```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,014
COMMITMENTS
       5       77      148    3,988    4,604    4,141    4,829      873      185

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:        128)
      -3        7       -3      114      146      109      151       20      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      1.5      3.0     79.5     91.8     82.6     96.3     17.4      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        2       18       12       20       15
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       45,801
COMMITMENTS
   5,028    2,951   10,585   22,523   24,947   38,135   38,483    7,666    7,318

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:        896)
    -231       38      609      548      300      927      947      -30      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0      6.4     23.1     49.2     54.5     83.3     84.0     16.7     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      21       13       19       38       35       66       60
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      283,662
COMMITMENTS
  71,884   39,095   94,290   91,599  113,249  257,772  246,634   25,890   37,028

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:     13,121)
   4,371    3,421    8,968   -1,452    2,043   11,887   14,432    1,234   -1,311

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.3     13.8     33.2     32.3     39.9     90.9     86.9      9.1     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      302)
     119       83      117       61       76      235      229
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      365,132
COMMITMENTS
  92,259   52,093   98,505  146,868  161,802  337,632  312,399   27,501   52,733

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:      4,253)
   5,506     -662    2,808   -1,797    5,659    6,516    7,805   -2,263   -3,552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.3     14.3     27.0     40.2     44.3     92.5     85.6      7.5     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      407)
     123      107      146      109      148      306      338
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,936
COMMITMENTS
   4,556    2,514      876    2,434    5,232    7,866    8,622    2,071    1,314

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:      1,721)
     866     -414      159      287    1,857    1,312    1,602      410      119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.8     25.3      8.8     24.5     52.6     79.2     86.8     20.8     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      44       18       14       20       30       74       53
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       48,598
COMMITMENTS
   7,761    8,221   17,264   14,433    6,512   39,459   31,997    9,139   16,601

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:     -1,336)
    -287     -404      535     -856     -545     -608     -413     -728     -923

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0     16.9     35.5     29.7     13.4     81.2     65.8     18.8     34.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      28       55       52       67       54      128      134
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        7,793
COMMITMENTS
     218    1,792      546    6,188    5,142    6,951    7,480      842      313

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:        176)
      -5        1       42       66      114      103      156       73       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8     23.0      7.0     79.4     66.0     89.2     96.0     10.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        6        9       12       13       22       24
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      107,357
COMMITMENTS
   6,618    5,721    4,874   95,654   96,363  107,146  106,958      211      399

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:      1,203)
   1,165      353        0      196    1,072    1,361    1,425     -158     -222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      5.3      4.5     89.1     89.8     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        3        2       15       18       18       23
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      136,218
COMMITMENTS
  53,697   24,384    6,288   35,090   80,373   95,075  111,045   41,143   25,173

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:     15,799)
  10,657      937    2,136   -1,783   11,168   11,010   14,241    4,789    1,557

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.4     17.9      4.6     25.8     59.0     69.8     81.5     30.2     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      33       20       16       21       25       64       51
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       57,865
COMMITMENTS
   6,140   24,994        0   42,029   12,562   48,169   37,556    9,696   20,308

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:        374)
    -631      308        0    1,376      357      745      665     -371     -291

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6     43.2      0.0     72.6     21.7     83.2     64.9     16.8     35.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       7       12        0       11       12       18       24
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      206,996
COMMITMENTS
  95,816   12,305    2,646  103,219  189,135  201,681  204,086    5,315    2,910

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:     25,476)
  13,915     -218    1,386    9,848   24,312   25,149   25,480      327       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.3      5.9      1.3     49.9     91.4     97.4     98.6      2.6      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      49       22        9       19       23       74       50
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      119,469
COMMITMENTS
  31,581   32,360    3,049   63,360   53,752   97,990   89,160   21,479   30,309

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:       -273)
   6,206   -1,611     -518   -9,151    1,814   -3,463     -314    3,190       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.4     27.1      2.6     53.0     45.0     82.0     74.6     18.0     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      15       33       10       25       25       48       60
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      160,379
COMMITMENTS
  56,186   24,364    4,198   73,964   90,257  134,348  118,820   26,030   41,559

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:      2,983)
     233   -3,129      315    2,073    2,029    2,621     -786      362    3,768

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.0     15.2      2.6     46.1     56.3     83.8     74.1     16.2     25.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      25       33       16       22       28       57       67
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      368,111
COMMITMENTS
  41,704  181,336   32,701  254,779   83,417  329,184  297,454   38,927   70,657

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:      5,037)
  -3,219    3,238    4,208    4,224      259    5,214    7,706     -177   -2,669

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3     49.3      8.9     69.2     22.7     89.4     80.8     10.6     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      43       91       47       56       53      130      160
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       17,180
COMMITMENTS
  14,124   14,285       36    2,482    2,042   16,642   16,363      538      817

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:        178)
     207        0        0      -71      207      136      207       42      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    82.2     83.1      0.2     14.4     11.9     96.9     95.2      3.1      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       8        4        1        7        6       15       11
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       30,100
COMMITMENTS
  18,273    3,026      124    7,482   25,208   25,879   28,358    4,221    1,742

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:      1,155)
     465     -194      -19      863    1,337    1,309    1,124     -154       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    60.7     10.1      0.4     24.9     83.7     86.0     94.2     14.0      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      21       12        1        9        9       31       21
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   11,557,805
COMMITMENTS
 1165172  318,542  3940734  5543312  6344176 10649218 10603453  908,587  954,352

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:   -419,924)
-122,294 -144,344 -166,302 -146,648 -112,626 -435,243 -423,272   15,320    3,348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1      2.8     34.1     48.0     54.9     92.1     91.7      7.9      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      258)
      65       43       83      140      140      246      230
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      975,086
COMMITMENTS
  77,582   82,886   69,548  673,653  693,975  820,783  846,409  154,302  128,677

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:     20,592)
  -1,573    3,699    2,431   21,502   17,031   22,360   23,162   -1,768   -2,570

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0      8.5      7.1     69.1     71.2     84.2     86.8     15.8     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      607)
     120      133      120      246      255      436      440
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      316,467
COMMITMENTS
   9,881    7,495   27,823  203,841  205,244  241,546  240,563   74,921   75,904

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:       -386)
  -1,673      849      -98      -92    1,743   -1,863    2,493    1,478   -2,879

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      2.4      8.8     64.4     64.9     76.3     76.0     23.7     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      15       14       24       74       58      102       84
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,293,093
COMMITMENTS
 375,855  414,305  171,274  2349060  2443651  2896188  3029231  396,905  263,862

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:    104,887)
  -3,287   10,464   16,436  107,968   76,443  121,117  103,343  -16,230    1,544

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4     12.6      5.2     71.3     74.2     87.9     92.0     12.1      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      572)
     116      129      110      218      237      397      413
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      110,236
COMMITMENTS
  12,920    2,538        0   87,425  103,377  100,345  105,915    9,891    4,321

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:      4,604)
      53      -46        0    3,725    4,012    3,778    3,966      826      638

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7      2.3      0.0     79.3     93.8     91.0     96.1      9.0      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      13        3        0       55       39       68       42
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       83,820
COMMITMENTS
  27,057    5,325      623   49,597   73,600   77,277   79,548    6,543    4,272

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:      3,626)
   1,701      753       89    1,364    2,573    3,154    3,415      472      211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.3      6.4      0.7     59.2     87.8     92.2     94.9      7.8      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      77       29       16       64       81      146      121
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      419,101
COMMITMENTS
 135,284   26,624    3,116  247,985  368,001  386,384  397,741   32,716   21,360

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:     18,130)
   8,505    3,764      446    6,821   12,863   15,772   17,073    2,358    1,056

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.3      6.4      0.7     59.2     87.8     92.2     94.9      7.8      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      77       29       16       64       81      146      121
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      188,050
COMMITMENTS
 109,578   43,295    4,775   40,461  115,703  154,814  163,773   33,235   24,276

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:     14,286)
  15,121    1,543      885   -1,986   12,401   14,020   14,829      267     -542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    58.3     23.0      2.5     21.5     61.5     82.3     87.1     17.7     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      30       41       16       25       27       69       70
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       31,161
COMMITMENTS
   4,261   11,900        0   20,269    5,069   24,530   16,969    6,631   14,192

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:       -453)
    -509     -251       -2      323     -364     -188     -617     -265      164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7     38.2      0.0     65.0     16.3     78.7     54.5     21.3     45.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       7        6        0       19        7       26       13
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       51,626
COMMITMENTS
  10,840    5,359      808   34,521   12,893   46,169   19,060    5,457   32,566

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:     -2,102)
     -28      121      242      254      691      468    1,054   -2,570   -3,156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.0     10.4      1.6     66.9     25.0     89.4     36.9     10.6     63.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      12        6        2       24       15       37       22
```

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Updated August 17, 2012