`Traders in Financial Futures - Options and Futures Combined 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   180,252
Positions
     6,216     54,732      6,712     21,534     33,116      1,737     75,070     34,279     11,748      8,727     11,383      1,724     46,783     24,821
 
Changes from:       August 21, 2012                                  Total Change is:    14,989
       -76     12,096        764        538        -91        785     12,051       -909        884        524      1,299       -250       -232        410
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       30.4        3.7       11.9       18.4        1.0       41.6       19.0        6.5        4.8        6.3        1.0       26.0       13.8
 
Number of Traders in Each Category                                    Total Traders:       100
         4         12          6          7          5          5         37         16         13         11          8         10
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Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 2012                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    56,731
Positions
    19,972     14,406        121      2,053      1,640        183     19,860     20,391        312      1,571      2,609          0     12,660     17,070
 
Changes from:       August 21, 2012                                  Total Change is:       901
    -1,458      2,474         87         26         34          0      1,482        454         -1        480      2,609          0        285     -4,756
 
Percent of Open Interest Represented by Each Category of Trader
      35.2       25.4        0.2        3.6        2.9        0.3       35.0       35.9        0.5        2.8        4.6        0.0       22.3       30.1
 
Number of Traders in Each Category                                    Total Traders:        37
         4          7          .          .          .          .          5         11          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined 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   124,464
Positions
     9,938     13,190      3,022     10,134     31,788     13,060     46,651     27,937      4,146      7,320      4,268        800     29,393     26,253
 
Changes from:       August 21, 2012                                  Total Change is:      -394
    -6,785      1,530      1,364        303        436         85      3,502       -410        610     -2,553       -554        166      2,914     -3,621
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       10.6        2.4        8.1       25.5       10.5       37.5       22.4        3.3        5.9        3.4        0.6       23.6       21.1
 
Number of Traders in Each Category                                    Total Traders:        97
         8          8          7          8         13          5         30         19         13          4          7          .
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Traders in Financial Futures - Options and Futures Combined 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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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   160,681
Positions
    11,704     54,863      3,801     62,787      8,237      1,036     50,510     29,808      5,351        500     18,866        985     24,007     37,734
 
Changes from:       August 21, 2012                                  Total Change is:     8,627
    -3,331     11,037        660         67      1,012       -126      8,206        531        673       -735      1,458        -77      3,290     -6,541
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       34.1        2.4       39.1        5.1        0.6       31.4       18.6        3.3        0.3       11.7        0.6       14.9       23.5
 
Number of Traders in Each Category                                    Total Traders:       101
         5         15          8          9          9          6         24         29         18          .          8          .
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Traders in Financial Futures - Options and Futures Combined 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   364,513
Positions
    90,105     41,819     12,287     31,737     41,951     10,366     75,902    130,768     34,075     60,948     14,513      6,169     42,924     72,565
 
Changes from:       August 21, 2012                                  Total Change is:    -4,589
    -5,308     10,808      1,299        542      2,747        431       -676    -23,849      2,678       -876        689       -669     -2,010      1,276
 
Percent of Open Interest Represented by Each Category of Trader
      24.7       11.5        3.4        8.7       11.5        2.8       20.8       35.9        9.3       16.7        4.0        1.7       11.8       19.9
 
Number of Traders in Each Category                                    Total Traders:       212
        25         13         14         17         26         20         35         58         35         12         26         17
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Traders in Financial Futures - Options and Futures Combined 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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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   207,112
Positions
    22,219     78,912      5,533      3,538     45,150      2,023    131,755     40,031      6,954      1,299      4,194      1,768     32,022     22,546
 
Changes from:       August 21, 2012                                  Total Change is:    -2,232
     1,731     -6,415      1,074     -1,160      1,735        239     -1,283      6,055         44        532     -3,095       -831     -2,577     -1,037
 
Percent of Open Interest Represented by Each Category of Trader
      10.7       38.1        2.7        1.7       21.8        1.0       63.6       19.3        3.4        0.6        2.0        0.9       15.5       10.9
 
Number of Traders in Each Category                                    Total Traders:       114
         7         11          8          .         11          5         40         28         16          6          8          7
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Traders in Financial Futures - Options and Futures Combined 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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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    94,566
Positions
    51,900     62,157     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:     4,385
     3,472      3,438        928        -51          0          0         43         29          0          0          0          0         -7        -10
 
Percent of Open Interest Represented by Each Category of Trader
      54.9       65.7       22.6        3.9        0.0        0.0        6.0        1.9        6.3        3.1        0.0        3.0        0.2        0.4
 
Number of Traders in Each Category                                    Total Traders:        25
         5         14         13          .          0          0          .          .          .          .          0          .
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Traders in Financial Futures - Options and Futures Combined 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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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          .
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Traders in Financial Futures - Options and Futures Combined 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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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 - Options and Futures Combined 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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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          .
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Traders in Financial Futures - Options and Futures Combined 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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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    60,194
Positions
    13,739     41,681         91      3,718        892        429     28,726     10,315      1,132      2,862        299        130      9,369      5,227
 
Changes from:       August 21, 2012                                  Total Change is:     2,194
        14      5,634          4        102        174       -172      1,141     -1,580        446        700       -803         -4        -37     -1,506
 
Percent of Open Interest Represented by Each Category of Trader
      22.8       69.2        0.2        6.2        1.5        0.7       47.7       17.1        1.9        4.8        0.5        0.2       15.6        8.7
 
Number of Traders in Each Category                                    Total Traders:        96
        16         15          .          7          .          .         37         12          9          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   120,389
Positions
    27,478     83,361        181      7,435      1,784        858     57,452     20,630      2,264      5,723        597        259     18,738     10,454
 
Changes from:       August 21, 2012                                  Total Change is:     4,388
        27     11,268          8        204        348       -344      2,283     -3,159        893      1,400     -1,605         -7        -75     -3,013
 
Percent of Open Interest Represented by Each Category of Trader
      22.8       69.2        0.2        6.2        1.5        0.7       47.7       17.1        1.9        4.8        0.5        0.2       15.6        8.7
 
Number of Traders in Each Category                                    Total Traders:        96
        16         15          .          7          .          .         37         12          9          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   987,569
Positions
    54,904    143,103     58,964    372,056    167,132     61,215     92,036    221,857    135,978     27,675     44,277     25,771    158,969    129,273
 
Changes from:       August 21, 2012                                  Total Change is:    21,747
    -2,883     -2,744      8,410      1,727      4,107      4,548      7,067      5,752      4,727     -1,936       -850        654       -568     -2,859
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       14.5        6.0       37.7       16.9        6.2        9.3       22.5       13.8        2.8        4.5        2.6       16.1       13.1
 
Number of Traders in Each Category                                    Total Traders:       598
        35         56         48        123         58         67         96        129        108         48         52         38
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   310,895
Positions
    39,293     68,035      5,951     98,793     31,784     10,856     10,729     35,432     54,107         28     13,840     14,193     76,944     76,696
 
Changes from:       August 21, 2012                                  Total Change is:     5,114
     4,822      4,349         17     -1,585      3,830        -79       -336     -5,486      2,601        -45        470        438       -719     -1,026
 
Percent of Open Interest Represented by Each Category of Trader
      12.6       21.9        1.9       31.8       10.2        3.5        3.5       11.4       17.4        0.0        4.5        4.6       24.7       24.7
 
Number of Traders in Each Category                                    Total Traders:       112
        13         12          8         25          9         13         14         25         34          6          7         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 3,383,373
Positions
   279,187    576,469     63,937  1,414,397    724,817    203,716    477,940  1,003,526    337,952    154,607    168,560     41,512    410,126    262,886
 
Changes from:       August 21, 2012                                  Total Change is:    83,161
     1,118      4,180      2,320     37,501     22,329      2,189     25,968     45,142     21,680     -9,459     -6,604      1,086        758     -9,162
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       17.0        1.9       41.8       21.4        6.0       14.1       29.7       10.0        4.6        5.0        1.2       12.1        7.8
 
Number of Traders in Each Category                                    Total Traders:       559
        35         51         39        107         56         59         93        125         99         44         48         31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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   112,468
Positions
     5,207     68,698      8,205     39,205      8,363        878     39,053      9,570      4,027      1,879      3,873        728     13,286      8,126
 
Changes from:       August 21, 2012                                  Total Change is:     8,928
      -435      4,157      2,457      2,156        193        -71      2,406         73        561        183       -361         59      1,611      1,860
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       61.1        7.3       34.9        7.4        0.8       34.7        8.5        3.6        1.7        3.4        0.6       11.8        7.2
 
Number of Traders in Each Category                                    Total Traders:       241
        14         33         11         36         23         10         74         35         20         15         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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    18,503
Positions
     8,727     14,439          0        300          0          0      2,717      2,189          0          0        923          0      6,759        952
 
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       78.0        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 - Options and Futures Combined 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   469,826
Positions
    21,622    310,521      1,802    194,526     41,814      4,389    196,367     51,594      5,447      9,397     14,751      3,639     32,636     35,868
 
Changes from:       August 21, 2012                                  Total Change is:    22,048
    -2,343     15,409        285     10,779        964       -355     12,861     -1,547      1,025        914     -1,805        297     -1,414      7,775
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       66.1        0.4       41.4        8.9        0.9       41.8       11.0        1.2        2.0        3.1        0.8        6.9        7.6
 
Number of Traders in Each Category                                    Total Traders:       240
        13         33          6         36         23         10         74         36         16         15         10          .
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Traders in Financial Futures - Options and Futures Combined 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   437,248
Positions
   164,697     40,683     14,843    136,758    220,773     24,670     70,658     92,049      2,375      2,082     20,533        239     20,925     21,083
 
Changes from:       August 21, 2012                                  Total Change is:     3,208
    -3,704      1,774        692     -1,171      1,184        537      6,551     -4,507         59       -118        777         14        348      2,678
 
Percent of Open Interest Represented by Each Category of Trader
      37.7        9.3        3.4       31.3       50.5        5.6       16.2       21.1        0.5        0.5        4.7        0.1        4.8        4.8
 
Number of Traders in Each Category                                    Total Traders:       249
        21         14          5         56         39         28         51         46         12          5         17          .
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Traders in Financial Futures - Options and Futures Combined 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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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
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Traders in Financial Futures - Options and Futures Combined 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
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Traders in Financial Futures - Options and Futures Combined 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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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 - Options and Futures Combined 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 - Options and Futures Combined 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   702,399
Positions
    13,931    101,449     51,573    237,275    121,090     72,113     49,828     80,942     64,431     24,536     33,852     14,589    174,123    162,360
 
Changes from:       August 21, 2012                                  Total Change is:    -1,860
    -3,362     -6,159     10,191     12,895     -2,704    -11,124      1,139     13,000    -15,093     -1,740     -2,244      6,203       -969      6,071
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       14.4        7.3       33.8       17.2       10.3        7.1       11.5        9.2        3.5        4.8        2.1       24.8       23.1
 
Number of Traders in Each Category                                    Total Traders:       133
         4         13         14         37         20         30         23         23         32          7          6          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   385,010
Positions
         0    131,564     10,656    239,991     16,298     36,848          4     93,326      7,839      8,339     16,592      4,551     76,782     67,336
 
Changes from:       August 21, 2012                                  Total Change is:    22,686
    -2,686     -6,801      6,826     -4,664        -26      4,440     -1,498     -1,413      7,699       -813     -4,154      4,551      8,832     11,565
 
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          .
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Traders in Financial Futures - Options and Futures Combined 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 1,062,133
Positions
    71,963    142,399     65,791    199,977    101,198     60,388    290,645    451,856    102,799    116,688     25,286     17,615    136,267     94,802
 
Changes from:       August 21, 2012                                  Total Change is:   -80,357
    21,617     -2,857    -24,777     16,072      2,006    -12,640    -27,924     12,174    -55,104    -12,952     -7,189        432     14,920      7,599
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       13.4        6.2       18.8        9.5        5.7       27.4       42.5        9.7       11.0        2.4        1.7       12.8        8.9
 
Number of Traders in Each Category                                    Total Traders:       222
        23         24         25         41         23         32         37         37         32         23         14         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,872,486
Positions
   139,067     95,170    147,784    416,255    648,463    199,341    281,901    128,081    208,628    103,407     79,596     29,790    346,313    335,633
 
Changes from:       August 21, 2012                                  Total Change is:  -275,596
     1,036    -16,409   -104,312    -97,823    -14,734      7,881     19,066      1,722   -121,663      1,990    -10,311    -18,309     36,538        540
 
Percent of Open Interest Represented by Each Category of Trader
       7.4        5.1        7.9       22.2       34.6       10.6       15.1        6.8       11.1        5.5        4.3        1.6       18.5       17.9
 
Number of Traders in Each Category                                    Total Traders:       240
        24         21         39         19         58         47         47         44         66         10         17         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,377,516
Positions
   213,155    129,698     56,987    251,824    550,594    106,305    323,612    123,878     74,254     79,719     66,092     14,445    257,215    255,263
 
Changes from:       August 21, 2012                                  Total Change is:    -4,306
    -6,699     27,387     -7,556    -15,070      4,831      8,074     -1,921    -21,177     -6,532     10,465     -5,587        980     13,952     -4,727
 
Percent of Open Interest Represented by Each Category of Trader
      15.5        9.4        4.1       18.3       40.0        7.7       23.5        9.0        5.4        5.8        4.8        1.0       18.7       18.5
 
Number of Traders in Each Category                                    Total Traders:       186
        12         26         20         27         38         35         34         27         34          7         15          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   512,436
Positions
   214,911    197,898    140,699          0      1,415      3,918     34,647     37,222     72,295      4,545     10,985     11,697     29,724     36,307
 
Changes from:       August 21, 2012                                  Total Change is:    25,789
    11,423     18,750     -4,794          0          0          0      7,193      3,905      4,357      1,697      1,086        483      5,430      2,001
 
Percent of Open Interest Represented by Each Category of Trader
      41.9       38.6       27.5        0.0        0.3        0.8        6.8        7.3       14.1        0.9        2.1        2.3        5.8        7.1
 
Number of Traders in Each Category                                    Total Traders:        91
        24         24         33          0          .          .         19         11         26          4          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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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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 - Options and Futures Combined 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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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is12,018,705
Positions
 1,340,524  2,785,333  2,846,533    522,932    105,620    225,035  1,383,078    270,188  3,841,832    161,667    162,220    787,899    909,204    994,045
 
Changes from:       August 21, 2012                                  Total Change is:   517,498
    -5,382    169,406      3,660     -7,635     11,152     13,320    183,234     12,188    171,309     21,195      2,454     87,268     50,530     46,741
 
Percent of Open Interest Represented by Each Category of Trader
      11.2       23.2       23.7        4.4        0.9        1.9       11.5        2.2       32.0        1.3        1.3        6.6        7.6        8.3
 
Number of Traders in Each Category                                    Total Traders:       257
        28         55         81          8         13         19         60         51         92         17         16         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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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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 - Options and Futures Combined 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 - Options and Futures Combined 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    65,638
Positions
    13,821     37,205      1,541      2,267        120        197     35,379     21,828      1,676      6,256      1,091         19      4,481      1,961
 
Changes from:       August 21, 2012                                  Total Change is:      -418
       336        170         30     -1,691         16        -43      1,838     -1,335        218        147        328          1     -1,255        197
 
Percent of Open Interest Represented by Each Category of Trader
      21.1       56.7        2.3        3.5        0.2        0.3       53.9       33.3        2.6        9.5        1.7        0.0        6.8        3.0
 
Number of Traders in Each Category                                    Total Traders:       103
         4          4          .          7          .          .         36         21          6         24          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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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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