```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,206
COMMITMENTS
       6       44      137    4,270    4,760    4,414    4,942      792      264

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:         52)
      -5        1        1      269       58      265       59     -213       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      0.8      2.6     82.0     91.4     84.8     94.9     15.2      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        2       19       13       21       15
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       51,630
COMMITMENTS
   6,380    2,453   12,408   24,346   28,300   43,133   43,161    8,497    8,470

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:        925)
     275     -158      147      323      772      745      761      179      164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4      4.8     24.0     47.2     54.8     83.5     83.6     16.5     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      28        8       21       39       36       72       60
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      282,588
COMMITMENTS
  70,806   45,664   90,839   93,019  106,430  254,665  242,934   27,923   39,654

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:     10,793)
   1,432    5,841    4,539    3,336   -2,417    9,307    7,962    1,487    2,831

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1     16.2     32.1     32.9     37.7     90.1     86.0      9.9     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      299)
     112       80      123       63       74      230      240
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      360,493
COMMITMENTS
  89,557   48,398   98,656  144,335  159,642  332,548  306,696   27,945   53,797

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:     -1,158)
  -2,171    3,151    4,299   -3,762   -7,357   -1,633       93      475   -1,251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.8     13.4     27.4     40.0     44.3     92.2     85.1      7.8     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      420)
     133      106      148      104      147      306      349
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,060
COMMITMENTS
   4,466    2,555    1,125    2,592    5,088    8,184    8,768    1,876    1,292

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:       -423)
    -377      -78       88      360        9       72       20     -494     -442

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.4     25.4     11.2     25.8     50.6     81.4     87.2     18.6     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      41       19       13       20       29       73       51
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       50,267
COMMITMENTS
   8,082   10,703   17,563   15,101    6,540   40,746   34,806    9,522   15,461

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:        176)
     570    1,054     -228     -220      -25      122      802       54     -626

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1     21.3     34.9     30.0     13.0     81.1     69.2     18.9     30.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      32       59       60       63       57      131      148
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        8,060
COMMITMENTS
     246    1,765      594    6,352    5,401    7,192    7,761      868      299

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:         90)
      15      108      -57      128        1       87       52        4       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1     21.9      7.4     78.8     67.0     89.2     96.3     10.8      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        8       10       12       13       23       24
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       94,566
COMMITMENTS
   6,179    5,866    4,874   83,293   83,428   94,346   94,168      220      398

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:      4,385)
    -604       38        0    4,996    4,357    4,392    4,395       -7      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      6.2      5.2     88.1     88.2     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        3        2       15       18       18       23
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      180,252
COMMITMENTS
  86,354   24,351    7,768   39,347  123,313  133,469  155,431   46,783   24,821

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:     14,989)
  10,500      301      827    3,893   13,451   15,221   14,579     -232      410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.9     13.5      4.3     21.8     68.4     74.0     86.2     26.0     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      44       19       17       24       30       77       57
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       56,731
COMMITMENTS
  10,684   22,145       13   33,374   17,503   44,071   39,661   12,660   17,070

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:        901)
   4,763      562     -254   -3,892    5,349      617    5,657      285   -4,756

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8     39.0      0.0     58.8     30.9     77.7     69.9     22.3     30.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       7       12        1       11       13       18       26
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      221,529
COMMITMENTS
 104,239    9,613    3,037  107,852  206,040  215,128  218,690    6,401    2,839

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:     -1,243)
  -2,901      454      726      225   -2,397   -1,950   -1,217      707      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.1      4.3      1.4     48.7     93.0     97.1     98.7      2.9      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      53       19       10       20       22       79       47
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      124,464
COMMITMENTS
  41,485   40,061    4,093   49,494   54,057   95,072   98,211   29,393   26,253

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:       -394)
  -3,670    2,111    1,004     -642      111   -3,308    3,227    2,914   -3,621

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.3     32.2      3.3     39.8     43.4     76.4     78.9     23.6     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      29       28       12       27       28       61       63
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      160,681
COMMITMENTS
  53,610   29,924    5,509   77,555   87,515  136,674  122,947   24,007   37,734

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:      8,627)
   9,492   -1,350     -140   -4,016   16,658    5,337   15,168    3,290   -6,541

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.4     18.6      3.4     48.3     54.5     85.1     76.5     14.9     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      23       39       19       24       31       60       76
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      364,513
COMMITMENTS
  43,671  147,648   35,165  242,754  109,135  321,589  291,948   42,924   72,565

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:     -4,589)
    -408  -22,248    2,874   -5,046   13,507   -2,580   -5,866   -2,010    1,276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0     40.5      9.6     66.6     29.9     88.2     80.1     11.8     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      44       85       53       59       57      137      161
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       18,078
COMMITMENTS
  14,076   14,043      499    2,593    2,812   17,168   17,354      910      724

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:      1,068)
     -50     -242      463      299      792      712    1,013      356       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    77.9     77.7      2.8     14.3     15.6     95.0     96.0      5.0      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7        4        3        9        6       17       12
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       31,374
COMMITMENTS
  18,215    3,986      126    9,294   25,514   27,635   29,626    3,739    1,748

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:       -610)
  -1,620      523        2    1,698   -1,013       80     -488     -690     -122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    58.1     12.7      0.4     29.6     81.3     88.1     94.4     11.9      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      22       14        1       12       10       35       24
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   12,018,705
COMMITMENTS
 1272404  453,177  4131744  5705352  6439739 11109500 11024660  909,204  994,045

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:    517,498)
 164,851  146,973  191,634  110,483  132,149  466,967  470,757   50,530   46,741

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6      3.8     34.4     47.5     53.6     92.4     91.7      7.6      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      66       43       86      134      138      243      231
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      987,569
COMMITMENTS
  81,334   86,699   60,084  687,182  711,513  828,600  858,296  158,969  129,273

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:     21,747)
   5,938    1,021     -488   16,865   24,072   22,314   24,605     -568   -2,859

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      8.8      6.1     69.6     72.0     83.9     86.9     16.1     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      598)
     124      113      103      257      261      439      420
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      310,895
COMMITMENTS
   8,096    7,939   21,987  203,868  204,273  233,951  234,199   76,944   76,696

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:      5,114)
    -379   -1,342      627    5,586    6,856    5,834    6,141     -719   -1,026

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      2.6      7.1     65.6     65.7     75.3     75.3     24.7     24.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      13       11       21       70       61       94       83
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,383,373
COMMITMENTS
 384,419  412,026  172,260  2416567  2536201  2973247  3120487  410,126  262,886

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:     83,161)
  19,761       -6    6,249   56,393   86,080   82,403   92,323      758   -9,162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4     12.2      5.1     71.4     75.0     87.9     92.2     12.1      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      559)
     115      110       91      231      240      399      388
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      120,045
COMMITMENTS
  16,394    2,500      902   91,718  112,338  109,014  115,740   11,031    4,305

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:      4,144)
   1,486      -61      902    1,534    3,651    3,922    4,492      222     -348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7      2.1      0.8     76.4     93.6     90.8     96.4      9.2      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      19        3        1       56       37       75       41
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      112,468
COMMITMENTS
  32,941    4,624    1,821   64,419   97,897   99,182  104,343   13,286    8,126

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:      8,928)
   2,462     -926       60    4,795    7,933    7,316    7,068    1,611    1,860

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.3      4.1      1.6     57.3     87.0     88.2     92.8     11.8      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      79       27       16       75       85      160      123
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       18,503
COMMITMENTS
     486    1,231        0   11,258   16,320   11,744   17,551    6,759      952

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:      4,518)
    -253        0        0    2,877    4,213    2,624    4,213    1,894      305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      6.7      0.0     60.8     88.2     63.5     94.9     36.5      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        0       10       10       11       12
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      469,826
COMMITMENTS
 166,220   20,908    5,163  265,807  407,887  437,190  433,958   32,636   35,868

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:     22,048)
  13,548   -4,655      325    9,589   18,602   23,462   14,273   -1,414    7,775

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.4      4.5      1.1     56.6     86.8     93.1     92.4      6.9      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      80       27       14       69       83      153      120
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      207,112
COMMITMENTS
 124,238   45,873    7,092   43,759  131,600  175,089  184,566   32,022   22,546

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:     -2,232)
  -2,968    5,728    1,410    1,904   -8,334      346   -1,195   -2,577   -1,037

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    60.0     22.1      3.4     21.1     63.5     84.5     89.1     15.5     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      39       36       19       28       28       77       73
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       31,129
COMMITMENTS
   2,600   11,623        0   21,124    4,774   23,724   16,397    7,405   14,732

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:      1,033)
     267      200        0      759      109    1,026      309        7      724

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4     37.3      0.0     67.9     15.3     76.2     52.7     23.8     47.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        5        0       19        5       25       10
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       49,291
COMMITMENTS
  11,855    6,232    1,175   31,268   13,536   44,298   20,943    4,993   28,348

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:       -959)
    -737     -125      234    1,085     -857      582     -748   -1,541     -211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.1     12.6      2.4     63.4     27.5     89.9     42.5     10.1     57.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      13        6        2       23       17       37       24
```

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Updated August 31, 2012