Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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   131,618
Positions
     9,517     60,262      6,738     14,838      6,134        518     32,427     23,664      8,364     10,866         45        605     47,746     25,289
 
Changes from:       August 2, 2011                                   Total Change is:   -15,181
      -344    -16,855        554      1,573        -25         73    -13,943     -2,998       -255        900         45       -226     -3,511      4,507
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       45.8        5.1       11.3        4.7        0.4       24.6       18.0        6.4        8.3        0.0        0.5       36.3       19.2
 
Number of Traders in Each Category                                    Total Traders:        87
         5         18          8          4          5          .         21         18         16         14          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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    61,664
Positions
     6,358     25,512      3,526        585      1,010        193     22,837      8,596      2,712          0        400          0     25,452     19,715
 
Changes from:       August 2, 2011                                   Total Change is:    -7,167
       762      2,430     -1,469       -528        -24        -14     -3,116     -5,603     -1,795       -546        400          0       -461     -1,091
 
Percent of Open Interest Represented by Each Category of Trader
      10.3       41.4        5.7        0.9        1.6        0.3       37.0       13.9        4.4        0.0        0.6        0.0       41.3       32.0
 
Number of Traders in Each Category                                    Total Traders:        50
         6          9          6          .          .          .         18         13          6          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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   111,016
Positions
    22,609     10,651      2,928      8,068     30,871      1,100     45,224     36,782      1,824        485      4,357          0     28,778     22,504
 
Changes from:       August 2, 2011                                   Total Change is:     1,227
       868     -1,596       -557      1,766      1,266        -57        243      4,273     -1,315       -141          0       -119        540       -667
 
Percent of Open Interest Represented by Each Category of Trader
      20.4        9.6        2.6        7.3       27.8        1.0       40.7       33.1        1.6        0.4        3.9        0.0       25.9       20.3
 
Number of Traders in Each Category                                    Total Traders:        86
        10          9          8          6         12          4         28         16         11          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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   132,679
Positions
     6,446     67,566      5,807     31,462      9,381      1,240     46,860     13,016      4,661      1,000      2,134         94     35,109     28,781
 
Changes from:       August 2, 2011                                   Total Change is:   -33,589
      -792    -14,658     -3,263      2,493      1,325        638    -25,531     -5,147     -2,760        193     -1,515        -39     -4,528     -8,170
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       50.9        4.4       23.7        7.1        0.9       35.3        9.8        3.5        0.8        1.6        0.1       26.5       21.7
 
Number of Traders in Each Category                                    Total Traders:        85
         7         14         10         11          7          4         24         15         15          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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   223,641
Positions
    42,072     36,471     12,134     24,514     36,199      1,925     49,437     46,771     23,572     13,805     12,176      5,048     51,135     49,346
 
Changes from:       August 2, 2011                                   Total Change is:   -14,300
    -4,424     -8,682     -1,568     -2,509      4,538       -687      6,708    -11,586     -3,390     -5,737      8,496     -2,524       -168      1,104
 
Percent of Open Interest Represented by Each Category of Trader
      18.8       16.3        5.4       11.0       16.2        0.9       22.1       20.9       10.5        6.2        5.4        2.3       22.9       22.1
 
Number of Traders in Each Category                                    Total Traders:       182
        23         13         14         14         24         12         35         53         43          8         12         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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   113,967
Positions
    19,109     64,581      2,771      2,075      9,448        423     56,111     10,311      3,019        891        207        163     29,404     23,043
 
Changes from:       August 2, 2011                                   Total Change is:   -27,537
    13,583    -29,150       -917       -548      1,971        -16    -31,936     -4,389        187       -949     -1,237        -57     -6,883      6,071
 
Percent of Open Interest Represented by Each Category of Trader
      16.8       56.7        2.4        1.8        8.3        0.4       49.2        9.0        2.6        0.8        0.2        0.1       25.8       20.2
 
Number of Traders in Each Category                                    Total Traders:        70
        11         10          8          .          6          .         26         11         10          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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   108,737
Positions
    48,195     62,056     30,483          0          0          0     25,671     14,072        828      1,892          0          0      1,668      1,298
 
Changes from:       August 2, 2011                                   Total Change is:     1,724
     3,833     -3,571      3,639          0          0          0     -7,078        272        132          0          0          0      1,197      1,251
 
Percent of Open Interest Represented by Each Category of Trader
      44.3       57.1       28.0        0.0        0.0        0.0       23.6       12.9        0.8        1.7        0.0        0.0        1.5        1.2
 
Number of Traders in Each Category                                    Total Traders:        28
         7         12         16          0          0          0          4          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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   117,845
Positions
    30,957     66,526        419     17,456        455        358     57,393     37,165      2,208        744      3,382          0      8,310      7,332
 
Changes from:       August 2, 2011                                   Total Change is:   -12,395
    23,472    -16,341       -160      3,966       -547          0    -38,797     -4,227      1,880     -3,339      2,077          0        583      4,923
 
Percent of Open Interest Represented by Each Category of Trader
      26.3       56.5        0.4       14.8        0.4        0.3       48.7       31.5        1.9        0.6        2.9        0.0        7.1        6.2
 
Number of Traders in Each Category                                    Total Traders:        99
        11         10          .          9          .          .         32         23          5          4          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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    28,943
Positions
     2,737     24,030          0        272        187          0     20,743      2,446        133        773          0          0      4,285      2,147
 
Changes from:       August 2, 2011                                   Total Change is:    -4,845
     1,124     -5,328         -1          6        -11          0     -4,376       -316          0       -576          0          0     -1,022        811
 
Percent of Open Interest Represented by Each Category of Trader
       9.5       83.0        0.0        0.9        0.6        0.0       71.7        8.5        0.5        2.7        0.0        0.0       14.8        7.4
 
Number of Traders in Each Category                                    Total Traders:        41
         5          8          0          .          .          0         15          7          .          4          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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    68,753
Positions
    21,323     40,464      6,458      3,059      4,138        440     18,182      5,617      4,015      5,879          0        572      8,824      7,049
 
Changes from:       August 2, 2011                                   Total Change is:    -6,020
       -51     -2,331        240       -323       -327        -50     -5,294     -1,925     -1,372      1,827       -161       -401       -596        306
 
Percent of Open Interest Represented by Each Category of Trader
      31.0       58.9        9.4        4.4        6.0        0.6       26.4        8.2        5.8        8.6        0.0        0.8       12.8       10.3
 
Number of Traders in Each Category                                    Total Traders:        94
        20         16          9          6          5          .         28          8         17          9          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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    17,091
Positions
    10,255     13,984          0        681        258          0      2,924        756         37        731          0          0      2,463      2,057
 
Changes from:       August 2, 2011                                   Total Change is:      -713
       997     -1,206          0        -12          0          0     -1,824          0          1          0          0          0        125        492
 
Percent of Open Interest Represented by Each Category of Trader
      60.0       81.8        0.0        4.0        1.5        0.0       17.1        4.4        0.2        4.3        0.0        0.0       14.4       12.0
 
Number of Traders in Each Category                                    Total Traders:        23
         7          6          0          .          .          0          5          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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   103,322
Positions
    33,966     64,789      1,087      4,756      7,760        880     34,599     13,805      3,874     10,296          0      1,144     12,721      9,984
 
Changes from:       August 2, 2011                                   Total Change is:   -10,615
    -2,062     -2,215        444       -622       -654       -100    -10,992     -7,903      1,307      2,289     -1,685        562     -1,441       -370
 
Percent of Open Interest Represented by Each Category of Trader
      32.9       62.7        1.1        4.6        7.5        0.9       33.5       13.4        3.7       10.0        0.0        1.1       12.3        9.7
 
Number of Traders in Each Category                                    Total Traders:        90
        18         18          6          5          4          .         25         11         15          9          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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 1,352,378
Positions
    89,207    164,242     65,791    390,207    197,041     75,874     99,082    191,883    360,046     25,954     70,313     52,093    194,123    175,094
 
Changes from:       August 2, 2011                                   Total Change is:   300,665
    23,859    -19,520     18,984      9,337     25,840     11,952      9,820     18,809    172,040       -929      4,746     21,248     34,354     46,566
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       12.1        4.9       28.9       14.6        5.6        7.3       14.2       26.6        1.9        5.2        3.9       14.4       12.9
 
Number of Traders in Each Category                                    Total Traders:       637
        33         60         40        110         73         66        111        151        139         47         50         40
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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   544,361
Positions
    43,407     81,842     26,388    117,428     45,402     13,172     26,361    106,555    155,650      8,704     29,124     23,961    129,292     62,268
 
Changes from:       August 2, 2011                                   Total Change is:   129,553
     9,174    -23,986     11,441      1,533      2,538       -317      3,148     52,397     68,433      3,276        -72      5,997     26,869     13,121
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       15.0        4.8       21.6        8.3        2.4        4.8       19.6       28.6        1.6        5.4        4.4       23.8       11.4
 
Number of Traders in Each Category                                    Total Traders:       147
         9         18         11         29         14         14         26         33         50         11          7         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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 4,040,081
Positions
   311,940    494,938    114,080  1,379,115    773,417    298,289    772,235    835,270    613,351    119,407    239,102    107,506    324,158    564,128
 
Changes from:       August 2, 2011                                   Total Change is:   855,558
    71,760     20,663     39,381     39,261    116,748     61,105    284,719     83,420    266,676        856     45,965     54,376     37,424    167,225
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       12.3        2.8       34.1       19.1        7.4       19.1       20.7       15.2        3.0        5.9        2.7        8.0       14.0
 
Number of Traders in Each Category                                    Total Traders:       589
        32         56         32         94         68         60        115        136        125         41         46         33
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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   107,467
Positions
    18,805     26,224         72     54,165     50,949      6,081     19,428     13,353         44      2,250      4,094          0      6,622      6,650
 
Changes from:       August 2, 2011                                   Total Change is:     1,093
     5,883     -9,807          3     -5,841      8,843      2,736      2,152       -307     -1,309       -209        399          0     -2,322        534
 
Percent of Open Interest Represented by Each Category of Trader
      17.5       24.4        0.1       50.4       47.4        5.7       18.1       12.4        0.0        2.1        3.8        0.0        6.2        6.2
 
Number of Traders in Each Category                                    Total Traders:        94
        10         12          .         32         14         10         13          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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    85,157
Positions
    17,210     33,450      8,350     15,266     10,996      1,470     22,234     11,318      9,446      1,410      2,594        967      8,805      6,568
 
Changes from:       August 2, 2011                                   Total Change is:    -6,745
       -16     -7,669      2,160        855      3,427       -183     -7,492     -3,089     -1,177       -556     -1,087        236       -572        637
 
Percent of Open Interest Represented by Each Category of Trader
      20.2       39.3        9.8       17.9       12.9        1.7       26.1       13.3       11.1        1.7        3.0        1.1       10.3        7.7
 
Number of Traders in Each Category                                    Total Traders:       210
        20         30         11         28         23         14         53         35         26         13          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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    15,441
Positions
     7,959      9,245          0        334          0          0      2,873      4,107          0        102        261          0      4,172      1,827
 
Changes from:       August 2, 2011                                   Total Change is:    -2,873
     1,409     -4,295          0          0          0          0     -4,294      2,168         -8       -111       -638          0        131       -100
 
Percent of Open Interest Represented by Each Category of Trader
      51.5       59.9        0.0        2.2        0.0        0.0       18.6       26.6        0.0        0.7        1.7        0.0       27.0       11.8
 
Number of Traders in Each Category                                    Total Traders:        23
         5          7          0          .          0          0          .          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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   348,584
Positions
    79,208    153,978      8,796     74,658     54,978      7,349    125,869     65,115     18,166      6,538     11,664      4,834     23,166     23,705
 
Changes from:       August 2, 2011                                   Total Change is:   -19,361
     4,154     -5,594       -475      4,277     17,133       -917    -27,515    -37,808      5,679     -2,229     -2,245      1,180     -3,515      3,686
 
Percent of Open Interest Represented by Each Category of Trader
      22.7       44.2        2.5       21.4       15.8        2.1       36.1       18.7        5.2        1.9        3.3        1.4        6.6        6.8
 
Number of Traders in Each Category                                    Total Traders:       207
        22         27          8         28         23         14         55         33         22         12          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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   414,755
Positions
   201,235     30,722     10,929     97,226    173,006     29,253     46,198    125,408      6,698      4,545     16,916        158     18,512     21,665
 
Changes from:       August 2, 2011                                   Total Change is:    -4,035
     2,227     -7,110      3,178    -10,357     11,022     -3,046      2,603     -7,706       -225        601     -3,715        138        846      3,428
 
Percent of Open Interest Represented by Each Category of Trader
      48.5        7.4        2.6       23.4       41.7        7.1       11.1       30.2        1.6        1.1        4.1        0.0        4.5        5.2
 
Number of Traders in Each Category                                    Total Traders:       253
        23         13          .         47         48         28         38         59         19          8         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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    30,783
Positions
     5,690      6,690        239      9,016        380          0      8,464     11,273          0        216      4,939          0      7,158      7,262
 
Changes from:       August 2, 2011                                   Total Change is:    -5,205
    -3,751     -3,199        239     -2,002        380        -12      1,451     -3,142          0     -1,408        627          0        278        -98
 
Percent of Open Interest Represented by Each Category of Trader
      18.5       21.7        0.8       29.3        1.2        0.0       27.5       36.6        0.0        0.7       16.0        0.0       23.3       23.6
 
Number of Traders in Each Category                                    Total Traders:        52
         8          8          .         10          .          0          9         12          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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    72,198
Positions
    11,180     48,229      1,675      5,000      5,777        344     17,948      5,134        608      1,028      1,517          0     34,415      8,914
 
Changes from:       August 2, 2011                                   Total Change is:    11,924
    -1,303      9,147       -563     -1,947        966       -225       -653      1,546         34          0     -1,016          0     16,581      2,035
 
Percent of Open Interest Represented by Each Category of Trader
      15.5       66.8        2.3        6.9        8.0        0.5       24.9        7.1        0.8        1.4        2.1        0.0       47.7       12.3
 
Number of Traders in Each Category                                    Total Traders:        69
        11         21          5          5          4          .         14         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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    39,314
Positions
     1,441      5,092        774     21,405     22,778      4,823      6,724      4,605          4        699          0          0      3,444      1,238
 
Changes from:       August 2, 2011                                   Total Change is:     3,681
      -165        281        -29      3,156      3,897        167        773       -986          0         16          0          0       -237        351
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       13.0        2.0       54.4       57.9       12.3       17.1       11.7        0.0        1.8        0.0        0.0        8.8        3.1
 
Number of Traders in Each Category                                    Total Traders:        50
         .          .          .         15         17          8          9          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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    47,692
Positions
     8,057     14,879      2,060     18,591      5,751      1,523      7,648     17,582        472      1,735        667        172      7,434      4,586
 
Changes from:       August 2, 2011                                   Total Change is:      -669
    -1,024     -2,202        672         61        754       -229       -455       -306          0       -284          0          0        590        642
 
Percent of Open Interest Represented by Each Category of Trader
      16.9       31.2        4.3       39.0       12.1        3.2       16.0       36.9        1.0        3.6        1.4        0.4       15.6        9.6
 
Number of Traders in Each Category                                    Total Traders:        56
         7          8          .         14          6          6         10          6          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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   849,773
Positions
     9,742     96,554     52,788    345,735    140,213     89,494     49,496    110,445    132,578      6,493     62,793      9,595    153,853    155,313
 
Changes from:       August 2, 2011                                   Total Change is:    60,332
    -2,102     -8,162     17,591     27,547     10,831      5,710    -10,895     -3,152     48,810     -5,489     -7,298     -3,586    -17,252       -411
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       11.4        6.2       40.7       16.5       10.5        5.8       13.0       15.6        0.8        7.4        1.1       18.1       18.3
 
Number of Traders in Each Category                                    Total Traders:       169
         9         23         23         42         25         39         37         23         39          .          8          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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   413,280
Positions
     7,825    174,094      5,178    287,083     12,150     26,419      9,981    142,468      4,173      4,540      2,619          0     68,082     46,180
 
Changes from:       August 2, 2011                                   Total Change is:    11,452
       163     10,422      1,080      2,809       -812     -2,798     -1,549        999        433      3,040          0          0      8,275      2,128
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       42.1        1.3       69.5        2.9        6.4        2.4       34.5        1.0        1.1        0.6        0.0       16.5       11.2
 
Number of Traders in Each Category                                    Total Traders:        73
         4         11          5         34          4         15          .         15          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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 1,076,254
Positions
   107,069    126,245     19,142    303,298    329,894     91,687    302,318    183,269     52,542     81,156    130,690      6,375    112,665    136,409
 
Changes from:       August 2, 2011                                   Total Change is:    -8,971
    16,814    -18,362      5,754    -32,293    -20,685     -4,501      4,285     -6,871      8,587    -11,861     24,436      1,019      3,225      1,652
 
Percent of Open Interest Represented by Each Category of Trader
       9.9       11.7        1.8       28.2       30.7        8.5       28.1       17.0        4.9        7.5       12.1        0.6       10.5       12.7
 
Number of Traders in Each Category                                    Total Traders:       268
        15         35         19         31         58         43         48         41         34         12         28          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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 2,549,280
Positions
   119,480    203,286    282,550    720,181    575,694    320,007    269,243    279,386    323,757    103,769    111,268     83,698    326,595    369,633
 
Changes from:       August 2, 2011                                   Total Change is:   225,047
   -27,130     -5,526     62,164     48,828     60,953       -875    -50,675    -73,703    104,502     51,769     11,845     33,392      3,073     32,296
 
Percent of Open Interest Represented by Each Category of Trader
       4.7        8.0       11.1       28.3       22.6       12.6       10.6       11.0       12.7        4.1        4.4        3.3       12.8       14.5
 
Number of Traders in Each Category                                    Total Traders:       277
        28         40         60         33         62         57         44         43         67         12         15         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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 1,678,879
Positions
    99,198    159,452     98,638    362,635    583,858    199,210    388,959     96,711    153,901    114,721     69,851     28,870    232,746    288,388
 
Changes from:       August 2, 2011                                   Total Change is:    46,737
   -13,520     20,595     28,342    -29,302     -3,075     31,214     35,950    -44,745     31,982    -28,188    -15,181      5,701    -15,442     -8,096
 
Percent of Open Interest Represented by Each Category of Trader
       5.9        9.5        5.9       21.6       34.8       11.9       23.2        5.8        9.2        6.8        4.2        1.7       13.9       17.2
 
Number of Traders in Each Category                                    Total Traders:       206
        13         31         25         21         50         35         35         34         39          7         15          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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 1,084,490
Positions
   282,086    288,789    297,452      5,600      3,931      8,142     59,354     66,244    325,230     17,143      6,708     43,626     45,857     44,369
 
Changes from:       August 2, 2011                                   Total Change is:   -24,687
   -12,202      2,718    -16,464      2,907     -6,475     -5,272    -18,061     -9,405     21,022      2,794     -3,820      3,873     -3,286    -10,866
 
Percent of Open Interest Represented by Each Category of Trader
      26.0       26.6       27.4        0.5        0.4        0.8        5.5        6.1       30.0        1.6        0.6        4.0        4.2        4.1
 
Number of Traders in Each Category                                    Total Traders:       147
        26         40         54          .          4          .         28         26         43          .          9          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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 is18,468,944
Positions
   865,292  4,135,956  3,659,073  3,709,449    318,015    288,153  1,030,571    711,414  6,330,427     76,144    422,434  1,529,860    979,975  1,073,612
 
Changes from:       August 2, 2011                                   Total Change is:   602,507
   -23,655    134,126     56,411    189,908   -162,984    -10,988   -232,930     67,662    343,555     11,813    -92,282    273,145     -4,750     -6,136
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       22.4       19.8       20.1        1.7        1.6        5.6        3.9       34.3        0.4        2.3        8.3        5.3        5.8
 
Number of Traders in Each Category                                    Total Traders:       308
        31         62         90         10         21         23         63         76        120         10         21         28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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    13,848
Positions
     6,464      6,083          0      1,461        741         20      1,905      6,685         59      3,586        250          0        353         10
 
Changes from:       August 2, 2011                                   Total Change is:       588
       212        878          0       -144       -112         10        346        -74         47         58       -115          0         59        -46
 
Percent of Open Interest Represented by Each Category of Trader
      46.7       43.9        0.0       10.6        5.4        0.1       13.8       48.3        0.4       25.9        1.8        0.0        2.5        0.1
 
Number of Traders in Each Category                                    Total Traders:        29
         .          .          0          .          4          .          6          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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    21,570
Positions
    15,584      8,916          0      1,248      2,074        121      4,262      4,959          0         80      5,453          0        275         47
 
Changes from:       August 2, 2011                                   Total Change is:    -1,953
      -858     -1,082          0          0        104          0     -1,068       -954          0          0          0          0        -27        -21
 
Percent of Open Interest Represented by Each Category of Trader
      72.2       41.3        0.0        5.8        9.6        0.6       19.8       23.0        0.0        0.4       25.3        0.0        1.3        0.2
 
Number of Traders in Each Category                                    Total Traders:        33
         6          4          0          .          5          .          6          6          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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    58,014
Positions
    16,100     15,964        378        379        640      1,087     30,654     29,462      1,213      1,207      1,733         32      6,964      7,505
 
Changes from:       August 2, 2011                                   Total Change is:    -3,404
      -113         52       -155        -54       -378         73       -559     -4,678       -253     -1,596       -573         -3       -745      2,511
 
Percent of Open Interest Represented by Each Category of Trader
      27.8       27.5        0.7        0.7        1.1        1.9       52.8       50.8        2.1        2.1        3.0        0.1       12.0       12.9
 
Number of Traders in Each Category                                    Total Traders:       100
         5          6          .          .          .          .         26         33          8         12         12          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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   199,055
Positions
    26,415     45,601     55,588      4,636      2,638      7,357     22,487     24,068     28,479     20,547        194     12,412     21,134     22,718
 
Changes from:       August 2, 2011                                   Total Change is:   -14,439
   -12,878     -6,289      5,136     -2,510      1,224       -851      9,731       -450     -3,004      1,489       -490     -4,222     -7,330     -5,493
 
Percent of Open Interest Represented by Each Category of Trader
      13.3       22.9       27.9        2.3        1.3        3.7       11.3       12.1       14.3       10.3        0.1        6.2       10.6       11.4
 
Number of Traders in Each Category                                    Total Traders:       108
        10         14         22          7          .          9         25         21         32          8          .         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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    10,443
Positions
     2,581      4,318          0      2,459        488          0      3,441      1,046        486        851      3,698          7        618        400
 
Changes from:       August 2, 2011                                   Total Change is:     4,156
     2,488         30          0         60        125          0      1,814         33          0       -252      3,698          7         39        263
 
Percent of Open Interest Represented by Each Category of Trader
      24.7       41.3        0.0       23.5        4.7        0.0       33.0       10.0        4.7        8.1       35.4        0.1        5.9        3.8
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          0          4          .          0          5          4          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
 

Updated August 12, 2011