Traders in Financial Futures- Futures Only Positions as of August 2, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   133,150
Positions
     9,199     76,361        735     13,265      6,159        445     47,206     26,696      4,011     10,284          0          0     48,005     18,743
 
Changes from:       July 26, 2011                                    Total Change is:     4,343
     1,085      3,057        -46        704       -295        203      2,647      1,080        259       -132        -21          0       -377        106
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       57.3        0.6       10.0        4.6        0.3       35.5       20.0        3.0        7.7        0.0        0.0       36.1       14.1
 
Number of Traders in Each Category                                    Total Traders:        91
         4         18          4          5          4          .         34         12          7         14          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 2, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    56,911
Positions
     5,293     24,712        263      1,113      1,034        207     25,328     13,623        356        545          0          0     23,806     16,716
 
Changes from:       July 26, 2011                                    Total Change is:     3,398
     1,796     -3,032         92       -663        -86         74      3,737      1,485        355        137          0          0     -2,130      4,510
 
Percent of Open Interest Represented by Each Category of Trader
       9.3       43.4        0.5        2.0        1.8        0.4       44.5       23.9        0.6        1.0        0.0        0.0       41.8       29.4
 
Number of Traders in Each Category                                    Total Traders:        52
         5         11          .          .          .          .         18         13          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 2, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   103,172
Positions
    21,499     12,612        631      6,302     29,605      1,157     45,269     32,566        941        745      4,357          0     26,628     21,303
 
Changes from:       July 26, 2011                                    Total Change is:     5,757
    -6,086      2,057        -62      1,198       -488        275      9,026      4,221         75        145          6          0      1,186       -327
 
Percent of Open Interest Represented by Each Category of Trader
      20.8       12.2        0.6        6.1       28.7        1.1       43.9       31.6        0.9        0.7        4.2        0.0       25.8       20.6
 
Number of Traders in Each Category                                    Total Traders:        97
        12          9          .          5         12          4         33         21          9          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 2, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   148,888
Positions
     6,644     84,637      1,306     28,969      8,056        602     72,144     18,721        172        821      3,195          0     38,230     32,199
 
Changes from:       July 26, 2011                                    Total Change is:     9,956
        73      8,920        272       -931        208        175      7,696        324         85       -922       -751          0      3,508        723
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       56.8        0.9       19.5        5.4        0.4       48.5       12.6        0.1        0.6        2.1        0.0       25.7       21.6
 
Number of Traders in Each Category                                    Total Traders:       112
         7         19          5         10          7          .         37         23          7          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 2, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   190,722
Positions
    44,251     45,965      4,129     26,995     31,200      2,611     44,262     56,722      2,344     19,509      5,466        427     46,194     41,858
 
Changes from:       July 26, 2011                                    Total Change is:     7,032
    10,706     -9,354        271     -2,584      4,077        585      2,423      9,762        672       -203      1,487        -99     -4,739       -369
 
Percent of Open Interest Represented by Each Category of Trader
      23.2       24.1        2.2       14.2       16.4        1.4       23.2       29.7        1.2       10.2        2.9        0.2       24.2       21.9
 
Number of Traders in Each Category                                    Total Traders:       173
        23         16          7         13         20         10         38         47         17          9          7          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 2, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   133,930
Positions
     5,293     94,993        340      2,623      7,095        439     88,444     14,926         22      1,944      1,342          0     34,825     14,773
 
Changes from:       July 26, 2011                                    Total Change is:    -1,834
      -255     -6,692         15       -423        253        116       -251      4,122        -31        209      1,341          0     -1,214       -958
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       70.9        0.3        2.0        5.3        0.3       66.0       11.1        0.0        1.5        1.0        0.0       26.0       11.0
 
Number of Traders in Each Category                                    Total Traders:        85
         4         14          .          .          5          .         36         16          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 2, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is   106,179
Positions
    43,571     64,836     26,800          0          0          0     32,749     13,800        696      1,892          0          0        471         47
 
Changes from:       July 26, 2011                                    Total Change is:     3,288
       627      1,981      1,121          0          0          0      1,086       -139        338        247          0          0       -131        -13
 
Percent of Open Interest Represented by Each Category of Trader
      41.0       61.1       25.2        0.0        0.0        0.0       30.8       13.0        0.7        1.8        0.0        0.0        0.4        0.0
 
Number of Traders in Each Category                                    Total Traders:        28
         7         13         13          0          0          0          4          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 2, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   130,240
Positions
     7,485     82,867        579     13,490      1,002        358     96,190     41,392        328      4,083      1,305          0      7,727      2,409
 
Changes from:       July 26, 2011                                    Total Change is:    -7,583
      -448     -4,729          6       -851       -300        358     -5,424     -2,598        -22       -672       -601          0       -530        303
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       63.6        0.4       10.4        0.8        0.3       73.9       31.8        0.3        3.1        1.0        0.0        5.9        1.8
 
Number of Traders in Each Category                                    Total Traders:       108
         6         12          .         11          .          .         56         11          .          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 2, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    20,722
Positions
    12,000      7,870         66      2,330          0          0      4,172        363         19        575     12,149          0      1,560        255
 
Changes from:       July 26, 2011                                    Total Change is:        90
         0         18          0         11          0          0        -31         35          2          0          0          0        108         35
 
Percent of Open Interest Represented by Each Category of Trader
      57.9       38.0        0.3       11.2        0.0        0.0       20.1        1.8        0.1        2.8       58.6        0.0        7.5        1.2
 
Number of Traders in Each Category                                    Total Traders:        21
         .          6          .          .          0          0          7          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 2, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    33,788
Positions
     1,613     29,358          1        266        198          0     25,119      2,762        133      1,349          0          0      5,307      1,336
 
Changes from:       July 26, 2011                                    Total Change is:       995
      -253      1,554          0          2        -29          0      1,006       -267         19       -146          0          0        367       -282
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       86.9        0.0        0.8        0.6        0.0       74.3        8.2        0.4        4.0        0.0        0.0       15.7        4.0
 
Number of Traders in Each Category                                    Total Traders:        43
         .         12          .          .          .          0         18          5          .          5          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 2, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    72,896
Positions
    21,345     42,795      6,171      3,382      4,465        490     23,508      7,483      4,195      4,109        161        571      9,126      6,566
 
Changes from:       July 26, 2011                                    Total Change is:    -1,495
       537     -3,270       -510       -387      1,232          2     -1,777      1,286       -655        626     -1,116       -161        829      1,696
 
Percent of Open Interest Represented by Each Category of Trader
      29.3       58.7        8.5        4.6        6.1        0.7       32.2       10.3        5.8        5.6        0.2        0.8       12.5        9.0
 
Number of Traders in Each Category                                    Total Traders:        99
        18         14          7          6          7          .         29         13         10          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 2, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    17,750
Positions
     9,258     15,190          0        693        258          0      4,751        756         33        731          0          0      2,284      1,513
 
Changes from:       July 26, 2011                                    Total Change is:       -21
      -500          0          0          7          0          0        -10        499          2          0       -499          0        480        -23
 
Percent of Open Interest Represented by Each Category of Trader
      52.2       85.6        0.0        3.9        1.5        0.0       26.8        4.3        0.2        4.1        0.0        0.0       12.9        8.5
 
Number of Traders in Each Category                                    Total Traders:        22
         7          6          0          .          .          0          4          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 2, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   110,291
Positions
    35,968     67,004        547      5,378      8,414        980     45,653     21,594        184      7,894      1,459          3     13,684     10,106
 
Changes from:       July 26, 2011                                    Total Change is:    -2,947
     1,034     -7,580         21       -788      2,464          4     -4,599        509       -248        928     -1,557          3        698      3,437
 
Percent of Open Interest Represented by Each Category of Trader
      32.6       60.8        0.5        4.9        7.6        0.9       41.4       19.6        0.2        7.2        1.3        0.0       12.4        9.2
 
Number of Traders in Each Category                                    Total Traders:        95
        18         13          4          5          6          .         29         15          6          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 2, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   855,617
Positions
    65,828    182,163     33,885    380,893    171,306     62,203     86,773    166,673     46,002     26,289     67,340     10,367    143,377    115,678
 
Changes from:       July 26, 2011                                    Total Change is:    53,212
    11,896    -31,973      4,760     -2,394     46,227        953      7,098      8,299     10,126      3,623    -10,171        479     16,670     24,513
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       21.3        4.0       44.5       20.0        7.3       10.1       19.5        5.4        3.1        7.9        1.2       16.8       13.5
 
Number of Traders in Each Category                                    Total Traders:       552
        37         51         28        111         63         66        100        122         68         38         30         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 2, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   293,350
Positions
    33,905    104,314      5,199    115,894     42,482     12,707     18,090     48,092      1,876      5,401     29,671      7,748     92,530     41,261
 
Changes from:       July 26, 2011                                    Total Change is:     7,239
     9,371    -14,602      2,300     -1,335      2,851     -1,069    -12,179     15,291        287        428     -3,672          0      9,436      5,853
 
Percent of Open Interest Represented by Each Category of Trader
      11.6       35.6        1.8       39.5       14.5        4.3        6.2       16.4        0.6        1.8       10.1        2.6       31.5       14.1
 
Number of Traders in Each Category                                    Total Traders:       123
        12         16          8         30         13         13         14         29          8          5          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 2, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,811,337
Positions
   243,004    472,634     60,042  1,339,975    659,101    232,499    505,148    754,635     58,897    104,921    188,828     12,614    254,237    372,087
 
Changes from:       July 26, 2011                                    Total Change is:   229,863
    23,488    -75,994      1,440        295    222,468      4,522    133,220      1,872     12,360     16,455    -32,016      1,913     36,170     93,298
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       16.8        2.1       47.7       23.4        8.3       18.0       26.8        2.1        3.7        6.7        0.4        9.0       13.2
 
Number of Traders in Each Category                                    Total Traders:       515
        36         45         18         94         58         60        102        116         49         35         29          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 2, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   106,355
Positions
    12,922     36,031         69     60,006     42,106      3,345     17,276     13,641      1,353      2,459      3,695          0      8,925      6,115
 
Changes from:       July 26, 2011                                    Total Change is:    -3,344
       -42     -7,287          3      1,041      3,181        768     -5,727     -1,976      1,094       -182          0          0       -299        873
 
Percent of Open Interest Represented by Each Category of Trader
      12.1       33.9        0.1       56.4       39.6        3.1       16.2       12.8        1.3        2.3        3.5        0.0        8.4        5.7
 
Number of Traders in Each Category                                    Total Traders:        90
        10         10          .         31         13         11         11         11          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 2, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    88,746
Positions
    17,209     41,189      6,046     14,410      7,569      1,653     29,608     14,097      8,737      1,707      3,862        328      9,047      5,266
 
Changes from:       July 26, 2011                                    Total Change is:    -2,079
       -39     -2,858        742         61      1,380        142     -1,765       -173       -701       -557     -1,261         49        -10        601
 
Percent of Open Interest Represented by Each Category of Trader
      19.4       46.4        6.8       16.2        8.5        1.9       33.4       15.9        9.8        1.9        4.4        0.4       10.2        5.9
 
Number of Traders in Each Category                                    Total Traders:       229
        24         31          8         30         19         11         64         42         17         12          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 2, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    17,983
Positions
     6,550     13,540          0        334          0          0      7,167      1,820          0          0        899          0      3,932      1,724
 
Changes from:       July 26, 2011                                    Total Change is:        26
     1,182         -1         -2          0          0          0       -982      1,108          0          0     -1,352          0       -172        273
 
Percent of Open Interest Represented by Each Category of Trader
      36.4       75.3        0.0        1.9        0.0        0.0       39.9       10.1        0.0        0.0        5.0        0.0       21.9        9.6
 
Number of Traders in Each Category                                    Total Traders:        23
         6          7          0          .          0          0          4          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 2, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   353,814
Positions
    74,975    159,923      8,553     70,381     37,845      8,266    152,193    101,371      3,696      8,534     14,813      1,639     25,577     17,708
 
Changes from:       July 26, 2011                                    Total Change is:   -10,525
    -3,965    -12,143      1,579        303      6,900        709     -8,220    -10,709        799     -2,785        453        247        808      1,640
 
Percent of Open Interest Represented by Each Category of Trader
      21.2       45.2        2.4       19.9       10.7        2.3       43.0       28.7        1.0        2.4        4.2        0.5        7.2        5.0
 
Number of Traders in Each Category                                    Total Traders:       227
        24         30          5         30         19         11         66         39         12         12          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 2, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   416,793
Positions
   199,008     37,832      7,751    107,583    161,984     32,299     43,719    132,432      5,955      3,540     20,524         20     16,918     17,996
 
Changes from:       July 26, 2011                                    Total Change is:    12,591
    27,278     -8,458     -1,402     -2,491      8,926        288    -10,693     10,630       -151        333     -1,219         20       -591      3,957
 
Percent of Open Interest Represented by Each Category of Trader
      47.7        9.1        1.9       25.8       38.9        7.7       10.5       31.8        1.4        0.8        4.9        0.0        4.1        4.3
 
Number of Traders in Each Category                                    Total Traders:       250
        18         17          .         49         48         29         31         65         15          6         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 2, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    35,988
Positions
     9,441      9,889          0     11,018          0         12      7,013     14,415          0      1,624      4,312          0      6,880      7,360
 
Changes from:       July 26, 2011                                    Total Change is:    -1,508
      -469      1,184          0     -1,436          0         12        503     -1,099         -1        260        103          0       -377     -1,707
 
Percent of Open Interest Represented by Each Category of Trader
      26.2       27.5        0.0       30.6        0.0        0.0       19.5       40.1        0.0        4.5       12.0        0.0       19.1       20.5
 
Number of Traders in Each Category                                    Total Traders:        58
        10          7          0         10          0          .         10         14          0          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 2, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    60,274
Positions
    12,483     39,082      2,238      6,947      4,811        569     18,601      3,588        574      1,028      2,533          0     17,834      6,879
 
Changes from:       July 26, 2011                                    Total Change is:     9,735
       -83      7,176          3        281        635          0     -1,018      1,886        466        165        163          0      9,921       -594
 
Percent of Open Interest Represented by Each Category of Trader
      20.7       64.8        3.7       11.5        8.0        0.9       30.9        6.0        1.0        1.7        4.2        0.0       29.6       11.4
 
Number of Traders in Each Category                                    Total Traders:        69
        14         17          4          7          .          .         16          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 2, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    35,633
Positions
     1,606      4,811        803     18,249     18,881      4,656      5,951      5,591          4        683          0          0      3,681        887
 
Changes from:       July 26, 2011                                    Total Change is:     3,150
       965       -405        310       -815      4,171        -49      2,375       -677          0          0          0          0        364       -200
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       13.5        2.3       51.2       53.0       13.1       16.7       15.7        0.0        1.9        0.0        0.0       10.3        2.5
 
Number of Traders in Each Category                                    Total Traders:        50
         .          .          .         15         18          9          7          4          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 2, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is    48,361
Positions
     9,081     17,081      1,388     18,530      4,997      1,752      8,103     17,888        472      2,019        667        172      6,844      3,944
 
Changes from:       July 26, 2011                                    Total Change is:       150
       131        353        135       -847       -145        213       -109       -883         11         74          0          0        542        466
 
Percent of Open Interest Represented by Each Category of Trader
      18.8       35.3        2.9       38.3       10.3        3.6       16.8       37.0        1.0        4.2        1.4        0.4       14.2        8.2
 
Number of Traders in Each Category                                    Total Traders:        57
         8          7          .         14          6          5         10          6          .          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 2, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   650,940
Positions
    16,851    103,215        482    312,213    128,213     75,842     63,722    128,280     12,056     12,384     68,435        179    157,211    134,238
 
Changes from:       July 26, 2011                                    Total Change is:    14,104
       294        344        -62        990      5,251      4,330      1,335      5,790      4,200        738    -16,970         69      2,210     11,152
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       15.9        0.1       48.0       19.7       11.7        9.8       19.7        1.9        1.9       10.5        0.0       24.2       20.6
 
Number of Traders in Each Category                                    Total Traders:       164
         8         24          5         39         20         32         26         35         20          4          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 2, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   390,841
Positions
     6,477    161,217          0    284,261     12,962     29,131     11,530    142,875          1      1,500      2,619          0     57,941     42,036
 
Changes from:       July 26, 2011                                    Total Change is:    12,737
    -2,711      7,392          0     13,481      1,016        818         50      5,823        -29          0     -3,050          0      1,128        767
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       41.2        0.0       72.7        3.3        7.5        3.0       36.6        0.0        0.4        0.7        0.0       14.8       10.8
 
Number of Traders in Each Category                                    Total Traders:        76
         .         11          0         36          5         17          .         17          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 2, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,040,881
Positions
    91,894    140,982      5,565    335,650    348,627     94,875    297,722    200,010     13,719     91,641    102,211      2,430    107,385    132,462
 
Changes from:       July 26, 2011                                    Total Change is:     8,423
     8,280     -1,722        312     16,670    -19,879        298    -33,323     63,858    -27,632     37,506      3,247        484      5,828    -10,543
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       13.5        0.5       32.2       33.5        9.1       28.6       19.2        1.3        8.8        9.8        0.2       10.3       12.7
 
Number of Traders in Each Category                                    Total Traders:       275
        15         43          9         33         59         43         47         39         20         10         29          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 2, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 1,863,628
Positions
   171,558    218,639     29,576    689,819    491,420    253,486    316,754    407,696     32,486     60,118    104,239     13,544    296,287    312,542
 
Changes from:       July 26, 2011                                    Total Change is:   -36,987
     8,619    -49,190     -5,577    -19,131    -49,898     48,549    -77,948     32,824       -794      9,298      5,475      3,410     -3,413    -21,786
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       11.7        1.6       37.0       26.4       13.6       17.0       21.9        1.7        3.2        5.6        0.7       15.9       16.8
 
Number of Traders in Each Category                                    Total Traders:       278
        29         36         18         35         58         50         40         53         46          9         18          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 2, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,462,496
Positions
   107,333    125,444     12,598    412,459    579,900    138,762    360,369    172,814     47,053    141,118     96,020      6,243    236,561    283,662
 
Changes from:       July 26, 2011                                    Total Change is:   -57,935
   -36,677     -9,808      5,942     70,246    -96,246      4,132   -126,938      9,244     11,413     -5,093     10,057       -132     19,172      7,463
 
Percent of Open Interest Represented by Each Category of Trader
       7.3        8.6        0.9       28.2       39.7        9.5       24.6       11.8        3.2        9.6        6.6        0.4       16.2       19.4
 
Number of Traders in Each Category                                    Total Traders:       210
        15         26          6         22         48         34         38         38         23          4         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 2, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   858,944
Positions
   287,313    283,905    272,008      2,693     10,307     13,414     82,706     69,783    134,833      7,503      9,616     14,048     44,426     51,030
 
Changes from:       July 26, 2011                                    Total Change is:    -5,980
    20,327     38,903    -31,411     -2,647     -1,110      1,327      4,256    -11,325      3,662      5,682     -2,761     -3,245     -3,931        -20
 
Percent of Open Interest Represented by Each Category of Trader
      33.4       33.1       31.7        0.3        1.2        1.6        9.6        8.1       15.7        0.9        1.1        1.6        5.2        5.9
 
Number of Traders in Each Category                                    Total Traders:       144
        24         39         51          4          6          6         18         31         33          .          8          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 2, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is10,415,536
Positions
   875,325  3,889,621  1,926,228  3,520,776    373,897    144,096  1,361,284    978,243  1,481,440     45,423    489,020    158,825    902,139    974,166
 
Changes from:       July 26, 2011                                    Total Change is:   305,458
   -25,396    130,293    129,231     50,982    -99,358     13,809      4,501      6,277     83,366    -11,339     15,438     37,634     22,670    -11,232
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       37.3       18.5       33.8        3.6        1.4       13.1        9.4       14.2        0.4        4.7        1.5        8.7        9.4
 
Number of Traders in Each Category                                    Total Traders:       282
        37         58         87         14         14         18         53         64         88          7         20         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 2, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    13,260
Positions
     6,252      5,205          0      1,605        853         10      1,559      6,759         12      3,528        365          0        294         56
 
Changes from:       July 26, 2011                                    Total Change is:      -395
      -526       -441          0         59         -2          0        127        255         -5          0       -202          0        -50          0
 
Percent of Open Interest Represented by Each Category of Trader
      47.1       39.3        0.0       12.1        6.4        0.1       11.8       51.0        0.1       26.6        2.8        0.0        2.2        0.4
 
Number of Traders in Each Category                                    Total Traders:        33
         5          .          0          .          4          .          6          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 2, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    23,523
Positions
    16,442      9,998          0      1,248      1,970        121      5,330      5,913          0         80      5,453          0        302         68
 
Changes from:       July 26, 2011                                    Total Change is:    -1,138
    -1,115        -88          0         14       -274          0        -79       -758        -21         40          0          0         23          3
 
Percent of Open Interest Represented by Each Category of Trader
      69.9       42.5        0.0        5.3        8.4        0.5       22.7       25.1        0.0        0.3       23.2        0.0        1.3        0.3
 
Number of Traders in Each Category                                    Total Traders:        34
         5          5          0          .          5          .          7          6          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 2, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    60,529
Positions
    16,241     15,912        457        433      1,018      1,014     31,313     34,140        829      2,756      2,291          0      7,486      4,868
 
Changes from:       July 26, 2011                                    Total Change is:      -334
     1,981        332        -22         26        730       -187     -2,572       -934        -92        389        -96          0        143        -65
 
Percent of Open Interest Represented by Each Category of Trader
      26.8       26.3        0.8        0.7        1.7        1.7       51.7       56.4        1.4        4.6        3.8        0.0       12.4        8.0
 
Number of Traders in Each Category                                    Total Traders:       110
         7          8          .          .          4          .         21         34          .         23          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 2, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   213,494
Positions
    39,293     51,890     50,452      7,146      1,414      8,208     12,756     24,518     31,483     19,058        684     16,634     28,464     28,211
 
Changes from:       July 26, 2011                                    Total Change is:    -7,039
   -17,728     -2,106      7,462        525         54      1,843      4,727        367     -1,273      9,572     -2,003     -8,396     -3,771     -2,987
 
Percent of Open Interest Represented by Each Category of Trader
      18.4       24.3       23.6        3.3        0.7        3.8        6.0       11.5       14.7        8.9        0.3        7.8       13.3       13.2
 
Number of Traders in Each Category                                    Total Traders:       124
        11         14         21          7          4          9         22         21         30         14          .         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 2, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     6,287
Positions
        93      4,288          0      2,399        363          0      1,627      1,013        486      1,103          0          0        579        137
 
Changes from:       July 26, 2011                                    Total Change is:         1
         9          0          0         -9          0          0       -296          0          0        463          0          0       -166          1
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       68.2        0.0       38.2        5.8        0.0       25.9       16.1        7.7       17.5        0.0        0.0        9.2        2.2
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          4          .          0          6          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
 

Updated August 5, 2011