```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,154
COMMITMENTS
      11       43      136    4,001    4,703    4,149    4,882    1,005      272

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:        140)
       7      -34      -12       14       99        8       53      132       87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.8      2.6     77.6     91.2     80.5     94.7     19.5      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        2       18       12       20       14
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       50,706
COMMITMENTS
   6,105    2,610   12,261   24,022   27,528   42,388   42,400    8,318    8,306

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:      4,904)
   1,077     -341    1,676    1,500    2,582    4,253    3,917      652      988

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0      5.1     24.2     47.4     54.3     83.6     83.6     16.4     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      28        8       19       39       36       70       60
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      271,794
COMMITMENTS
  69,374   39,824   86,300   89,683  108,848  245,358  234,972   26,436   36,823

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:    -11,868)
  -2,509      729   -7,989   -1,916   -4,402  -12,414  -11,662      546     -206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.5     14.7     31.8     33.0     40.0     90.3     86.5      9.7     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      290)
     114       77      117       62       75      228      226
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      361,651
COMMITMENTS
  91,728   45,247   94,357  148,097  166,999  334,181  306,603   27,470   55,048

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:     -3,481)
    -531   -6,846   -4,148    1,228    5,197   -3,450   -5,796      -31    2,315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.4     12.5     26.1     41.0     46.2     92.4     84.8      7.6     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      412)
     132       96      148      104      149      307      338
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,483
COMMITMENTS
   4,843    2,632    1,037    2,232    5,079    8,112    8,748    2,371    1,734

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:        546)
     287      118      160     -201     -152      246      126      300      420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.2     25.1      9.9     21.3     48.5     77.4     83.5     22.6     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      46       20       15       19       31       77       55
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       50,091
COMMITMENTS
   7,512    9,649   17,791   15,321    6,564   40,624   34,004    9,467   16,087

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:      1,494)
    -250    1,428      527      888       53    1,165    2,007      328     -514

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0     19.3     35.5     30.6     13.1     81.1     67.9     18.9     32.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      32       57       56       68       55      132      142
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        7,970
COMMITMENTS
     231    1,657      651    6,224    5,400    7,105    7,709      864      261

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:        177)
      13     -135      105       36      258      154      229       22      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9     20.8      8.2     78.1     67.8     89.2     96.7     10.8      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        7       10       12       13       23       24
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       90,181
COMMITMENTS
   6,783    5,828    4,874   78,297   79,071   89,954   89,773      227      408

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:    -17,176)
     165      107        0  -17,357  -17,292  -17,192  -17,185       16        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5      6.5      5.4     86.8     87.7     99.7     99.5      0.3      0.5

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 08/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      165,263
COMMITMENTS
  75,854   24,050    6,940   35,454  109,862  118,248  140,852   47,015   24,411

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:     29,045)
  22,157     -333      652      363   29,489   23,172   29,807    5,872     -763

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.9     14.6      4.2     21.5     66.5     71.6     85.2     28.4     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      39       16       16       21       29       68       53
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       55,830
COMMITMENTS
   5,921   21,583      267   37,266   12,154   43,454   34,004   12,375   21,825

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:     -2,035)
    -219   -3,411      267   -4,762     -408   -4,714   -3,552    2,679    1,517

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6     38.7      0.5     66.8     21.8     77.8     60.9     22.2     39.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        8        1       10       11       17       20
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      222,772
COMMITMENTS
 107,140    9,159    2,311  107,627  208,437  217,078  219,907    5,694    2,865

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:     15,776)
  11,324   -3,146     -335    4,408   19,302   15,397   15,821      379      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.1      4.1      1.0     48.3     93.6     97.4     98.7      2.6      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      53       18        9       19       24       78       47
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      124,858
COMMITMENTS
  45,155   37,950    3,089   50,136   53,946   98,380   94,984   26,478   29,874

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:      5,389)
  13,575    5,590       39  -13,224      194      390    5,824    4,999     -435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.2     30.4      2.5     40.2     43.2     78.8     76.1     21.2     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      29       27       10       26       27       59       60
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      152,054
COMMITMENTS
  44,118   31,274    5,649   81,571   70,856  131,338  107,779   20,717   44,275

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:     -8,324)
 -12,068    6,910    1,451    7,607  -19,401   -3,011  -11,040   -5,314    2,716

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.0     20.6      3.7     53.6     46.6     86.4     70.9     13.6     29.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      18       41       20       24       27       54       76
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      369,103
COMMITMENTS
  44,079  169,896   32,290  247,800   95,628  324,169  297,814   44,934   71,289

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:        992)
   2,374  -11,441     -410   -6,979   12,210   -5,015      360    6,007      632

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9     46.0      8.7     67.1     25.9     87.8     80.7     12.2     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      35       95       47       58       59      133      161
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       17,010
COMMITMENTS
  14,126   14,285       36    2,294    2,020   16,456   16,341      554      669

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:       -170)
       2        0        0     -188      -22     -186      -22       16     -148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    83.0     84.0      0.2     13.5     11.9     96.7     96.1      3.3      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       8        4        1        7        6       15       11
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       31,984
COMMITMENTS
  19,835    3,463      124    7,596   26,527   27,555   30,114    4,429    1,870

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:      1,884)
   1,562      437        0      114    1,319    1,676    1,756      208      128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    62.0     10.8      0.4     23.7     82.9     86.2     94.2     13.8      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      21       11        1        8       12       30       23
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   11,501,207
COMMITMENTS
 1107553  306,204  3940110  5594870  6307590 10642533 10553903  858,674  947,304

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:    -56,598)
 -57,618  -12,338     -624   51,558  -36,587   -6,685  -49,549  -49,913   -7,048

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6      2.7     34.3     48.6     54.8     92.5     91.8      7.5      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      59       48       84      138      141      245      232
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      965,823
COMMITMENTS
  75,396   85,677   60,573  670,317  687,441  806,286  833,691  159,537  132,132

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:     -9,263)
  -2,186    2,791   -8,975   -3,336   -6,534  -14,497  -12,718    5,235    3,456

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      8.9      6.3     69.4     71.2     83.5     86.3     16.5     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      592)
     115      118       99      250      258      421      420
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      305,780
COMMITMENTS
   8,475    9,281   21,360  198,282  197,417  228,117  228,058   77,663   77,723

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:    -10,687)
  -1,406    1,786   -6,463   -5,559   -7,828  -13,429  -12,505    2,742    1,818

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      3.0      7.0     64.8     64.6     74.6     74.6     25.4     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      12        9       17       71       57       91       76
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,300,213
COMMITMENTS
 364,658  412,032  166,011  2360175  2450121  2890844  3028164  409,369  272,048

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:      7,120)
 -11,197   -2,274   -5,262   11,115    6,470   -5,344   -1,066   12,464    8,186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0     12.5      5.0     71.5     74.2     87.6     91.8     12.4      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      555)
     109      114       88      224      238      383      390
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      115,901
COMMITMENTS
  14,908    2,561        0   90,184  108,687  105,092  111,248   10,809    4,653

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:      5,665)
   1,988       23        0    2,759    5,311    4,747    5,334      919      332

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9      2.2      0.0     77.8     93.8     90.7     96.0      9.3      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      16        3        0       54       38       70       41
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      103,541
COMMITMENTS
  30,479    5,550    1,762   59,625   89,964   91,865   97,275   11,675    6,266

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:     19,721)
   3,423      225    1,138   10,028   16,364   14,589   17,727    5,132    1,994

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.4      5.4      1.7     57.6     86.9     88.7     93.9     11.3      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      75       30       19       70       84      152      127
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       13,985
COMMITMENTS
     739    1,231        0    8,381   12,107    9,120   13,338    4,865      647

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      8.8      0.0     59.9     86.6     65.2     95.4     34.8      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        0       11        8       13       10
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      447,778
COMMITMENTS
 152,672   25,563    4,838  256,218  389,285  413,727  419,685   34,051   28,093

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:     28,677)
  17,388   -1,061    1,722    8,233   21,283   27,343   21,944    1,334    6,733

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.1      5.7      1.1     57.2     86.9     92.4     93.7      7.6      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      74       31       17       63       83      143      125
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      209,343
COMMITMENTS
 127,206   40,145    5,682   41,855  139,933  174,744  185,760   34,600   23,583

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:     21,294)
  17,628   -3,150      907    1,394   24,230   19,929   21,987    1,365     -693

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    60.8     19.2      2.7     20.0     66.8     83.5     88.7     16.5     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      34       38       18       29       30       78       71
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       30,096
COMMITMENTS
   2,333   11,423        0   20,365    4,665   22,698   16,088    7,398   14,008

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:     -1,065)
  -1,928     -477        0       96     -404   -1,832     -881      767     -184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8     38.0      0.0     67.7     15.5     75.4     53.5     24.6     46.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        5        0       18        5       23       10
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       50,250
COMMITMENTS
  12,592    6,357      941   30,183   14,393   43,716   21,691    6,534   28,559

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:     -1,376)
   1,752      998      133   -4,338    1,500   -2,453    2,631    1,077   -4,007

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1     12.7      1.9     60.1     28.6     87.0     43.2     13.0     56.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      16        5        3       23       17       39       25
```

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Updated August 24, 2012