```
Traders in Financial Futures- Futures Only Positions as of November 9, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   128,710
Positions
     6,765     69,592      1,570     10,113     10,747         67     58,055     12,762      1,632      7,641     15,071          0     42,867     17,269
 
Changes from:       November 2, 2010                                 Total Change is:    23,901
     2,490     13,057       -157        733        851          0     19,455        266         -7       -632      8,542          0      2,019      1,349
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       54.1        1.2        7.9        8.3        0.1       45.1        9.9        1.3        5.9       11.7        0.0       33.3       13.4
 
Number of Traders in Each Category                                    Total Traders:        84
         7         15          4          .          .          .         34          9          5         10          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 9, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    51,000
Positions
     5,479     22,943      1,010      1,760        922        338     25,285     15,452          7          0        500          0     17,121      9,828
 
Changes from:       November 2, 2010                                 Total Change is:     2,871
       413      1,419         16         18        -20         20      3,777      2,027          6          0          0          0     -1,379       -597
 
Percent of Open Interest Represented by Each Category of Trader
      10.7       45.0        2.0        3.5        1.8        0.7       49.6       30.3        0.0        0.0        1.0        0.0       33.6       19.3
 
Number of Traders in Each Category                                    Total Traders:        45
         5         10          .          .          .          .         17          8          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 9, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is    96,533
Positions
    13,041     26,539      1,203      7,638     21,984        959     41,831     14,895        263      2,034     11,134          0     29,564     19,556
 
Changes from:       November 2, 2010                                 Total Change is:     4,714
    -1,769      4,644       -215       -790      1,931         16      3,284       -512         41       -353        484          0      4,500     -1,675
 
Percent of Open Interest Represented by Each Category of Trader
      13.5       27.5        1.2        7.9       22.8        1.0       43.3       15.4        0.3        2.1       11.5        0.0       30.6       20.3
 
Number of Traders in Each Category                                    Total Traders:        86
         7         12          5          4         10          .         31         14          9          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 9, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   140,515
Positions
    13,283     79,046      3,928     35,743      4,568      1,086     37,340     10,628        731     14,219      3,779          0     34,185     36,749
 
Changes from:       November 2, 2010                                 Total Change is:       453
     2,344    -10,317      1,635     -1,883       -466        -64    -13,779       -416        -46      8,652        352          0      3,594      9,775
 
Percent of Open Interest Represented by Each Category of Trader
       9.5       56.3        2.8       25.4        3.3        0.8       26.6        7.6        0.5       10.1        2.7        0.0       24.3       26.2
 
Number of Traders in Each Category                                    Total Traders:       101
         8         17          5         12          6          4         29         20          6          5          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 9, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   204,528
Positions
    49,448     85,142      4,638     26,494     16,837      2,752     35,280     40,244      5,195     22,972      6,483        271     57,478     42,966
 
Changes from:       November 2, 2010                                 Total Change is:    -2,444
     1,939     -6,070      1,077        806     -2,595        633    -10,668      6,112      2,311      2,881         10        -64     -1,359     -3,858
 
Percent of Open Interest Represented by Each Category of Trader
      24.2       41.6        2.3       13.0        8.2        1.3       17.2       19.7        2.5       11.2        3.2        0.1       28.1       21.0
 
Number of Traders in Each Category                                    Total Traders:       157
        19         19          6         18         13          6         35         34         18         11          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 9, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   130,206
Positions
     9,547     96,422      2,722     21,313      2,809        184     59,538      7,603          0        974      3,840         12     35,916     16,614
 
Changes from:       November 2, 2010                                 Total Change is:     4,238
     2,620      1,748      1,374        336        -29          0     -3,821      1,311        -11       -182       -313         12      3,910        146
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       74.1        2.1       16.4        2.2        0.1       45.7        5.8        0.0        0.7        2.9        0.0       27.6       12.8
 
Number of Traders in Each Category                                    Total Traders:        68
         5         16          .          4          .          .         25          9          0          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 9, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    42,113
Positions
     7,554     25,279      7,507          0          0          0     15,484      6,752      1,388      1,255         16        606      8,319        565
 
Changes from:       November 2, 2010                                 Total Change is:     1,116
       388        454          0          0          0          0        657        512          0          0          0          0         71        150
 
Percent of Open Interest Represented by Each Category of Trader
      17.9       60.0       17.8        0.0        0.0        0.0       36.8       16.0        3.3        3.0        0.0        1.4       19.8        1.3
 
Number of Traders in Each Category                                    Total Traders:        23
         7          9          8          0          0          0          .          .          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 9, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   146,142
Positions
     3,189    114,420        443     19,125        150         48    110,624      8,094          8      4,360     20,464          0      8,345      2,515
 
Changes from:       November 2, 2010                                 Total Change is:    10,271
    -3,023      7,412         91         33          0          0     11,649       -544         -8        -37      2,496          0      1,566        824
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       78.3        0.3       13.1        0.1        0.0       75.7        5.5        0.0        3.0       14.0        0.0        5.7        1.7
 
Number of Traders in Each Category                                    Total Traders:       117
         9         16          .         10          .          .         51         12          .          8         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 9, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    31,494
Positions
     1,785     24,204         88        496          0          0     25,028      6,102          0        559        252          0      3,538        848
 
Changes from:       November 2, 2010                                 Total Change is:     3,141
        26      2,955         47         64       -127          0      3,048        518          0         22        102          0        -66       -354
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       76.9        0.3        1.6        0.0        0.0       79.5       19.4        0.0        1.8        0.8        0.0       11.2        2.7
 
Number of Traders in Each Category                                    Total Traders:        40
         .         11          .          .          0          0         13          8          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 9, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    50,875
Positions
    18,181     25,328        754      3,706      4,114        588     20,196     13,763        352        275        852          2      6,822      5,125
 
Changes from:       November 2, 2010                                 Total Change is:     2,408
     2,009      1,843        122        328       -239        -15        776      1,711       -134          0       -480        -24       -654       -376
 
Percent of Open Interest Represented by Each Category of Trader
      35.7       49.8        1.5        7.3        8.1        1.2       39.7       27.1        0.7        0.5        1.7        0.0       13.4       10.1
 
Number of Traders in Each Category                                    Total Traders:        94
        15         18          .          6          7          .         31         13          5          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 9, 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 INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   101,749
Positions
    36,362     50,655      1,507      7,412      8,227      1,175     40,392     27,526        704        550      1,703          3     13,644     10,249
 
Changes from:       November 2, 2010                                 Total Change is:     4,815
     4,018      3,686        244        655       -478        -30      1,552      3,421       -268          0       -960        -48     -1,308       -752
 
Percent of Open Interest Represented by Each Category of Trader
      35.7       49.8        1.5        7.3        8.1        1.2       39.7       27.1        0.7        0.5        1.7        0.0       13.4       10.1
 
Number of Traders in Each Category                                    Total Traders:        94
        15         18          .          6          7          .         31         13          5          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 9, 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 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   904,392
Positions
    31,779    308,844     72,877    424,390    128,696     66,304    102,041    148,355     62,309     20,537     26,868      2,811    121,344     87,328
 
Changes from:       November 2, 2010                                 Total Change is:    25,368
     5,333     13,920         21      4,980     -6,710        921     -2,224     11,213      9,558      1,716     -1,846      1,319      3,744     -3,028
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       34.1        8.1       46.9       14.2        7.3       11.3       16.4        6.9        2.3        3.0        0.3       13.4        9.7
 
Number of Traders in Each Category                                    Total Traders:       549
        29         56         21        124         60         67        111        119         68         26         23          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 9, 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 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   344,010
Positions
    39,229    195,912      6,523    147,421     47,010      7,852     60,536     33,501      1,522      8,570      8,943        872     71,485     41,875
 
Changes from:       November 2, 2010                                 Total Change is:     6,964
       720      6,890     -1,597     -1,278      1,000        107      4,764      5,854        184        140       -644        251      3,673     -5,081
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       56.9        1.9       42.9       13.7        2.3       17.6        9.7        0.4        2.5        2.6        0.3       20.8       12.2
 
Number of Traders in Each Category                                    Total Traders:       140
        11         27          6         31         17         13         15         31          8          4          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 9, 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 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,801,910
Positions
   163,716    765,627    130,804  1,410,810    434,397    266,294    468,349    835,094     43,110     60,304     90,093      9,227    249,296    227,264
 
Changes from:       November 2, 2010                                 Total Change is:    92,021
    24,659     36,743      6,497     34,157    -35,679      1,201      3,504     65,238      8,427      8,231     -5,662      4,992        353     10,264
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       27.3        4.7       50.4       15.5        9.5       16.7       29.8        1.5        2.2        3.2        0.3        8.9        8.1
 
Number of Traders in Each Category                                    Total Traders:       501
        27         50         10        105         52         57        111        112         46         23         21          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 9, 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 S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   105,957
Positions
    14,699     32,610      9,839     49,686     35,929      4,887     12,136     16,947      2,097      1,460          0          0     11,153      3,648
 
Changes from:       November 2, 2010                                 Total Change is:       125
       -39       -626       -174      1,634     -2,456       -147     -2,770        687      1,584        -13          0          0         50      1,257
 
Percent of Open Interest Represented by Each Category of Trader
      13.9       30.8        9.3       46.9       33.9        4.6       11.5       16.0        2.0        1.4        0.0        0.0       10.5        3.4
 
Number of Traders in Each Category                                    Total Traders:        82
         6          8          .         27         13         10         14         11          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 9, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is   114,938
Positions
    11,291     41,233     19,846     26,631     16,957      2,240     29,512     13,092     13,045      2,577      3,454          9      9,786      5,062
 
Changes from:       November 2, 2010                                 Total Change is:     1,476
     1,732      1,748        693      1,728       -573         85     -3,116          4      1,883        856        402       -356     -2,029     -2,409
 
Percent of Open Interest Represented by Each Category of Trader
       9.8       35.9       17.3       23.2       14.8        1.9       25.7       11.4       11.3        2.2        3.0        0.0        8.5        4.4
 
Number of Traders in Each Category                                    Total Traders:       252
        24         31          9         39         20         11         72         38         19         14         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 9, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    27,936
Positions
    11,300     20,701        800        258        280          0     11,158      4,159          0        746          0          0      3,674      1,996
 
Changes from:       November 2, 2010                                 Total Change is:     3,063
       342      2,683        797         13          0          0      1,497      1,870          0        405          0          0          9     -2,287
 
Percent of Open Interest Represented by Each Category of Trader
      40.4       74.1        2.9        0.9        1.0        0.0       39.9       14.9        0.0        2.7        0.0        0.0       13.2        7.1
 
Number of Traders in Each Category                                    Total Traders:        27
         6         10          .          .          .          0          5          .          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 9, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   435,008
Positions
    91,262    193,966      3,924    131,864     83,384     11,200    152,329    105,225      4,665      9,157     17,271         45     30,562     15,328
 
Changes from:       November 2, 2010                                 Total Change is:    -7,936
     7,134     -4,494       -701      8,576     -2,867        423    -15,217     -1,482      1,567        548        304        -75    -10,191       -611
 
Percent of Open Interest Represented by Each Category of Trader
      21.0       44.6        0.9       30.3       19.2        2.6       35.0       24.2        1.1        2.1        4.0        0.0        7.0        3.5
 
Number of Traders in Each Category                                    Total Traders:       246
        23         29          .         39         19         11         72         39         14         12         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 9, 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   396,146
Positions
   162,167     65,336      5,500    121,993    140,439     22,350     57,174    121,909      5,646      1,844     18,796          0     19,472     16,170
 
Changes from:       November 2, 2010                                 Total Change is:    -3,834
    -2,557      2,632      3,773      1,990     -5,637        994     -8,424     -7,026       -656          4      1,266          0      1,042        820
 
Percent of Open Interest Represented by Each Category of Trader
      40.9       16.5        1.4       30.8       35.5        5.6       14.4       30.8        1.4        0.5        4.7        0.0        4.9        4.1
 
Number of Traders in Each Category                                    Total Traders:       244
        17         21          .         52         39         23         38         63         15          5          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 9, 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    37,669
Positions
    12,502      6,920      2,279      8,481        867        149      2,593      7,882        145      1,684        623          0      9,836     18,804
 
Changes from:       November 2, 2010                                 Total Change is:     3,890
       509      1,133        848      2,597        -52       -180     -1,557      1,525        -30      1,054          0          0        649        646
 
Percent of Open Interest Represented by Each Category of Trader
      33.2       18.4        6.1       22.5        2.3        0.4        6.9       20.9        0.4        4.5        1.7        0.0       26.1       49.9
 
Number of Traders in Each Category                                    Total Traders:        55
        16          9          5         10          .          .          6          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 9, 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    46,925
Positions
    19,040     19,681        996      6,219      1,582        655     10,494     11,756         39        450        265          0      9,032     11,951
 
Changes from:       November 2, 2010                                 Total Change is:       120
    -4,868      1,029        329      1,337     -1,006        -53      3,511       -119        -95        -20        -47         -8        -13         90
 
Percent of Open Interest Represented by Each Category of Trader
      40.6       41.9        2.1       13.3        3.4        1.4       22.4       25.1        0.1        1.0        0.6        0.0       19.2       25.5
 
Number of Traders in Each Category                                    Total Traders:        52
        13         10          .          7          .          .          8         11          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 9, 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    29,959
Positions
         0      3,965          0     18,473     14,428      3,973      3,084      5,242          0        281          0          0      4,148      2,351
 
Changes from:       November 2, 2010                                 Total Change is:      -124
         0      1,102          0     -1,104     -1,922        217        250        231          0          0          0          0        513        248
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       13.2        0.0       61.7       48.2       13.3       10.3       17.5        0.0        0.9        0.0        0.0       13.8        7.8
 
Number of Traders in Each Category                                    Total Traders:        44
         0          .          0         16         15          8          4          6          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 9, 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    36,046
Positions
     2,600     12,019        117     16,289      5,084        796      4,639     16,686          0      3,567          0          0      8,038      1,344
 
Changes from:       November 2, 2010                                 Total Change is:     1,443
      -414        218         37      1,013          8         89        277      1,953          0         30          0          0        411       -862
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       33.3        0.3       45.2       14.1        2.2       12.9       46.3        0.0        9.9        0.0        0.0       22.3        3.7
 
Number of Traders in Each Category                                    Total Traders:        49
         5          5          .         13          7          5          8          6          0          5          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 9, 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   681,718
Positions
    33,907    113,243     11,992    306,340    165,110     66,289     83,447    134,206     17,761     20,417     27,691      4,936    136,629    140,490
 
Changes from:       November 2, 2010                                 Total Change is:     6,226
     8,089     -6,949      4,426    -12,080     19,751     -7,005     20,829     -3,563     -8,444      2,628     -3,611       -215     -2,002     11,836
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       16.6        1.8       44.9       24.2        9.7       12.2       19.7        2.6        3.0        4.1        0.7       20.0       20.6
 
Number of Traders in Each Category                                    Total Traders:       163
        10         19         10         42         26         36         32         25         21          .          7          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 9, 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   295,946
Positions
       765    105,012     12,926    205,925      6,594     10,478      1,755    114,759      5,266      4,350          0          0     54,481     40,911
 
Changes from:       November 2, 2010                                 Total Change is:    42,130
    -1,631      8,456      6,679     29,635      6,594      1,342        -80     11,457      3,677      1,150          0          0      1,358      3,925
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       35.5        4.4       69.6        2.2        3.5        0.6       38.8        1.8        1.5        0.0        0.0       18.4       13.8
 
Number of Traders in Each Category                                    Total Traders:        52
         .         11          6         23          .         13          .         12          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 9, 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   731,140
Positions
    41,451     76,275     14,464    289,339    244,641     71,998    157,785    104,289     21,947     17,933     87,092      2,922    113,301    107,512
 
Changes from:       November 2, 2010                                 Total Change is:    12,790
    -6,455      9,049      7,594     82,422      9,997    -20,801    -37,035     43,359       -771     -6,975    -38,130     -2,863     -2,326      5,356
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       10.4        2.0       39.6       33.5        9.8       21.6       14.3        3.0        2.5       11.9        0.4       15.5       14.7
 
Number of Traders in Each Category                                    Total Traders:       209
        11         28         10         37         44         42         34         30         19          5         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 9, 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 1,565,838
Positions
   129,359    285,647     46,306    458,659    289,527    188,502    217,472    340,049     50,900    158,957     27,379     11,826    303,857    325,702
 
Changes from:       November 2, 2010                                 Total Change is:    15,366
    49,277    -40,710    -13,572    -36,946      2,231     -7,544       -626     68,666       -203      9,214      1,399     -2,565     18,331      7,664
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       18.2        3.0       29.3       18.5       12.0       13.9       21.7        3.3       10.2        1.7        0.8       19.4       20.8
 
Number of Traders in Each Category                                    Total Traders:       280
        39         29         18         40         47         46         46         59         39         14          6          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 9, 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 1,208,127
Positions
   116,780    133,781     21,979    164,755    488,901    129,476    495,772    106,525     28,823     50,381     46,767        270    199,891    251,605
 
Changes from:       November 2, 2010                                 Total Change is:   129,431
    58,002     -8,462     -4,121    -18,932    100,134     -9,093     91,885     31,979      7,645        920      4,625        251      2,874      6,473
 
Percent of Open Interest Represented by Each Category of Trader
       9.7       11.1        1.8       13.6       40.5       10.7       41.0        8.8        2.4        4.2        3.9        0.0       16.5       20.8
 
Number of Traders in Each Category                                    Total Traders:       176
        16         19         11         20         43         36         33         29         23          8          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 9, 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   593,896
Positions
   126,335    224,492    209,709      3,000        625      1,603    121,388     28,863     74,514     19,861      1,786        855     36,631     51,449
 
Changes from:       November 2, 2010                                 Total Change is:    35,598
     5,595      8,468     18,691      1,500       -867        250       -245      1,634      3,397      3,325        441       -126      3,211      3,710
 
Percent of Open Interest Represented by Each Category of Trader
      21.3       37.8       35.3        0.5        0.1        0.3       20.4        4.9       12.5        3.3        0.3        0.1        6.2        8.7
 
Number of Traders in Each Category                                    Total Traders:        97
        26         24         37          .          .          .         24         13         24          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 9, 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 8,448,168
Positions
 1,986,147  2,780,864  1,712,209  1,176,164    557,638     82,667  1,084,122    567,685  1,157,770    196,490    473,327    126,799    925,800    989,209
 
Changes from:       November 2, 2010                                 Total Change is:    59,966
   274,934   -219,065     89,672     60,701     43,133     33,271   -417,871        -53     91,714    -22,575      1,582    -33,323    -16,557     53,035
 
Percent of Open Interest Represented by Each Category of Trader
      23.5       32.9       20.3       13.9        6.6        1.0       12.8        6.7       13.7        2.3        5.6        1.5       11.0       11.7
 
Number of Traders in Each Category                                    Total Traders:       256
        45         52         92          9          9         11         55         58         79          9         13         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 9, 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    15,463
Positions
     6,991     10,108      1,300        939        841         56        859      2,538        251      4,800        275          0        267         94
 
Changes from:       November 2, 2010                                 Total Change is:     1,029
     1,127      1,046          0        -42          0         42       -120        -93          0          0         42          0         22         -8
 
Percent of Open Interest Represented by Each Category of Trader
      45.2       65.4        8.4        6.1        5.4        0.4        5.6       16.4        1.6       31.0        1.8        0.0        1.7        0.6
 
Number of Traders in Each Category                                    Total Traders:        31
         4          4          .          .          5          .          5          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 9, 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    44,100
Positions
    35,017     24,747      4,169      1,621      1,428        151      2,333      7,618        250         30      5,638          0        529         99
 
Changes from:       November 2, 2010                                 Total Change is:    -1,900
    -3,931     -3,217      1,108         19        330         15        533        256        250         30       -492          0         76       -150
 
Percent of Open Interest Represented by Each Category of Trader
      79.4       56.1        9.5        3.7        3.2        0.3        5.3       17.3        0.6        0.1       12.8        0.0        1.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        32
         4          5          .          .          .          .          6          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 9, 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    38,371
Positions
    18,014      7,666        133        284        786      1,034     11,647     22,685        566      2,530      1,243          3      4,160      4,255
 
Changes from:       November 2, 2010                                 Total Change is:    -1,895
    -1,580        101          4        -76         59        -49      1,283     -2,999         66     -1,003        145        -89       -451        867
 
Percent of Open Interest Represented by Each Category of Trader
      46.9       20.0        0.3        0.7        2.0        2.7       30.4       59.1        1.5        6.6        3.2        0.0       10.8       11.1
 
Number of Traders in Each Category                                    Total Traders:        88
         8          .          .          .          .          .         20         30          .         14          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 9, 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   147,291
Positions
    70,649     39,906     24,447      2,164        627      4,021      1,699     32,606     25,705        456      2,295      4,447     13,703     13,237
 
Changes from:       November 2, 2010                                 Total Change is:     3,003
    -6,419     -6,027      3,408         33        187      1,137        317       -341      6,533       -448         63       -102     -1,456     -1,855
 
Percent of Open Interest Represented by Each Category of Trader
      48.0       27.1       16.6        1.5        0.4        2.7        1.2       22.1       17.5        0.3        1.6        3.0        9.3        9.0
 
Number of Traders in Each Category                                    Total Traders:        78
         4         13         13          4          .          6          6         30         30          .          7          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 9, 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    15,228
Positions
       477     13,579          0     11,171          0          2      2,047        673          5          0          0          0      1,526        969
 
Changes from:       November 2, 2010                                 Total Change is:       350
         4         42          0        -44          0          2        213          9          5          0          0          0        170        292
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       89.2        0.0       73.4        0.0        0.0       13.4        4.4        0.0        0.0        0.0        0.0       10.0        6.4
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          0          9          0          .          8          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated November 15, 2010