BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 08/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,323
COMMITMENTS
       0       93       21    3,772    3,959    3,793    4,073      530      250

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:         34)
       0        8       -3      258       42      255       47     -221      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.2      0.5     87.3     91.6     87.7     94.2     12.3      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        2       16       12       18       14
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 08/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       29,188
COMMITMENTS
   4,589    4,276    2,009   16,842   19,308   23,440   25,593    5,748    3,595

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:        941)
     363      -71      214      208      597      785      740      156      201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     14.6      6.9     57.7     66.2     80.3     87.7     19.7     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      23       13       18       29       26       61       48
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 08/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      230,207
COMMITMENTS
  70,393   60,500   49,148   85,789   88,484  205,330  198,132   24,877   32,075

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:      5,122)
    -338    3,547    1,810    2,708   -2,944    4,180    2,413      942    2,709

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6     26.3     21.3     37.3     38.4     89.2     86.1     10.8     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      287)
      93       87      107       50       68      203      223
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 08/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      284,535
COMMITMENTS
  88,314   69,518   44,231  127,570  125,364  260,115  239,113   24,420   45,422

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:     -3,215)
  -1,439    1,450    3,715   -5,729   -7,057   -3,453   -1,892      238   -1,323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.0     24.4     15.5     44.8     44.1     91.4     84.0      8.6     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      390)
     104      117      122       69      131      248      314
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 08/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,690
COMMITMENTS
   4,480    2,734      792    2,560    4,904    7,832    8,430    1,858    1,260

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:       -380)
    -361      -90      104      356       28       99       42     -479     -422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.2     28.2      8.2     26.4     50.6     80.8     87.0     19.2     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      41       18       10       19       29       69       50
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 08/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       38,411
COMMITMENTS
   9,148   12,455    7,693   13,669    5,548   30,510   25,696    7,901   12,715

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:      1,837)
     -28      714    1,354      -18       55    1,308    2,123      529     -286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8     32.4     20.0     35.6     14.4     79.4     66.9     20.6     33.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      30       54       48       49       45      108      127
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 08/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        6,784
COMMITMENTS
     197    1,807       86    5,942    4,692    6,225    6,585      559      199

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:         80)
     -10       39      -16       96       50       70       73       10        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9     26.6      1.3     87.6     69.2     91.8     97.1      8.2      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        8        7       11       11       20       21
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 08/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       93,449
COMMITMENTS
   6,179    5,866    4,874   82,176   82,311   93,229   93,051      220      398

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:      4,347)
    -604       38        0    4,958    4,319    4,354    4,357       -7      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      6.3      5.2     87.9     88.1     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        3        2       15       18       18       23
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 08/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      163,842
COMMITMENTS
  86,639   25,703      848   32,156  116,124  119,643  142,675   44,199   21,167

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:     13,432)
  10,631      562     -186    3,259   12,764   13,704   13,140     -272      292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.9     15.7      0.5     19.6     70.9     73.0     87.1     27.0     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      41       19        7       21       29       65       52
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 08/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       55,426
COMMITMENTS
  10,684   22,145       13   33,254   17,308   43,951   39,466   11,475   15,960

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:        807)
   4,763      562     -254   -3,927    5,219      582    5,527      225   -4,720

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     40.0      0.0     60.0     31.2     79.3     71.2     20.7     28.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       7       12        1       10       12       17       25
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 08/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      221,529
COMMITMENTS
 104,239    9,613    3,037  107,852  206,040  215,128  218,690    6,401    2,839

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:     -1,243)
  -2,901      454      726      225   -2,397   -1,950   -1,217      707      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.1      4.3      1.4     48.7     93.0     97.1     98.7      2.9      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      53       19       10       20       22       79       47
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 08/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      117,034
COMMITMENTS
  42,407   40,439      633   46,134   52,243   89,174   93,315   27,860   23,719

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:     -1,516)
  -3,577    2,288      450   -1,222     -268   -4,349    2,470    2,833   -3,986

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.2     34.6      0.5     39.4     44.6     76.2     79.7     23.8     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      28       29        6       23       23       53       56
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 08/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      149,444
COMMITMENTS
  53,571   32,015      362   73,630   83,302  127,563  115,679   21,881   33,765

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:      7,986)
   9,987     -398     -771   -5,032   16,290    4,184   15,121    3,802   -7,135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.8     21.4      0.2     49.3     55.7     85.4     77.4     14.6     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      22       36        5       21       28       47       65
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 08/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      311,925
COMMITMENTS
  45,927  147,488    3,467  224,688   97,055  274,082  248,010   37,843   63,915

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:     -9,241)
     -59  -22,430      554   -7,771   12,039   -7,276   -9,837   -1,965      596

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7     47.3      1.1     72.0     31.1     87.9     79.5     12.1     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      43       67       16       52       51      104      125
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 08/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       18,078
COMMITMENTS
  14,076   14,043      499    2,593    2,812   17,168   17,354      910      724

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:      1,068)
     -50     -242      463      299      792      712    1,013      356       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    77.9     77.7      2.8     14.3     15.6     95.0     96.0      5.0      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7        4        3        9        6       17       12
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 08/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       31,374
COMMITMENTS
  18,215    3,986      126    9,294   25,514   27,635   29,626    3,739    1,748

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:       -610)
  -1,620      523        2    1,698   -1,013       80     -488     -690     -122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.1     12.7      0.4     29.6     81.3     88.1     94.4     11.9      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      22       14        1       12       10       35       24
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 08/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    7,913,313
COMMITMENTS
 1277311  548,667  1308515  4469968  5121895  7055794  6979077  857,519  934,236

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:    183,419)
 128,379   70,961  -14,075   27,960   88,580  142,264  145,466   41,155   37,953

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1      6.9     16.5     56.5     64.7     89.2     88.2     10.8     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      56       40       74      120      133      217      215
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 08/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      848,540
COMMITMENTS
  81,605   84,500   22,464  597,908  628,238  701,977  735,202  146,563  113,338

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:     13,563)
   6,726      995   -3,874   11,174   18,872   14,026   15,992     -464   -2,429

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6     10.0      2.6     70.5     74.0     82.7     86.6     17.3     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      566)
     108      101       44      239      245      369      369
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 08/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      237,263
COMMITMENTS
   7,487    6,616    5,085  156,232  158,189  168,804  169,890   68,459   67,373

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:      1,934)
    -588   -1,799     -392    3,460    4,577    2,480    2,386     -546     -452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      2.8      2.1     65.8     66.7     71.1     71.6     28.9     28.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
       6        6        4       59       51       67       60
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 08/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,056,383
COMMITMENTS
 389,887  408,716   67,598  2208379  2350245  2665864  2826559  390,519  229,824

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:     58,144)
  24,102    1,500   -4,942   38,572   71,473   57,732   68,031      412   -9,887

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8     13.4      2.2     72.3     76.9     87.2     92.5     12.8      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      539)
     106      101       40      211      223      337      344
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 08/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      120,045
COMMITMENTS
  16,394    2,500      902   91,718  112,338  109,014  115,740   11,031    4,305

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:      4,144)
   1,486      -61      902    1,534    3,651    3,922    4,492      222     -348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7      2.1      0.8     76.4     93.6     90.8     96.4      9.2      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      19        3        1       56       37       75       41
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 08/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      110,549
COMMITMENTS
  32,843    5,145      917   63,628   96,613   97,389  102,675   13,160    7,874

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:      8,632)
   2,416     -919      -35    4,645    7,709    7,025    6,755    1,607    1,877

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7      4.7      0.8     57.6     87.4     88.1     92.9     11.9      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      77       27       11       71       83      152      118
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 08/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       18,498
COMMITMENTS
     486    1,231        0   11,258   16,320   11,744   17,551    6,754      947

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:      4,518)
    -253        0        0    2,877    4,213    2,624    4,213    1,894      305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      6.7      0.0     60.9     88.2     63.5     94.9     36.5      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        0       10       10       11       12
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 08/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      460,255
COMMITMENTS
 165,728   23,515      643  261,852  401,463  428,223  425,621   32,032   34,634

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:     20,572)
  13,318   -4,620     -149    8,838   17,481   22,007   12,712   -1,435    7,860

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.0      5.1      0.1     56.9     87.2     93.0     92.5      7.0      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      78       27        9       64       81      144      115
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 08/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      190,631
COMMITMENTS
 124,137   46,065      274   35,887  124,144  160,298  170,483   30,333   20,148

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:     -4,662)
  -3,363    5,447       21    1,289   -9,384   -2,053   -3,916   -2,609     -746

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.1     24.2      0.1     18.8     65.1     84.1     89.4     15.9     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      36       36        7       25       23       65       62
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 08/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       31,129
COMMITMENTS
   2,600   11,623        0   21,124    4,774   23,724   16,397    7,405   14,732

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:      1,033)
     267      200        0      759      109    1,026      309        7      724

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4     37.3      0.0     67.9     15.3     76.2     52.7     23.8     47.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        5        0       19        5       25       10
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 08/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       49,291
COMMITMENTS
  11,855    6,232    1,175   31,268   13,536   44,298   20,943    4,993   28,348

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:       -959)
    -737     -125      234    1,085     -857      582     -748   -1,541     -211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1     12.6      2.4     63.4     27.5     89.9     42.5     10.1     57.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      13        6        2       23       17       37       24
 

Updated August 31, 2012