```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,886
COMMITMENTS
       7       70      151    3,874    4,458    4,032    4,678      854      207

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:       -674)
       7      -57      -17     -638     -532     -647     -605      -26      -69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      1.4      3.1     79.3     91.2     82.5     95.8     17.5      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        2       18       12       20       15
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       44,905
COMMITMENTS
   5,259    2,913    9,976   21,974   24,647   37,209   37,536    7,696    7,369

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:       -281)
      -3     -319      228     -713     -115     -487     -206      207      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7      6.5     22.2     48.9     54.9     82.9     83.6     17.1     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      20       11       19       40       36       65       61
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      270,541
COMMITMENTS
  67,513   35,674   85,322   93,051  111,206  245,885  232,202   24,656   38,339

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:         82)
     621    8,864   -1,038     -978   -6,102   -1,395    1,724    1,477   -1,642

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.0     13.2     31.5     34.4     41.1     90.9     85.8      9.1     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
     111       80      112       60       73      222      218
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      360,879
COMMITMENTS
  86,752   52,755   95,697  148,666  156,143  331,115  304,595   29,764   56,285

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:    -39,245)
 -10,251        7  -29,358     -788  -10,421  -40,397  -39,772    1,152      527

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.0     14.6     26.5     41.2     43.3     91.8     84.4      8.2     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      395)
     112      104      140      109      144      291      336
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,215
COMMITMENTS
   3,690    2,928      717    2,147    3,375    6,554    7,020    1,661    1,195

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:       -390)
     -18      -81     -302       99       77     -221     -306     -169      -84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.9     35.6      8.7     26.1     41.1     79.8     85.5     20.2     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      38       18       13       19       25       66       48
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       49,934
COMMITMENTS
   8,049    8,624   16,729   15,289    7,057   40,067   32,410    9,867   17,524

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:       -296)
    -177      649      678     -520      242      -19    1,569     -278   -1,865

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1     17.3     33.5     30.6     14.1     80.2     64.9     19.8     35.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      33       56       55       69       53      138      138
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        7,617
COMMITMENTS
     223    1,791      504    6,121    5,028    6,849    7,324      768      293

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:       -941)
      99     -650       56   -1,024     -270     -868     -865      -73      -77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9     23.5      6.6     80.4     66.0     89.9     96.1     10.1      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       7        5        9       12       12       23       22
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      106,154
COMMITMENTS
   5,453    5,368    4,874   95,458   95,291  105,785  105,533      369      621

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:      2,491)
   1,159     -194      -11    1,235    2,551    2,383    2,346      108      145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      5.1      4.6     89.9     89.8     99.7     99.4      0.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        2        2       14       17       17       21
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      120,420
COMMITMENTS
  43,040   23,447    4,152   36,874   69,205   84,066   96,804   36,354   23,616

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:      5,412)
  13,638    6,165   -2,870   -6,896    3,514    3,872    6,809    1,540   -1,397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.7     19.5      3.4     30.6     57.5     69.8     80.4     30.2     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      29       18       11       23       28       59       50
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       57,491
COMMITMENTS
   6,771   24,686        0   40,652   12,205   47,423   36,891   10,067   20,599

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     -3,310)
   1,342      576     -377   -5,419      385   -4,454      584    1,144   -3,894

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8     42.9      0.0     70.7     21.2     82.5     64.2     17.5     35.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       7       13        0       11       12       18       25
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      181,520
COMMITMENTS
  81,901   12,523    1,260   93,371  164,823  176,532  178,606    4,988    2,914

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     10,543)
  12,359   -9,463     -203   -2,498   21,034    9,658   11,368      885     -825

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.1      6.9      0.7     51.4     90.8     97.3     98.4      2.7      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      44       18        8       14       22       61       48
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      119,743
COMMITMENTS
  25,374   33,970    3,567   72,512   51,937  101,453   89,474   18,289   30,268

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:      2,488)
  -5,221    1,322     -813    8,190      449    2,156      958      332    1,530

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.2     28.4      3.0     60.6     43.4     84.7     74.7     15.3     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      15       31       13       27       26       52       60
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      157,396
COMMITMENTS
  55,953   27,494    3,884   71,891   88,228  131,728  119,606   25,669   37,791

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:      2,798)
     898    5,181     -922    2,473   -2,074    2,449    2,185      350      613

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.5     17.5      2.5     45.7     56.1     83.7     76.0     16.3     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      28       36       16       21       27       60       68
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      363,073
COMMITMENTS
  44,923  178,098   28,492  250,554   83,158  323,970  289,748   39,104   73,325

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     -8,093)
   4,682   -4,780  -10,165   -2,877    7,449   -8,360   -7,496      267     -597

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4     49.1      7.8     69.0     22.9     89.2     79.8     10.8     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      40       90       45       56       53      129      155
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       17,002
COMMITMENTS
  13,917   14,285       36    2,553    1,835   16,506   16,156      496      846

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:        495)
     864      346      -89     -290      147      485      404       10       91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    81.9     84.0      0.2     15.0     10.8     97.1     95.0      2.9      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7        4        1        7        6       14       11
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       28,945
COMMITMENTS
  17,808    3,220      143    6,619   23,871   24,570   27,234    4,375    1,711

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:      3,978)
   4,149      -92      -43     -532    4,187    3,574    4,052      404      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    61.5     11.1      0.5     22.9     82.5     84.9     94.1     15.1      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      22       14        2        6        9       30       23
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   11,977,729
COMMITMENTS
 1287465  462,886  4107036  5689960  6456803 11084461 11026725  893,267  951,004

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:   -332,345)
 -96,261  -24,265 -215,205  -10,880 -116,986 -322,346 -356,456   -9,999   24,111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7      3.9     34.3     47.5     53.9     92.5     92.1      7.5      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      258)
      63       48       84      138      138      247      228
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      954,494
COMMITMENTS
  79,155   79,187   67,117  652,151  676,943  798,423  823,247  156,071  131,247

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     37,177)
   8,400     -240    7,711   23,265   30,635   39,376   38,106   -2,199     -929

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3      8.3      7.0     68.3     70.9     83.6     86.2     16.4     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      603)
     116      131      116      252      254      441      430
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      316,853
COMMITMENTS
  11,555    6,647   27,922  203,933  203,501  243,409  238,069   73,444   78,783

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     12,505)
   3,126      -43    2,915    9,957   10,530   15,997   13,401   -3,492     -896

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      2.1      8.8     64.4     64.2     76.8     75.1     23.2     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      15       15       25       71       56      101       82
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,188,206
COMMITMENTS
 379,142  403,841  154,838  2241092  2367209  2775071  2925887  413,135  262,319

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:    123,359)
  38,541   11,186   11,813   66,542  100,525  116,895  123,523    6,463     -165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9     12.7      4.9     70.3     74.2     87.0     91.8     13.0      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      568)
     113      125      105      226      238      403      404
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      105,632
COMMITMENTS
  12,867    2,584        0   83,700   99,365   96,567  101,949    9,065    3,683

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:      1,541)
   3,006      265        0     -890    1,853    2,116    2,118     -575     -577

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2      2.4      0.0     79.2     94.1     91.4     96.5      8.6      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      13        3        0       53       39       66       42
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       80,194
COMMITMENTS
  25,356    4,572      534   48,233   71,028   74,123   76,133    6,072    4,061

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:      5,097)
   5,024      180       86     -400    3,852    4,710    4,117      387      980

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.6      5.7      0.7     60.1     88.6     92.4     94.9      7.6      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      74       25       13       63       82      140      117
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      400,971
COMMITMENTS
 126,779   22,860    2,669  241,164  355,138  370,613  380,667   30,358   20,304

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     25,486)
  25,122      898      429   -1,998   19,259   23,552   20,586    1,933    4,900

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.6      5.7      0.7     60.1     88.6     92.4     94.9      7.6      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      74       25       13       63       82      140      117
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      173,763
COMMITMENTS
  94,457   41,751    3,891   42,447  103,302  140,795  148,945   32,968   24,819

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     12,179)
  15,263     -129   -4,786   -2,568   16,386    7,910   11,471    4,269      708

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    54.4     24.0      2.2     24.4     59.5     81.0     85.7     19.0     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      26       32       10       27       26       61       60
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       31,614
COMMITMENTS
   4,770   12,151        2   19,946    5,433   24,718   17,586    6,896   14,028

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:        353)
     396    1,018        0     -209       15      187    1,033      166     -680

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1     38.4      0.0     63.1     17.2     78.2     55.6     21.8     44.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       9        6        1       19        7       28       14
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       53,728
COMMITMENTS
  10,868    5,238      566   34,267   12,202   45,701   18,006    8,027   35,722

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:      2,962)
     337     -709      -90      209   -1,728      456   -2,527    2,506    5,489

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.2      9.7      1.1     63.8     22.7     85.1     33.5     14.9     66.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      12        5        2       24       15       36       22
```

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Updated August 10, 2012