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Traders in Financial Futures- Futures Only Positions as of October 5, 2010                 
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              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   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   120,045
Positions
       593     71,787        935     10,053      9,813        306     59,219     13,476      1,021      7,727      8,487          0     40,191     14,220
 
Changes from:       September 28, 2010                               Total Change is:    18,785
      -536     11,845       -367        904        341         18     17,538      3,667         -3      1,160      2,034          0         71      1,250
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       59.8        0.8        8.4        8.2        0.3       49.3       11.2        0.9        6.4        7.1        0.0       33.5       11.8
 
Number of Traders in Each Category                                    Total Traders:        94
         .         17          4          .          4          .         43         14          4         12          .          0
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Traders in Financial Futures- Futures Only Positions as of October 5, 2010                 
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              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   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    56,636
Positions
     4,366     33,680        347      2,299        841        455     29,472     11,686         38          0        500          0     19,659      9,089
 
Changes from:       September 28, 2010                               Total Change is:     3,184
      -753      5,224         79        -81        -30         31      3,847     -1,846          2          0          0          0         59       -276
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       59.5        0.6        4.1        1.5        0.8       52.0       20.6        0.1        0.0        0.9        0.0       34.7       16.0
 
Number of Traders in Each Category                                    Total Traders:        51
         4         10          .          .          .          .         22          9          .          0          .          0
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Traders in Financial Futures- Futures Only Positions as of October 5, 2010                 
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              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   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is    86,536
Positions
     7,379     23,953        537     14,129     14,132      1,032     36,427     12,248         13      1,306     15,729          0     25,713     18,892
 
Changes from:       September 28, 2010                               Total Change is:     8,823
    -1,975     11,517         66         80        609        378     10,409     -3,207        -16       -276      1,727          0        157     -2,251
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       27.7        0.6       16.3       16.3        1.2       42.1       14.2        0.0        1.5       18.2        0.0       29.7       21.8
 
Number of Traders in Each Category                                    Total Traders:        86
         6         12          .          8          9          .         27         16          .          .          7          0
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Traders in Financial Futures- Futures Only Positions as of October 5, 2010                 
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              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   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   142,488
Positions
     7,015     85,280        713     41,856      5,619      1,300     59,143     14,359        147      1,682      7,043          0     30,632     28,027
 
Changes from:       September 28, 2010                               Total Change is:    24,214
    -1,845     15,694        190      1,426       -177        280     21,969      2,004         29       -958      2,490          0      3,123      3,704
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       59.9        0.5       29.4        3.9        0.9       41.5       10.1        0.1        1.2        4.9        0.0       21.5       19.7
 
Number of Traders in Each Category                                    Total Traders:       106
         6         16          .         13          7          4         33         20          .          4          7          0
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Traders in Financial Futures- Futures Only Positions as of October 5, 2010                 
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              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   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   197,406
Positions
    40,997     84,694      2,784     24,536     27,435      2,361     48,716     24,827      1,659     20,112      5,151        263     55,978     48,232
 
Changes from:       September 28, 2010                               Total Change is:     7,367
     3,333     14,188       -467        805       -340         23      1,124    -10,386      1,176       -238      2,198          0      1,611        975
 
Percent of Open Interest Represented by Each Category of Trader
      20.8       42.9        1.4       12.4       13.9        1.2       24.7       12.6        0.8       10.2        2.6        0.1       28.4       24.4
 
Number of Traders in Each Category                                    Total Traders:       162
        17         20          5         16         15          8         45         28         12         12          8          .
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Traders in Financial Futures- Futures Only Positions as of October 5, 2010                 
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              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   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   139,447
Positions
     5,474    109,902        350     21,007      2,885        232     78,565      8,182        182      1,186      4,300          0     32,451     13,414
 
Changes from:       September 28, 2010                               Total Change is:     1,801
       748      2,752        -46      1,387       -375         42     -1,852        845         -5         56       -260          0      1,471     -1,152
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       78.8        0.3       15.1        2.1        0.2       56.3        5.9        0.1        0.9        3.1        0.0       23.3        9.6
 
Number of Traders in Each Category                                    Total Traders:        81
         .         17          .          6          .          .         35         11          .          .          .          0
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Traders in Financial Futures- Futures Only Positions as of October 5, 2010                 
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              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   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    37,528
Positions
     4,620     23,637      6,369          0          0          0     15,209      4,640      2,116        827         20        602      7,785        144
 
Changes from:       September 28, 2010                               Total Change is:     1,358
       140      1,823       -159          0          0          0      1,936      1,474     -1,336        827          0          0        -50       -444
 
Percent of Open Interest Represented by Each Category of Trader
      12.3       63.0       17.0        0.0        0.0        0.0       40.5       12.4        5.6        2.2        0.1        1.6       20.7        0.4
 
Number of Traders in Each Category                                    Total Traders:        21
         5          9          6          0          0          0          .          .          .          .          .          .
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Traders in Financial Futures- Futures Only Positions as of October 5, 2010                 
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              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   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   139,575
Positions
     6,079    111,307        324     22,050        150        220    101,423     10,394          0      2,966     15,480          0      6,513      1,700
 
Changes from:       September 28, 2010                               Total Change is:    15,994
       160     18,002          0       -277          0         80     16,723     -7,183         -2       -471      5,215          0       -219       -118
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       79.7        0.2       15.8        0.1        0.2       72.7        7.4        0.0        2.1       11.1        0.0        4.7        1.2
 
Number of Traders in Each Category                                    Total Traders:       105
         6         17          .         10          .          .         41         16          0          8          6          0
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Traders in Financial Futures- Futures Only Positions as of October 5, 2010                 
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              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   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    26,042
Positions
     1,953     17,658         31        650        136          0     19,104      6,351          0        482        280          0      3,822      1,586
 
Changes from:       September 28, 2010                               Total Change is:        77
        40       -345          0         50          0          0       -231        547          0        116       -195          0        102         70
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       67.8        0.1        2.5        0.5        0.0       73.4       24.4        0.0        1.9        1.1        0.0       14.7        6.1
 
Number of Traders in Each Category                                    Total Traders:        37
         .         12          .          .          .          0         10          5          0          .          .          0
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Traders in Financial Futures- Futures Only Positions as of October 5, 2010                 
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              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   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    49,007
Positions
    15,802     23,120        739      2,651      4,831        578     21,119     11,993        591        140      1,607          3      7,387      5,548
 
Changes from:       September 28, 2010                               Total Change is:     4,578
       381      3,600        138       -486       -128          5      3,442      1,309       -240         20        570        -12      1,330       -664
 
Percent of Open Interest Represented by Each Category of Trader
      32.2       47.2        1.5        5.4        9.9        1.2       43.1       24.5        1.2        0.3        3.3        0.0       15.1       11.3
 
Number of Traders in Each Category                                    Total Traders:        90
        12         20          .          4          6          .         29         14          7          .          4          .
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Traders in Financial Futures- Futures Only Positions as of October 5, 2010                 
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              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   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is    98,014
Positions
    31,603     46,240      1,477      5,301      9,662      1,155     42,238     23,985      1,181        280      3,213          5     14,774     11,096
 
Changes from:       September 28, 2010                               Total Change is:     9,155
       761      7,200        276       -971       -256         10      6,884      2,618       -480         40      1,139        -24      2,659     -1,328
 
Percent of Open Interest Represented by Each Category of Trader
      32.2       47.2        1.5        5.4        9.9        1.2       43.1       24.5        1.2        0.3        3.3        0.0       15.1       11.3
 
Number of Traders in Each Category                                    Total Traders:        90
        12         20          .          4          6          .         29         14          7          .          4          .
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Traders in Financial Futures- Futures Only Positions as of October 5, 2010                 
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              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   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   829,851
Positions
    23,684    256,388     42,745    420,027    151,571     59,914     89,560    146,359     39,684     15,963     26,961        822    137,451    105,408
 
Changes from:       September 28, 2010                               Total Change is:    18,438
    -1,976      3,634      7,504     -5,682     -1,319      2,235      2,403      1,761      5,632      1,983      2,546         66      6,274     -3,621
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       30.9        5.2       50.6       18.3        7.2       10.8       17.6        4.8        1.9        3.2        0.1       16.6       12.7
 
Number of Traders in Each Category                                    Total Traders:       530
        27         52         17        109         66         63        101        129         66         21         25          5
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Traders in Financial Futures- Futures Only Positions as of October 5, 2010                 
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              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   :
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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   301,055
Positions
    13,104    147,082      3,427    148,022     48,724      8,349     47,595     21,598      1,357      7,804     10,182          0     71,397     60,336
 
Changes from:       September 28, 2010                               Total Change is:     3,785
     1,335      8,495        447        537       -485       -906      1,400       -345        160        200       -620          0        612     -2,961
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       48.9        1.1       49.2       16.2        2.8       15.8        7.2        0.5        2.6        3.4        0.0       23.7       20.0
 
Number of Traders in Each Category                                    Total Traders:       130
         7         25          5         31         17         16         19         24          7          .          4          0
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Traders in Financial Futures- Futures Only Positions as of October 5, 2010                 
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              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   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,643,979
Positions
   136,727    630,357    112,763  1,375,415    529,623    242,434    364,543    778,520     36,921     40,827     83,923      4,080    330,269    225,358
 
Changes from:       September 28, 2010                               Total Change is:    73,264
     8,955      1,209      9,771    -25,151      1,772      9,761     31,120     36,637      1,255      8,943     15,858        301     28,309     -3,300
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       23.8        4.3       52.0       20.0        9.2       13.8       29.4        1.4        1.5        3.2        0.2       12.5        8.5
 
Number of Traders in Each Category                                    Total Traders:       483
        25         47         10         90         58         52         99        122         45         19         23          4
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Traders in Financial Futures- Futures Only Positions as of October 5, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   108,918
Positions
    10,563     33,021     10,693     52,138     42,289      5,151     18,069     13,905        109      1,439          0          0     10,756      3,750
 
Changes from:       September 28, 2010                               Total Change is:       124
      -241      2,264        184     -3,139     -1,566      1,096      1,712     -1,820       -406         17          0          0        901        372
 
Percent of Open Interest Represented by Each Category of Trader
       9.7       30.3        9.8       47.9       38.8        4.7       16.6       12.8        0.1        1.3        0.0        0.0        9.9        3.4
 
Number of Traders in Each Category                                    Total Traders:        86
         5          9          .         32         13         11         16          8          .          .          0          0
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Traders in Financial Futures- Futures Only Positions as of October 5, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is   111,443
Positions
    10,837     41,911     14,032     20,650     18,129      3,047     39,674     14,494     10,398      1,344      3,269          0     11,460      6,162
 
Changes from:       September 28, 2010                               Total Change is:    28,881
    -4,983      6,908     13,387        796        296         94      6,306     -4,099      8,974        -77       -221          0      4,384      3,542
 
Percent of Open Interest Represented by Each Category of Trader
       9.7       37.6       12.6       18.5       16.3        2.7       35.6       13.0        9.3        1.2        2.9        0.0       10.3        5.5
 
Number of Traders in Each Category                                    Total Traders:       245
        21         31          9         36         19         11         64         50         13         12         12          0
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Traders in Financial Futures- Futures Only Positions as of October 5, 2010                 
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              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   :
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NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    19,467
Positions
     7,635     13,950          3        236        300          0      8,432      1,593          0          0          0          0      3,161      3,621
 
Changes from:       September 28, 2010                               Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      39.2       71.7        0.0        1.2        1.5        0.0       43.3        8.2        0.0        0.0        0.0        0.0       16.2       18.6
 
Number of Traders in Each Category                                    Total Traders:        22
         .         12          .          .          .          0          4          .          0          0          0          0
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Traders in Financial Futures- Futures Only Positions as of October 5, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   459,878
Positions
    82,192    205,991      3,961    102,346     89,420     14,961    203,595    111,893      4,604      6,722     16,345          0     41,497     12,703
 
Changes from:       September 28, 2010                               Total Change is:    47,071
     3,095     30,972        738      3,074        256        193     36,758     18,925     -2,517       -387     -1,103          0      6,117       -393
 
Percent of Open Interest Represented by Each Category of Trader
      17.9       44.8        0.9       22.3       19.4        3.3       44.3       24.3        1.0        1.5        3.6        0.0        9.0        2.8
 
Number of Traders in Each Category                                    Total Traders:       243
        22         29          4         35         19         10         64         50          8         12         12          0
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Traders in Financial Futures- Futures Only Positions as of October 5, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   395,167
Positions
   173,529     46,492      2,802    122,179    152,340     20,688     52,621    140,132      4,814      2,609     10,725          0     15,925     17,174
 
Changes from:       September 28, 2010                               Total Change is:    -1,825
    -6,873        110          6     -5,650     -3,891      4,653      4,259      2,303        205         99     -4,289          0      1,476       -922
 
Percent of Open Interest Represented by Each Category of Trader
      43.9       11.8        0.7       30.9       38.6        5.2       13.3       35.5        1.2        0.7        2.7        0.0        4.0        4.3
 
Number of Traders in Each Category                                    Total Traders:       247
        18         19          .         54         41         24         39         62         11          8          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 5, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    32,389
Positions
     9,965      4,824        805      8,656      1,129        151      2,348      2,425         36        755      1,376          0      9,673     21,643
 
Changes from:       September 28, 2010                               Total Change is:       971
      -825        -56        518       -350     -1,550         40         24       -549         36        500        -18          0      1,028      2,550
 
Percent of Open Interest Represented by Each Category of Trader
      30.8       14.9        2.5       26.7        3.5        0.5        7.2        7.5        0.1        2.3        4.2        0.0       29.9       66.8
 
Number of Traders in Each Category                                    Total Traders:        45
        14          6          .          8          .          .          6          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 5, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    40,795
Positions
    14,265     17,169        586      5,567      1,726        713      8,305      8,508        368        549        726          0     10,442     10,999
 
Changes from:       September 28, 2010                               Total Change is:     5,264
       478      2,411        394        278       -254        245      3,848      4,636       -116         26        484          0        111     -2,536
 
Percent of Open Interest Represented by Each Category of Trader
      35.0       42.1        1.4       13.6        4.2        1.7       20.4       20.9        0.9        1.3        1.8        0.0       25.6       27.0
 
Number of Traders in Each Category                                    Total Traders:        50
        11         12          .          7          .          .          8          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 5, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 MSCI EAFE - CHICAGO MERCANTILE EXCHANGE   (MSCI EAFE INDEX X $50)                            
CFTC Code #244741                                                    Open Interest is    30,517
Positions
         0      1,535          0     21,514     17,299      3,758      1,841      5,341          0          0        220          0      3,404      2,364
 
Changes from:       September 28, 2010                               Total Change is:    -2,182
         0       -896          0     -2,556       -596        -73         12       -382          0          0        -50          0        435       -185
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        5.0        0.0       70.5       56.7       12.3        6.0       17.5        0.0        0.0        0.7        0.0       11.2        7.7
 
Number of Traders in Each Category                                    Total Traders:        43
         0          .          0         17         14          8          .          6          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 5, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE   (MSCI INDEX X $50)                     
CFTC Code #244742                                                    Open Interest is    30,527
Positions
     1,951     11,128          0     14,420      4,439        701      3,839     12,204          0      3,124          0          0      6,492      2,055
 
Changes from:       September 28, 2010                               Total Change is:     1,246
      -465          9          0      2,429         37         13     -1,030      1,390          0        267       -225          0         32         22
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       36.5        0.0       47.2       14.5        2.3       12.6       40.0        0.0       10.2        0.0        0.0       21.3        6.7
 
Number of Traders in Each Category                                    Total Traders:        40
         4          5          0         11          5          4          7          .          0          5          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 5, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   674,322
Positions
    23,709    160,612      8,581    343,188    149,520     56,827     58,903    132,710      8,430     22,126     34,803      6,206    146,352    116,633
 
Changes from:       September 28, 2010                               Total Change is:    -2,546
     2,302      3,353       -179      1,362      1,627    -14,015      8,525     -5,985        331     -1,445     11,278      4,685     -4,112     -3,641
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       23.8        1.3       50.9       22.2        8.4        8.7       19.7        1.3        3.3        5.2        0.9       21.7       17.3
 
Number of Traders in Each Category                                    Total Traders:       163
        11         18          7         46         24         36         26         25         15          5          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 5, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   225,497
Positions
         0     97,039        575    164,725          0     10,865      2,000     83,993         10          0          0          0     47,322     33,015
 
Changes from:       September 28, 2010                               Total Change is:      -777
         0     -1,213     -2,617      4,332     -2,100       -378     -2,302      2,430       -942          0          0          0      1,130      4,043
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       43.0        0.3       73.0        0.0        4.8        0.9       37.2        0.0        0.0        0.0        0.0       21.0       14.6
 
Number of Traders in Each Category                                    Total Traders:        44
         0          8          .         25          0         10          .         10          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 5, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   733,189
Positions
    66,203     77,143      9,809    174,180    221,485     89,849    248,631     58,697      9,181     22,468    150,850      3,919    108,949    112,256
 
Changes from:       September 28, 2010                               Total Change is:     9,616
    -2,442     -4,281       -228    -30,537     10,564      5,245     45,042     -4,263     -2,599        330      6,376        326     -5,521     -1,524
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       10.5        1.3       23.8       30.2       12.3       33.9        8.0        1.3        3.1       20.6        0.5       14.9       15.3
 
Number of Traders in Each Category                                    Total Traders:       215
        17         24          6         36         42         39         44         24         15          5         22          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 5, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 1,706,764
Positions
    73,488    376,685     57,726    745,164    343,828    149,473    207,033    390,176     25,527    139,188     42,180     12,053    297,112    309,116
 
Changes from:       September 28, 2010                               Total Change is:    52,854
     4,895     34,436      3,430    -39,718     -7,851      7,266     23,886     14,027      6,104     39,037      4,949      4,535      3,419    -14,042
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       22.1        3.4       43.7       20.1        8.8       12.1       22.9        1.5        8.2        2.5        0.7       17.4       18.1
 
Number of Traders in Each Category                                    Total Traders:       274
        28         37         15         39         54         50         50         48         34         13          5          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 5, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   946,385
Positions
    80,786    136,106     11,989    203,561    332,281    108,643    273,805     61,576     10,842     35,799     44,510          0    220,960    240,438
 
Changes from:       September 28, 2010                               Total Change is:     4,474
     7,186      8,561     -5,404    -23,339     -9,129    -13,214     40,954     14,399      3,677      1,283      5,501          0     -6,669         83
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       14.4        1.3       21.5       35.1       11.5       28.9        6.5        1.1        3.8        4.7        0.0       23.3       25.4
 
Number of Traders in Each Category                                    Total Traders:       161
        14         16          .         24         36         35         30         26         13          5         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 5, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   582,320
Positions
   142,930    238,492    181,375     14,692        107      1,521    122,602     29,852     79,220      4,334      1,406        535     35,111     49,812
 
Changes from:       September 28, 2010                               Total Change is:   -39,841
     4,393    -15,819    -19,545     -2,913        -20          0    -24,693     -3,325      1,235      2,878     -1,226       -732       -464       -409
 
Percent of Open Interest Represented by Each Category of Trader
      24.5       41.0       31.1        2.5        0.0        0.3       21.1        5.1       13.6        0.7        0.2        0.1        6.0        8.6
 
Number of Traders in Each Category                                    Total Traders:       104
        23         26         36          .          .          .         25         18         29          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 5, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 is 7,769,907
Positions
 1,609,456  3,110,854  1,416,662    867,418    201,331    120,888  1,534,375    550,033  1,009,410    183,909    336,774    106,980    920,809    916,975
 
Changes from:       September 28, 2010                               Total Change is:   102,366
   -41,951     60,095    -18,436     55,760     38,650    -89,210    113,540      9,738      8,171    -11,558     28,805     49,817     36,233     14,736
 
Percent of Open Interest Represented by Each Category of Trader
      20.7       40.0       18.2       11.2        2.6        1.6       19.7        7.1       13.0        2.4        4.3        1.4       11.9       11.8
 
Number of Traders in Each Category                                    Total Traders:       246
        32         55         83          9         11         13         60         49         79          7         13         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 5, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    11,163
Positions
     2,297      4,881      1,300        973        814         22      1,372      3,810         58      4,800        175          0        341        103
 
Changes from:       September 28, 2010                               Total Change is:        52
      -185        -18          0         58         49        -49        109         34         58          0          0          0         61        -22
 
Percent of Open Interest Represented by Each Category of Trader
      20.6       43.7       11.6        8.7        7.3        0.2       12.3       34.1        0.5       43.0        1.6        0.0        3.1        0.9
 
Number of Traders in Each Category                                    Total Traders:        30
         .          4          .          .          5          .          5          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 5, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    39,080
Positions
    32,942     24,492      1,933      1,624      1,262         77      2,144      5,180          0          0      6,059          0        360         77
 
Changes from:       September 28, 2010                               Total Change is:     3,229
       911      5,154      1,108        619         58          0        514     -2,971          0          0         -8          0         77       -112
 
Percent of Open Interest Represented by Each Category of Trader
      84.3       62.7        4.9        4.2        3.2        0.2        5.5       13.3        0.0        0.0       15.5        0.0        0.9        0.2
 
Number of Traders in Each Category                                    Total Traders:        32
         4          5          .          .          4          .          6          7          0          0          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 5, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    34,586
Positions
    14,890      7,389        129        416        828        740     13,050     18,863        589      1,829      2,098          1      2,942      3,949
 
Changes from:       September 28, 2010                               Total Change is:     1,439
     2,227       -176         29         15        428         -2       -531        221        -15       -504        567          0        220        387
 
Percent of Open Interest Represented by Each Category of Trader
      43.1       21.4        0.4        1.2        2.4        2.1       37.7       54.5        1.7        5.3        6.1        0.0        8.5       11.4
 
Number of Traders in Each Category                                    Total Traders:        79
         7          .          .          .          .          .         15         33          4          9          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 5, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   114,994
Positions
    81,675     39,525      5,569        671        190      2,125        925     37,811      8,052        637      4,458      2,126     13,214     15,138
 
Changes from:       September 28, 2010                               Total Change is:       427
      -799      1,417     -1,869          0       -185        171        389       -759      1,204         68        479        258      1,005       -289
 
Percent of Open Interest Represented by Each Category of Trader
      71.0       34.4        4.8        0.6        0.2        1.8        0.8       32.9        7.0        0.6        3.9        1.8       11.5       13.2
 
Number of Traders in Each Category                                    Total Traders:        62
         5         10         12          .          .          5          .         28         12          .          5          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 5, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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     4,561
Positions
       532      2,159          0      1,615         67         41      1,197      2,212          0        880         45          0        296         37
 
Changes from:       September 28, 2010                               Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      11.7       47.3        0.0       35.4        1.5        0.9       26.2       48.5        0.0       19.3        1.0        0.0        6.5        0.8
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          .          .          .          6          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 5, 2010                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    13,999
Positions
       489     11,145         71     11,030          0          0      1,399      2,144          0          0          0          0      1,010        639
 
Changes from:       September 28, 2010                               Total Change is:       709
         3        199         71        125          0          0        762        529          0          0          0          0       -252        -90
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       79.6        0.5       78.8        0.0        0.0       10.0       15.3        0.0        0.0        0.0        0.0        7.2        4.6
 
Number of Traders in Each Category                                    Total Traders:        24
         .          4          .          8          0          0          7          4          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated October 8, 2010