`Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   136,218
Positions
     7,591     28,415      4,985     18,606     33,753        361     43,888     22,338     10,650      7,357      8,906      1,638     41,143     25,173
 
Changes from:       August 7, 2012                                   Total Change is:    15,799
      -796      9,590        296         31       -131         90     10,514      1,194      1,689     -1,243      1,084        429      4,789      1,557
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       20.9        3.7       13.7       24.8        0.3       32.2       16.4        7.8        5.4        6.5        1.2       30.2       18.5
 
Number of Traders in Each Category                                    Total Traders:        84
         4         12          6          7          5          4         29         12         12          7          8          9
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Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 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    57,865
Positions
    22,460     12,334        153      1,938      1,556        183     22,217     23,283         47      1,171          0          0      9,696     20,308
 
Changes from:       August 7, 2012                                   Total Change is:       374
     1,372        322          5          0          0          0       -631        338         -1          0          0          0       -371       -291
 
Percent of Open Interest Represented by Each Category of Trader
      38.8       21.3        0.3        3.3        2.7        0.3       38.4       40.2        0.1        2.0        0.0        0.0       16.8       35.1
 
Number of Traders in Each Category                                    Total Traders:        36
         4          7          .          .          .          .          6         11          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   119,469
Positions
    23,494      5,735      1,496     10,036     29,706     12,685     32,733     31,478      4,465     12,433      2,947        649     21,479     30,309
 
Changes from:       August 7, 2012                                   Total Change is:      -273
    -8,467      1,455         -0         75       -340        666      4,781     -1,822       -568         -9        235         59      3,190         41
 
Percent of Open Interest Represented by Each Category of Trader
      19.7        4.8        1.3        8.4       24.9       10.6       27.4       26.3        3.7       10.4        2.5        0.5       18.0       25.4
 
Number of Traders in Each Category                                    Total Traders:        86
         9          4          5          7         15          5         16         26         10          .          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   160,379
Positions
     9,498     55,104      2,651     62,681      7,598        939     52,906     30,506      3,585      1,125     17,474        963     26,030     41,559
 
Changes from:       August 7, 2012                                   Total Change is:     2,983
     1,313      3,169        204         36       -130        110        139     -3,840         52        621       -497        145        362      3,768
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       34.4        1.7       39.1        4.7        0.6       33.0       19.0        2.2        0.7       10.9        0.6       16.2       25.9
 
Number of Traders in Each Category                                    Total Traders:        95
         4         15          6          9          8          6         23         25         13          5          6          4
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Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   368,111
Positions
   103,407     22,541      9,710     32,073     41,021      9,694     75,367    164,184     29,554     61,696     13,068      7,683     38,927     70,657
 
Changes from:       August 7, 2012                                   Total Change is:     5,037
     2,677     -2,693        583        675      2,778        500     -3,342      2,573      2,779       -361       -516      1,703       -177     -2,669
 
Percent of Open Interest Represented by Each Category of Trader
      28.1        6.1        2.6        8.7       11.1        2.6       20.5       44.6        8.0       16.8        3.5        2.1       10.6       19.2
 
Number of Traders in Each Category                                    Total Traders:       212
        23         12         11         18         27         21         31         66         31         13         22         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   188,050
Positions
    21,524     65,604      3,505      3,667     42,710      1,120    117,728     36,277      5,604        562      7,850      1,105     33,235     24,276
 
Changes from:       August 7, 2012                                   Total Change is:    14,286
      -699     11,261        225        522        -46       -147     12,579      1,789      1,442         72        280         25        267       -542
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       34.9        1.9        2.0       22.7        0.6       62.6       19.3        3.0        0.3        4.2        0.6       17.7       12.9
 
Number of Traders in Each Category                                    Total Traders:       109
         7         10          6          4          8          4         34         31         14          .         13          6
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Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is   107,357
Positions
    52,403     62,285     34,162      3,188          0          0      5,459      1,672      5,984      3,095          0      2,855        211        399
 
Changes from:       August 7, 2012                                   Total Change is:     1,203
        73        921       -138        261          0          0      1,231        708        -66          0          0          0       -158       -222
 
Percent of Open Interest Represented by Each Category of Trader
      48.8       58.0       31.8        3.0        0.0        0.0        5.1        1.6        5.6        2.9        0.0        2.7        0.2        0.4
 
Number of Traders in Each Category                                    Total Traders:        25
         5         14         13          .          0          0          .          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   206,996
Positions
    65,821     83,378      1,343     21,978        804      1,554     97,011     86,294     11,082      2,277     19,016        615      5,315      2,910
 
Changes from:       August 7, 2012                                   Total Change is:    25,476
     1,779      6,502      1,338       -929          2          0     11,726      7,016      9,913        798        185        524        327         -4
 
Percent of Open Interest Represented by Each Category of Trader
      31.8       40.3        0.6       10.6        0.4        0.8       46.9       41.7        5.4        1.1        9.2        0.3        2.6        1.4
 
Number of Traders in Each Category                                    Total Traders:       108
         6         11          .          8          .          .         40         23          9          9          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    17,180
Positions
    14,155      2,529         36        200        211        183      1,657      1,031        145        266     12,228          0        538        817
 
Changes from:       August 7, 2012                                   Total Change is:       178
      -117        194          0          0       -115          0         61         82         46        146          0          0         42        -29
 
Percent of Open Interest Represented by Each Category of Trader
      82.4       14.7        0.2        1.2        1.2        1.1        9.6        6.0        0.8        1.5       71.2        0.0        3.1        4.8
 
Number of Traders in Each Category                                    Total Traders:        23
         5          5          .          .          .          .          5          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    30,100
Positions
     3,942     23,633        358        530          0          0     20,515      3,462        124        410        781          0      4,221      1,742
 
Changes from:       August 7, 2012                                   Total Change is:     1,155
       196        868        358        290       -124          0        371         89        -19        113        -48          0       -154         31
 
Percent of Open Interest Represented by Each Category of Trader
      13.1       78.5        1.2        1.8        0.0        0.0       68.2       11.5        0.4        1.4        2.6        0.0       14.0        5.8
 
Number of Traders in Each Category                                    Total Traders:        50
         5          8          .          .          0          0         18         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    53,583
Positions
    13,589     33,600         82      3,502        785        536     24,160     10,969        716      2,048      1,003        142      8,809      5,751
 
Changes from:       August 7, 2012                                   Total Change is:      -231
      -684        471         -3          2         93        -35       -166       -658        -34        117        439         -6        578       -498
 
Percent of Open Interest Represented by Each Category of Trader
      25.4       62.7        0.2        6.5        1.5        1.0       45.1       20.5        1.3        3.8        1.9        0.3       16.4       10.7
 
Number of Traders in Each Category                                    Total Traders:        93
        15         17          6          6          .          .         30         12         10          .          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   107,166
Positions
    27,177     67,200        164      7,004      1,570      1,071     48,320     21,939      1,431      4,096      2,006        285     17,619     11,501
 
Changes from:       August 7, 2012                                   Total Change is:      -461
    -1,367        941         -5          3        185        -70       -331     -1,316        -69        234        879        -11      1,156       -995
 
Percent of Open Interest Represented by Each Category of Trader
      25.4       62.7        0.2        6.5        1.5        1.0       45.1       20.5        1.3        3.8        1.9        0.3       16.4       10.7
 
Number of Traders in Each Category                                    Total Traders:        93
        15         17          6          6          .          .         30         12         10          .          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   975,086
Positions
    57,876    153,162     45,353    368,448    164,035     55,690     83,161    208,966    151,269     30,231     39,179     28,755    154,302    128,677
 
Changes from:       August 7, 2012                                   Total Change is:    20,592
     9,467     -1,248       -876      9,941     -1,620       -774       -306     21,390      2,570         47      1,429      2,291     -1,768     -2,570
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       15.7        4.7       37.8       16.8        5.7        8.5       21.4       15.5        3.1        4.0        2.9       15.8       13.2
 
Number of Traders in Each Category                                    Total Traders:       607
        35         52         42        119         57         65         93        139        113         47         63         49
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   316,467
Positions
    32,288     66,048      6,505    100,383     29,270     10,522     14,233     38,954     61,583          7     11,657     16,024     74,921     75,904
 
Changes from:       August 7, 2012                                   Total Change is:      -386
     1,593     -1,496       -338     -1,727        -98         45     -2,630      2,604       -165          2        585      1,356      1,478     -2,879
 
Percent of Open Interest Represented by Each Category of Trader
      10.2       20.9        2.1       31.7        9.2        3.3        4.5       12.3       19.5        0.0        3.7        5.1       23.7       24.0
 
Number of Traders in Each Category                                    Total Traders:       119
        13         10          7         26          8         11         20         29         40          4          8          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,293,093
Positions
   264,002    571,633     58,177  1,367,743    701,247    198,419    433,412    938,828    359,661    170,332    156,825     44,441    396,905    263,862
 
Changes from:       August 7, 2012                                   Total Change is:   104,887
    32,372     -5,758      4,308     58,469     -7,482     -4,223     10,258     92,570     15,033        363      4,358      4,538    -16,230      1,544
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       17.4        1.8       41.5       21.3        6.0       13.2       28.5       10.9        5.2        4.8        1.3       12.1        8.0
 
Number of Traders in Each Category                                    Total Traders:       572
        36         49         34        103         54         57         91        135        104         45         59         43
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   110,236
Positions
    17,026     26,598          0     59,385     63,170      1,875     20,097     11,444          6      1,956      2,821          0      9,891      4,321
 
Changes from:       August 7, 2012                                   Total Change is:     4,604
      -122         34         -3      1,625      4,368       -220      2,492       -209          6          0        -10          0        826        638
 
Percent of Open Interest Represented by Each Category of Trader
      15.4       24.1        0.0       53.9       57.3        1.7       18.2       10.4        0.0        1.8        2.6        0.0        9.0        3.9
 
Number of Traders in Each Category                                    Total Traders:        96
         9         10          0         36         12         13         16          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    83,820
Positions
     5,341     53,127        420     35,479      8,605        863     31,577     12,207      1,079      2,250      2,979        268      6,543      4,272
 
Changes from:       August 7, 2012                                   Total Change is:     3,626
      -283      2,360          7        980       -157        -21      2,244      1,060        143         25        -37         59        472        211
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       63.4        0.5       42.3       10.3        1.0       37.7       14.6        1.3        2.7        3.6        0.3        7.8        5.1
 
Number of Traders in Each Category                                    Total Traders:       232
        13         34          6         34         22         10         65         38         16         19          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   419,101
Positions
    26,707    265,637      2,099    177,396     43,024      4,316    157,883     61,037      5,393     11,252     14,897      1,339     32,716     21,360
 
Changes from:       August 7, 2012                                   Total Change is:    18,130
    -1,415     11,802         33      4,898       -783       -103     11,222      5,299        717        126       -185        294      2,358      1,056
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       63.4        0.5       42.3       10.3        1.0       37.7       14.6        1.3        2.7        3.6        0.3        7.8        5.1
 
Number of Traders in Each Category                                    Total Traders:       232
        13         34          6         34         22         10         65         38         16         19          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   430,930
Positions
   177,319     31,189     13,745    135,918    223,199     23,992     57,593    103,093      2,126      1,846     19,015        204     18,187     14,366
 
Changes from:       August 7, 2012                                   Total Change is:    -3,354
      -350     -4,592        229      1,556       -529       -991     -4,110      1,122       -163        320      1,064          3        153        503
 
Percent of Open Interest Represented by Each Category of Trader
      41.1        7.2        3.2       31.5       51.8        5.6       13.4       23.9        0.5        0.4        4.4        0.0        4.2        3.3
 
Number of Traders in Each Category                                    Total Traders:       243
        21         14          5         54         40         30         43         52         18          4         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    31,161
Positions
     9,054        267          0      9,692        853        742      3,233      8,762          0      1,809      6,345          0      6,631     14,192
 
Changes from:       August 7, 2012                                   Total Change is:      -453
       -43          0          0        -64       -618        250       -329       -251         -2          0          4          0       -265        164
 
Percent of Open Interest Represented by Each Category of Trader
      29.1        0.9        0.0       31.1        2.7        2.4       10.4       28.1        0.0        5.8       20.4        0.0       21.3       45.5
 
Number of Traders in Each Category                                    Total Traders:        36
         5          .          0         12          4          .          6          4          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    51,626
Positions
    23,458      7,011      2,191      5,673      2,445      1,398      8,617      1,964        791      4,041      3,260          0      5,457     32,566
 
Changes from:       August 7, 2012                                   Total Change is:    -2,102
       126       -508        834        147         44        139         83        378        257     -1,118        -90          0     -2,570     -3,156
 
Percent of Open Interest Represented by Each Category of Trader
      45.4       13.6        4.2       11.0        4.7        2.7       16.7        3.8        1.5        7.8        6.3        0.0       10.6       63.1
 
Number of Traders in Each Category                                    Total Traders:        49
        17          7          5          5          .          .          9          5          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    67,064
Positions
     3,901     14,570        827     45,000     25,531      5,557      6,070     16,974        238        894          0          0      4,577      3,367
 
Changes from:       August 7, 2012                                   Total Change is:     2,311
       277      1,561        130      1,341     -1,454        216         78      1,503          0          0          0          0        269        355
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       21.7        1.2       67.1       38.1        8.3        9.1       25.3        0.4        1.3        0.0        0.0        6.8        5.0
 
Number of Traders in Each Category                                    Total Traders:        71
         5          5          .         23         21          8          6          9          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is   121,848
Positions
    12,615     63,425      2,257     67,171     14,254      3,645     16,637     30,179      1,098      4,627      1,545          0     13,798      5,445
 
Changes from:       August 7, 2012                                   Total Change is:     1,092
    -1,241       -490        -48        450      2,203        190      1,610       -314        106        224          0          0       -199       -555
 
Percent of Open Interest Represented by Each Category of Trader
      10.4       52.1        1.9       55.1       11.7        3.0       13.7       24.8        0.9        3.8        1.3        0.0       11.3        4.5
 
Number of Traders in Each Category                                    Total Traders:       101
        10         17          5         23         14         12         22          5          .          8          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   694,788
Positions
    12,059    109,039     30,599    226,214    140,197     81,485     65,899     78,094     69,762     26,525     31,484      7,393    174,852    146,736
 
Changes from:       August 7, 2012                                   Total Change is:    -5,786
     1,487      7,981      2,179       -972     -4,678     -4,621     -4,101     -6,037      5,822     -3,961     -5,562      1,962     -3,581     -2,831
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       15.7        4.4       32.6       20.2       11.7        9.5       11.2       10.0        3.8        4.5        1.1       25.2       21.1
 
Number of Traders in Each Category                                    Total Traders:       164
         8         16         21         40         24         34         28         31         40         11          6          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   360,090
Positions
     4,784    137,919      1,081    240,516     17,963     34,121      4,481     95,972        265      9,152     20,296          0     65,689     52,473
 
Changes from:       August 7, 2012                                   Total Change is:     7,309
       682      6,492        776      5,102      5,280     -1,472         29      1,784        -32          0         10          0      2,224     -5,529
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       38.3        0.3       66.8        5.0        9.5        1.2       26.7        0.1        2.5        5.6        0.0       18.2       14.6
 
Number of Traders in Each Category                                    Total Traders:        69
         .         11          .         28          8         17          .         12          5          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,150,028
Positions
    39,631    136,899     89,979    196,861    101,595     73,303    337,509    479,577    135,871    135,055     34,829     16,267    125,552     81,707
 
Changes from:       August 7, 2012                                   Total Change is:   -30,311
     6,367    -26,814     -2,034     -7,765        268        -97      3,641     -6,058      1,347    -21,472      3,283         17    -10,315       -222
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       11.9        7.8       17.1        8.8        6.4       29.3       41.7       11.8       11.7        3.0        1.4       10.9        7.1
 
Number of Traders in Each Category                                    Total Traders:       229
        15         29         22         44         26         39         45         34         35         20         16          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,119,277
Positions
   148,765    155,107    226,301    550,159    598,644    198,514    266,342    192,687    293,650     89,322     97,850     38,960    307,264    317,563
 
Changes from:       August 7, 2012                                   Total Change is:    30,613
    25,838     24,412     10,884    -53,464     16,046     11,777      4,629    -21,519     -1,486     22,037     -2,570     -4,488     14,886     -2,442
 
Percent of Open Interest Represented by Each Category of Trader
       7.0        7.3       10.7       26.0       28.2        9.4       12.6        9.1       13.9        4.2        4.6        1.8       14.5       15.0
 
Number of Traders in Each Category                                    Total Traders:       276
        25         36         52         23         62         56         50         48         67         12         20         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,307,260
Positions
   207,842     90,881     48,292    235,751    546,445     92,739    338,617    140,337     68,097     68,893     64,550     10,741    236,289    245,178
 
Changes from:       August 7, 2012                                   Total Change is:    31,845
    32,764     -1,775     11,077     -3,724     13,270      9,851    -13,306      2,615       -526        349     -4,082        893     -5,534        522
 
Percent of Open Interest Represented by Each Category of Trader
      15.9        7.0        3.7       18.0       41.8        7.1       25.9       10.7        5.2        5.3        4.9        0.8       18.1       18.8
 
Number of Traders in Each Category                                    Total Traders:       189
        12         21         21         28         40         36         33         30         33          7         18          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   473,453
Positions
   197,767    172,173    144,935          0      1,415      3,918     23,859     22,120     66,276      1,749     10,042     11,356     23,592     41,218
 
Changes from:       August 7, 2012                                   Total Change is:     8,248
    10,146     13,713       -745       -991          0          0      4,068     -4,312     -1,876      1,157        107       -258     -3,253      1,619
 
Percent of Open Interest Represented by Each Category of Trader
      41.8       36.4       30.6        0.0        0.3        0.8        5.0        4.7       14.0        0.4        2.1        2.4        5.0        8.7
 
Number of Traders in Each Category                                    Total Traders:        91
        26         25         36          0          .          .         20          9         24          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    19,038
Positions
     7,458      5,346      5,394          0      2,000          0      3,952      4,161      1,001         26         25        347        860        764
 
Changes from:       August 7, 2012                                   Total Change is:     4,235
      -230       -791      1,135          0      2,000          0      2,357        830        -17         26         25        347        617        706
 
Percent of Open Interest Represented by Each Category of Trader
      39.2       28.1       28.3        0.0       10.5        0.0       20.8       21.9        5.3        0.1        0.1        1.8        4.5        4.0
 
Number of Traders in Each Category                                    Total Traders:        26
         5          5          7          0          .          0          8          5          6          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is11,557,805
Positions
 1,257,727  2,623,863  2,867,350    526,224     88,224    218,229  1,267,011    265,161  3,640,288    133,288    161,237    739,102    908,587    954,352
 
Changes from:       August 7, 2012                                   Total Change is:  -419,924
   -91,861    -19,278      4,988     -7,260     -1,268      5,757   -129,206    -21,310   -172,420     21,281   -153,219    -66,522     15,320      3,348
 
Percent of Open Interest Represented by Each Category of Trader
      10.9       22.7       24.8        4.6        0.8        1.9       11.0        2.3       31.5        1.2        1.4        6.4        7.9        8.3
 
Number of Traders in Each Category                                    Total Traders:       258
        32         55         86          8         14         19         64         48         91         17         15         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    10,845
Positions
     7,599        282          0        566        777          6        965      9,474         50      1,341        215          0        318         41
 
Changes from:       August 7, 2012                                   Total Change is:      -164
      -174        -32          0         -2          0          0         12       -145         10          2          0          0        -12          3
 
Percent of Open Interest Represented by Each Category of Trader
      70.1        2.6        0.0        5.2        7.2        0.1        8.9       87.4        0.5       12.4        2.0        0.0        2.9        0.4
 
Number of Traders in Each Category                                    Total Traders:        29
         .          .          0          .          4          .          5          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    14,946
Positions
    11,874      8,230          0        921        703         38      1,841      5,858          0          0         76          0        272         41
 
Changes from:       August 7, 2012                                   Total Change is:       -92
       -12       -255          0          0          5         -5        -39        154          0          0          0          0        -36          9
 
Percent of Open Interest Represented by Each Category of Trader
      79.4       55.1        0.0        6.2        4.7        0.3       12.3       39.2        0.0        0.0        0.5        0.0        1.8        0.3
 
Number of Traders in Each Category                                    Total Traders:        31
         4          6          0          .          4          .          5         10          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    63,185
Positions
    13,935     37,138      1,478      4,413        117        216     30,389     21,113      1,247      5,578        396          0      5,929      1,481
 
Changes from:       August 7, 2012                                   Total Change is:    -3,276
      -290         40          1       -746         22          4     -2,970     -3,577        100        364        121        -17        278         29
 
Percent of Open Interest Represented by Each Category of Trader
      22.1       58.8        2.3        7.0        0.2        0.3       48.1       33.4        2.0        8.8        0.6        0.0        9.4        2.3
 
Number of Traders in Each Category                                    Total Traders:       101
         4          .          .          7          .          .         47         11          5         22          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   364,829
Positions
   129,946     33,637     38,371     42,168      9,860      5,251     32,358    129,574     41,771      1,989     40,939     39,519     33,456     25,907
 
Changes from:       August 7, 2012                                   Total Change is:    28,927
    14,290      1,540      2,813        894        996        995     -1,729     11,346      2,163        303      9,036     -2,001     11,199      2,039
 
Percent of Open Interest Represented by Each Category of Trader
      35.6        9.2       10.5       11.6        2.7        1.4        8.9       35.5       11.4        0.5       11.2       10.8        9.2        7.1
 
Number of Traders in Each Category                                    Total Traders:       149
        20         13         24          9          9          7         26         42         45          8         16         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     8,431
Positions
     2,874        945          0      2,780        409          0      1,708      6,142        900          0         30          0        169          5
 
Changes from:       August 7, 2012                                   Total Change is:        71
       -40        -84          0         56        154          0          0          1          0          0          0          0         55          0
 
Percent of Open Interest Represented by Each Category of Trader
      34.1       11.2        0.0       33.0        4.9        0.0       20.3       72.9       10.7        0.0        0.4        0.0        2.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        20
         .          4          0          5          .          0          .          6          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated August 17, 2012