BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,109
COMMITMENTS
     171      429        0    2,347    2,268    2,518    2,697      591      412

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:       -837)
     -46     -251        0     -687     -675     -733     -926     -104       89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5     13.8      0.0     75.5     72.9     81.0     86.7     19.0     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        0        9       11       11       13
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       31,248
COMMITMENTS
   6,139    6,343      478   19,784   20,794   26,401   27,615    4,847    3,633

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     -6,176)
  -2,764     -587     -349   -2,641   -4,627   -5,754   -5,563     -422     -613

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6     20.3      1.5     63.3     66.5     84.5     88.4     15.5     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      18       11       10       28       31       51       47
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      252,269
COMMITMENTS
  67,997   52,446   44,344  110,950  115,856  223,291  212,646   28,978   39,623

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:      2,509)
     725    5,723   -5,201    4,253      531     -223    1,053    2,732    1,456

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0     20.8     17.6     44.0     45.9     88.5     84.3     11.5     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
      97       74      113       49       78      208      228
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      319,453
COMMITMENTS
  94,012   69,861   48,169  151,576  145,614  293,757  263,644   25,696   55,809

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:      7,500)
   3,691    2,991      755    1,566    1,623    6,012    5,369    1,488    2,131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4     21.9     15.1     47.4     45.6     92.0     82.5      8.0     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      378)
      97      108      122       66      143      234      316
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,445
COMMITMENTS
   3,997    4,014      684    3,161    2,310    7,842    7,008    1,603    2,437

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:        -61)
      26     -900       71       46      550      143     -279     -204      218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.3     42.5      7.2     33.5     24.5     83.0     74.2     17.0     25.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      22       34       12       15       18       46       56
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       31,828
COMMITMENTS
  10,274    6,984    4,412   10,111    7,153   24,797   18,549    7,031   13,279

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:        392)
     -16      -17     -108        1      115     -123      -10      515      402

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.3     21.9     13.9     31.8     22.5     77.9     58.3     22.1     41.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      27       35       43       35       49       90      112
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      101,144
COMMITMENTS
   9,166    1,000    2,886   88,057   96,364  100,109  100,250    1,035      894

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     -1,995)
       0        0        0   -1,853   -1,833   -1,853   -1,833     -142     -162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1      1.0      2.9     87.1     95.3     99.0     99.1      1.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        1        2       18       14       25       16
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      109,190
COMMITMENTS
  18,441   16,360    1,166   48,193   67,166   67,800   84,692   41,390   24,498

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:      1,953)
  -6,382    5,476      892    7,366   -4,460    1,876    1,908       77       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     15.0      1.1     44.1     61.5     62.1     77.6     37.9     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      22       19        6       30       27       54       50
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       45,785
COMMITMENTS
  12,589    5,040      210   15,148   29,066   27,947   34,316   17,838   11,469

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:        219)
    -758    1,035      179    1,818   -1,016    1,239      198   -1,020       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5     11.0      0.5     33.1     63.5     61.0     75.0     39.0     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      14        5        5       13       12       29       20
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      111,130
COMMITMENTS
  34,163   20,917    1,463   68,644   79,808  104,270  102,188    6,860    8,942

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:       -225)
  -6,791      843      969    5,805   -2,525      -17     -713     -208      488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7     18.8      1.3     61.8     71.8     93.8     92.0      6.2      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      18       38        9       24       18       45       64
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      110,372
COMMITMENTS
  30,543   43,763      379   56,225   44,044   87,147   88,186   23,225   22,186

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     14,208)
    -705   12,959      188   21,134   -1,488   20,617   11,659   -6,409    2,549

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7     39.7      0.3     50.9     39.9     79.0     79.9     21.0     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      27       25        7       30       29       59       59
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      123,412
COMMITMENTS
  48,125   15,338      795   47,213   75,362   96,133   91,495   27,279   31,917

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     -2,716)
  -6,011    2,387      597    7,153   -9,051    1,739   -6,067   -4,455    3,351

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.0     12.4      0.6     38.3     61.1     77.9     74.1     22.1     25.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      33       21        6       29       19       64       44
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      209,515
COMMITMENTS
  33,167   69,610    2,421  128,794   83,050  164,382  155,081   45,133   54,434

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     30,353)
 -10,727   25,332      241   46,811   -2,087   36,325   23,486   -5,972    6,867

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8     33.2      1.2     61.5     39.6     78.5     74.0     21.5     26.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      28       64       21       53       54       93      127
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       33,956
COMMITMENTS
  20,641   15,842       69   12,535   17,630   33,245   33,541      711      415

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     -5,455)
   2,125    2,982   -5,020   -2,355   -3,776   -5,250   -5,814     -205      359

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.8     46.7      0.2     36.9     51.9     97.9     98.8      2.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       8        2        2        5        6       14        9
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       27,939
COMMITMENTS
  19,215    1,545       14    4,090   24,315   23,319   25,874    4,620    2,065

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:      1,083)
   1,262      157      -57     -535      256      670      356      413      727

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.8      5.5      0.1     14.6     87.0     83.5     92.6     16.5      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      20        7        1        9        9       29       17
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    9,701,993
COMMITMENTS
 920,935  1230393  1464385  6520025  6095291  8905345  8790069  796,648  911,924

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     28,562)
 -58,871   81,122   20,433   81,117  -58,285   42,679   43,270  -14,117  -14,708

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5     12.7     15.1     67.2     62.8     91.8     90.6      8.2      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
      48       56       82      129      142      231      241
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,193,021
COMMITMENTS
  60,375  168,492   56,049  917,237  819,995  1033660  1044536  159,361  148,485

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     79,227)
   2,045    2,250   15,766   52,693   56,756   70,504   74,772    8,723    4,455

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1     14.1      4.7     76.9     68.7     86.6     87.6     13.4     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      613)
      84      151       56      242      265      366      435
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      440,478
COMMITMENTS
  23,482   77,146    2,121  337,022  274,049  362,625  353,316   77,853   87,162

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     40,653)
   3,621   14,031      -51   31,654   21,507   35,224   35,487    5,429    5,166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3     17.5      0.5     76.5     62.2     82.3     80.2     17.7     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      20       21        8       68       57       94       80
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,762,716
COMMITMENTS
 400,409  672,677   53,693  2901074  2729731  3355176  3456101  407,540  306,615

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:    192,868)
  62,584   11,556    8,621  105,193  176,246  176,398  196,423   16,470   -3,555

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     17.9      1.4     77.1     72.5     89.2     91.9     10.8      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      580)
      82      144       41      213      247      321      406
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      110,220
COMMITMENTS
  14,180    4,632       31   89,588   97,438  103,799  102,101    6,421    8,119

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:         73)
   3,719     -314   -1,046   -3,965    1,226   -1,292     -134    1,365      207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9      4.2      0.0     81.3     88.4     94.2     92.6      5.8      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
       6        5        2       48       37       54       44
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      106,003
COMMITMENTS
   7,544    6,750    1,536   85,295   86,456   94,375   94,742   11,628   11,261

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:      4,383)
   2,369   -1,196   -1,738    1,823    6,094    2,454    3,161    1,928    1,222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1      6.4      1.4     80.5     81.6     89.0     89.4     11.0     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      30       34       11       83       95      122      132
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       27,456
COMMITMENTS
     523    1,591       36   24,186   18,674   24,745   20,301    2,711    7,155

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:        406)
       0   -1,018        1      244        0      245   -1,017      161    1,423

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      5.8      0.1     88.1     68.0     90.1     73.9      9.9     26.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        1       15        6       17        9
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      392,734
COMMITMENTS
  40,244   30,932    2,364  305,543  338,909  348,151  372,205   44,583   20,529

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     19,883)
   6,471   -6,261   -3,322    7,897   30,471   11,046   20,888    8,837   -1,005

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2      7.9      0.6     77.8     86.3     88.6     94.8     11.4      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      207)
      30       33       10       78       92      115      128
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      131,598
COMMITMENTS
  62,247   14,206    5,441   35,525   93,889  103,213  113,536   28,385   18,062

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     11,204)
   1,642    1,170    5,406    1,866    7,184    8,914   13,760    2,290   -2,556

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.3     10.8      4.1     27.0     71.3     78.4     86.3     21.6     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      27       12        3       14       24       41       39
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       42,150
COMMITMENTS
   6,322    8,873    3,024   17,780   13,216   27,126   25,113   15,024   17,037

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     11,049)
    -421   -2,520    3,024      -75    2,486    2,528    2,990    8,521    8,059

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     21.1      7.2     42.2     31.4     64.4     59.6     35.6     40.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      11       12        5       20       16       35       29
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       78,673
COMMITMENTS
  13,550    2,898    1,644   23,181   59,611   38,375   64,153   40,298   14,520

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     16,047)
  -1,957     -755      856    4,583    7,581    3,482    7,682   12,565    8,365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2      3.7      2.1     29.5     75.8     48.8     81.5     51.2     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      16        7        4       28       32       46       41
 

Updated September 9, 2011