`Traders in Financial Futures - Futures Only Positions as of August 28, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   163,842
Positions
     6,862     54,533        987     22,060     33,094      1,049     74,695     36,982      4,534      8,879     10,919        577     44,199     21,167
 
Changes from:       August 21, 2012                                  Total Change is:    13,432
      -169     12,457        223        872       -113        355     12,331       -586       -193        556      1,268       -271       -272        292
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       33.3        0.6       13.5       20.2        0.6       45.6       22.6        2.8        5.4        6.7        0.4       27.0       12.9
 
Number of Traders in Each Category                                    Total Traders:        97
         5         11          5          8          4          4         34         18          6         10          7          5
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Traders in Financial Futures - Futures Only Positions as of August 28, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    55,426
Positions
    19,976     14,344         38      2,053      1,640        183     19,860     20,382        270      1,571      2,609          0     11,475     15,960
 
Changes from:       August 21, 2012                                  Total Change is:       807
    -1,441      2,412         38         26         34          0      1,482        437         -3        480      2,609          0        225     -4,720
 
Percent of Open Interest Represented by Each Category of Trader
      36.0       25.9        0.1        3.7        3.0        0.3       35.8       36.8        0.5        2.8        4.7        0.0       20.7       28.8
 
Number of Traders in Each Category                                    Total Traders:        37
         4          7          .          .          .          .          5         11          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of August 28, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   117,034
Positions
     9,963     13,735      1,455     10,686     31,788     12,428     46,330     29,407        643      7,669      3,859          0     27,860     23,719
 
Changes from:       August 21, 2012                                  Total Change is:    -1,516
    -6,864      1,453      1,346        460        436          8      3,354       -222       -123     -2,530       -428          0      2,833     -3,986
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       11.7        1.2        9.1       27.2       10.6       39.6       25.1        0.5        6.6        3.3        0.0       23.8       20.3
 
Number of Traders in Each Category                                    Total Traders:        96
         8          8          .          8         13          5         28         21          6          5          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   149,444
Positions
    11,519     56,070        581     62,834      8,025        721     50,253     30,438      1,109        501     18,690         45     21,881     33,765
 
Changes from:       August 21, 2012                                  Total Change is:     7,986
    -3,384     11,505        127        363        956       -318      7,564      1,309        300       -468      1,242          0      3,802     -7,135
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       37.5        0.4       42.0        5.4        0.5       33.6       20.4        0.7        0.3       12.5        0.0       14.6       22.6
 
Number of Traders in Each Category                                    Total Traders:        97
         5         14          5          9          8          .         22         29          6          .          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   311,925
Positions
    88,263     44,591      1,388     31,759     40,053      9,733     77,494    134,983      2,853     59,439     11,256      3,153     37,843     63,915
 
Changes from:       August 21, 2012                                  Total Change is:    -9,241
    -6,214     11,617        280        555      2,047         -7       -554    -23,794        160       -942        414       -554     -1,965        596
 
Percent of Open Interest Represented by Each Category of Trader
      28.3       14.3        0.4       10.2       12.8        3.1       24.8       43.3        0.9       19.1        3.6        1.0       12.1       20.5
 
Number of Traders in Each Category                                    Total Traders:       192
        25         13          7         17         23         15         32         54         11         13         15          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   190,631
Positions
    22,297     79,482        476      3,913     44,300      1,121    131,215     40,156        108      1,021      4,693        147     30,333     20,148
 
Changes from:       August 21, 2012                                  Total Change is:    -4,662
     1,720     -5,750         28     -1,250      1,271         51     -1,860      4,683       -149        321     -3,136       -914     -2,609       -746
 
Percent of Open Interest Represented by Each Category of Trader
      11.7       41.7        0.2        2.1       23.2        0.6       68.8       21.1        0.1        0.5        2.5        0.1       15.9       10.6
 
Number of Traders in Each Category                                    Total Traders:       111
         7         11          5          4          9          .         40         28          6          4          8          .
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Traders in Financial Futures - Futures Only Positions as of August 28, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    93,449
Positions
    50,783     61,040     21,381      3,653          0          0      5,667      1,785      5,984      2,900          0      2,861        220        398
 
Changes from:       August 21, 2012                                  Total Change is:     4,347
     3,434      3,400        928        -51          0          0         43         29          0          0          0          0         -7        -10
 
Percent of Open Interest Represented by Each Category of Trader
      54.3       65.3       22.9        3.9        0.0        0.0        6.1        1.9        6.4        3.1        0.0        3.1        0.2        0.4
 
Number of Traders in Each Category                                    Total Traders:        25
         5         14         13          .          0          0          .          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   221,529
Positions
    63,370     90,046      4,684     23,476      1,060      1,556    104,705     87,076     15,070      2,160     19,091        107      6,401      2,839
 
Changes from:       August 21, 2012                                  Total Change is:    -1,243
      -967       -686        115        980        169          2     -2,451     -1,840      1,214       -434        218       -409        707        -26
 
Percent of Open Interest Represented by Each Category of Trader
      28.6       40.6        2.1       10.6        0.5        0.7       47.3       39.3        6.8        1.0        8.6        0.0        2.9        1.3
 
Number of Traders in Each Category                                    Total Traders:       109
         7         11          .          9          4          .         44         18         11          8          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    18,078
Positions
    13,880      2,714        842        200        180        201      1,735      1,020        170        140     12,227          0        910        724
 
Changes from:       August 21, 2012                                  Total Change is:     1,068
       -67        223        806          0        -13          0         95        -25         23       -145         -1          0        356         55
 
Percent of Open Interest Represented by Each Category of Trader
      76.8       15.0        4.7        1.1        1.0        1.1        9.6        5.6        0.9        0.8       67.6        0.0        5.0        4.0
 
Number of Traders in Each Category                                    Total Traders:        22
         5          5          4          .          .          .          5          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    31,374
Positions
     5,360     23,914        413        330        100          0     20,932      4,166        126        278        711        196      3,739      1,748
 
Changes from:       August 21, 2012                                  Total Change is:      -610
     1,476       -859        -14       -108        -16          0     -1,392        424          2         -2       -143        118       -690       -122
 
Percent of Open Interest Represented by Each Category of Trader
      17.1       76.2        1.3        1.1        0.3        0.0       66.7       13.3        0.4        0.9        2.3        0.6       11.9        5.6
 
Number of Traders in Each Category                                    Total Traders:        55
         7          6          .          .          .          0         21         11          .          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    58,876
Positions
    13,739     41,681         91      3,718        892        429     28,768      9,791        626      2,349        299          0      9,158      5,070
 
Changes from:       August 21, 2012                                  Total Change is:     2,239
        14      5,591         58        102        174       -172      1,181     -1,576        446        742       -803         -3       -128     -1,477
 
Percent of Open Interest Represented by Each Category of Trader
      23.3       70.8        0.2        6.3        1.5        0.7       48.9       16.6        1.1        4.0        0.5        0.0       15.6        8.6
 
Number of Traders in Each Category                                    Total Traders:        96
        16         15          .          7          .          .         37         12          5          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   117,752
Positions
    27,478     83,361        181      7,435      1,784        858     57,536     19,581      1,251      4,698        597          0     18,315     10,139
 
Changes from:       August 21, 2012                                  Total Change is:     4,478
        27     11,181        116        204        348       -344      2,361     -3,151        892      1,483     -1,605         -5       -256     -2,954
 
Percent of Open Interest Represented by Each Category of Trader
      23.3       70.8        0.2        6.3        1.5        0.7       48.9       16.6        1.1        4.0        0.5        0.0       15.6        8.6
 
Number of Traders in Each Category                                    Total Traders:        96
        16         15          .          7          .          .         37         12          5          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   848,540
Positions
    54,430    144,665     52,256    372,881    167,664     58,527     91,495    225,754     34,322     27,419     41,366     10,647    146,563    113,338
 
Changes from:       August 21, 2012                                  Total Change is:    13,563
    -2,963     -2,860      7,990      1,697      3,959      4,564      7,499      6,381     -2,374     -1,862     -1,143       -525       -464     -2,429
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       17.0        6.2       43.9       19.8        6.9       10.8       26.6        4.0        3.2        4.9        1.3       17.3       13.4
 
Number of Traders in Each Category                                    Total Traders:       566
        35         55         33        123         55         63         94        118         65         35         50         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   237,263
Positions
    38,605     68,035      3,356     99,625     32,752      8,441     10,020     35,525      2,598        106     13,130      6,053     68,459     67,373
 
Changes from:       August 21, 2012                                  Total Change is:     1,934
     4,745      4,287          2     -1,606      3,805        -62       -392     -5,825        165          0        386       -372       -546       -452
 
Percent of Open Interest Represented by Each Category of Trader
      16.3       28.7        1.4       42.0       13.8        3.6        4.2       15.0        1.1        0.0        5.5        2.6       28.9       28.4
 
Number of Traders in Each Category                                    Total Traders:        98
        13         12          5         25          9         13         11         20          7          .          6          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,056,383
Positions
   277,609    581,638     46,016  1,414,358    722,637    202,351    487,525  1,031,297     78,471    152,973    157,588      6,561    390,519    229,824
 
Changes from:       August 21, 2012                                  Total Change is:    58,144
       737      3,540        665     37,457     21,715      2,188     30,454     52,029     -3,694     -9,313     -7,650       -762        412     -9,887
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       19.0        1.5       46.3       23.6        6.6       16.0       33.7        2.6        5.0        5.2        0.2       12.8        7.5
 
Number of Traders in Each Category                                    Total Traders:       539
        35         50         24        107         53         55         92        120         55         35         47          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   120,045
Positions
    16,597     34,300          0     57,805     61,835      2,573     28,888     13,306        910      2,241      2,816          0     11,031      4,305
 
Changes from:       August 21, 2012                                  Total Change is:     4,144
      -208      2,620          0       -748        328        342      3,341        302        900        295          0          0        222       -348
 
Percent of Open Interest Represented by Each Category of Trader
      13.8       28.6        0.0       48.2       51.5        2.1       24.1       11.1        0.8        1.9        2.3        0.0        9.2        3.6
 
Number of Traders in Each Category                                    Total Traders:       103
         9         10          0         37         12         11         21          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is   110,549
Positions
     5,224     68,777      7,931     39,205      8,363        878     38,968      9,049      3,321      1,861      4,356          0     13,160      7,874
 
Changes from:       August 21, 2012                                  Total Change is:     8,632
      -406      4,201      2,355      2,156        193        -71      2,357        -14        472        183       -360        -21      1,607      1,877
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       62.2        7.2       35.5        7.6        0.8       35.2        8.2        3.0        1.7        3.9        0.0       11.9        7.1
 
Number of Traders in Each Category                                    Total Traders:       239
        14         33          9         36         23         10         74         35         12         13         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    18,498
Positions
     8,727     14,439          0        300          0          0      2,717      2,189          0          0        923          0      6,754        947
 
Changes from:       August 21, 2012                                  Total Change is:     4,518
     2,434      3,475          0          0          0          0        190        738          0          0          0          0      1,894        305
 
Percent of Open Interest Represented by Each Category of Trader
      47.2       78.1        0.0        1.6        0.0        0.0       14.7       11.8        0.0        0.0        5.0        0.0       36.5        5.1
 
Number of Traders in Each Category                                    Total Traders:        23
         6          9          0          .          0          0          4          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   460,255
Positions
    21,535    310,742        605    194,526     41,814      4,389    195,967     49,011      1,894      9,307     17,166          0     32,032     34,634
 
Changes from:       August 21, 2012                                  Total Change is:    20,572
    -2,434     15,396         11     10,779        964       -355     12,639     -1,956        558        913     -1,802       -104     -1,435      7,860
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       67.5        0.1       42.3        9.1        1.0       42.6       10.6        0.4        2.0        3.7        0.0        7.0        7.5
 
Number of Traders in Each Category                                    Total Traders:       238
        13         33          .         36         23         10         74         36          8         13         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   435,080
Positions
   164,697     40,696     14,828    136,758    220,773     24,670     69,824     91,820      1,743      2,082     20,093          0     20,478     20,457
 
Changes from:       August 21, 2012                                  Total Change is:     3,139
    -3,704      1,773        693     -1,171      1,184        537      6,569     -4,520          4       -118        781          0        329      2,687
 
Percent of Open Interest Represented by Each Category of Trader
      37.9        9.4        3.4       31.4       50.7        5.7       16.0       21.1        0.4        0.5        4.6        0.0        4.7        4.7
 
Number of Traders in Each Category                                    Total Traders:       249
        21         14          4         56         39         28         52         45          6          5         17          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    31,129
Positions
     8,143        267          0      9,782        408        583      3,707      8,800          0      1,509      6,339          0      7,405     14,732
 
Changes from:       August 21, 2012                                  Total Change is:     1,033
       347          0          0         88          0          0        641        315          0        -50         -6          0          7        724
 
Percent of Open Interest Represented by Each Category of Trader
      26.2        0.9        0.0       31.4        1.3        1.9       11.9       28.3        0.0        4.8       20.4        0.0       23.8       47.3
 
Number of Traders in Each Category                                    Total Traders:        33
         4          .          0         12          .          .          7          4          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    49,291
Positions
    21,348      7,685      2,453      6,105      2,340        832      9,453      2,880      1,229      2,878      3,524          0      4,993     28,348
 
Changes from:       August 21, 2012                                  Total Change is:      -959
     1,295        321        -97        426          0       -502       -772       -297        251        -19       -424          0     -1,541       -211
 
Percent of Open Interest Represented by Each Category of Trader
      43.3       15.6        5.0       12.4        4.7        1.7       19.2        5.8        2.5        5.8        7.1        0.0       10.1       57.5
 
Number of Traders in Each Category                                    Total Traders:        51
        15          9          4          6          .          .         10          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    66,959
Positions
     3,704     15,952        727     44,121     25,303      7,452      6,020     14,922        178        202          0          0      4,555      2,425
 
Changes from:       August 21, 2012                                  Total Change is:     1,111
        -2        160        100       -405      1,056      2,118        -35     -2,022        -15       -692          0          0         42       -286
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       23.8        1.1       65.9       37.8       11.1        9.0       22.3        0.3        0.3        0.0        0.0        6.8        3.6
 
Number of Traders in Each Category                                    Total Traders:        71
         4          7          .         26         21          9          6          6          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is   120,900
Positions
     8,899     62,542      1,758     68,014     15,118      4,675     18,554     30,538      1,087      4,287        795          0     13,626      4,387
 
Changes from:       August 21, 2012                                  Total Change is:    -1,570
    -2,718     -2,155       -102     -1,214        832      1,427      1,752       -242         91        -35       -750          0       -771       -671
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       51.7        1.5       56.3       12.5        3.9       15.3       25.3        0.9        3.5        0.7        0.0       11.3        3.6
 
Number of Traders in Each Category                                    Total Traders:       108
         9         14          4         26         17         13         25          9          4          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   641,164
Positions
    13,330    101,546     41,965    234,780    117,008     70,698     51,520     83,471     31,422     22,598     35,271     11,541    163,310    148,242
 
Changes from:       August 21, 2012                                  Total Change is:    51,844
    -7,337     -9,902     27,067     14,402     -6,869     -4,921     -9,501     16,592     12,935     -1,790     -4,506     10,303     10,686     11,145
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       15.8        6.5       36.6       18.2       11.0        8.0       13.0        4.9        3.5        5.5        1.8       25.5       23.1
 
Number of Traders in Each Category                                    Total Traders:       131
         .         14          8         37         20         27         17         27         17          5          8          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   385,001
Positions
         0    131,564     10,656    239,991     16,298     36,848          4     93,324      7,839      8,339     16,592      4,551     76,773     67,329
 
Changes from:       August 21, 2012                                  Total Change is:    23,118
    -2,686     -6,801      6,826     -4,704        -26      4,481     -1,498     -1,382      7,737       -813     -4,154      4,551      9,224     11,886
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       34.2        2.8       62.3        4.2        9.6        0.0       24.2        2.0        2.2        4.3        1.2       19.9       17.5
 
Number of Traders in Each Category                                    Total Traders:        63
         0         11          .         28          6         18          .         11          .          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is   974,362
Positions
    75,303    165,245     20,986    198,737    100,494     60,388    303,276    446,104     50,450    116,713     23,242     13,640    134,869     93,813
 
Changes from:       August 21, 2012                                  Total Change is:   -30,046
    19,143     -6,931     -6,663     16,498         85    -10,764    -36,872      5,917    -18,906    -10,092     -6,820      3,242     14,368     10,794
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       17.0        2.2       20.4       10.3        6.2       31.1       45.8        5.2       12.0        2.4        1.4       13.8        9.6
 
Number of Traders in Each Category                                    Total Traders:       218
        23         23         19         41         23         32         38         34         24         23         13          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 1,604,899
Positions
   139,244     79,400     64,257    415,324    655,797    185,915    303,329    134,918     71,235     91,096     82,971     12,500    321,999    317,906
 
Changes from:       August 21, 2012                                  Total Change is:   -26,972
   -19,536    -35,518     16,300    -70,897     -7,075     11,272     -3,429     -9,638     -1,316     -2,019     -8,577       -274     42,927      7,854
 
Percent of Open Interest Represented by Each Category of Trader
       8.7        4.9        4.0       25.9       40.9       11.6       18.9        8.4        4.4        5.7        5.2        0.8       20.1       19.8
 
Number of Traders in Each Category                                    Total Traders:       234
        24         20         20         19         58         43         50         38         42         11         14          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,296,213
Positions
   208,703    122,957     34,812    243,001    550,583    104,728    329,132    128,450     34,903     80,649     61,916      8,912    251,373    248,952
 
Changes from:       August 21, 2012                                  Total Change is:    33,544
   -11,690     26,064      3,861    -16,341      4,670      7,774      3,814    -19,458      7,610     10,262     -1,412      2,670     25,584      1,765
 
Percent of Open Interest Represented by Each Category of Trader
      16.1        9.5        2.7       18.7       42.5        8.1       25.4        9.9        2.7        6.2        4.8        0.7       19.4       19.2
 
Number of Traders in Each Category                                    Total Traders:       183
        14         23         16         26         38         34         36         25         24          8         13          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   483,138
Positions
   213,413    198,371    135,431          0      1,415      3,918     37,678     36,837     53,196      3,529     11,305      6,475     29,498     36,190
 
Changes from:       August 21, 2012                                  Total Change is:    25,489
    11,689     19,218     -5,105          0          0          0      7,944      4,216      3,708      1,338        971        478      5,437      2,003
 
Percent of Open Interest Represented by Each Category of Trader
      44.2       41.1       28.0        0.0        0.3        0.8        7.8        7.6       11.0        0.7        2.3        1.3        6.1        7.5
 
Number of Traders in Each Category                                    Total Traders:        88
        21         25         32          0          .          .         20          9         23          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    25,277
Positions
    12,481      7,364      7,023          0      1,713          0      3,767      7,259      1,429          0          0        352        225        137
 
Changes from:       August 21, 2012                                  Total Change is:     4,744
     3,157        545      1,334          0        213          0        329      2,660        159       -125          0        -25        -85       -142
 
Percent of Open Interest Represented by Each Category of Trader
      49.4       29.1       27.8        0.0        6.8        0.0       14.9       28.7        5.7        0.0        0.0        1.4        0.9        0.5
 
Number of Traders in Each Category                                    Total Traders:        30
        10          .          8          0          .          0          6          9          6          0          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is 7,913,313
Positions
 1,332,645  2,656,340  1,861,067    567,925    105,293    137,249  1,460,786    429,589  1,274,736    109,483    202,900    311,903    857,519    934,236
 
Changes from:       August 21, 2012                                  Total Change is:   183,419
   -29,941    116,149    -16,368        281     20,427     -6,272    151,799     -3,456     27,124      3,658     -4,121     11,983     41,155     37,953
 
Percent of Open Interest Represented by Each Category of Trader
      16.8       33.6       23.5        7.2        1.3        1.7       18.5        5.4       16.1        1.4        2.6        3.9       10.8       11.8
 
Number of Traders in Each Category                                    Total Traders:       241
        25         57         74          7         11         15         57         42         80         13         16         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    10,619
Positions
     7,579        219          0        563        777          6        870      9,329          7      1,338        215          0        256         66
 
Changes from:       August 21, 2012                                  Total Change is:       145
        -3         11          0          9          0          0        147        110          0         -5          0          0         -3         24
 
Percent of Open Interest Represented by Each Category of Trader
      71.4        2.1        0.0        5.3        7.3        0.1        8.2       87.9        0.1       12.6        2.0        0.0        2.4        0.6
 
Number of Traders in Each Category                                    Total Traders:        28
         .          .          0          .          4          .          5          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    14,524
Positions
    11,774      7,910          0        918        695         38      1,450      5,639        101          0          0          0        243        141
 
Changes from:       August 21, 2012                                  Total Change is:      -214
       120       -195          0       -210         -8          0       -184       -145        101          0        -76          0        -41        109
 
Percent of Open Interest Represented by Each Category of Trader
      81.1       54.5        0.0        6.3        4.8        0.3       10.0       38.8        0.7        0.0        0.0        0.0        1.7        1.0
 
Number of Traders in Each Category                                    Total Traders:        28
         5          5          0          .          4          .          4          9          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    64,880
Positions
    13,858     37,205      1,421      2,267        120        197     35,395     21,828      1,091      6,215      1,089          4      4,432      1,925
 
Changes from:       August 21, 2012                                  Total Change is:      -518
       374        170         10     -1,691         16        -43      1,807     -1,335        144        131        326          4     -1,254        190
 
Percent of Open Interest Represented by Each Category of Trader
      21.4       57.3        2.2        3.5        0.2        0.3       54.6       33.6        1.7        9.6        1.7        0.0        6.8        3.0
 
Number of Traders in Each Category                                    Total Traders:       101
         4          4          .          7          .          .         35         21          5         24          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   359,935
Positions
   141,208     28,492     37,730     44,586     11,509      8,411     21,331    140,609     42,881      3,855     28,689     36,315     23,618     25,299
 
Changes from:       August 21, 2012                                  Total Change is:   -43,673
     9,479     -4,984     -6,933     -1,571        961      2,584    -12,760      3,944     -5,659        584     -7,358    -20,415     -8,982     -5,813
 
Percent of Open Interest Represented by Each Category of Trader
      39.2        7.9       10.5       12.4        3.2        2.3        5.9       39.1       11.9        1.1        8.0       10.1        6.6        7.0
 
Number of Traders in Each Category                                    Total Traders:       151
        20         11         25          5         12          9         17         50         43          8         18         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     8,432
Positions
     2,874        902          0      2,687        366         71      1,772      6,175        883          0         30          0        145          5
 
Changes from:       August 21, 2012                                  Total Change is:       -69
         0       -128          0       -113          3        -11         64         85        -17          0          0          0          8         -1
 
Percent of Open Interest Represented by Each Category of Trader
      34.1       10.7        0.0       31.9        4.3        0.8       21.0       73.2       10.5        0.0        0.4        0.0        1.7        0.1
 
Number of Traders in Each Category                                    Total Traders:        21
         .          4          0          5          .          .          .          6          .          0          .          0
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Updated August 31, 2012