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Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011               
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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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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   124,353
Positions
     7,773     52,273     10,326     17,108      6,996        332     18,095     13,959     12,201     12,105        616      1,081     45,332     26,568
 
Changes from:       August 30, 2011                                  Total Change is:     3,056
      -853     -3,910        749      1,399      1,324       -269       -891      4,113      1,696        793        112        -48        481       -709
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       42.0        8.3       13.8        5.6        0.3       14.6       11.2        9.8        9.7        0.5        0.9       36.5       21.4
 
Number of Traders in Each Category                                    Total Traders:        87
         8         14          9          5          6          4         20         16         19         15          .          6
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Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011               
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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    61,980
Positions
     6,980     25,306      7,583        949        971        129     17,572      6,307      7,657          0          0          0     21,111     14,027
 
Changes from:       August 30, 2011                                  Total Change is:     5,518
     1,686     -1,561      1,936         14        -36         10     -1,572      1,822      3,421          0          0          0         23        -73
 
Percent of Open Interest Represented by Each Category of Trader
      11.3       40.8       12.2        1.5        1.6        0.2       28.4       10.2       12.4        0.0        0.0        0.0       34.1       22.6
 
Number of Traders in Each Category                                    Total Traders:        39
         6         10          9          .          .          .         13          7          9          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011               
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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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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   118,499
Positions
    41,688      3,987      7,173      8,925     34,363        883     28,395     40,211      3,543      1,996      4,007          0     25,897     24,332
 
Changes from:       August 30, 2011                                  Total Change is:    16,513
    21,894     -7,941      4,506        152      1,333         35     -5,123     14,366      1,201       -672          0          0     -5,480      3,013
 
Percent of Open Interest Represented by Each Category of Trader
      35.2        3.4        6.1        7.5       29.0        0.7       24.0       33.9        3.0        1.7        3.4        0.0       21.9       20.5
 
Number of Traders in Each Category                                    Total Traders:        96
        15          7         11          5         11          4         27         25         17          .          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011               
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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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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   137,956
Positions
     7,977     67,540      6,492     35,573      9,158      1,227     48,321      9,264      6,869      1,697      2,131        478     29,323     34,798
 
Changes from:       August 30, 2011                                  Total Change is:    -2,341
     1,451     -5,088       -751        757        -46        167     -1,771       -819      1,071        697       -233        152     -4,112      3,207
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       49.0        4.7       25.8        6.6        0.9       35.0        6.7        5.0        1.2        1.5        0.3       21.3       25.2
 
Number of Traders in Each Category                                    Total Traders:       100
        10         11          8         11          7          6         34         18         20          .          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011               
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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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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   272,472
Positions
    51,676     34,834     26,963     32,752     31,310      2,335     54,610     59,898     40,548      6,307      7,759      5,997     51,282     62,827
 
Changes from:       August 30, 2011                                  Total Change is:    44,068
    16,656     -8,339     10,838      1,306      1,772        631     10,745     21,982      6,660       -816        205      2,360     -4,314      7,959
 
Percent of Open Interest Represented by Each Category of Trader
      19.0       12.8        9.9       12.0       11.5        0.9       20.0       22.0       14.9        2.3        2.8        2.2       18.8       23.1
 
Number of Traders in Each Category                                    Total Traders:       193
        23         15         19         15         22         12         34         62         50         13          9         12
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Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011               
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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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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   140,163
Positions
     7,886     82,319      3,974      3,369      8,693        324     82,378     13,167     11,020        971        494        193     30,048     19,980
 
Changes from:       August 30, 2011                                  Total Change is:    11,826
    -1,488      3,851       -121        230        579         11      2,659      1,608      8,066          6        466         45      2,416     -2,680
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       58.7        2.8        2.4        6.2        0.2       58.8        9.4        7.9        0.7        0.4        0.1       21.4       14.3
 
Number of Traders in Each Category                                    Total Traders:        75
         7         13         10          .          6          .         28         12         13          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011               
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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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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is   103,363
Positions
    46,587     56,693     32,702          0          0          0     20,733     11,850      1,224      1,082          0          0      1,035        894
 
Changes from:       August 30, 2011                                  Total Change is:    -1,640
     1,864      1,893     -3,208          0          0          0       -527       -536        373          0          0          0       -142       -162
 
Percent of Open Interest Represented by Each Category of Trader
      45.1       54.8       31.6        0.0        0.0        0.0       20.1       11.5        1.2        1.0        0.0        0.0        1.0        0.9
 
Number of Traders in Each Category                                    Total Traders:        26
         9         11         15          0          0          0          .          .          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011               
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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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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   111,130
Positions
    46,405     60,629      3,742     18,497      1,523          0     32,826     30,651      1,318      1,242      4,085        240      6,860      8,942
 
Changes from:       August 30, 2011                                  Total Change is:      -225
     1,443     -2,518      1,778      3,529       -224          0     -8,180       -331        729        444       -387        240       -208        488
 
Percent of Open Interest Represented by Each Category of Trader
      41.8       54.6        3.4       16.6        1.4        0.0       29.5       27.6        1.2        1.1        3.7        0.2        6.2        8.0
 
Number of Traders in Each Category                                    Total Traders:        96
        12          9          .          7          .          0         15         37          9          5          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011               
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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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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    33,956
Positions
    30,435     17,440         66      1,090          0          0      1,316        881         16        322     15,138          0        711        415
 
Changes from:       August 30, 2011                                  Total Change is:    -5,455
     2,243     -2,380     -3,811         22          0          0       -821        649       -272       -101      2,510     -2,510       -205        359
 
Percent of Open Interest Represented by Each Category of Trader
      89.6       51.4        0.2        3.2        0.0        0.0        3.9        2.6        0.0        0.9       44.6        0.0        2.1        1.2
 
Number of Traders in Each Category                                    Total Traders:        20
         4          5          .          .          0          0          5          .          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011               
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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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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    27,939
Positions
     4,175     23,722          3        509          0          0     17,520      2,135         14      1,098          0          0      4,620      2,065
 
Changes from:       August 30, 2011                                  Total Change is:     1,083
      -343        342        -68        149          0          0        965         68         14        -47          0          0        413        727
 
Percent of Open Interest Represented by Each Category of Trader
      14.9       84.9        0.0        1.8        0.0        0.0       62.7        7.6        0.1        3.9        0.0        0.0       16.5        7.4
 
Number of Traders in Each Category                                    Total Traders:        44
         5         10          .          .          0          0         17          5          .          4          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    53,941
Positions
    19,194     24,488      6,087      3,270      3,903        126      8,595      5,731      4,994      4,031        230        608      7,037      7,774
 
Changes from:       August 30, 2011                                  Total Change is:      -949
    -1,631      1,260        -23        -79        943       -468        -28     -3,415        326        -59        177        155        857         96
 
Percent of Open Interest Represented by Each Category of Trader
      35.6       45.4       11.3        6.1        7.2        0.2       15.9       10.6        9.3        7.5        0.4        1.1       13.0       14.4
 
Number of Traders in Each Category                                    Total Traders:        92
        19         14          8          7          6          .         21         16         13          4          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011               
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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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DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    14,269
Positions
     8,951      9,402         51        691        268          0        760      2,460         38      1,013          0          0      2,765      2,050
 
Changes from:       August 30, 2011                                  Total Change is:       381
         0          0          0          0         10          0       -344         10         -8        282          0          0        451        369
 
Percent of Open Interest Represented by Each Category of Trader
      62.7       65.9        0.4        4.8        1.9        0.0        5.3       17.2        0.3        7.1        0.0        0.0       19.4       14.4
 
Number of Traders in Each Category                                    Total Traders:        22
         8          5          .          .          .          0          .          .          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is    79,344
Positions
    32,117     41,804        439      5,158      7,270        251     21,605     12,478      3,978      6,036        461      1,216      8,544     11,448
 
Changes from:       August 30, 2011                                  Total Change is:    -2,658
    -3,240      2,542        -67       -158      1,865       -935        433     -7,048        868       -681        353        309        814       -546
 
Percent of Open Interest Represented by Each Category of Trader
      40.5       52.7        0.6        6.5        9.2        0.3       27.2       15.7        5.0        7.6        0.6        1.5       10.8       14.4
 
Number of Traders in Each Category                                    Total Traders:        88
        17         16          6          6          5          .         23         15         12          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is 1,444,454
Positions
   166,079    130,160    135,201    406,878    230,776     67,696     88,249    234,989    334,035     21,713     97,534     48,526    176,078    165,537
 
Changes from:       August 30, 2011                                  Total Change is:   103,226
    26,942      6,039     22,837     -3,010     18,865      1,337      4,947      1,221     38,594     -2,590      6,670      2,543     11,626      5,119
 
Percent of Open Interest Represented by Each Category of Trader
      11.5        9.0        9.4       28.2       16.0        4.7        6.1       16.3       23.1        1.5        6.8        3.4       12.2       11.5
 
Number of Traders in Each Category                                    Total Traders:       636
        37         57         47        110         73         69         88        171        116         39         59         33
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Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   592,088
Positions
   132,652     74,436     48,075    114,250     41,814     13,327     49,399    138,979    108,681      9,859     41,626     26,518     89,326     98,632
 
Changes from:       August 30, 2011                                  Total Change is:    59,818
    23,286      8,140     11,345        531     -1,392        -32      1,911     14,199     16,500     -2,912      2,756      2,162      7,027      6,140
 
Percent of Open Interest Represented by Each Category of Trader
      22.4       12.6        8.1       19.3        7.1        2.3        8.3       23.5       18.4        1.7        7.0        4.5       15.1       16.7
 
Number of Traders in Each Category                                    Total Traders:       148
        16         13         14         29         14         14         28         29         50         10          9         11
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Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011               
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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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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 4,261,831
Positions
   493,861    605,349    108,900  1,479,857    961,530    255,129    826,148  1,111,951    494,872     87,496    307,762     81,811    433,758    334,527
 
Changes from:       August 30, 2011                                  Total Change is:   217,036
    60,009     31,230     15,725    -16,493    102,501      5,630     97,859     17,789     27,790      3,777     21,736       -261     23,000     -5,105
 
Percent of Open Interest Represented by Each Category of Trader
      11.6       14.2        2.6       34.7       22.6        6.0       19.4       26.1       11.6        2.1        7.2        1.9       10.2        7.8
 
Number of Traders in Each Category                                    Total Traders:       593
        37         53         40         97         68         64         85        164        103         33         56         27
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Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   110,251
Positions
    16,214     26,991        135     62,927     54,283      4,242     18,669     11,999         98      1,514      4,353          0      6,452      8,150
 
Changes from:       August 30, 2011                                  Total Change is:        76
     4,936     -2,833         11    -12,393      3,834        586      6,544       -885     -1,027         47        156          0      1,372        234
 
Percent of Open Interest Represented by Each Category of Trader
      14.7       24.5        0.1       57.1       49.2        3.8       16.9       10.9        0.1        1.4        3.9        0.0        5.9        7.4
 
Number of Traders in Each Category                                    Total Traders:        84
         9          9          .         30         14          9          9         10          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is   107,938
Positions
    25,649     24,585     21,835     16,842     17,992        990     13,737     11,371     15,279        804      3,441      1,043     11,759     11,402
 
Changes from:       August 30, 2011                                  Total Change is:     4,180
    -1,174     -1,524        540      3,154      7,210       -482      1,887     -1,512     -1,443       -262        191         22      1,936      1,178
 
Percent of Open Interest Represented by Each Category of Trader
      23.8       22.8       20.2       15.6       16.7        0.9       12.7       10.5       14.2        0.7        3.2        1.0       10.9       10.6
 
Number of Traders in Each Category                                    Total Traders:       213
        24         27         14         28         23         13         37         53         23          7         13          6
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Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    27,516
Positions
    15,798     13,977          0        334          0          0      8,234      5,824         44        390        507          0      2,717      7,164
 
Changes from:       August 30, 2011                                  Total Change is:       219
       244          0          0          0          0          0          0     -1,166         -9       -159          0          0        143      1,394
 
Percent of Open Interest Represented by Each Category of Trader
      57.4       50.8        0.0        1.2        0.0        0.0       29.9       21.2        0.2        1.4        1.8        0.0        9.9       26.0
 
Number of Traders in Each Category                                    Total Traders:        27
        11          5          0          .          0          0          .          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   402,108
Positions
   148,757    152,539      9,673     82,538     89,962      4,952     91,123     91,343     12,566      3,789     16,383      3,501     45,210     21,190
 
Changes from:       August 30, 2011                                  Total Change is:    19,803
    -5,527     -6,060      1,140     15,772     36,050     -2,409      4,842     -6,322     -2,576       -512        955        108      8,964     -1,083
 
Percent of Open Interest Represented by Each Category of Trader
      37.0       37.9        2.4       20.5       22.4        1.2       22.7       22.7        3.1        0.9        4.1        0.9       11.2        5.3
 
Number of Traders in Each Category                                    Total Traders:       211
        23         27          9         28         23         13         40         51         22          6         13          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   459,675
Positions
   247,288     25,890     18,913    104,648    197,923     33,880     30,905    132,777      5,880      1,942     20,271        170     16,048     23,970
 
Changes from:       August 30, 2011                                  Total Change is:    23,489
    25,721       -796      2,531    -17,646     22,744      1,035      8,055     -5,533      1,366       -271      1,482        170      2,527        489
 
Percent of Open Interest Represented by Each Category of Trader
      53.8        5.6        4.1       22.8       43.1        7.4        6.7       28.9        1.3        0.4        4.4        0.0        3.5        5.2
 
Number of Traders in Each Category                                    Total Traders:       252
        23         14          7         51         53         27         27         65         16          .         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    42,150
Positions
     5,057      5,567      2,830      5,560        722        202      9,987      8,932      3,024        466      3,836          0     15,024     17,037
 
Changes from:       August 30, 2011                                  Total Change is:    11,049
    -1,361        438      2,286     -1,061          0          0       -410     -2,761      3,024         50          3          0      8,521      8,059
 
Percent of Open Interest Represented by Each Category of Trader
      12.0       13.2        6.7       13.2        1.7        0.5       23.7       21.2        7.2        1.1        9.1        0.0       35.6       40.4
 
Number of Traders in Each Category                                    Total Traders:        54
        10          9          4          7          .          .          9         12          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    78,673
Positions
    15,533     48,846      2,640      6,557      6,679        339      9,358      4,019      1,630      2,318          0          0     40,298     14,520
 
Changes from:       August 30, 2011                                  Total Change is:    16,047
     1,515      5,611        842      1,763        124          0     -1,686        263        842        206          0          0     12,565      8,365
 
Percent of Open Interest Represented by Each Category of Trader
      19.7       62.1        3.4        8.3        8.5        0.4       11.9        5.1        2.1        2.9        0.0        0.0       51.2       18.5
 
Number of Traders in Each Category                                    Total Traders:        71
        13         20         12          6          5          .         13         10          .          4          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    41,951
Positions
     1,092      4,659      1,305     24,495     25,189      4,702      5,630      4,968          4      1,140          0          0      3,583      1,124
 
Changes from:       August 30, 2011                                  Total Change is:     3,073
       468         44        106        147      1,315        445        367         57          0        -47          0          0      1,587      1,106
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       11.1        3.1       58.4       60.0       11.2       13.4       11.8        0.0        2.7        0.0        0.0        8.5        2.7
 
Number of Traders in Each Category                                    Total Traders:        53
         .          .          .         15         20          9          9          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is    55,242
Positions
    10,386     19,963      1,825     23,691      9,328      1,265      7,684     15,903        565      1,899        158        657      7,270      5,578
 
Changes from:       August 30, 2011                                  Total Change is:     2,998
     1,837       -655        -33        295         65         77       -335        487         93        163          6         -6        907      2,964
 
Percent of Open Interest Represented by Each Category of Trader
      18.8       36.1        3.3       42.9       16.9        2.3       13.9       28.8        1.0        3.4        0.3        1.2       13.2       10.1
 
Number of Traders in Each Category                                    Total Traders:        66
         8          9          .         17          6          8         15          5          .          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   823,216
Positions
    10,530    104,582     56,233    324,251    132,725     65,155     43,315    107,853    122,934      7,703     59,152     22,498    170,597    152,085
 
Changes from:       August 30, 2011                                  Total Change is:    25,936
       353     -8,878      5,485      8,903     -1,577    -20,650    -15,895      8,139     26,747      1,341     -2,355     19,383        269       -357
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       12.7        6.8       39.4       16.1        7.9        5.3       13.1       14.9        0.9        7.2        2.7       20.7       18.5
 
Number of Traders in Each Category                                    Total Traders:       155
        10         21         23         39         20         31         33         22         38          4          6          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   417,501
Positions
     2,540    197,007      4,030    296,345     16,398     21,348      2,113    112,987     20,840      3,445      4,699          0     66,840     40,192
 
Changes from:       August 30, 2011                                  Total Change is:   -13,590
        40     -2,611        423       -939     -2,566       -389         96     -6,961     -2,369     -1,735      2,665          0     -8,717     -1,782
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       47.2        1.0       71.0        3.9        5.1        0.5       27.1        5.0        0.8        1.1        0.0       16.0        9.6
 
Number of Traders in Each Category                                    Total Traders:        76
         .         14          7         36          5         15          .         14          7          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   808,161
Positions
    84,392     78,697     17,132    129,439    228,626     92,071    219,284    150,478     70,494     69,252     45,656      4,558    121,538    120,448
 
Changes from:       August 30, 2011                                  Total Change is:  -104,197
   -21,216     -2,487     -5,177    -10,420      3,379       -678    -56,611    -36,455    -13,787      9,147    -34,859      1,305     -6,760    -15,438
 
Percent of Open Interest Represented by Each Category of Trader
      10.4        9.7        2.1       16.0       28.3       11.4       27.1       18.6        8.7        8.6        5.6        0.6       15.0       14.9
 
Number of Traders in Each Category                                    Total Traders:       227
        14         27         18         31         51         38         38         37         29         10         19          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 2,063,663
Positions
    66,692    220,133    124,022    816,548    548,677    255,894    199,047    265,767    180,167     56,920     86,573     40,975    323,399    341,455
 
Changes from:       August 30, 2011                                  Total Change is:  -194,700
    -3,282     -7,784    -57,845    -22,838     12,427     25,318    -36,702    -70,275    -89,196    -24,228    -13,060     -1,077     15,150      6,792
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       10.7        6.0       39.6       26.6       12.4        9.6       12.9        8.7        2.8        4.2        2.0       15.7       16.5
 
Number of Traders in Each Category                                    Total Traders:       233
        19         28         37         32         56         50         47         31         58         10         10         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,450,168
Positions
    93,143    178,436     58,872    381,974    544,481    112,438    290,922    100,255    105,890    168,541     72,129     12,707    225,681    264,959
 
Changes from:       August 30, 2011                                  Total Change is:   -77,511
    -3,657     15,709    -13,272     -7,660      6,151    -15,416       -176      8,215    -37,326     22,369     -9,161     -5,332    -17,040    -27,080
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       12.3        4.1       26.3       37.5        7.8       20.1        6.9        7.3       11.6        5.0        0.9       15.6       18.3
 
Number of Traders in Each Category                                    Total Traders:       185
         9         33         26         21         48         37         33         24         34          7         10          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   946,169
Positions
   268,306    269,480    224,594      3,991      4,358      7,077     71,611     74,489    273,580     16,521      5,375     40,978     39,511     46,238
 
Changes from:       August 30, 2011                                  Total Change is:  -127,947
   -20,701    -16,504    -60,018     -1,429     -1,079        -48      5,584        790    -44,134       -335       -630     -4,334     -2,532     -1,991
 
Percent of Open Interest Represented by Each Category of Trader
      28.4       28.5       23.7        0.4        0.5        0.7        7.6        7.9       28.9        1.7        0.6        4.3        4.2        4.9
 
Number of Traders in Each Category                                    Total Traders:       145
        33         32         52          .          5          .         28         26         42          .          7          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 is18,147,369
Positions
 1,044,457  3,528,330  3,669,894  3,272,550    161,368    302,271    670,285    704,731  6,772,227     84,274    533,259  1,447,311    884,101  1,027,978
 
Changes from:       August 30, 2011                                  Total Change is:   445,798
    -2,436   -151,871     89,069    -47,705     17,638      4,883     10,165     13,476    276,011     -2,633     77,875    130,040    -11,597    -11,324
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       19.4       20.2       18.0        0.9        1.7        3.7        3.9       37.3        0.5        2.9        8.0        4.9        5.7
 
Number of Traders in Each Category                                    Total Traders:       301
        34         62         91         11         19         24         56         74        117         13         19         29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    11,743
Positions
     3,852      4,694          0      1,206        792         12      2,258      5,435        490      3,601        240          0        324         80
 
Changes from:       August 30, 2011                                  Total Change is:       299
       139       -171         -1       -329          0          0         10         -6        486          0        -10          0         -6          1
 
Percent of Open Interest Represented by Each Category of Trader
      32.8       40.0        0.0       10.3        6.7        0.1       19.2       46.3        4.2       30.7        2.0        0.0        2.8        0.7
 
Number of Traders in Each Category                                    Total Traders:        33
         .          5          0          .          4          .          8          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    22,469
Positions
    17,170     10,905          0      1,284      1,772         11      3,454      4,040        207         80      5,483          0        263         51
 
Changes from:       August 30, 2011                                  Total Change is:     1,243
       738      1,408          0         67       -383         11        267          0        203        -30         30          0        -13        -26
 
Percent of Open Interest Represented by Each Category of Trader
      76.4       48.5        0.0        5.7        7.9        0.0       15.4       18.0        0.9        0.4       24.4        0.0        1.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        37
         5          6          0          .          5          .         10          4          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    51,199
Positions
    15,348     14,942         53      1,547        564        796     20,952     26,814      3,707      2,371      1,299         12      6,414      3,013
 
Changes from:       August 30, 2011                                  Total Change is:    -4,894
    -2,534        883       -280      1,246     -4,423       -300     -7,565       -773      2,386      1,253       -852         -4        904     -1,531
 
Percent of Open Interest Represented by Each Category of Trader
      30.0       29.2        0.1        3.0        1.1        1.6       40.9       52.4        7.2        4.6        2.5        0.0       12.5        5.9
 
Number of Traders in Each Category                                    Total Traders:       116
         5          8          .          5          .          .         36         27         15         23          8          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   166,198
Positions
    39,730     53,363     35,067      4,741        766      6,750     22,043     20,441     17,778      9,894      2,249     12,024     18,171     17,760
 
Changes from:       August 30, 2011                                  Total Change is:     3,906
     1,097     -3,888      2,350       -191       -320       -319       -845      2,658     -1,755     -1,483        792        952      4,100      3,436
 
Percent of Open Interest Represented by Each Category of Trader
      23.9       32.1       21.1        2.9        0.5        4.1       13.3       12.3       10.7        6.0        1.4        7.2       10.9       10.7
 
Number of Traders in Each Category                                    Total Traders:       105
        11         11         21          6          .          9         16         21         26          9          7         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    11,981
Positions
     3,015      4,704          0      2,142        484          0      4,454      1,644        625        150      3,361      1,041        554        122
 
Changes from:       August 30, 2011                                  Total Change is:      -356
      -260       -104          0        -39          0          0       -211        369          0          0       -897        154          0        122
 
Percent of Open Interest Represented by Each Category of Trader
      25.2       39.3        0.0       17.9        4.0        0.0       37.2       13.7        5.2        1.3       28.1        8.7        4.6        1.0
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          0          4          .          0          5          5          .          .          .          .
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```

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Updated September 9, 2011