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Traders in Financial Futures- Futures Only Positions as of December 14, 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   142,291
Positions
     9,368     70,907     20,571     10,868     11,448         43     37,124      5,243     12,973      9,433      7,482          0     41,911     13,624
 
Changes from:       December 7, 2010                                 Total Change is:    27,292
       -70      6,380     16,594       -689      1,370          0     -2,939     -6,020     10,056      2,275      1,478          0      2,065     -2,566
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       49.8       14.5        7.6        8.0        0.0       26.1        3.7        9.1        6.6        5.3        0.0       29.5        9.6
 
Number of Traders in Each Category                                    Total Traders:        82
         6         16          8          4          4          .         30          7          5         13          .          0
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Traders in Financial Futures- Futures Only Positions as of December 14, 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    39,804
Positions
     2,389     16,142         59      1,777        869        330     19,045     11,835          0          0          0          0     16,204     10,569
 
Changes from:       December 7, 2010                                 Total Change is:    -3,110
    -4,810     -3,550     -1,766        -24        -15         15      2,251      1,229         -5          0       -500          0      1,229      1,482
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       40.6        0.1        4.5        2.2        0.8       47.8       29.7        0.0        0.0        0.0        0.0       40.7       26.6
 
Number of Traders in Each Category                                    Total Traders:        40
         4         10          .          .          .          .         15          7          0          0          0          0
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Traders in Financial Futures- Futures Only Positions as of December 14, 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    67,820
Positions
    21,492      2,138      1,363      8,281     22,671      1,045     17,244     16,625         12        673      4,923          0     17,710     19,043
 
Changes from:       December 7, 2010                                 Total Change is:   -18,449
    -1,618     -3,286     -8,650       -132        911         26     -4,765     -3,041     -1,779     -1,073       -544          0       -458     -2,086
 
Percent of Open Interest Represented by Each Category of Trader
      31.7        3.2        2.0       12.2       33.4        1.5       25.4       24.5        0.0        1.0        7.3        0.0       26.1       28.1
 
Number of Traders in Each Category                                    Total Traders:        65
         8          5          .          4         14          5         12         18          .          .          .          0
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Traders in Financial Futures- Futures Only Positions as of December 14, 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    96,110
Positions
     6,772     37,518        309     36,065      5,368      1,374     30,175     16,807          0      1,320      4,775          0     20,095     29,959
 
Changes from:       December 7, 2010                                 Total Change is:   -36,123
    -9,493    -23,573     -7,206      1,740       -586        -15      6,105     -1,724     -1,443    -17,438      1,398          0     -8,373     -2,974
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       39.0        0.3       37.5        5.6        1.4       31.4       17.5        0.0        1.4        5.0        0.0       20.9       31.2
 
Number of Traders in Each Category                                    Total Traders:        88
         8         13          .         10          5          5         21         21          0          .          8          0
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Traders in Financial Futures- Futures Only Positions as of December 14, 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   146,781
Positions
    41,057     17,062        527     23,516     22,615      2,608     16,766     46,457        168     14,350      7,151         38     47,751     50,155
 
Changes from:       December 7, 2010                                 Total Change is:   -51,318
   -28,928    -20,995    -17,724        213        300        -24       -720     -3,442     -5,728      1,390        879       -447        650     -4,137
 
Percent of Open Interest Represented by Each Category of Trader
      28.0       11.6        0.4       16.0       15.4        1.8       11.4       31.7        0.1        9.8        4.9        0.0       32.5       34.2
 
Number of Traders in Each Category                                    Total Traders:       140
        17         12          .         15         16         11         18         42          5         11          9          .
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Traders in Financial Futures- Futures Only Positions as of December 14, 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   113,584
Positions
     4,422     87,818        411     18,119      3,390        154     59,928      9,211          0        812      1,207          0     29,738     11,393
 
Changes from:       December 7, 2010                                 Total Change is:   -13,428
    -6,825      1,092    -14,016       -159        607          0     11,392      4,694     -2,554         -1       -830          0     -1,265     -2,421
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       77.3        0.4       16.0        3.0        0.1       52.8        8.1        0.0        0.7        1.1        0.0       26.2       10.0
 
Number of Traders in Each Category                                    Total Traders:        64
         4          9          .          5          4          .         26         12          0          .          .          0
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Traders in Financial Futures- Futures Only Positions as of December 14, 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    56,751
Positions
    11,524     34,054     10,793          0          0          0     19,346      8,320      2,900      1,255          0          0     10,933        684
 
Changes from:       December 7, 2010                                 Total Change is:     5,223
     1,515      5,864        -16          0          0          0      2,251       -643         69          0          0          0      1,404        -51
 
Percent of Open Interest Represented by Each Category of Trader
      20.3       60.0       19.0        0.0        0.0        0.0       34.1       14.7        5.1        2.2        0.0        0.0       19.3        1.2
 
Number of Traders in Each Category                                    Total Traders:        21
         6          9         11          0          0          0          .          .          .          .          0          0
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Traders in Financial Futures- Futures Only Positions as of December 14, 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   116,794
Positions
     2,938     93,123        167     19,864          0          0     84,662     18,127         90      2,347      4,140          0      6,726      1,147
 
Changes from:       December 7, 2010                                 Total Change is:   -27,029
   -10,256     -7,471     -7,316     -2,205       -150          0      6,215     11,659    -13,058        302     -9,478       -203       -508     -1,012
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       79.7        0.1       17.0        0.0        0.0       72.5       15.5        0.1        2.0        3.5        0.0        5.8        1.0
 
Number of Traders in Each Category                                    Total Traders:        88
         6         10          .          8          0          0         40         13          .          6          5          0
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Traders in Financial Futures- Futures Only Positions as of December 14, 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    24,510
Positions
     2,017     13,802          1        501          0          0     19,194      9,405          0        586        343          0      2,211        959
 
Changes from:       December 7, 2010                                 Total Change is:    -3,085
      -120     -6,124       -688         41          0          0     -1,281      4,301        -28          0        -33          0     -1,009       -513
 
Percent of Open Interest Represented by Each Category of Trader
       8.2       56.3        0.0        2.0        0.0        0.0       78.3       38.4        0.0        2.4        1.4        0.0        9.0        3.9
 
Number of Traders in Each Category                                    Total Traders:        35
         .          7          .          .          0          0          9         10          0          .          .          0
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Traders in Financial Futures- Futures Only Positions as of December 14, 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    47,633
Positions
    17,287     21,880      2,737      3,624      2,961        446     14,234     11,379      1,182        537        568          0      7,586      6,480
 
Changes from:       December 7, 2010                                 Total Change is:      -557
    -1,006     -3,650      1,827         32       -243         83     -3,027       -389        373        152        201         -1      1,011      1,242
 
Percent of Open Interest Represented by Each Category of Trader
      36.3       45.9        5.7        7.6        6.2        0.9       29.9       23.9        2.5        1.1        1.2        0.0       15.9       13.6
 
Number of Traders in Each Category                                    Total Traders:        98
        15         16         10          6          6          .         36         13         14          4          .          0
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Traders in Financial Futures- Futures Only Positions as of December 14, 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    95,265
Positions
    34,574     43,760      5,474      7,248      5,922        891     28,468     22,758      2,364      1,074      1,136          0     15,172     12,960
 
Changes from:       December 7, 2010                                 Total Change is:    -1,113
    -2,012     -7,300      3,653         63       -485        166     -6,053       -777        746        304        402         -2      2,022      2,484
 
Percent of Open Interest Represented by Each Category of Trader
      36.3       45.9        5.7        7.6        6.2        0.9       29.9       23.9        2.5        1.1        1.2        0.0       15.9       13.6
 
Number of Traders in Each Category                                    Total Traders:        98
        15         16         10          6          6          .         36         13         14          4          .          0
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Traders in Financial Futures- Futures Only Positions as of December 14, 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 1,109,473
Positions
    50,935    334,522    172,633    426,392    123,035     64,999    107,800    154,350     91,854     18,499     26,850     13,468    162,893    127,763
 
Changes from:       December 7, 2010                                 Total Change is:   128,830
       557     12,880     83,342      6,525     -4,067      2,535      5,006     -5,159     14,223      1,123      2,010      2,829     12,690     20,236
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       30.2       15.6       38.4       11.1        5.9        9.7       13.9        8.3        1.7        2.4        1.2       14.7       11.5
 
Number of Traders in Each Category                                    Total Traders:       546
        35         49         44        125         56         67        103        130         94         29         16         11
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Traders in Financial Futures- Futures Only Positions as of December 14, 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   431,240
Positions
    47,971    214,673     40,971    143,701     41,521      8,182     70,250     45,177      7,666      9,054      7,230      7,079     96,366     58,741
 
Changes from:       December 7, 2010                                 Total Change is:    46,462
      -734     -1,503     27,158      1,924     -2,767      1,734      7,428      2,623      3,700        113       -189      1,126      4,013     14,580
 
Percent of Open Interest Represented by Each Category of Trader
      11.1       49.8        9.5       33.3        9.6        1.9       16.3       10.5        1.8        2.1        1.7        1.6       22.3       13.6
 
Number of Traders in Each Category                                    Total Traders:       140
        11         26         16         31         15         11         18         29         18          6          .          .
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Traders in Financial Futures- Futures Only Positions as of December 14, 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 3,391,166
Positions
   205,106    789,532    468,022  1,437,981    432,093    259,562    524,926    883,041     83,763     65,110    115,986     14,059    332,637    345,108
 
Changes from:       December 7, 2010                                 Total Change is:   411,840
    -3,635     61,827    291,010     20,617     -8,888      6,393     21,566     -5,234     18,937      5,182     11,126      8,387     43,383     28,282
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       23.3       13.8       42.4       12.7        7.7       15.5       26.0        2.5        1.9        3.4        0.4        9.8       10.2
 
Number of Traders in Each Category                                    Total Traders:       500
        35         41         32        106         49         59        101        124         75         25         15          9
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Traders in Financial Futures- Futures Only Positions as of December 14, 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 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   124,246
Positions
    15,379     29,182     25,278     49,313     34,325      5,914     14,399     25,675        439      1,992          0          0     11,532      3,433
 
Changes from:       December 7, 2010                                 Total Change is:    15,906
      -491        756     13,758        492       -708        915       -483        854        112        295          0          0      1,308        219
 
Percent of Open Interest Represented by Each Category of Trader
      12.4       23.5       20.3       39.7       27.6        4.8       11.6       20.7        0.4        1.6        0.0        0.0        9.3        2.8
 
Number of Traders in Each Category                                    Total Traders:        91
         7          8          6         31         12         12         17         12          .          4          0          0
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Traders in Financial Futures- Futures Only Positions as of December 14, 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 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is   134,491
Positions
    15,175     45,120     33,171     22,295     11,629      2,848     26,944     11,492     17,252      2,655      3,562        183     13,969      9,235
 
Changes from:       December 7, 2010                                 Total Change is:    24,426
       260      3,430     14,836        -35     -4,367        588        924      2,395      5,052        422       -686        164      2,215      3,015
 
Percent of Open Interest Represented by Each Category of Trader
      11.3       33.5       24.7       16.6        8.6        2.1       20.0        8.5       12.8        2.0        2.6        0.1       10.4        6.9
 
Number of Traders in Each Category                                    Total Traders:       254
        25         31         28         38         16         10         69         42         30         20         11          .
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Traders in Financial Futures- Futures Only Positions as of December 14, 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    30,342
Positions
     9,366     19,332      3,036          0        280        700     10,446      4,234        266        213        889          0      6,315      1,605
 
Changes from:       December 7, 2010                                 Total Change is:     2,798
    -1,930     -1,019      2,392       -225          0        700      1,669       -170        266       -279          0          0        205        629
 
Percent of Open Interest Represented by Each Category of Trader
      30.9       63.7       10.0        0.0        0.9        2.3       34.4       14.0        0.9        0.7        2.9        0.0       20.8        5.3
 
Number of Traders in Each Category                                    Total Traders:        33
         8         12          4          0          .          .          5          4          .          .          .          0
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Traders in Financial Futures- Futures Only Positions as of December 14, 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   520,747
Positions
    97,447    197,343     82,270    111,475     56,746     10,741    143,541     97,341     23,878     12,212     13,364        914     38,269     38,150
 
Changes from:       December 7, 2010                                 Total Change is:   108,141
      -209     11,083     73,379        951    -21,833       -560        -30     16,519     20,234      3,505     -3,432        819     10,052     11,932
 
Percent of Open Interest Represented by Each Category of Trader
      18.7       37.9       15.8       21.4       10.9        2.1       27.6       18.7        4.6        2.3        2.6        0.2        7.3        7.3
 
Number of Traders in Each Category                                    Total Traders:       248
        24         27         22         38         15          9         69         44         24         19         11          .
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Traders in Financial Futures- Futures Only Positions as of December 14, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   420,509
Positions
   141,256     85,056     27,377    128,506    127,995     20,116     58,960    110,581     19,458      1,281     10,877      2,944     20,611     16,105
 
Changes from:       December 7, 2010                                 Total Change is:    15,799
   -15,977     10,042     15,196      1,570    -16,279      1,039     -4,678     -6,407     13,130          2     -4,109      2,944      2,573        243
 
Percent of Open Interest Represented by Each Category of Trader
      33.6       20.2        6.5       30.6       30.4        4.8       14.0       26.3        4.6        0.3        2.6        0.7        4.9        3.8
 
Number of Traders in Each Category                                    Total Traders:       248
        16         20          9         55         40         23         42         59         23          5         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 14, 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    37,411
Positions
     8,388      5,496        136     13,026        343         25      2,739     12,638          2      2,412        623          0     10,683     18,148
 
Changes from:       December 7, 2010                                 Total Change is:   -26,176
    -5,888     -3,886     -4,972       -692       -108          0        633     -1,394       -859        817          0          0    -15,215    -14,957
 
Percent of Open Interest Represented by Each Category of Trader
      22.4       14.7        0.4       34.8        0.9        0.1        7.3       33.8        0.0        6.4        1.7        0.0       28.6       48.5
 
Number of Traders in Each Category                                    Total Traders:        52
        12          6          .         10          .          .          6         11          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 14, 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    48,152
Positions
    11,536     10,263        655     12,788      6,480        655      9,623      3,827        244        915      3,970          0     11,736     22,058
 
Changes from:       December 7, 2010                                 Total Change is:   -11,352
    -1,443    -12,493     -6,044      5,211      4,949          0     -1,680     -2,044     -2,093          0      3,645          0     -5,303      2,728
 
Percent of Open Interest Represented by Each Category of Trader
      24.0       21.3        1.4       26.6       13.5        1.4       20.0        7.9        0.5        1.9        8.2        0.0       24.4       45.8
 
Number of Traders in Each Category                                    Total Traders:        47
        13          8          .          8          .          .          8          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 14, 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    33,241
Positions
       502      5,847      3,093     16,882     12,266      4,034      2,782      4,611      1,076        756          0        247      3,869      2,067
 
Changes from:       December 7, 2010                                 Total Change is:     4,275
       165      1,415      3,093        -85     -1,333        102        455       -155      1,076       -494          0        247       -284       -170
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       17.6        9.3       50.8       36.9       12.1        8.4       13.9        3.2        2.3        0.0        0.7       11.6        6.2
 
Number of Traders in Each Category                                    Total Traders:        44
         .          .          .         16         14          9          .          7          6          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 14, 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    46,631
Positions
     3,875     13,580      3,611     15,615      5,208        769      5,146     16,283        262      5,492          0          0     11,861      6,918
 
Changes from:       December 7, 2010                                 Total Change is:     7,147
     1,588       -406      2,944       -350       -285        127     -2,842       -616        243        886          0        -10      4,561      5,150
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       29.1        7.7       33.5       11.2        1.6       11.0       34.9        0.6       11.8        0.0        0.0       25.4       14.8
 
Number of Traders in Each Category                                    Total Traders:        49
         5          6          .         13          7          5          7          4          .          7          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 14, 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   579,262
Positions
    28,487     89,625     11,965    286,402    143,191     49,576     52,133    108,948     11,360     21,778     27,246         50    117,511    137,301
 
Changes from:       December 7, 2010                                 Total Change is:   -14,207
     5,854     -6,201    -21,092      3,549     -6,442      1,674     -2,837     12,189      2,919     -4,230      7,810       -150        106     -4,914
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       15.5        2.1       49.4       24.7        8.6        9.0       18.8        2.0        3.8        4.7        0.0       20.3       23.7
 
Number of Traders in Each Category                                    Total Traders:       146
         8         15          4         43         23         32         19         28         14          4          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 14, 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   303,256
Positions
         0    115,145      4,673    225,385      1,530     13,997          0    120,486        942          0      1,953          0     58,259     44,530
 
Changes from:       December 7, 2010                                 Total Change is:   -12,003
         0     -3,355    -10,271        611      1,530        674          0     -1,219       -112          0          0          0     -2,905        750
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       38.0        1.5       74.3        0.5        4.6        0.0       39.7        0.3        0.0        0.6        0.0       19.2       14.7
 
Number of Traders in Each Category                                    Total Traders:        51
         0         10          .         26          .         13          0         13          4          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 14, 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   655,916
Positions
    42,524     67,511      6,385    317,656    250,839     63,674    100,203     55,646     34,905      8,057     66,380      3,255     79,257    107,321
 
Changes from:       December 7, 2010                                 Total Change is:    -8,776
       362     12,463     -5,036     40,532      5,460     -2,708    -10,569     -6,744     -5,136     -4,140    -14,349      1,301    -23,382      5,973
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       10.3        1.0       48.4       38.2        9.7       15.3        8.5        5.3        1.2       10.1        0.5       12.1       16.4
 
Number of Traders in Each Category                                    Total Traders:       175
        13         20         10         34         35         35         27         26         18          4         16          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 14, 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 1,350,733
Positions
   141,709    251,177     29,255    451,993    356,357    173,239    168,768    180,962     27,250     80,283     21,157      7,791    270,445    303,545
 
Changes from:       December 7, 2010                                 Total Change is:    32,339
    10,861     28,983     -9,336    -31,901    -27,596     35,310     35,164     34,030     -7,005       -476     -2,554       -693        415    -18,800
 
Percent of Open Interest Represented by Each Category of Trader
      10.5       18.6        2.2       33.5       26.4       12.8       12.5       13.4        2.0        5.9        1.6        0.6       20.0       22.5
 
Number of Traders in Each Category                                    Total Traders:       244
        31         29         13         35         50         47         47         35         23         12          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 14, 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 1,005,813
Positions
    37,526     99,438      8,806    216,562    358,496    153,401    320,505     73,107     21,877     51,158     52,250      1,763    194,215    236,675
 
Changes from:       December 7, 2010                                 Total Change is:    -6,373
     3,789    -16,697     -8,108    -73,058     -6,154     10,906     50,272     12,893     -2,425      7,744      7,049      1,763      2,744     -5,600
 
Percent of Open Interest Represented by Each Category of Trader
       3.7        9.9        0.9       21.5       35.6       15.3       31.9        7.3        2.2        5.1        5.2        0.2       19.3       23.5
 
Number of Traders in Each Category                                    Total Traders:       155
        13         19          7         23         32         30         32         19         14          8          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 14, 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   562,535
Positions
    97,989    221,162    200,017      3,821      1,080      1,153    141,548     19,061     55,751     28,468     13,203      2,749     31,039     48,359
 
Changes from:       December 7, 2010                                 Total Change is:    19,212
    -2,295     14,840      5,288        421      1,000       -150      9,199     -1,974        814      5,875        265        582       -522     -1,453
 
Percent of Open Interest Represented by Each Category of Trader
      17.4       39.3       35.6        0.7        0.2        0.2       25.2        3.4        9.9        5.1        2.3        0.5        5.5        8.6
 
Number of Traders in Each Category                                    Total Traders:        98
        25         23         35          .          .          .         24         12         27          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 14, 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 7,064,066
Positions
 1,995,540  2,794,062  1,299,601  1,321,869    415,822     79,953    591,645    462,736    838,433     96,748    282,670     90,238    750,039    800,551
 
Changes from:       December 7, 2010                                 Total Change is:-1,106,018
   -75,130   -154,634   -341,359     -6,300     25,701    -22,313   -340,019   -170,270   -213,431     10,649   -126,413    -24,576    -93,539    -78,723
 
Percent of Open Interest Represented by Each Category of Trader
      28.2       39.6       18.4       18.7        5.9        1.1        8.4        6.6       11.9        1.4        4.0        1.3       10.6       11.3
 
Number of Traders in Each Category                                    Total Traders:       215
        37         43         75          7         10          7         47         42         73         11          9         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 14, 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    12,834
Positions
     4,884      6,593          0      1,077      1,048         97      1,790      4,254          0      4,800        584          0        186        258
 
Changes from:       December 7, 2010                                 Total Change is:    -8,528
    -5,849     -7,258     -1,811         10        -43        -26        872      2,297     -1,791          0         16          0         67         88
 
Percent of Open Interest Represented by Each Category of Trader
      38.1       51.4        0.0        8.4        8.2        0.8       13.9       33.1        0.0       37.4        4.6        0.0        1.4        2.0
 
Number of Traders in Each Category                                    Total Traders:        31
         4          4          0          .          5          .          .          9          0          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 14, 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    40,088
Positions
    34,594     21,467          0      2,118      1,466         59      3,184     11,286          0          0      5,503          0        133        307
 
Changes from:       December 7, 2010                                 Total Change is:   -24,220
   -14,718    -15,935     -9,041         99         45          0      2,557      3,581     -3,027          0          0          0        -90        157
 
Percent of Open Interest Represented by Each Category of Trader
      86.3       53.5        0.0        5.3        3.7        0.1        7.9       28.2        0.0        0.0       13.7        0.0        0.3        0.8
 
Number of Traders in Each Category                                    Total Traders:        29
         4          5          0          .          .          .          4          7          0          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 14, 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    25,202
Positions
    11,926      4,527          0      1,026        346        801      5,728     14,895        849      1,184      1,587          0      3,688      2,197
 
Changes from:       December 7, 2010                                 Total Change is:    -9,869
    -2,892     -3,189       -320         50         49        -19     -3,743     -4,580       -950        142        237       -189     -1,948       -908
 
Percent of Open Interest Represented by Each Category of Trader
      47.3       18.0        0.0        4.1        1.4        3.2       22.7       59.1        3.4        4.7        6.3        0.0       14.6        8.7
 
Number of Traders in Each Category                                    Total Traders:        66
         .          4          0          5          .          .         17         21          6          9          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 14, 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   151,503
Positions
    59,490     29,847     33,757      6,859        222      5,829      1,807     40,154     22,565      1,609      3,083      4,016     15,571     12,030
 
Changes from:       December 7, 2010                                 Total Change is:     2,272
    -6,256      4,680      2,230      1,734       -141        350        914     -3,530      2,313        755       -402       -604        836     -2,624
 
Percent of Open Interest Represented by Each Category of Trader
      39.3       19.7       22.3        4.5        0.1        3.8        1.2       26.5       14.9        1.1        2.0        2.7       10.3        7.9
 
Number of Traders in Each Category                                    Total Traders:        91
         6         15         17          7          .          7         10         33         26          5          6          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 14, 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     6,879
Positions
       922      2,589      1,091      2,277          0          0      1,254      2,812         41        880          0          0        414        346
 
Changes from:       December 7, 2010                                 Total Change is:     1,332
         5       -181      1,091        -69          0          0         17        129          4          0          0          0        284        289
 
Percent of Open Interest Represented by Each Category of Trader
      13.4       37.6       15.9       33.1        0.0        0.0       18.2       40.9        0.6       12.8        0.0        0.0        6.0        5.0
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          .          4          0          0          6          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 14, 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    15,865
Positions
       466     14,066        740     10,868          0          0      1,825        289          0          0          0          0      1,966        770
 
Changes from:       December 7, 2010                                 Total Change is:     1,309
         8        125        740        -95          0          0         88         88         -7          0          0          0        575        363
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       88.7        4.7       68.5        0.0        0.0       11.5        1.8        0.0        0.0        0.0        0.0       12.4        4.9
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          .          9          0          0          6          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated December 17, 2010