BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 08/23/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,844
COMMITMENTS
     212      677        2    2,955    2,870    3,169    3,549      675      295

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:         75)
      12       16       -3       39       10       48       23       27       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5     17.6      0.1     76.9     74.7     82.4     92.3     17.6      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        3        1       11       12       13       16
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 08/23/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       36,777
COMMITMENTS
   8,800    7,315      997   21,577   24,280   31,374   32,592    5,403    4,185

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:      1,025)
     354      222      117    1,070      641    1,541      980     -516       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9     19.9      2.7     58.7     66.0     85.3     88.6     14.7     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      24        9       16       29       31       58       51
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 08/23/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      251,354
COMMITMENTS
  68,799   46,267   48,261  104,679  117,095  221,739  211,623   29,615   39,731

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:      6,482)
  -1,513      659    5,196    2,448     -748    6,131    5,107      351    1,375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4     18.4     19.2     41.6     46.6     88.2     84.2     11.8     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      91       63      106       56       82      213      214
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 08/23/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      305,416
COMMITMENTS
  89,332   56,231   44,740  146,676  149,304  280,748  250,275   24,668   55,141

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:     -6,361)
  -6,078    3,287    1,926   -1,743  -10,659   -5,895   -5,446     -466     -915

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.2     18.4     14.6     48.0     48.9     91.9     81.9      8.1     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      377)
      92       98      110       74      153      233      308
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 08/23/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,676
COMMITMENTS
   4,139    5,018      526    2,999    1,670    7,664    7,214    2,012    2,462

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:         84)
      -2       43        4     -102      -77     -100      -30      184      114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.8     51.9      5.4     31.0     17.3     79.2     74.6     20.8     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      25       36       12       17       15       49       58
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 08/23/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       34,159
COMMITMENTS
  11,778    7,070    5,322   10,170    7,370   27,270   19,762    6,889   14,397

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:        330)
     186      752      910      303       98    1,399    1,760   -1,069   -1,430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.5     20.7     15.6     29.8     21.6     79.8     57.9     20.2     42.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      40       38       45       46       53      113      116
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 08/23/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      103,133
COMMITMENTS
  12,390    1,122    2,886   86,786   98,197  102,062  102,205    1,071      928

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:        995)
   1,678        0        0     -800    1,027      878    1,027      117      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0      1.1      2.8     84.1     95.2     99.0     99.1      1.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6        1        2       16       14       23       16
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 08/23/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      104,672
COMMITMENTS
  23,368   14,564       77   38,944   64,812   62,389   79,453   42,283   25,219

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:      1,163)
     215   -4,468       -9     -117    4,347       89     -130    1,074    1,293

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3     13.9      0.1     37.2     61.9     59.6     75.9     40.4     24.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      22       18        5       26       26       50       47
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 08/23/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       48,964
COMMITMENTS
  14,889    5,252      174   14,301   31,895   29,364   37,321   19,600   11,643

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:        466)
   1,559      930       92      -99      589    1,552    1,611   -1,086   -1,145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4     10.7      0.4     29.2     65.1     60.0     76.2     40.0     23.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      10       10        3       11       11       22       23
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 08/23/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      114,424
COMMITMENTS
  40,566   18,731      260   66,741   87,336  107,567  106,327    6,857    8,097

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:      4,407)
    -103      696     -109    4,788    3,519    4,576    4,106     -169      301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.5     16.4      0.2     58.3     76.3     94.0     92.9      6.0      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      22       31        2       20       19       43       51
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 08/23/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      102,177
COMMITMENTS
  40,888   29,927      119   29,695   53,729   70,702   83,775   31,475   18,402

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:      1,615)
   4,695   -9,362       34   -6,395   12,089   -1,666    2,761    3,281   -1,146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.0     29.3      0.1     29.1     52.6     69.2     82.0     30.8     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      35       20        5       21       30       57       54
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 08/23/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      131,217
COMMITMENTS
  60,831   13,692      219   40,500   89,204  101,550  103,115   29,667   28,102

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:      4,955)
   1,771    1,980      174    6,389    1,126    8,334    3,280   -3,379    1,675

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.4     10.4      0.2     30.9     68.0     77.4     78.6     22.6     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      36       19        5       27       21       65       44
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 08/23/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      174,714
COMMITMENTS
  47,711   45,172      882   78,732   84,822  127,325  130,876   47,389   43,838

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:      5,783)
     617    4,804     -761    3,696    1,878    3,552    5,921    2,231     -138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.3     25.9      0.5     45.1     48.5     72.9     74.9     27.1     25.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      38       47       19       47       52       94      109
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 08/23/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       27,738
COMMITMENTS
  17,730   12,849    5,089    4,068    9,515   26,887   27,453      851      285

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.9     46.3     18.3     14.7     34.3     96.9     99.0      3.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        2        3        7        5       17        8
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 08/23/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       26,504
COMMITMENTS
  17,980    1,104      100    4,305   23,942   22,385   25,146    4,119    1,358

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:       -201)
  -1,234      307      100      531     -447     -603      -40      402     -161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.8      4.2      0.4     16.2     90.3     84.5     94.9     15.5      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      19        6        1        8        9       27       16
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 08/23/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    9,791,079
COMMITMENTS
 1022677  1200337  1359308  6548681  6219095  8930666  8778740  860,413  1012339

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:   -139,406)
 -18,159   84,036   31,901 -147,404 -310,231 -133,662 -194,294   -5,744   54,888

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4     12.3     13.9     66.9     63.5     91.2     89.7      8.8     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      52       52       84      132      141      235      241
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 08/23/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,062,071
COMMITMENTS
  66,810  151,303   52,869  823,050  746,075  942,729  950,247  119,342  111,825

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:     84,088)
   5,410   17,923   16,729   61,741   52,986   83,880   87,637      208   -3,549

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3     14.2      5.0     77.5     70.2     88.8     89.5     11.2     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      616)
      86      152       63      248      254      376      430
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 08/23/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      374,395
COMMITMENTS
  18,947   77,428    2,211  284,378  240,548  305,536  320,187   68,859   54,208

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:     42,213)
   1,730   25,237      764   41,490   18,157   43,984   44,158   -1,771   -1,945

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1     20.7      0.6     76.0     64.2     81.6     85.5     18.4     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      18       22        9       68       55       92       80
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 08/23/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,438,382
COMMITMENTS
 446,890  576,947   45,715  2693361  2527637  3185966  3150299  252,416  288,083

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:    209,377)
 102,322   47,348   -4,097  101,256  174,144  199,481  217,395    9,896   -8,018

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0     16.8      1.3     78.3     73.5     92.7     91.6      7.3      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      576)
      86      143       43      213      236      325      396
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 08/23/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      108,147
COMMITMENTS
  12,477    4,833        0   88,821   95,453  101,298  100,286    6,849    7,861

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:      3,102)
   1,977     -800   -1,310      859    5,849    1,526    3,739    1,576     -637

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5      4.5      0.0     82.1     88.3     93.7     92.7      6.3      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
       7        5        0       49       40       56       45
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 08/23/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       96,918
COMMITMENTS
   6,847    6,970    2,110   77,541   77,753   86,499   86,834   10,419   10,085

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:      5,704)
     992   -1,340     -405    5,025    7,198    5,612    5,453       91      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1      7.2      2.2     80.0     80.2     89.2     89.6     10.8     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      28       33       12       79       93      112      134
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 08/23/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       24,839
COMMITMENTS
     523    1,525       25   21,210   16,950   21,758   18,500    3,081    6,339

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:      2,224)
       0      248        0    2,326    1,598    2,326    1,846     -102      378

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      6.1      0.1     85.4     68.2     87.6     74.5     12.4     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        1       10        6       12       10
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 08/23/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      360,396
COMMITMENTS
  36,711   32,315    5,337  281,657  304,016  323,705  341,668   36,691   18,728

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:     17,398)
   5,053   -7,847   -2,114   13,493   27,998   16,432   18,037      966     -639

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2      9.0      1.5     78.2     84.4     89.8     94.8     10.2      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      27       33       10       75       89      106      128
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 08/23/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      112,068
COMMITMENTS
  50,917    7,343       39   38,279   82,039   89,235   89,421   22,833   22,647

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:      8,906)
   9,631   -4,220        8   -1,852   14,164    7,787    9,952    1,119   -1,046

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.4      6.6      0.0     34.2     73.2     79.6     79.8     20.4     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      24       10        4       15       20       41       32
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 08/23/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       30,509
COMMITMENTS
   6,210   11,124        0   18,253    9,975   24,463   21,099    6,046    9,410

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:     -1,572)
    -501     -407        0     -925   -2,118   -1,426   -2,525     -146      953

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4     36.5      0.0     59.8     32.7     80.2     69.2     19.8     30.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      10       10        0       19       15       29       25
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 08/23/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       62,130
COMMITMENTS
  15,980    4,939      715   18,957   49,515   35,652   55,169   26,478    6,961

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:      3,168)
  -2,213      491     -389    3,568    2,487      966    2,589    2,202      579

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7      7.9      1.2     30.5     79.7     57.4     88.8     42.6     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      18        9        3       22       27       40       39
 

Updated August 26, 2011