`Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 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   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   165,263
Positions
     6,292     42,636      5,948     20,996     33,207        952     63,019     35,188     10,864      8,202     10,083      1,975     47,015     24,411
 
Changes from:       August 14, 2012                                  Total Change is:    29,045
    -1,299     14,222        963      2,390       -546        591     19,131     12,849        214        846      1,178        336      5,872       -763
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       25.8        3.6       12.7       20.1        0.6       38.1       21.3        6.6        5.0        6.1        1.2       28.4       14.8
 
Number of Traders in Each Category                                    Total Traders:        89
         5         11          6          7          4          4         31         13         12          9          9         10
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Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2012                 
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              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   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    55,830
Positions
    21,429     11,932         34      2,027      1,606        183     18,378     19,937        312      1,091          0          0     12,375     21,825
 
Changes from:       August 14, 2012                                  Total Change is:    -2,035
    -1,030       -402       -120         89         50          0     -3,839     -3,346        266        -80          0          0      2,679      1,517
 
Percent of Open Interest Represented by Each Category of Trader
      38.4       21.4        0.1        3.6        2.9        0.3       32.9       35.7        0.6        2.0        0.0        0.0       22.2       39.1
 
Number of Traders in Each Category                                    Total Traders:        31
         4          6          .          .          .          .          6          7          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 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   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   124,858
Positions
    16,723     11,660      1,659      9,832     31,352     12,975     43,149     28,347      3,536      9,873      4,822        634     26,478     29,874
 
Changes from:       August 14, 2012                                  Total Change is:     5,389
    -6,771      5,925        163       -204      1,646        290     10,416     -3,132       -928     -2,560      1,875        -15      4,999       -435
 
Percent of Open Interest Represented by Each Category of Trader
      13.4        9.3        1.3        7.9       25.1       10.4       34.6       22.7        2.8        7.9        3.9        0.5       21.2       23.9
 
Number of Traders in Each Category                                    Total Traders:        96
        10          6          6          7         14          5         26         22         10          6          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 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   152,054
Positions
    15,035     43,826      3,140     62,720      7,226      1,162     42,304     29,277      4,679      1,235     17,408      1,063     20,717     44,275
 
Changes from:       August 14, 2012                                  Total Change is:    -8,324
     5,537    -11,278        489         39       -372        223    -10,601     -1,229      1,094        110        -66         99     -5,314      2,716
 
Percent of Open Interest Represented by Each Category of Trader
       9.9       28.8        2.1       41.2        4.8        0.8       27.8       19.3        3.1        0.8       11.4        0.7       13.6       29.1
 
Number of Traders in Each Category                                    Total Traders:        96
         5         15          7          9          8          6         16         31         16          5          7          5
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Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 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   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   369,103
Positions
    95,412     31,011     10,988     31,196     39,204      9,934     76,578    154,617     31,397     61,825     13,824      6,838     44,934     71,289
 
Changes from:       August 14, 2012                                  Total Change is:       992
    -7,994      8,470      1,278       -877     -1,816        241      1,211     -9,567      1,843        128        757       -845      6,007        632
 
Percent of Open Interest Represented by Each Category of Trader
      25.8        8.4        3.0        8.5       10.6        2.7       20.7       41.9        8.5       16.7        3.7        1.9       12.2       19.3
 
Number of Traders in Each Category                                    Total Traders:       214
        25         14         12         17         26         20         24         72         31         11         25         17
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Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 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   209,343
Positions
    20,488     85,327      4,459      4,698     43,415      1,784    133,038     33,976      6,911        767      7,290      2,599     34,600     23,583
 
Changes from:       August 14, 2012                                  Total Change is:    21,294
    -1,036     19,723        954      1,030        706        664     15,310     -2,300      1,307        205       -561      1,495      1,365       -693
 
Percent of Open Interest Represented by Each Category of Trader
       9.8       40.8        2.1        2.2       20.7        0.9       63.6       16.2        3.3        0.4        3.5        1.2       16.5       11.3
 
Number of Traders in Each Category                                    Total Traders:       113
         7         10          8          6         10          5         37         29         15          .         11          8
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Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 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    90,181
Positions
    48,428     58,719     20,453      3,704          0          0      5,624      1,756      5,984      2,900          0      2,861        227        408
 
Changes from:       August 14, 2012                                  Total Change is:   -17,176
    -3,975     -3,566    -13,709        516          0          0        165         84          0       -195          0          6         16          9
 
Percent of Open Interest Represented by Each Category of Trader
      53.7       65.1       22.7        4.1        0.0        0.0        6.2        1.9        6.6        3.2        0.0        3.2        0.3        0.5
 
Number of Traders in Each Category                                    Total Traders:        25
         5         14         13          .          0          0          .          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 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   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   222,772
Positions
    64,337     90,732      4,569     22,496        891      1,554    107,156     88,916     13,856      2,594     18,873        516      5,694      2,865
 
Changes from:       August 14, 2012                                  Total Change is:    15,776
    -1,484      7,354      3,226        518         87          0     10,145      2,622      2,774        317       -143        -99        379        -45
 
Percent of Open Interest Represented by Each Category of Trader
      28.9       40.7        2.1       10.1        0.4        0.7       48.1       39.9        6.2        1.2        8.5        0.2        2.6        1.3
 
Number of Traders in Each Category                                    Total Traders:       109
         5         12          .          9          .          .         43         20         10         10          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 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   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    17,010
Positions
    13,947      2,491         36        200        193        201      1,640      1,045        147        285     12,228          0        554        669
 
Changes from:       August 14, 2012                                  Total Change is:      -170
      -208        -38          0          0        -18         18        -17         14          2         19          0          0         16       -148
 
Percent of Open Interest Represented by Each Category of Trader
      82.0       14.6        0.2        1.2        1.1        1.2        9.6        6.1        0.9        1.7       71.9        0.0        3.3        3.9
 
Number of Traders in Each Category                                    Total Traders:        23
         5          5          .          .          .          .          5          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 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   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    31,984
Positions
     3,884     24,773        427        438        116          0     22,324      3,742        124        280        854         78      4,429      1,870
 
Changes from:       August 14, 2012                                  Total Change is:     1,884
       -58      1,140         69        -92        116          0      1,809        280          0       -130         73         78        208        128
 
Percent of Open Interest Represented by Each Category of Trader
      12.1       77.5        1.3        1.4        0.4        0.0       69.8       11.7        0.4        0.9        2.7        0.2       13.8        5.8
 
Number of Traders in Each Category                                    Total Traders:        50
         6          8          .          .          .          0         18          9          .          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 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    58,000
Positions
    13,726     36,047         86      3,616        718        601     27,585     11,895        686      2,162      1,101        133      9,406      6,733
 
Changes from:       August 14, 2012                                  Total Change is:     4,417
       137      2,447          4        114        -67         66      3,425        925        -30        114         98         -9        597        983
 
Percent of Open Interest Represented by Each Category of Trader
      23.7       62.1        0.1        6.2        1.2        1.0       47.6       20.5        1.2        3.7        1.9        0.2       16.2       11.6
 
Number of Traders in Each Category                                    Total Traders:       101
        16         17          5          6          .          .         32         16         10          4          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 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   116,000
Positions
    27,451     72,093        173      7,231      1,436      1,202     55,169     23,789      1,372      4,323      2,202        267     18,813     13,467
 
Changes from:       August 14, 2012                                  Total Change is:     8,834
       274      4,894          9        227       -134        131      6,849      1,851        -60        228        196        -18      1,194      1,965
 
Percent of Open Interest Represented by Each Category of Trader
      23.7       62.1        0.1        6.2        1.2        1.0       47.6       20.5        1.2        3.7        1.9        0.2       16.2       11.6
 
Number of Traders in Each Category                                    Total Traders:       101
        16         17          5          6          .          .         32         16         10          4          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 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   965,823
Positions
    57,787    145,846     50,554    370,330    163,025     56,667     84,970    216,104    131,251     29,611     45,126     25,117    159,537    132,132
 
Changes from:       August 14, 2012                                  Total Change is:    -9,263
       -89     -7,316      5,201      1,882     -1,011        977      1,808      7,139    -20,018       -621      5,947     -3,638      5,235      3,456
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       15.1        5.2       38.3       16.9        5.9        8.8       22.4       13.6        3.1        4.7        2.6       16.5       13.7
 
Number of Traders in Each Category                                    Total Traders:       592
        35         53         42        122         58         67         90        132        105         45         56         35
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 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   305,780
Positions
    34,471     63,686      5,933    100,378     27,954     10,935     11,065     40,918     51,506         74     13,370     13,755     77,663     77,723
 
Changes from:       August 14, 2012                                  Total Change is:   -10,687
     2,183     -2,362       -572         -6     -1,316        412     -3,167      1,964    -10,077         66      1,713     -2,269      2,742      1,818
 
Percent of Open Interest Represented by Each Category of Trader
      11.3       20.8        1.9       32.8        9.1        3.6        3.6       13.4       16.8        0.0        4.4        4.5       25.4       25.4
 
Number of Traders in Each Category                                    Total Traders:       108
        13         11          8         26          8         11         14         24         32          5          6          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 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 3,300,213
Positions
   278,069    572,289     61,617  1,376,896    702,488    201,526    451,973    958,383    316,272    164,066    175,164     40,426    409,369    272,048
 
Changes from:       August 14, 2012                                  Total Change is:     7,120
    14,067        656      3,439      9,153      1,241      3,108     18,561     19,556    -43,389     -6,266     18,339     -4,016     12,464      8,186
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       17.3        1.9       41.7       21.3        6.1       13.7       29.0        9.6        5.0        5.3        1.2       12.4        8.2
 
Number of Traders in Each Category                                    Total Traders:       555
        36         48         34        106         55         59         89        126         95         42         53         30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 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   115,901
Positions
    16,805     31,680          0     58,553     61,507      2,231     25,547     13,004         10      1,946      2,816          0     10,809      4,653
 
Changes from:       August 14, 2012                                  Total Change is:     5,665
      -221      5,082          0       -832     -1,663        356      5,450      1,560          4        -10         -5          0        919        332
 
Percent of Open Interest Represented by Each Category of Trader
      14.5       27.3        0.0       50.5       53.1        1.9       22.0       11.2        0.0        1.7        2.4        0.0        9.3        4.0
 
Number of Traders in Each Category                                    Total Traders:        98
         9         10          0         36         12         12         18          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 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   103,541
Positions
     5,641     64,542      5,748     37,049      8,170        949     36,646      9,497      3,466      1,696      4,234        669     11,675      6,266
 
Changes from:       August 14, 2012                                  Total Change is:    19,721
       300     11,414      5,328      1,570       -435         86      5,070     -2,710      2,388       -554      1,255        401      5,132      1,994
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       62.3        5.6       35.8        7.9        0.9       35.4        9.2        3.3        1.6        4.1        0.6       11.3        6.1
 
Number of Traders in Each Category                                    Total Traders:       234
        13         35         12         33         22         10         69         37         21         14         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 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 - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    13,985
Positions
     6,293     10,964          0        300          0          0      2,527      1,451          0          0        923          0      4,865        647
 
Changes from:       August 14, 2012                                  Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      45.0       78.4        0.0        2.1        0.0        0.0       18.1       10.4        0.0        0.0        6.6        0.0       34.8        4.6
 
Number of Traders in Each Category                                    Total Traders:        23
         7          7          0          .          0          0          5          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 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   447,778
Positions
    23,965    295,112      1,517    183,747     40,850      4,744    183,507     53,141      4,422      8,482     16,555      3,343     34,051     28,093
 
Changes from:       August 14, 2012                                  Total Change is:    28,677
    -2,742     29,475       -581      6,351     -2,174        428     25,624     -7,895       -971     -2,770      1,658      2,004      1,334      6,733
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       65.9        0.3       41.0        9.1        1.1       41.0       11.9        1.0        1.9        3.7        0.7        7.6        6.3
 
Number of Traders in Each Category                                    Total Traders:       233
        12         36          6         33         22         10         68         38         17         14         10          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2012                 
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              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   :
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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   434,040
Positions
   168,401     38,909     14,151    137,929    219,589     24,133     64,108     96,556      2,316      2,200     19,755        225     20,577     18,405
 
Changes from:       August 14, 2012                                  Total Change is:     3,110
    -8,918      7,720        406      2,011     -3,610        141      6,515     -6,537        190        354        740         21      2,390      4,038
 
Percent of Open Interest Represented by Each Category of Trader
      38.8        9.0        3.3       31.8       50.6        5.6       14.8       22.2        0.5        0.5        4.6        0.1        4.7        4.2
 
Number of Traders in Each Category                                    Total Traders:       245
        22         13          5         53         39         27         48         50         15          5         15          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2012                 
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              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   :
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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    30,096
Positions
     7,796        267          0      9,694        408        583      3,066      8,485          0      1,559      6,345          0      7,398     14,008
 
Changes from:       August 14, 2012                                  Total Change is:    -1,065
    -1,258          0          0          2       -445       -159       -167       -277          0       -250          0          0        767       -184
 
Percent of Open Interest Represented by Each Category of Trader
      25.9        0.9        0.0       32.2        1.4        1.9       10.2       28.2        0.0        5.2       21.1        0.0       24.6       46.5
 
Number of Traders in Each Category                                    Total Traders:        31
         4          .          0         12          .          .          5          4          0          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 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   :
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NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    50,250
Positions
    20,053      7,364      2,550      5,679      2,340      1,334     10,225      3,177        978      2,897      3,948          0      6,534     28,559
 
Changes from:       August 14, 2012                                  Total Change is:    -1,376
    -3,405        353        359          6       -105        -64      1,608      1,213        187     -1,144        688          0      1,077     -4,007
 
Percent of Open Interest Represented by Each Category of Trader
      39.9       14.7        5.1       11.3        4.7        2.7       20.3        6.3        1.9        5.8        7.9        0.0       13.0       56.8
 
Number of Traders in Each Category                                    Total Traders:        53
        15          8          4          6          .          .         13          5          4          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 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   :
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MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    65,848
Positions
     3,706     15,792        627     44,526     24,247      5,334      6,055     16,944        193        894          0          0      4,513      2,711
 
Changes from:       August 14, 2012                                  Total Change is:    -1,216
      -195      1,222       -200       -474     -1,284       -223        -15        -30        -45          0          0          0        -64       -656
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       24.0        1.0       67.6       36.8        8.1        9.2       25.7        0.3        1.4        0.0        0.0        6.9        4.1
 
Number of Traders in Each Category                                    Total Traders:        72
         4          6          .         24         21          9          6          9          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 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   :
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MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is   122,470
Positions
    11,617     64,697      1,860     69,228     14,286      3,248     16,802     30,780        996      4,322      1,545          0     14,397      5,058
 
Changes from:       August 14, 2012                                  Total Change is:       622
      -998      1,272       -397      2,057         32       -397        165        601       -102       -305          0          0        599       -387
 
Percent of Open Interest Represented by Each Category of Trader
       9.5       52.8        1.5       56.5       11.7        2.7       13.7       25.1        0.8        3.5        1.3        0.0       11.8        4.1
 
Number of Traders in Each Category                                    Total Traders:       101
         9         15          4         23         15         12         21          9          .          7          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 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   :
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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   704,258
Positions
    17,292    107,608     41,382    224,379    123,794     83,237     48,689     67,942     79,525     26,275     36,096      8,387    175,092    156,288
 
Changes from:       August 14, 2012                                  Total Change is:     9,470
     5,234     -1,431     10,782     -1,835    -16,403      1,752    -17,211    -10,152      9,763       -250      4,612        994        240      9,553
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       15.3        5.9       31.9       17.6       11.8        6.9        9.6       11.3        3.7        5.1        1.2       24.9       22.2
 
Number of Traders in Each Category                                    Total Traders:       155
         6         18         21         37         23         29         28         27         41          9          7          8
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Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 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   :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   362,324
Positions
     2,686    138,365      3,830    244,655     16,324     32,408      1,502     94,739        140      9,152     20,746          0     67,951     55,771
 
Changes from:       August 14, 2012                                  Total Change is:     2,234
    -2,098        446      2,749      4,138     -1,639     -1,713     -2,979     -1,233       -124          0        450          0      2,261      3,298
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       38.2        1.1       67.5        4.5        8.9        0.4       26.1        0.0        2.5        5.7        0.0       18.8       15.4
 
Number of Traders in Each Category                                    Total Traders:        66
         .         10          4         30          7         17          .         11          4          .          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 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   :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,142,490
Positions
    50,346    145,256     90,568    183,905     99,191     73,028    318,569    439,682    157,903    129,639     32,475     17,183    121,348     87,204
 
Changes from:       August 14, 2012                                  Total Change is:    -7,538
    10,715      8,356        589    -12,956     -2,403       -275    -18,940    -39,895     22,032     -5,416     -2,354        916     -4,204      5,497
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       12.7        7.9       16.1        8.7        6.4       27.9       38.5       13.8       11.3        2.8        1.5       10.6        7.6
 
Number of Traders in Each Category                                    Total Traders:       231
        17         29         22         42         27         38         43         37         37         19         17          8
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Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 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   :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,148,082
Positions
   138,030    111,579    252,096    514,078    663,197    191,460    262,835    126,359    330,291    101,417     89,908     48,099    309,775    335,092
 
Changes from:       August 14, 2012                                  Total Change is:    28,805
   -10,735    -43,528     25,795    -36,081     64,553     -7,055     -3,507    -66,328     36,641     12,096     -7,943      9,139      2,511     17,530
 
Percent of Open Interest Represented by Each Category of Trader
       6.4        5.2       11.7       23.9       30.9        8.9       12.2        5.9       15.4        4.7        4.2        2.2       14.4       15.6
 
Number of Traders in Each Category                                    Total Traders:       276
        32         29         53         22         60         51         55         47         78         13         18         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 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   :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,381,822
Positions
   219,854    102,311     64,542    266,895    545,763     98,231    325,533    145,056     80,786     69,254     71,679     13,465    243,263    259,990
 
Changes from:       August 14, 2012                                  Total Change is:    74,562
    12,012     11,429     16,251     31,144       -682      5,492    -13,084      4,719     12,688        361      7,130      2,724      6,975     14,812
 
Percent of Open Interest Represented by Each Category of Trader
      15.9        7.4        4.7       19.3       39.5        7.1       23.6       10.5        5.8        5.0        5.2        1.0       17.6       18.8
 
Number of Traders in Each Category                                    Total Traders:       195
        13         23         21         28         38         36         32         35         37          6         20          9
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Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 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   :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   486,647
Positions
   203,488    179,148    145,493          0      1,415      3,918     27,454     33,316     67,938      2,847      9,899     11,214     24,294     34,306
 
Changes from:       August 14, 2012                                  Total Change is:    13,194
     5,721      6,975        559          0          0          0      3,595     11,196      1,662      1,098       -143       -142        702     -6,912
 
Percent of Open Interest Represented by Each Category of Trader
      41.8       36.8       29.9        0.0        0.3        0.8        5.6        6.8       14.0        0.6        2.0        2.3        5.0        7.0
 
Number of Traders in Each Category                                    Total Traders:        90
        24         27         36          0          .          .         19          9         25          4          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 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   :
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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    20,533
Positions
     9,324      6,819      5,689          0      1,500          0      3,438      4,599      1,270        125          0        377        310        279
 
Changes from:       August 14, 2012                                  Total Change is:     1,495
     1,866      1,473        295          0       -500          0       -514        438        269         99        -25         30       -550       -485
 
Percent of Open Interest Represented by Each Category of Trader
      45.4       33.2       27.7        0.0        7.3        0.0       16.7       22.4        6.2        0.6        0.0        1.8        1.5        1.4
 
Number of Traders in Each Category                                    Total Traders:        30
         8          5          7          0          .          0          6          7          5          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 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   :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is11,501,207
Positions
 1,345,906  2,615,927  2,842,873    530,568     94,468    211,715  1,199,844    258,000  3,670,523    140,473    159,767    700,631    858,674    947,304
 
Changes from:       August 14, 2012                                  Total Change is:   -56,598
    88,180     -7,936    -24,477      4,344      6,244     -6,514    -67,167     -7,161     30,236      7,184     -1,471    -38,471    -49,913     -7,048
 
Percent of Open Interest Represented by Each Category of Trader
      11.7       22.7       24.7        4.6        0.8        1.8       10.4        2.2       31.9        1.2        1.4        6.1        7.5        8.2
 
Number of Traders in Each Category                                    Total Traders:       259
        32         54         84          8         14         18         55         55         91         17         16         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 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   :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    10,474
Positions
     7,582        208          0        554        777          6        723      9,219          7      1,343        215          0        259         42
 
Changes from:       August 14, 2012                                  Total Change is:      -371
       -17        -74          0        -12          0          0       -242       -255        -43          2          0          0        -59          1
 
Percent of Open Interest Represented by Each Category of Trader
      72.4        2.0        0.0        5.3        7.4        0.1        6.9       88.0        0.1       12.8        2.1        0.0        2.5        0.4
 
Number of Traders in Each Category                                    Total Traders:        27
         .          .          0          .          4          .          4          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 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   :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    14,738
Positions
    11,654      8,105          0      1,128        703         38      1,634      5,784          0          0         76          0        284         32
 
Changes from:       August 14, 2012                                  Total Change is:      -208
      -220       -125          0        207          0          0       -207        -74          0          0          0          0         12         -9
 
Percent of Open Interest Represented by Each Category of Trader
      79.1       55.0        0.0        7.7        4.8        0.3       11.1       39.2        0.0        0.0        0.5        0.0        1.9        0.2
 
Number of Traders in Each Category                                    Total Traders:        31
         5          5          0          .          4          .          4         10          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 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    66,056
Positions
    13,485     37,035      1,511      3,958        104        240     33,542     23,163      1,457      6,109        763         18      5,736      1,765
 
Changes from:       August 14, 2012                                  Total Change is:     2,871
      -450       -103         33       -455        -13         24      3,153      2,050        211        531        367         18       -193        284
 
Percent of Open Interest Represented by Each Category of Trader
      20.4       56.1        2.3        6.0        0.2        0.4       50.8       35.1        2.2        9.2        1.2        0.0        8.7        2.7
 
Number of Traders in Each Category                                    Total Traders:       101
         4          .          .          7          .          .         39         18          8         22          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 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   403,608
Positions
   131,729     33,476     44,663     46,157     10,548      5,827     34,091    136,665     48,540      3,271     36,047     56,730     32,600     31,112
 
Changes from:       August 14, 2012                                  Total Change is:    38,779
     1,783       -161      6,292      3,989        688        576      1,733      7,091      6,769      1,282     -4,892     17,211       -856      5,205
 
Percent of Open Interest Represented by Each Category of Trader
      32.6        8.3       11.1       11.4        2.6        1.4        8.4       33.9       12.0        0.8        8.9       14.1        8.1        7.7
 
Number of Traders in Each Category                                    Total Traders:       158
        22         12         27          8         10          9         29         45         46          8         17         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 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   :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     8,501
Positions
     2,874      1,030          0      2,800        363         82      1,708      6,090        900          0         30          0        137          6
 
Changes from:       August 14, 2012                                  Total Change is:        70
         0         85          0         20        -46         82          0        -52          0          0          0          0        -32          1
 
Percent of Open Interest Represented by Each Category of Trader
      33.8       12.1        0.0       32.9        4.3        1.0       20.1       71.6       10.6        0.0        0.4        0.0        1.6        0.1
 
Number of Traders in Each Category                                    Total Traders:        20
         .          4          0          5          .          .          .          6          .          0          .          0
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Updated August 24, 2012