BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,769
COMMITMENTS
     200      661        5    2,916    2,860    3,121    3,526      648      243

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:         74)
      35        6        3       32       43       70       52        4       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3     17.5      0.1     77.4     75.9     82.8     93.6     17.2      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        3        1       11       13       13       17
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       35,752
COMMITMENTS
   8,446    7,093      880   20,507   23,639   29,833   31,612    5,919    4,140

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:      1,278)
   1,029      500     -503    1,101    1,317    1,627    1,314     -349      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6     19.8      2.5     57.4     66.1     83.4     88.4     16.6     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      24       11       14       28       29       57       50
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      244,872
COMMITMENTS
  70,312   45,608   43,065  102,231  117,843  215,608  206,516   29,264   38,356

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:    -14,294)
  -6,592   -2,479   -4,167   -4,227   -5,029  -14,986  -11,675      692   -2,619

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7     18.6     17.6     41.7     48.1     88.0     84.3     12.0     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      276)
      97       64       98       54       80      213      203
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      311,777
COMMITMENTS
  95,410   52,944   42,814  148,419  159,963  286,643  255,721   25,134   56,056

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:      5,146)
   7,397       92    4,002   -8,903    2,290    2,496    6,384    2,650   -1,238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6     17.0     13.7     47.6     51.3     91.9     82.0      8.1     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      387)
      99       97      104       74      162      242      307
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,592
COMMITMENTS
   4,141    4,975      522    3,101    1,747    7,764    7,244    1,828    2,348

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:     -1,437)
     -17       68     -959     -225     -255   -1,201   -1,146     -236     -291

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.2     51.9      5.4     32.3     18.2     80.9     75.5     19.1     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      23       37       13       19       19       52       63
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       33,829
COMMITMENTS
  11,592    6,318    4,412    9,867    7,272   25,871   18,002    7,958   15,827

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:        342)
     451      374      245     -299     -108      397      511      -55     -169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.3     18.7     13.0     29.2     21.5     76.5     53.2     23.5     46.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      41       32       39       45       58      110      113
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      102,138
COMMITMENTS
  10,712    1,122    2,886   87,586   97,170  101,184  101,178      954      960

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:     -5,102)
  -1,642     -317      877   -3,623   -5,324   -4,388   -4,764     -714     -338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5      1.1      2.8     85.8     95.1     99.1     99.1      0.9      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 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      103,509
COMMITMENTS
  23,153   19,032       86   39,061   60,465   62,300   79,583   41,209   23,926

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:    -15,464)
 -15,719    3,864      -11    3,118  -19,611  -12,612  -15,758   -2,852      294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4     18.4      0.1     37.7     58.4     60.2     76.9     39.8     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      20       22        4       27       25       50       48
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       48,498
COMMITMENTS
  13,330    4,322       82   14,400   31,306   27,812   35,710   20,686   12,788

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:     -4,557)
  -1,119   -5,472       55   -1,342    3,991   -2,406   -1,426   -2,151   -3,131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5      8.9      0.2     29.7     64.6     57.3     73.6     42.7     26.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      12        8        3       12       11       26       20
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      110,017
COMMITMENTS
  40,669   18,035      369   61,953   83,817  102,991  102,221    7,026    7,796

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:     -7,828)
 -16,243    2,416   -1,744   11,443   -8,964   -6,544   -8,292   -1,284      464

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.0     16.4      0.3     56.3     76.2     93.6     92.9      6.4      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      24       32        4       21       16       48       50
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      100,562
COMMITMENTS
  36,193   39,289       85   36,090   41,640   72,368   81,014   28,194   19,548

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:     -4,982)
  -5,097   -1,756        1   -1,042   -1,835   -6,138   -3,590    1,156   -1,392

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.0     39.1      0.1     35.9     41.4     72.0     80.6     28.0     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      30       20        5       25       25       57       48
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      126,262
COMMITMENTS
  59,060   11,712       45   34,111   88,078   93,216   99,835   33,046   26,427

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:      6,358)
   5,674      475       21      903    4,968    6,598    5,464     -240      894

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.8      9.3      0.0     27.0     69.8     73.8     79.1     26.2     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      30       17        3       23       20       55       38
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      168,931
COMMITMENTS
  47,094   40,368    1,643   75,036   82,944  123,773  124,955   45,158   43,976

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:    -14,640)
  -1,935  -16,934     -464  -10,991    1,884  -13,390  -15,514   -1,250      874

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.9     23.9      1.0     44.4     49.1     73.3     74.0     26.7     26.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      39       44       19       45       53       92      108
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       26,705
COMMITMENTS
  19,214      797        0    3,774   24,389   22,988   25,186    3,717    1,519

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:     -2,238)
  -2,374     -364     -133      837   -1,113   -1,670   -1,610     -568     -628

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.9      3.0      0.0     14.1     91.3     86.1     94.3     13.9      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      18        5        0        7        9       25       14
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    9,930,485
COMMITMENTS
 1040836  1116301  1327407  6696085  6529326  9064328  8973034  866,157  957,451

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:   -267,380)
-329,406   51,576  101,564  -14,926 -412,264 -242,768 -259,124  -24,612   -8,256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     11.2     13.4     67.4     65.8     91.3     90.4      8.7      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      54       52       84      133      142      236      240
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      977,983
COMMITMENTS
  61,400  133,380   36,140  761,309  693,090  858,849  862,610  119,134  115,373

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:    -33,926)
  -8,341   16,570  -24,418   52,309   14,828   19,550    6,980  -53,476  -40,906

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3     13.6      3.7     77.8     70.9     87.8     88.2     12.2     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      610)
      86      155       64      243      250      366      435
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      332,182
COMMITMENTS
  17,217   52,191    1,447  242,888  222,391  261,552  276,029   70,630   56,153

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:     -2,469)
   1,192  -14,841     -180   40,967    5,990   41,979   -9,031  -44,448    6,562

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2     15.7      0.4     73.1     66.9     78.7     83.1     21.3     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      17       27        8       64       58       85       89
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,229,005
COMMITMENTS
 344,568  529,599   49,812  2592105  2353493  2986485  2932904  242,520  296,101

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:   -157,285)
-157,000   47,722  -11,857   56,712   44,192 -112,145   80,057  -45,140 -237,342

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7     16.4      1.5     80.3     72.9     92.5     90.8      7.5      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      575)
      89      142       43      216      229      325      395
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      105,045
COMMITMENTS
  10,500    5,633    1,310   87,962   89,604   99,772   96,547    5,273    8,498

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:     -2,384)
  -5,236      705    1,310    2,853   -6,285   -1,073   -4,270   -1,311    1,886

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0      5.4      1.2     83.7     85.3     95.0     91.9      5.0      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
       7        7        1       49       36       56       44
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       91,215
COMMITMENTS
   5,855    8,310    2,515   72,517   70,556   80,887   81,380   10,328    9,834

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:      9,932)
  -7,442    3,564      498   15,105    2,347    8,161    6,409    1,771    3,523

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4      9.1      2.8     79.5     77.4     88.7     89.2     11.3     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      29       31       15       78       92      115      131
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       22,615
COMMITMENTS
     523    1,277       25   18,884   15,352   19,432   16,654    3,183    5,961

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:      7,286)
     124   -1,269       25    8,117    4,363    8,266    3,119     -980    4,167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      5.6      0.1     83.5     67.9     85.9     73.6     14.1     26.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        1        9        7       11       11
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      342,998
COMMITMENTS
  31,658   40,162    7,451  268,164  276,018  307,273  323,631   35,725   19,367

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:     13,230)
 -39,337   22,660    3,873   34,941  -10,082     -523   16,451   13,753   -3,221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2     11.7      2.2     78.2     80.5     89.6     94.4     10.4      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      29       30       13       74       90      109      127
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      103,162
COMMITMENTS
  41,286   11,563       31   40,131   67,875   81,448   79,469   21,714   23,693

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:     -1,365)
     446     -261     -219    4,091   -4,112    4,318   -4,592   -5,683    3,227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.0     11.2      0.0     38.9     65.8     79.0     77.0     21.0     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      24       16        2       15       19       40       36
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       32,081
COMMITMENTS
   6,711   11,531        0   19,178   12,093   25,889   23,624    6,192    8,457

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:      1,298)
     244      476        0    2,020     -373    2,264      103     -966    1,195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9     35.9      0.0     59.8     37.7     80.7     73.6     19.3     26.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      11       10        0       19       18       30       28
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       58,962
COMMITMENTS
  18,193    4,448    1,104   15,389   47,028   34,686   52,580   24,276    6,382

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:    -13,236)
  -3,605     -248      239      269  -10,695   -3,097  -10,704  -10,139   -2,532

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9      7.5      1.9     26.1     79.8     58.8     89.2     41.2     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      18        8        3       20       27       39       37
 

Updated August 19, 2011