BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,695
COMMITMENTS
     165      655        2    2,884    2,817    3,051    3,474      644      221

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:       -508)
    -101     -211       -1     -339     -289     -441     -501      -67       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5     17.7      0.1     78.1     76.2     82.6     94.0     17.4      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        3        2       11       13       14       17
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       34,474
COMMITMENTS
   7,417    6,593    1,383   19,406   22,322   28,206   30,298    6,268    4,176

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     -4,290)
  -1,775      883     -889   -1,543   -3,411   -4,207   -3,417      -83     -873

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5     19.1      4.0     56.3     64.8     81.8     87.9     18.2     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      19       12       16       32       30       60       51
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      259,166
COMMITMENTS
  76,904   48,087   47,232  106,458  122,872  230,594  218,191   28,572   40,975

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:       -853)
    -554     -419      178      927     -224      551     -465   -1,404     -388

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7     18.6     18.2     41.1     47.4     89.0     84.2     11.0     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      287)
     110       63      105       57       81      226      210
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      306,631
COMMITMENTS
  88,013   52,852   38,812  157,322  157,673  284,147  249,337   22,484   57,294

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     -4,531)
  -3,828   -8,623      399    1,071    1,571   -2,358   -6,653   -2,173    2,122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7     17.2     12.7     51.3     51.4     92.7     81.3      7.3     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      371)
      78      102      107       77      156      231      304
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       11,029
COMMITMENTS
   4,158    4,907    1,481    3,326    2,002    8,965    8,390    2,064    2,639

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:        336)
     312      752      -56      -23     -691      233        5      103      331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.7     44.5     13.4     30.2     18.2     81.3     76.1     18.7     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      24       34       21       19       21       59       72
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       33,487
COMMITMENTS
  11,141    5,944    4,167   10,166    7,380   25,474   17,491    8,013   15,996

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     -4,740)
  -2,661     -253     -633     -803   -1,354   -4,097   -2,240     -643   -2,500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.3     17.8     12.4     30.4     22.0     76.1     52.2     23.9     47.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      43       28       40       43       59      109      112
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      107,240
COMMITMENTS
  12,354    1,439    2,009   91,209  102,494  105,572  105,942    1,668    1,298

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:      1,061)
  -4,882    1,380        0    4,746   -1,570     -136     -190    1,197    1,251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5      1.3      1.9     85.1     95.6     98.4     98.8      1.6      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       8        1        2       17       15       26       17
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      118,973
COMMITMENTS
  38,872   15,168       97   35,943   80,076   74,912   95,341   44,061   23,632

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:    -14,177)
 -18,610   -1,277       27    8,350  -17,816  -10,233  -19,066   -3,944    4,889

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7     12.7      0.1     30.2     67.3     63.0     80.1     37.0     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      27       16        3       28       26       57       43
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       53,055
COMMITMENTS
  14,449    9,794       27   15,742   27,315   30,218   37,136   22,837   15,919

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     -3,856)
 -11,144   -3,458       14    8,243      385   -2,887   -3,059     -969     -797

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2     18.5      0.1     29.7     51.5     57.0     70.0     43.0     30.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      14       16        3       13       12       28       30
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      117,845
COMMITMENTS
  56,912   15,619    2,113   50,510   92,781  109,535  110,513    8,310    7,332

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:    -12,395)
 -39,245    7,946    1,881   24,386  -27,145  -12,978  -17,318      583    4,923

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.3     13.3      1.8     42.9     78.7     92.9     93.8      7.1      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      38       25        4       21       18       63       44
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      105,544
COMMITMENTS
  41,290   41,045       84   37,132   43,475   78,506   84,604   27,038   20,940

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:      2,372)
  -1,976    2,918     -483    4,421      300    1,962    2,735      410     -363

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.1     38.9      0.1     35.2     41.2     74.4     80.2     25.6     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      30       19        4       20       26       51       48
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      119,904
COMMITMENTS
  53,386   11,237       24   33,208   83,110   86,618   94,371   33,286   25,533

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:    -28,984)
 -25,469   -8,785     -237    1,666  -13,296  -24,040  -22,318   -4,944   -6,666

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.5      9.4      0.0     27.7     69.3     72.2     78.7     27.8     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      27       15        3       23       21       51       38
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      183,571
COMMITMENTS
  49,029   57,302    2,107   86,027   81,060  137,163  140,469   46,408   43,102

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     -7,151)
  -9,284      752    1,041      878  -10,188   -7,365   -8,395      214    1,244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7     31.2      1.1     46.9     44.2     74.7     76.5     25.3     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      39       49       20       49       52       97      112
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       28,943
COMMITMENTS
  21,588    1,161      133    2,937   25,502   24,658   26,796    4,285    2,147

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     -4,845)
  -4,220     -521        0      397   -5,135   -3,823   -5,656   -1,022      811

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.6      4.0      0.5     10.1     88.1     85.2     92.6     14.8      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      20        6        1        5       10       26       16
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   10,197,865
COMMITMENTS
 1370242  1064725  1225843  6711011  6941590  9307096  9232158  890,769  965,707

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:   -217,671)
 152,884   39,390  -55,336 -303,849 -193,266 -206,301 -209,212  -11,370   -8,459

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4     10.4     12.0     65.8     68.1     91.3     90.5      8.7      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
      58       55       90      135      145      247      249
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,011,909
COMMITMENTS
  69,741  116,810   60,558  709,000  678,261  839,299  855,629  172,610  156,280

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:    156,292)
 -12,348   30,309   38,559  100,847   46,822  127,059  115,690   29,233   40,601

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9     11.5      6.0     70.1     67.0     82.9     84.6     17.1     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      612)
     101      138       68      246      253      383      426
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      334,651
COMMITMENTS
  16,025   67,032    1,627  201,921  216,401  219,573  285,060  115,078   49,591

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     41,301)
   1,835   33,691      467   16,451   -1,187   18,753   32,971   22,548    8,330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8     20.0      0.5     60.3     64.7     65.6     85.2     34.4     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      18       25        7       60       58       81       87
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,386,290
COMMITMENTS
 501,568  481,877   61,669  2535393  2309301  3098630  2852847  287,660  533,443

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:    574,953)
 108,733  162,736   10,816  421,981  240,045  541,530  413,597   33,423  161,356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     14.2      1.8     74.9     68.2     91.5     84.2      8.5     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      573)
      99      130       50      219      231      342      388
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      107,429
COMMITMENTS
  15,736    4,928        0   85,109   95,889  100,845  100,817    6,584    6,612

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:      1,074)
   4,668      197   -1,353      100    1,733    3,415      577   -2,341      497

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6      4.6      0.0     79.2     89.3     93.9     93.8      6.1      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      10        5        0       53       38       63       43
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       81,283
COMMITMENTS
  13,297    4,745    2,017   57,412   68,209   72,725   74,971    8,557    6,312

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     -7,463)
  -5,760   -1,123   -2,836    1,623   -4,550   -6,973   -8,509     -490    1,046

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4      5.8      2.5     70.6     83.9     89.5     92.2     10.5      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      47       18       14       79       91      129      120
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       15,329
COMMITMENTS
     399    2,546        0   10,767   10,989   11,166   13,535    4,163    1,794

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     -2,654)
  -3,314      219        0      429   -2,943   -2,885   -2,724      231       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6     16.6      0.0     70.2     71.7     72.8     88.3     27.2     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        5        0        7        8        8       13
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      329,768
COMMITMENTS
  70,995   17,502    3,578  233,223  286,100  307,796  307,180   21,972   22,588

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:    -24,046)
 -27,161  -21,643      751    5,969   -8,034  -20,441  -28,926   -3,605    4,880

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5      5.3      1.1     70.7     86.8     93.3     93.2      6.7      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      46       17       11       76       89      125      114
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      104,527
COMMITMENTS
  40,840   11,824      250   36,040   71,987   77,130   84,061   27,397   20,466

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:    -29,403)
 -50,512   -3,930      234   28,303  -31,400  -21,975  -35,096   -7,428    5,693

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.1     11.3      0.2     34.5     68.9     73.8     80.4     26.2     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      25       14        4       16       17       44       32
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       30,783
COMMITMENTS
   6,467   11,055        0   17,158   12,466   23,625   23,521    7,158    7,262

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     -5,205)
  -3,162   -3,097        0   -2,321   -2,010   -5,483   -5,107      278      -98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     35.9      0.0     55.7     40.5     76.7     76.4     23.3     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      11       11        0       17       14       28       25
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       72,198
COMMITMENTS
  21,798    4,696      865   15,120   57,723   37,783   63,284   34,415    8,914

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     11,924)
     -45     -253     -169   -4,443   10,311   -4,657    9,889   16,581    2,035

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2      6.5      1.2     20.9     80.0     52.3     87.7     47.7     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      19        7        2       17       31       37       39
 

Updated August 12, 2011