`Traders in Financial Futures - Futures Only Positions as of August 7, 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   109,258
Positions
     9,218     18,729        839     18,575     33,850        181     33,131     22,718      4,504      8,600      7,658        249     33,961     20,530
 
Changes from:       July 31, 2012                                    Total Change is:     8,176
    -5,136      5,178       -125        383       -171       -211     14,100      4,255       -835     -1,198      2,053        -30      1,228     -1,938
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       17.1        0.8       17.0       31.0        0.2       30.3       20.8        4.1        7.9        7.0        0.2       31.1       18.8
 
Number of Traders in Each Category                                    Total Traders:        79
         6         10          .          7          5          4         23         15          .          8          5          5
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Traders in Financial Futures - Futures Only Positions as of August 7, 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    56,379
Positions
    21,040     12,013         35      1,938      1,556        183     22,848     22,936         18      1,171          0          0      9,146     19,638
 
Changes from:       July 31, 2012                                    Total Change is:    -3,157
    -5,535        203          0          0          2          0      1,492        653          2          0          0          0        884     -4,017
 
Percent of Open Interest Represented by Each Category of Trader
      37.3       21.3        0.1        3.4        2.8        0.3       40.5       40.7        0.0        2.1        0.0        0.0       16.2       34.8
 
Number of Traders in Each Category                                    Total Traders:        37
         4          7          .          .          .          .          6         12          .          .          0          0
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Traders in Financial Futures - Futures Only Positions as of August 7, 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   115,125
Positions
    31,957      4,150        670      9,961     30,071     11,847     27,832     33,878      3,046     12,743      2,658          0     17,069     28,805
 
Changes from:       July 31, 2012                                    Total Change is:     4,355
     5,666        916       -349        -80       -650        339     -2,878      2,333        590      1,200        -96       -216         83      1,488
 
Percent of Open Interest Represented by Each Category of Trader
      27.8        3.6        0.6        8.7       26.1       10.3       24.2       29.4        2.6       11.1        2.3        0.0       14.8       25.0
 
Number of Traders in Each Category                                    Total Traders:        84
        10          4          .          7         15          5         18         25          7          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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   148,998
Positions
     7,955     52,459        324     62,607      7,581        736     52,507     34,267        817        501     18,020         45     23,506     34,749
 
Changes from:       July 31, 2012                                    Total Change is:     4,903
     4,034     -1,576         79       -154        151         28      1,103      4,989         38       -100       -311         43       -168      1,462
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       35.2        0.2       42.0        5.1        0.5       35.2       23.0        0.5        0.3       12.1        0.0       15.8       23.3
 
Number of Traders in Each Category                                    Total Traders:        93
         4         12          .          9          6          4         27         27          6          .          6          .
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Traders in Financial Futures - Futures Only Positions as of August 7, 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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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   322,243
Positions
   100,275     26,476        941     31,395     38,084      9,099     79,789    163,508      2,510     61,134     12,342      3,033     34,067     66,250
 
Changes from:       July 31, 2012                                    Total Change is:    10,807
     2,580     11,482       -490        573        742         77      5,045     -4,196        914        746      2,451          8      1,354       -181
 
Percent of Open Interest Represented by Each Category of Trader
      31.1        8.2        0.3        9.7       11.8        2.8       24.8       50.7        0.8       19.0        3.8        0.9       10.6       20.6
 
Number of Traders in Each Category                                    Total Traders:       193
        24         13          5         17         24         16         31         58         11         12         14          .
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Traders in Financial Futures - Futures Only Positions as of August 7, 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   162,436
Positions
    22,049     54,161        160      3,353     42,715      1,037    103,870     34,569        379        500      7,637          0     31,088     21,778
 
Changes from:       July 31, 2012                                    Total Change is:    17,938
       194     17,509        -60        335       -555          9     15,140     -1,460        -10       -887      2,103       -364      3,581        766
 
Percent of Open Interest Represented by Each Category of Trader
      13.6       33.3        0.1        2.1       26.3        0.6       63.9       21.3        0.2        0.3        4.7        0.0       19.1       13.4
 
Number of Traders in Each Category                                    Total Traders:        93
         7         10          .          4          7          .         32         22          5          .          9          0
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Traders in Financial Futures - Futures Only Positions as of August 7, 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   105,159
Positions
    51,335     60,369     34,300      2,927          0          0      4,228        964      6,050      3,095          0      2,855        369        621
 
Changes from:       July 31, 2012                                    Total Change is:     2,721
     1,113      2,174        183        169          0          0      1,159        230        -11          0          0          0        108        145
 
Percent of Open Interest Represented by Each Category of Trader
      48.8       57.4       32.6        2.8        0.0        0.0        4.0        0.9        5.8        2.9        0.0        2.7        0.4        0.6
 
Number of Traders in Each Category                                    Total Traders:        23
         5         13         12          .          0          0          .          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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   181,520
Positions
    64,042     76,876          5     22,907        802      1,554     85,285     79,278      1,169      1,479     18,831         91      4,988      2,914
 
Changes from:       July 31, 2012                                    Total Change is:    10,543
      -401     10,182          0     -2,835        447         -4     12,728        427       -199        369        515          0        885       -825
 
Percent of Open Interest Represented by Each Category of Trader
      35.3       42.4        0.0       12.6        0.4        0.9       47.0       43.7        0.6        0.8       10.4        0.1        2.7        1.6
 
Number of Traders in Each Category                                    Total Traders:        98
         5         10          .          8          .          .         38         20          7          6          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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    17,002
Positions
    14,272      2,335         36        200        326        183      1,596        949         99        120     12,228          0        496        846
 
Changes from:       July 31, 2012                                    Total Change is:       495
       -25        791        -79       -204        -60          0        730       -311         63          0          0          0         10         91
 
Percent of Open Interest Represented by Each Category of Trader
      83.9       13.7        0.2        1.2        1.9        1.1        9.4        5.6        0.6        0.7       71.9        0.0        2.9        5.0
 
Number of Traders in Each Category                                    Total Traders:        22
         5          5          .          .          .          .          5          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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    28,945
Positions
     3,746     22,765          0        240        124          0     20,144      3,373        143        297        829          0      4,375      1,711
 
Changes from:       July 31, 2012                                    Total Change is:     3,978
      -739      4,002          0        125         23          0      4,231        -35        -43          0        105          0        404        -74
 
Percent of Open Interest Represented by Each Category of Trader
      12.9       78.6        0.0        0.8        0.4        0.0       69.6       11.7        0.5        1.0        2.9        0.0       15.1        5.9
 
Number of Traders in Each Category                                    Total Traders:        51
         5          8          0          .          .          0         20         11          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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    52,382
Positions
    14,272     33,162         43      3,501        693        571     24,355     11,159        130      1,396        564          0      8,117      6,063
 
Changes from:       July 31, 2012                                    Total Change is:     3,287
     1,240      1,822        -53        107        147          3      2,026        713         33         69        209          0       -137        415
 
Percent of Open Interest Represented by Each Category of Trader
      27.2       63.3        0.1        6.7        1.3        1.1       46.5       21.3        0.2        2.7        1.1        0.0       15.5       11.6
 
Number of Traders in Each Category                                    Total Traders:        93
        15         18          .          6          .          .         31         13          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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   104,764
Positions
    28,544     66,323         85      7,001      1,385      1,141     48,709     22,317        260      2,791      1,127          0     16,233     12,126
 
Changes from:       July 31, 2012                                    Total Change is:     6,573
     2,480      3,644       -106        214        293          5      4,051      1,426         65        137        417          0       -273        829
 
Percent of Open Interest Represented by Each Category of Trader
      27.2       63.3        0.1        6.7        1.3        1.1       46.5       21.3        0.2        2.7        1.1        0.0       15.5       11.6
 
Number of Traders in Each Category                                    Total Traders:        93
        15         18          .          6          .          .         31         13          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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   802,712
Positions
    47,680    155,579     40,185    359,527    166,175     53,626     84,556    193,191     31,835     30,275     35,201     10,655    144,375    116,264
 
Changes from:       July 31, 2012                                    Total Change is:    20,916
       536      9,721      2,594      5,051     -1,634        276      5,975      3,105      2,124      3,522      2,423      3,899     -3,061     -1,591
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       19.4        5.0       44.8       20.7        6.7       10.5       24.1        4.0        3.8        4.4        1.3       18.0       14.5
 
Number of Traders in Each Category                                    Total Traders:       562
        32         54         26        123         56         62         95        117         79         36         47         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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   236,347
Positions
    29,911     67,606      4,011    102,902     30,235      8,168     17,325     37,136      2,180         88     10,431      6,303     65,459     70,277
 
Changes from:       July 31, 2012                                    Total Change is:     5,851
     2,602      3,370        -19        957       -254         -8      2,799     -2,945        549          6      4,003      1,923     -2,958       -768
 
Percent of Open Interest Represented by Each Category of Trader
      12.7       28.6        1.7       43.5       12.8        3.5        7.3       15.7        0.9        0.0        4.4        2.7       27.7       29.7
 
Number of Traders in Each Category                                    Total Traders:       105
        12         11          4         26          8         11         17         23         10          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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 2,831,826
Positions
   228,899    579,920     40,815  1,310,416    706,995    199,999    418,858    862,982     65,568    169,376    142,295      3,317    394,578    229,935
 
Changes from:       July 31, 2012                                    Total Change is:    75,327
    -3,655     38,430      6,390     20,082     -7,290      1,808     10,925     25,292     12,831     29,526      4,045     -2,063       -517     -4,116
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       20.5        1.4       46.3       25.0        7.1       14.8       30.5        2.3        6.0        5.0        0.1       13.9        8.1
 
Number of Traders in Each Category                                    Total Traders:       537
        32         51         18        107         53         54         98        115         64         37         44         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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   105,631
Positions
    17,148     26,564          3     57,760     58,802      2,095     17,605     11,653          0      1,956      2,831          0      9,064      3,683
 
Changes from:       July 31, 2012                                    Total Change is:     1,541
      -500      3,493          3       -642     -2,066       -114      3,335        792          0         34         10          0       -575       -577
 
Percent of Open Interest Represented by Each Category of Trader
      16.2       25.1        0.0       54.7       55.7        2.0       16.7       11.0        0.0        1.9        2.7        0.0        8.6        3.5
 
Number of Traders in Each Category                                    Total Traders:        95
         9         10          .         36         12         12         15          9          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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    78,551
Positions
     5,624     50,862        210     34,500      8,761        884     29,225     10,720        302      1,839      3,016          0      5,968      3,795
 
Changes from:       July 31, 2012                                    Total Change is:     4,850
      -183      3,435         38         43         -1       -179      4,559        533        135         41        -21          0        396        910
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       64.8        0.3       43.9       11.2        1.1       37.2       13.6        0.4        2.3        3.8        0.0        7.6        4.8
 
Number of Traders in Each Category                                    Total Traders:       221
        12         34          .         33         22         10         67         33          8         12          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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   392,754
Positions
    28,121    254,310      1,051    172,498     43,807      4,419    146,123     53,599      1,509      9,194     15,082          1     29,838     18,976
 
Changes from:       July 31, 2012                                    Total Change is:    24,252
      -916     17,176        188        216         -7       -894     22,794      2,664        677        207       -104          0      1,980      4,552
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       64.8        0.3       43.9       11.2        1.1       37.2       13.6        0.4        2.3        3.8        0.0        7.6        4.8
 
Number of Traders in Each Category                                    Total Traders:       221
        12         34          .         33         22         10         67         33          8         12          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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   432,094
Positions
   177,669     35,781     13,514    134,362    223,728     24,983     60,825    101,797      1,541      1,526     17,529          0     17,674     13,221
 
Changes from:       July 31, 2012                                    Total Change is:    -5,312
    -5,071       -865       -381      2,075        859     -1,214        688     -4,168       -565          6      1,492          0       -850       -470
 
Percent of Open Interest Represented by Each Category of Trader
      41.1        8.3        3.1       31.1       51.8        5.8       14.1       23.6        0.4        0.4        4.1        0.0        4.1        3.1
 
Number of Traders in Each Category                                    Total Traders:       248
        21         15          4         55         40         31         51         48         12          .         15          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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    31,614
Positions
     9,097        267          0      9,756      1,471        492      3,562      9,013          2      1,809      6,341          0      6,896     14,028
 
Changes from:       July 31, 2012                                    Total Change is:       353
        -8          0          0       -166        272         58        153        610          0        150         93          0        166       -680
 
Percent of Open Interest Represented by Each Category of Trader
      28.8        0.8        0.0       30.9        4.7        1.6       11.3       28.5        0.0        5.7       20.1        0.0       21.8       44.4
 
Number of Traders in Each Category                                    Total Traders:        38
         6          .          0         12          4          .          7          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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    53,728
Positions
    23,332      7,519      1,357      5,526      2,401      1,259      8,534      1,586        534      5,159      3,350          0      8,027     35,722
 
Changes from:       July 31, 2012                                    Total Change is:     2,962
       633     -1,172       -314        254       -489        170        510     -1,229        174       -971        333          0      2,506      5,489
 
Percent of Open Interest Represented by Each Category of Trader
      43.4       14.0        2.5       10.3        4.5        2.3       15.9        3.0        1.0        9.6        6.2        0.0       14.9       66.5
 
Number of Traders in Each Category                                    Total Traders:        48
        16          8          5          4          .          .          9          .          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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    64,753
Positions
     3,624     13,009        697     43,659     26,985      5,341      5,992     15,471        238        894          0          0      4,308      3,012
 
Changes from:       July 31, 2012                                    Total Change is:    -1,898
     2,390        290     -1,622     -3,011     -2,239       -217        -14      1,678          0        686          0          0       -110        212
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       20.1        1.1       67.4       41.7        8.2        9.3       23.9        0.4        1.4        0.0        0.0        6.7        4.7
 
Number of Traders in Each Category                                    Total Traders:        69
         4          .          .         24         22          8          6          8          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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   120,756
Positions
    13,856     63,915      2,305     66,721     12,051      3,455     15,027     30,493        992      4,403      1,545          0     13,997      6,000
 
Changes from:       July 31, 2012                                    Total Change is:     4,310
       969      4,015        280       -314       -748     -1,159      1,569      2,163        209        535       -659        -73      2,294        282
 
Percent of Open Interest Represented by Each Category of Trader
      11.5       52.9        1.9       55.3       10.0        2.9       12.4       25.3        0.8        3.6        1.3        0.0       11.6        5.0
 
Number of Traders in Each Category                                    Total Traders:        98
        10         18          5         24         12         11         20          5          .          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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   605,807
Positions
    10,662    103,123      8,654    223,412    148,327     79,346     79,464     80,093     14,290     29,011     39,246          0    160,968    132,728
 
Changes from:       July 31, 2012                                    Total Change is:   -10,881
    -7,710    -30,252      1,524    -26,099      2,865     -1,107      8,581      9,906      5,056      5,035     -1,835        -27      3,866      2,989
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       17.0        1.4       36.9       24.5       13.1       13.1       13.2        2.4        4.8        6.5        0.0       26.6       21.9
 
Number of Traders in Each Category                                    Total Traders:       157
         6         17          9         38         23         28         30         24         17         10          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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   352,260
Positions
     4,102    131,427        305    235,433     12,683     35,573      4,452     94,190        151      9,152     20,286          0     63,092     57,645
 
Changes from:       July 31, 2012                                    Total Change is:    -3,266
      -315     -4,594          2       -783     -1,029       -199        390      2,120     -3,694          0        270          0      1,333      3,858
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       37.3        0.1       66.8        3.6       10.1        1.3       26.7        0.0        2.6        5.8        0.0       17.9       16.4
 
Number of Traders in Each Category                                    Total Traders:        66
         .          9          .         30          6         15          .         11          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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 1,037,702
Positions
    37,693    182,771     34,268    202,211    102,354     71,586    355,786    485,344     47,275    145,061     28,729      9,740    134,082     75,635
 
Changes from:       July 31, 2012                                    Total Change is:   -25,117
   -17,745     29,397      7,429     12,091      5,595     -6,269    -18,511    -57,364      9,136     -7,527     -5,031     -1,211     -2,510     -6,799
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       17.6        3.3       19.5        9.9        6.9       34.3       46.8        4.6       14.0        2.8        0.9       12.9        7.3
 
Number of Traders in Each Category                                    Total Traders:       225
        11         27          9         43         27         40         45         34         20         24         14          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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 1,655,120
Positions
   164,433    130,289     34,739    589,832    577,237    171,282    285,541    264,236     61,953     68,152    110,358      7,230    271,958    297,796
 
Changes from:       July 31, 2012                                    Total Change is:  -102,566
    12,885    -57,271      7,179    -37,394     23,612     -2,351    -62,127    -26,102     -5,389        356    -20,805      3,348    -19,073    -24,787
 
Percent of Open Interest Represented by Each Category of Trader
       9.9        7.9        2.1       35.6       34.9       10.3       17.3       16.0        3.7        4.1        6.7        0.4       16.4       18.0
 
Number of Traders in Each Category                                    Total Traders:       260
        25         29         19         24         60         45         30         65         43          7         19          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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 1,188,509
Positions
   171,339     90,203     16,879    237,800    533,227     81,024    356,327    137,393     23,435     69,331     67,974      2,329    230,045    236,045
 
Changes from:       July 31, 2012                                    Total Change is:    13,593
    43,343      7,132      6,434    -31,343      5,030     -1,085     13,996     -1,666      2,944     -5,930      5,322       -353    -14,413    -10,165
 
Percent of Open Interest Represented by Each Category of Trader
      14.4        7.6        1.4       20.0       44.9        6.8       30.0       11.6        2.0        5.8        5.7        0.2       19.4       19.9
 
Number of Traders in Each Category                                    Total Traders:       197
        13         20         10         28         40         37         45         28         24          8         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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   435,302
Positions
   186,140    159,012    139,781        991      1,415      3,918     21,843     25,518     49,965         28      9,914      6,279     26,357     39,500
 
Changes from:       July 31, 2012                                    Total Change is:   -68,212
   -29,087    -30,411    -15,250          0        -35       -191     -5,068     -6,965    -13,434     -3,341     -2,600     -1,231       -610      1,905
 
Percent of Open Interest Represented by Each Category of Trader
      42.8       36.5       32.1        0.2        0.3        0.9        5.0        5.9       11.5        0.0        2.3        1.4        6.1        9.1
 
Number of Traders in Each Category                                    Total Traders:        83
        23         24         33          .          .          .         15          9         22          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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    14,803
Positions
     7,688      6,137      4,259          0          0          0      1,595      3,331      1,018          0          0          0        243         58
 
Changes from:       July 31, 2012                                    Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      51.9       41.5       28.8        0.0        0.0        0.0       10.8       22.5        6.9        0.0        0.0        0.0        1.6        0.4
 
Number of Traders in Each Category                                    Total Traders:        22
         5          5          8          0          0          0          7          5          5          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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 7,907,058
Positions
 1,378,142  2,557,008  1,891,012    558,716     66,843    137,412  1,503,515    499,726  1,187,283    107,785    375,041    293,658    849,535    899,075
 
Changes from:       July 31, 2012                                    Total Change is:   -27,045
   -29,029    -75,710     60,708     13,886       -628    -17,454    -49,322      5,661    -12,280      3,354    -23,696     12,699     -9,607     23,655
 
Percent of Open Interest Represented by Each Category of Trader
      17.4       32.3       23.9        7.1        0.8        1.7       19.0        6.3       15.0        1.4        4.7        3.7       10.7       11.4
 
Number of Traders in Each Category                                    Total Traders:       237
        30         52         76          8         10         14         56         47         76         13         15         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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    11,009
Positions
     7,773        314          0        568        777          6        953      9,619         40      1,339        215          0        330         38
 
Changes from:       July 31, 2012                                    Total Change is:     1,058
     1,045        -67          0         -4         20          0         38      1,135        -30          0          0          0          9          0
 
Percent of Open Interest Represented by Each Category of Trader
      70.6        2.9        0.0        5.2        7.1        0.1        8.7       87.4        0.4       12.2        2.0        0.0        3.0        0.3
 
Number of Traders in Each Category                                    Total Traders:        29
         .          .          0          .          4          .          5          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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    15,038
Positions
    11,886      8,485          0        921        698         43      1,880      5,704          0          0         76          0        308         32
 
Changes from:       July 31, 2012                                    Total Change is:       660
       546      1,579          0          0         13         -3        121       -937          0          0         20          0         -4        -12
 
Percent of Open Interest Represented by Each Category of Trader
      79.0       56.4        0.0        6.1        4.6        0.3       12.5       37.9        0.0        0.0        0.5        0.0        2.0        0.2
 
Number of Traders in Each Category                                    Total Traders:        34
         4          7          0          .          4          .          6         11          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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    65,933
Positions
    14,206     37,098      1,411      5,159         95        212     33,423     24,690        734      5,185        271          0      5,603      1,422
 
Changes from:       July 31, 2012                                    Total Change is:      -253
      -263       -100          0       -674         25        -41        553       -519        109        439         30         -4       -372        247
 
Percent of Open Interest Represented by Each Category of Trader
      21.5       56.3        2.1        7.8        0.1        0.3       50.7       37.4        1.1        7.9        0.4        0.0        8.5        2.2
 
Number of Traders in Each Category                                    Total Traders:        98
         4          .          .          7          .          .         49          8          6         21          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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   335,902
Positions
   115,656     32,097     35,558     41,274      8,864      4,256     34,087    118,228     39,608      1,686     31,903     41,520     22,257     23,868
 
Changes from:       July 31, 2012                                    Total Change is:    23,022
    -5,544     -3,060      7,472         96        814       -722     13,114      3,357      2,995       -487      5,432      5,354        744      1,380
 
Percent of Open Interest Represented by Each Category of Trader
      34.4        9.6       10.6       12.3        2.6        1.3       10.1       35.2       11.8        0.5        9.5       12.4        6.6        7.1
 
Number of Traders in Each Category                                    Total Traders:       143
        19         13         22          8          8          8         23         44         46          7         14         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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     8,360
Positions
     2,914      1,029          0      2,724        255          0      1,708      6,141        900          0         30          0        114          5
 
Changes from:       July 31, 2012                                    Total Change is:      -165
        -1       -122          0         30       -134          0       -200         91          0          0          0          0          6          0
 
Percent of Open Interest Represented by Each Category of Trader
      34.9       12.3        0.0       32.6        3.1        0.0       20.4       73.5       10.8        0.0        0.4        0.0        1.4        0.1
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          5          .          0          .          6          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated August 10, 2012