`Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   120,420
Positions
     8,387     18,825      4,689     18,575     33,884        270     33,374     21,144      8,961      8,600      7,821      1,209     36,354     23,616
 
Changes from:       July 31, 2012                                    Total Change is:     5,412
    -5,194      5,382     -1,815        383       -366       -139     14,029      4,759     -2,346       -315      2,064       -730      1,540     -1,397
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       15.6        3.9       15.4       28.1        0.2       27.7       17.6        7.4        7.1        6.5        1.0       30.2       19.6
 
Number of Traders in Each Category                                    Total Traders:        81
         4         12          6          7          5          4         26         12         10          8          7          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    57,491
Positions
    21,088     12,012        148      1,938      1,556        183     22,848     22,945         47      1,171          0          0     10,067     20,599
 
Changes from:       July 31, 2012                                    Total Change is:    -3,310
    -5,505        272       -261          0          2          0      1,490        749       -178          0          0          0      1,144     -3,894
 
Percent of Open Interest Represented by Each Category of Trader
      36.7       20.9        0.3        3.4        2.7        0.3       39.7       39.9        0.1        2.0        0.0        0.0       17.5       35.8
 
Number of Traders in Each Category                                    Total Traders:        37
         4          7          .          .          .          .          6         12          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   119,743
Positions
    31,961      4,280      1,496      9,961     30,046     12,019     27,952     33,300      5,032     12,442      2,712        590     18,289     30,268
 
Changes from:       July 31, 2012                                    Total Change is:     2,488
     5,893        788       -974        -80       -736        487     -2,656      2,983       -919        932       -144       -527        332      1,530
 
Percent of Open Interest Represented by Each Category of Trader
      26.7        3.6        1.2        8.3       25.1       10.0       23.3       27.8        4.2       10.4        2.3        0.5       15.3       25.3
 
Number of Traders in Each Category                                    Total Traders:        86
        10          4          6          7         15          5         18         25         13          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   157,396
Positions
     8,185     51,935      2,447     62,645      7,727        829     52,766     34,346      3,533        504     17,970        818     25,669     37,791
 
Changes from:       July 31, 2012                                    Total Change is:     2,798
     3,838     -1,648       -343        -16         78        -23      1,038      6,977     -1,978          1       -810        -69        350        613
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       33.0        1.6       39.8        4.9        0.5       33.5       21.8        2.2        0.3       11.4        0.5       16.3       24.0
 
Number of Traders in Each Category                                    Total Traders:        99
         4         13          6          9          8          6         27         29         14          .          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   363,073
Positions
   100,730     25,235      9,127     31,398     38,242      9,193     78,709    161,611     26,775     62,057     13,584      5,980     39,104     73,325
 
Changes from:       July 31, 2012                                    Total Change is:    -8,093
     1,932     12,179     -4,408        550        562       -609      5,504     -4,573    -10,235        288        972     -1,383        267       -597
 
Percent of Open Interest Represented by Each Category of Trader
      27.7        7.0        2.5        8.6       10.5        2.5       21.7       44.5        7.4       17.1        3.7        1.6       10.8       20.2
 
Number of Traders in Each Category                                    Total Traders:       208
        24         13         12         17         26         20         30         65         30         10         23         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   173,763
Positions
    22,222     54,342      3,280      3,145     42,756      1,267    105,149     34,487      4,162        490      7,571      1,080     32,968     24,819
 
Changes from:       July 31, 2012                                    Total Change is:    12,179
         7     17,321     -1,196        486       -771       -160     14,543       -745     -4,253       -854      1,939       -664      4,269        708
 
Percent of Open Interest Represented by Each Category of Trader
      12.8       31.3        1.9        1.8       24.6        0.7       60.5       19.8        2.4        0.3        4.4        0.6       19.0       14.3
 
Number of Traders in Each Category                                    Total Traders:        96
         7         10          6          .          8          4         32         23         10          .         12          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is   106,154
Positions
    52,330     61,364     34,300      2,927          0          0      4,228        964      6,050      3,095          0      2,855        369        621
 
Changes from:       July 31, 2012                                    Total Change is:     2,491
       883      1,944        183        169          0          0      1,159        230        -11          0          0          0        108        145
 
Percent of Open Interest Represented by Each Category of Trader
      49.3       57.8       32.3        2.8        0.0        0.0        4.0        0.9        5.7        2.9        0.0        2.7        0.3        0.6
 
Number of Traders in Each Category                                    Total Traders:        23
         5         13         12          .          0          0          .          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   181,520
Positions
    64,042     76,876          5     22,907        802      1,554     85,285     79,278      1,169      1,479     18,831         91      4,988      2,914
 
Changes from:       July 31, 2012                                    Total Change is:    10,543
      -401     10,182          0     -2,835        447         -4     12,728        427       -199        369        515          0        885       -825
 
Percent of Open Interest Represented by Each Category of Trader
      35.3       42.4        0.0       12.6        0.4        0.9       47.0       43.7        0.6        0.8       10.4        0.1        2.7        1.6
 
Number of Traders in Each Category                                    Total Traders:        98
         5         10          .          8          .          .         38         20          7          6          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    17,002
Positions
    14,272      2,335         36        200        326        183      1,596        949         99        120     12,228          0        496        846
 
Changes from:       July 31, 2012                                    Total Change is:       495
       -25        791        -79       -204        -60          0        730       -311         63          0          0          0         10         91
 
Percent of Open Interest Represented by Each Category of Trader
      83.9       13.7        0.2        1.2        1.9        1.1        9.4        5.6        0.6        0.7       71.9        0.0        2.9        5.0
 
Number of Traders in Each Category                                    Total Traders:        22
         5          5          .          .          .          .          5          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    28,945
Positions
     3,746     22,765          0        240        124          0     20,144      3,373        143        297        829          0      4,375      1,711
 
Changes from:       July 31, 2012                                    Total Change is:     3,978
      -739      4,002          0        125         23          0      4,231        -35        -43          0        105          0        404        -74
 
Percent of Open Interest Represented by Each Category of Trader
      12.9       78.6        0.0        0.8        0.4        0.0       69.6       11.7        0.5        1.0        2.9        0.0       15.1        5.9
 
Number of Traders in Each Category                                    Total Traders:        51
         5          8          0          .          .          0         20         11          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    53,814
Positions
    14,272     33,129         85      3,501        693        571     24,326     11,627        750      1,931        564        148      8,232      6,248
 
Changes from:       July 31, 2012                                    Total Change is:     3,350
     1,240      1,821        -50        107        147          3      2,044        693         74         85        209          3       -155        451
 
Percent of Open Interest Represented by Each Category of Trader
      26.5       61.6        0.2        6.5        1.3        1.1       45.2       21.6        1.4        3.6        1.0        0.3       15.3       11.6
 
Number of Traders in Each Category                                    Total Traders:        93
        15         18          6          6          .          .         31         13          9          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   107,628
Positions
    28,544     66,258        169      7,001      1,385      1,141     48,651     23,255      1,500      3,862      1,127        296     16,463     12,497
 
Changes from:       July 31, 2012                                    Total Change is:     6,701
     2,480      3,643        -99        214        293          5      4,088      1,387        148        170        417          6       -310        901
 
Percent of Open Interest Represented by Each Category of Trader
      26.5       61.6        0.2        6.5        1.3        1.1       45.2       21.6        1.4        3.6        1.0        0.3       15.3       11.6
 
Number of Traders in Each Category                                    Total Traders:        93
        15         18          6          6          .          .         31         13          9          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   954,494
Positions
    48,410    154,411     46,228    358,507    165,655     56,464     83,468    187,576    148,699     30,185     37,751     26,463    156,071    131,247
 
Changes from:       July 31, 2012                                    Total Change is:    37,177
       717      9,312      3,269      4,904     -2,264        559      6,651      3,257     15,159      3,153      3,850      4,964     -2,199       -929
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       16.2        4.8       37.6       17.4        5.9        8.7       19.7       15.6        3.2        4.0        2.8       16.4       13.8
 
Number of Traders in Each Category                                    Total Traders:       603
        33         54         41        123         58         67         94        135        115         43         61         45
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   316,853
Positions
    30,695     67,544      6,843    102,110     29,368     10,478     16,862     36,350     61,747          6     11,072     14,668     73,444     78,783
 
Changes from:       July 31, 2012                                    Total Change is:    12,505
     2,740      3,370        168        918       -500        134      2,840     -3,429      7,500        -22      4,440      1,720     -3,492       -896
 
Percent of Open Interest Represented by Each Category of Trader
       9.7       21.3        2.2       32.2        9.3        3.3        5.3       11.5       19.5        0.0        3.5        4.6       23.2       24.9
 
Number of Traders in Each Category                                    Total Traders:       117
        13         10          7         26          8         11         19         28         39          .          9          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,188,206
Positions
   231,631    577,390     53,870  1,309,275    708,728    202,642    423,154    846,258    344,628    169,968    152,467     39,903    413,135    262,319
 
Changes from:       July 31, 2012                                    Total Change is:   123,359
    -2,585     37,241      7,976     19,539     -9,207      2,517     14,910     29,288     42,441     28,166      9,338      3,931      6,463       -165
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       18.1        1.7       41.1       22.2        6.4       13.3       26.5       10.8        5.3        4.8        1.3       13.0        8.2
 
Number of Traders in Each Category                                    Total Traders:       568
        33         51         34        107         55         59         94        130        107         41         57         39
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   105,632
Positions
    17,148     26,564          3     57,760     58,802      2,095     17,605     11,654          0      1,956      2,831          0      9,065      3,683
 
Changes from:       July 31, 2012                                    Total Change is:     1,541
      -500      3,493          3       -642     -2,066       -114      3,335        792          0         34         10          0       -575       -577
 
Percent of Open Interest Represented by Each Category of Trader
      16.2       25.1        0.0       54.7       55.7        2.0       16.7       11.0        0.0        1.9        2.7        0.0        8.6        3.5
 
Number of Traders in Each Category                                    Total Traders:        95
         9         10          .         36         12         12         15          9          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    80,194
Positions
     5,624     50,767        413     34,500      8,761        884     29,332     11,148        935      2,225      3,016        209      6,072      4,061
 
Changes from:       July 31, 2012                                    Total Change is:     5,097
      -183      3,513          2         43         -1       -179      4,603        548        252        170        -21          3        387        980
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       63.3        0.5       43.0       10.9        1.1       36.6       13.9        1.2        2.8        3.8        0.3        7.6        5.1
 
Number of Traders in Each Category                                    Total Traders:       224
        12         34          5         33         22         10         67         33         16         15          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   400,971
Positions
    28,122    253,835      2,066    172,498     43,807      4,419    146,661     55,738      4,676     11,126     15,082      1,045     30,358     20,304
 
Changes from:       July 31, 2012                                    Total Change is:    25,486
      -916     17,566          9        216         -7       -894     23,014      2,741      1,261        848       -104         14      1,933      4,900
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       63.3        0.5       43.0       10.9        1.1       36.6       13.9        1.2        2.8        3.8        0.3        7.6        5.1
 
Number of Traders in Each Category                                    Total Traders:       224
        12         34          5         33         22         10         67         33         16         15          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   434,284
Positions
   177,669     35,781     13,516    134,362    223,728     24,983     61,703    101,971      2,289      1,526     17,951        202     18,034     13,863
 
Changes from:       July 31, 2012                                    Total Change is:    -5,231
    -5,071       -865       -379      2,075        859     -1,214        704     -4,239       -509          6      1,436         18       -861       -339
 
Percent of Open Interest Represented by Each Category of Trader
      40.9        8.2        3.1       30.9       51.5        5.8       14.2       23.5        0.5        0.4        4.1        0.0        4.2        3.2
 
Number of Traders in Each Category                                    Total Traders:       248
        21         15          5         55         40         31         50         49         18          .         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    31,614
Positions
     9,097        267          0      9,756      1,471        492      3,562      9,013          2      1,809      6,341          0      6,896     14,028
 
Changes from:       July 31, 2012                                    Total Change is:       353
        -8          0          0       -166        272         58        153        610          0        150         93          0        166       -680
 
Percent of Open Interest Represented by Each Category of Trader
      28.8        0.8        0.0       30.9        4.7        1.6       11.3       28.5        0.0        5.7       20.1        0.0       21.8       44.4
 
Number of Traders in Each Category                                    Total Traders:        38
         6          .          0         12          4          .          7          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    53,728
Positions
    23,332      7,519      1,357      5,526      2,401      1,259      8,534      1,586        534      5,159      3,350          0      8,027     35,722
 
Changes from:       July 31, 2012                                    Total Change is:     2,962
       633     -1,172       -314        254       -489        170        510     -1,229        174       -971        333          0      2,506      5,489
 
Percent of Open Interest Represented by Each Category of Trader
      43.4       14.0        2.5       10.3        4.5        2.3       15.9        3.0        1.0        9.6        6.2        0.0       14.9       66.5
 
Number of Traders in Each Category                                    Total Traders:        48
        16          8          5          4          .          .          9          .          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    64,753
Positions
     3,624     13,009        697     43,659     26,985      5,341      5,992     15,471        238        894          0          0      4,308      3,012
 
Changes from:       July 31, 2012                                    Total Change is:    -1,898
     2,390        290     -1,622     -3,011     -2,239       -217        -14      1,678          0        686          0          0       -110        212
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       20.1        1.1       67.4       41.7        8.2        9.3       23.9        0.4        1.4        0.0        0.0        6.7        4.7
 
Number of Traders in Each Category                                    Total Traders:        69
         4          .          .         24         22          8          6          8          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is   120,756
Positions
    13,856     63,915      2,305     66,721     12,051      3,455     15,027     30,493        992      4,403      1,545          0     13,997      6,000
 
Changes from:       July 31, 2012                                    Total Change is:     4,310
       969      4,015        280       -314       -748     -1,159      1,569      2,163        209        535       -659        -73      2,294        282
 
Percent of Open Interest Represented by Each Category of Trader
      11.5       52.9        1.9       55.3       10.0        2.9       12.4       25.3        0.8        3.6        1.3        0.0       11.6        5.0
 
Number of Traders in Each Category                                    Total Traders:        98
        10         18          5         24         12         11         20          5          .          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   700,575
Positions
    10,572    101,058     28,420    227,186    144,875     86,106     70,000     84,131     63,941     30,486     37,046      5,431    178,432    149,567
 
Changes from:       July 31, 2012                                    Total Change is:    -1,439
    -6,162    -30,224      1,888    -26,453        909        -65      8,419     14,669      9,482      4,990     -1,853        851      5,611      2,903
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       14.4        4.1       32.4       20.7       12.3       10.0       12.0        9.1        4.4        5.3        0.8       25.5       21.3
 
Number of Traders in Each Category                                    Total Traders:       160
         8         15         19         38         23         31         21         36         39         10          9          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   352,781
Positions
     4,102    131,427        305    235,415     12,683     35,593      4,452     94,189        296      9,152     20,286          0     63,466     58,002
 
Changes from:       July 31, 2012                                    Total Change is:    -3,367
      -315     -4,594          2       -792     -1,029       -190        390      2,119     -3,549          0        270          0      1,087      3,605
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       37.3        0.1       66.7        3.6       10.1        1.3       26.7        0.1        2.6        5.8        0.0       18.0       16.4
 
Number of Traders in Each Category                                    Total Traders:        66
         .          9          .         30          6         16          .         11          5          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,180,339
Positions
    33,264    163,713     92,013    204,626    101,327     73,400    333,868    485,635    134,525    156,526     31,547     16,250    135,866     81,929
 
Changes from:       July 31, 2012                                    Total Change is:   -53,992
   -10,842     28,638     -6,782     11,379      5,255     -6,225    -17,120    -65,238      1,295    -19,337     -4,021     -2,992     -3,368     -3,922
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       13.9        7.8       17.3        8.6        6.2       28.3       41.1       11.4       13.3        2.7        1.4       11.5        6.9
 
Number of Traders in Each Category                                    Total Traders:       234
        12         30         20         44         27         40         45         37         34         23         16          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,088,664
Positions
   122,927    130,695    215,417    603,623    582,598    186,738    261,713    214,206    295,136     67,284    100,421     43,448    292,378    320,005
 
Changes from:       July 31, 2012                                    Total Change is:   -46,467
    18,332    -57,800     27,085    -15,476     34,114    -22,468    -65,024    -29,586     31,300     -4,238     -9,629      7,044    -23,022    -26,526
 
Percent of Open Interest Represented by Each Category of Trader
       5.9        6.3       10.3       28.9       27.9        8.9       12.5       10.3       14.1        3.2        4.8        2.1       14.0       15.3
 
Number of Traders in Each Category                                    Total Traders:       273
        21         36         49         23         62         52         44         56         70          8         23         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,275,415
Positions
   175,078     92,657     37,215    239,475    533,175     82,888    351,923    137,722     68,623     68,543     68,631      9,847    241,823    244,656
 
Changes from:       July 31, 2012                                    Total Change is:    -4,031
    40,420      7,667      3,541    -29,720      5,683     -1,672     17,610       -612    -10,537     -6,501      4,611       -541    -16,631    -12,170
 
Percent of Open Interest Represented by Each Category of Trader
      13.7        7.3        2.9       18.8       41.8        6.5       27.6       10.8        5.4        5.4        5.4        0.8       19.0       19.2
 
Number of Traders in Each Category                                    Total Traders:       201
        14         20         22         29         40         39         38         36         35          6         18          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   465,205
Positions
   187,621    158,460    145,680        991      1,415      3,918     19,791     26,432     68,152        592      9,935     11,614     26,846     39,599
 
Changes from:       July 31, 2012                                    Total Change is:   -79,244
   -29,368    -29,929    -17,197          0        -35       -191     -3,423     -5,301    -23,527     -2,950     -2,958     -1,847       -741      1,742
 
Percent of Open Interest Represented by Each Category of Trader
      40.3       34.1       31.3        0.2        0.3        0.8        4.3        5.7       14.6        0.1        2.1        2.5        5.8        8.5
 
Number of Traders in Each Category                                    Total Traders:        86
        26         23         34          .          .          .         14         11         24          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    14,803
Positions
     7,688      6,137      4,259          0          0          0      1,595      3,331      1,018          0          0          0        243         58
 
Changes from:       July 31, 2012                                    Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      51.9       41.5       28.8        0.0        0.0        0.0       10.8       22.5        6.9        0.0        0.0        0.0        1.6        0.4
 
Number of Traders in Each Category                                    Total Traders:        22
         5          5          8          0          0          0          7          5          5          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is11,977,729
Positions
 1,349,587  2,643,140  2,862,362    533,484     89,491    212,472  1,396,218    286,471  3,812,708    112,007    314,456    805,624    893,267    951,004
 
Changes from:       July 31, 2012                                    Total Change is:  -332,345
   -45,269    -85,434     22,007      8,393      9,579    -33,960    -39,660    -21,601    -83,999     -1,621    -14,809   -148,238     -9,999     24,111
 
Percent of Open Interest Represented by Each Category of Trader
      11.3       22.1       23.9        4.5        0.7        1.8       11.7        2.4       31.8        0.9        2.6        6.7        7.5        7.9
 
Number of Traders in Each Category                                    Total Traders:       258
        30         54         83          8         14         20         60         55         92         15         17         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    11,009
Positions
     7,773        314          0        568        777          6        953      9,619         40      1,339        215          0        330         38
 
Changes from:       July 31, 2012                                    Total Change is:     1,058
     1,045        -67          0         -4         20          0         38      1,135        -30          0          0          0          9          0
 
Percent of Open Interest Represented by Each Category of Trader
      70.6        2.9        0.0        5.2        7.1        0.1        8.7       87.4        0.4       12.2        2.0        0.0        3.0        0.3
 
Number of Traders in Each Category                                    Total Traders:        29
         .          .          0          .          4          .          5          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    15,038
Positions
    11,886      8,485          0        921        698         43      1,880      5,704          0          0         76          0        308         32
 
Changes from:       July 31, 2012                                    Total Change is:       660
       546      1,579          0          0         13         -3        121       -937          0          0         20          0         -4        -12
 
Percent of Open Interest Represented by Each Category of Trader
      79.0       56.4        0.0        6.1        4.6        0.3       12.5       37.9        0.0        0.0        0.5        0.0        2.0        0.2
 
Number of Traders in Each Category                                    Total Traders:        34
         4          7          0          .          4          .          6         11          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    66,461
Positions
    14,225     37,098      1,476      5,159         95        212     33,359     24,690      1,147      5,214        275         17      5,651      1,451
 
Changes from:       July 31, 2012                                    Total Change is:      -346
      -215       -100        -19       -674         25        -41        541       -519         29        423         54        -12       -379        237
 
Percent of Open Interest Represented by Each Category of Trader
      21.4       55.8        2.2        7.8        0.1        0.3       50.2       37.1        1.7        7.8        0.4        0.0        8.5        2.2
 
Number of Traders in Each Category                                    Total Traders:        99
         4          .          .          7          .          .         49          8          7         21          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   335,902
Positions
   115,656     32,097     35,558     41,274      8,864      4,256     34,087    118,228     39,608      1,686     31,903     41,520     22,257     23,868
 
Changes from:       July 31, 2012                                    Total Change is:    23,022
    -5,544     -3,060      7,472         96        814       -722     13,114      3,357      2,995       -487      5,432      5,354        744      1,380
 
Percent of Open Interest Represented by Each Category of Trader
      34.4        9.6       10.6       12.3        2.6        1.3       10.1       35.2       11.8        0.5        9.5       12.4        6.6        7.1
 
Number of Traders in Each Category                                    Total Traders:       143
        19         13         22          8          8          8         23         44         46          7         14         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     8,360
Positions
     2,914      1,029          0      2,724        255          0      1,708      6,141        900          0         30          0        114          5
 
Changes from:       July 31, 2012                                    Total Change is:      -165
        -1       -122          0         30       -134          0       -200         91          0          0          0          0          6          0
 
Percent of Open Interest Represented by Each Category of Trader
      34.9       12.3        0.0       32.6        3.1        0.0       20.4       73.5       10.8        0.0        0.4        0.0        1.4        0.1
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          5          .          0          .          6          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated August 10, 2012