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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,420
COMMITMENTS
       0       35       22    2,972    3,080    2,994    3,137      426      283

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:       -903)
       0      -58        1     -800     -879     -799     -936     -104       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.0      0.6     86.9     90.1     87.5     91.7     12.5      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        2       16       10       18       12
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       25,613
COMMITMENTS
   4,386    4,054    1,073   14,555   17,148   20,014   22,275    5,599    3,338

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -3,575)
    -203     -222     -936   -2,287   -2,160   -3,426   -3,318     -149     -257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1     15.8      4.2     56.8     67.0     78.1     87.0     21.9     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      19       14       14       26       24       54       43
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      235,417
COMMITMENTS
  74,395   63,251   49,125   86,915   89,125  210,435  201,501   24,982   33,916

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:      5,210)
   4,002    2,751      -23    1,126      641    5,105    3,369      105    1,841

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.6     26.9     20.9     36.9     37.9     89.4     85.6     10.6     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
     103       93      113       49       67      213      232
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      293,239
COMMITMENTS
  89,758   72,637   48,816  129,786  127,673  268,360  249,126   24,879   44,113

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:      8,704)
   1,444    3,119    4,585    2,216    2,309    8,245   10,013      459   -1,309

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6     24.8     16.6     44.3     43.5     91.5     85.0      8.5     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      395)
     106      113      121       78      138      261      315
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,086
COMMITMENTS
   3,856    2,310      722    2,692    4,711    7,270    7,743    1,816    1,343

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:       -604)
    -624     -424      -70      132     -193     -562     -687      -42       83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.4     25.4      7.9     29.6     51.8     80.0     85.2     20.0     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      34       13        9       20       27       62       44
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       34,897
COMMITMENTS
   7,435   10,183    7,536   12,924    4,865   27,895   22,584    7,002   12,313

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -3,514)
  -1,713   -2,272     -157     -745     -683   -2,615   -3,112     -899     -402

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3     29.2     21.6     37.0     13.9     79.9     64.7     20.1     35.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      26       46       45       39       37       94      107
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,561
COMMITMENTS
     172    1,472       87    4,832    3,783    5,091    5,342      470      219

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -1,223)
     -25     -335        1   -1,110     -909   -1,134   -1,243      -89       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1     26.5      1.6     86.9     68.0     91.5     96.1      8.5      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        8        9       10       10       19       22
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       93,433
COMMITMENTS
   5,393    5,588    4,990   82,097   82,460   92,480   93,038      953      395

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:        -16)
    -786     -278      116      -79      149     -749      -13      733       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8      6.0      5.3     87.9     88.3     99.0     99.6      1.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        2        3       16       19       20       24
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      171,278
COMMITMENTS
  89,309   22,754      756   36,806  123,990  126,871  147,500   44,407   23,778

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:      7,436)
   2,670   -2,949      -92    4,650    7,866    7,228    4,825      208    2,611

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.1     13.3      0.4     21.5     72.4     74.1     86.1     25.9     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      35       20        8       23       28       61       53
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       55,949
COMMITMENTS
   9,013   22,125       13   33,506   18,637   42,532   40,775   13,417   15,174

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:        523)
  -1,671      -20        0      252    1,329   -1,419    1,309    1,942     -786

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1     39.5      0.0     59.9     33.3     76.0     72.9     24.0     27.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6       10        1       11       15       17       26
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      222,655
COMMITMENTS
 101,497   10,616    6,095  108,926  203,436  216,518  220,147    6,137    2,508

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:      1,126)
  -2,742    1,003    3,058    1,074   -2,604    1,390    1,457     -264     -331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.6      4.8      2.7     48.9     91.4     97.2     98.9      2.8      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      60       17       11       19       21       86       44
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      133,755
COMMITMENTS
  41,834   48,702       79   57,584   59,109   99,497  107,890   34,258   25,865

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     16,721)
    -573    8,263     -554   11,450    6,866   10,323   14,575    6,398    2,146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.3     36.4      0.1     43.1     44.2     74.4     80.7     25.6     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      29       24        3       23       25       53       51
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      152,452
COMMITMENTS
  55,133   31,126      146   72,936   90,420  128,215  121,692   24,237   30,760

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:      3,008)
   1,562     -889     -216     -694    7,118      652    6,013    2,356   -3,005

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.2     20.4      0.1     47.8     59.3     84.1     79.8     15.9     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      25       33        5       20       27       49       61
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      314,363
COMMITMENTS
  46,580  148,886    3,578  225,276  100,488  275,434  252,952   38,929   61,411

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:      2,438)
     653    1,398      111      588    3,433    1,352    4,942    1,086   -2,504

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     47.4      1.1     71.7     32.0     87.6     80.5     12.4     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      45       67       16       49       52      105      124
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       25,393
COMMITMENTS
  14,815    3,414      128    7,271   19,836   22,214   23,378    3,179    2,015

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -5,981)
  -3,400     -572        2   -2,023   -5,678   -5,421   -6,248     -560      267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.3     13.4      0.5     28.6     78.1     87.5     92.1     12.5      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      21       13        2       13        8       35       22
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    8,208,560
COMMITMENTS
 1436010  536,621  1420417  4494708  5341831  7351135  7298869  857,425  909,691

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:    295,247)
 158,699  -12,046  111,902   24,740  219,936  295,341  319,792      -94  -24,545

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5      6.5     17.3     54.8     65.1     89.6     88.9     10.4     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      67       38       76      124      135      227      222
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      861,624
COMMITMENTS
  81,663   88,228   27,076  608,269  633,769  717,009  749,074  144,615  112,550

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     13,084)
      58    3,729    4,612   10,361    5,531   15,032   13,872   -1,947     -788

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5     10.2      3.1     70.6     73.6     83.2     86.9     16.8     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      569)
     112      103       52      238      242      377      372
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      241,669
COMMITMENTS
   7,828    9,823    5,197  157,958  159,430  170,983  174,450   70,686   67,219

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:      4,406)
     341    3,207      112    1,726    1,241    2,179    4,560    2,227     -154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      4.1      2.2     65.4     66.0     70.8     72.2     29.2     27.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
       6        6        5       59       52       67       62
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,099,775
COMMITMENTS
 407,084  429,935   71,489  2251555  2371695  2730128  2873119  369,647  226,656

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     43,392)
  17,197   21,219    3,891   43,176   21,450   64,264   46,560  -20,872   -3,168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1     13.9      2.3     72.6     76.5     88.1     92.7     11.9      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      545)
     111      102       48      211      219      346      346
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      121,421
COMMITMENTS
  16,398    3,736    1,188   92,540  111,682  110,126  116,606   11,295    4,815

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:      1,376)
       4    1,236      286      822     -656    1,112      866      264      510

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5      3.1      1.0     76.2     92.0     90.7     96.0      9.3      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      20        4        2       53       39       74       45
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      113,775
COMMITMENTS
  33,890    5,683      906   65,197   98,915   99,993  105,505   13,782    8,271

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:      3,226)
   1,047      538      -11    1,569    2,303    2,605    2,829      622      397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.8      5.0      0.8     57.3     86.9     87.9     92.7     12.1      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      85       27       12       67       83      158      116
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       21,635
COMMITMENTS
     241    1,231        0   14,070   19,269   14,311   20,500    7,324    1,135

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:      3,137)
    -245        0        0    2,812    2,949    2,567    2,949      570      188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      5.7      0.0     65.0     89.1     66.1     94.8     33.9      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        0        9       11       10       13
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      460,702
COMMITMENTS
 170,991   25,006    1,785  255,636  398,232  428,412  425,023   32,290   35,679

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:        447)
   5,263    1,491    1,142   -6,216   -3,231      189     -598      258    1,045

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.1      5.4      0.4     55.5     86.4     93.0     92.3      7.0      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      85       27       10       61       81      151      113
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      189,241
COMMITMENTS
 111,869   49,430      617   48,115  116,561  160,601  166,608   28,640   22,633

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -1,390)
 -12,268    3,365      343   12,228   -7,583      303   -3,875   -1,693    2,485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.1     26.1      0.3     25.4     61.6     84.9     88.0     15.1     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      38       35        8       26       23       68       62
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       31,572
COMMITMENTS
   2,630   11,540      140   20,598    4,230   23,368   15,910    8,204   15,662

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:        443)
      30      -83      140     -526     -544     -356     -487      799      930

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3     36.6      0.4     65.2     13.4     74.0     50.4     26.0     49.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        5        1       19        4       25        9
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       56,865
COMMITMENTS
  12,410    8,075    1,392   37,244   15,399   51,046   24,866    5,819   31,999

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:      7,574)
     555    1,843      217    5,976    1,863    6,748    3,923      826    3,651

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8     14.2      2.4     65.5     27.1     89.8     43.7     10.2     56.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      13        9        2       26       19       40       29
```

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Updated September 4, 2012