8.7        2.7
 
Number of Traders in Each Category                                    Total Traders:       100
         4          .          .          7          .          .         39         18          7         21          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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   403,608
Positions
   131,729     33,476     44,663     46,157     10,548      5,827     34,091    136,665     48,540      3,271     36,047     56,730     32,600     31,112
 
Changes from:       August 14, 2012                                  Total Change is:    38,779
     1,783       -161      6,292      3,989        688        576      1,733      7,091      6,769      1,282     -4,892     17,211       -856      5,205
 
Percent of Open Interest Represented by Each Category of Trader
      32.6        8.3       11.1       11.4        2.6        1.4        8.4       33.9       12.0        0.8        8.9       14.1        8.1        7.7
 
Number of Traders in Each Category                                    Total Traders:       158
        22         12         27          8         10          9         29         45         46          8         17         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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     8,501
Positions
     2,874      1,030          0      2,800        363         82      1,708      6,090        900          0         30          0        137          6
 
Changes from:       August 14, 2012                                  Total Change is:        70
         0         85          0         20        -46         82          0        -52          0          0          0          0        -32          1
 
Percent of Open Interest Represented by Each Category of Trader
      33.8       12.1        0.0       32.9        4.3        1.0       20.1       71.6       10.6        0.0        0.4        0.0        1.6        0.1
 
Number of Traders in Each Category                                    Total Traders:        20
         .          4          0          5          .          .          .          6          .          0          .          0
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Updated August 24, 2012