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Traders in Financial Futures- Futures Only Positions as of October 19, 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   112,791
Positions
     4,666     67,108      1,757      9,953      9,118        168     44,059     11,034      1,117      9,262      7,066          0     41,809     15,423
 
Changes from:       October 12, 2010                                 Total Change is:   -11,060
       678     -7,187        778       -679       -301        -60    -14,507     -2,432         44      1,358     -2,510          0      1,328        608
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       59.5        1.6        8.8        8.1        0.1       39.1        9.8        1.0        8.2        6.3        0.0       37.1       13.7
 
Number of Traders in Each Category                                    Total Traders:        84
         5         16          4          .          .          .         36          8          5         12          .          0
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Traders in Financial Futures- Futures Only Positions as of October 19, 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    54,022
Positions
     6,282     26,294        963      1,717        857        440     24,979     15,325         17          0        500          0     19,624      9,626
 
Changes from:       October 12, 2010                                 Total Change is:    -3,700
     1,358     -5,018        172       -107        -19         19     -4,728      1,653        -51          0          0          0       -363       -456
 
Percent of Open Interest Represented by Each Category of Trader
      11.6       48.7        1.8        3.2        1.6        0.8       46.2       28.4        0.0        0.0        0.9        0.0       36.3       17.8
 
Number of Traders in Each Category                                    Total Traders:        49
         6         12          .          .          .          .         18          8          .          0          .          0
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Traders in Financial Futures- Futures Only Positions as of October 19, 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    90,068
Positions
    11,574     21,726      1,437     12,317     17,321      1,351     37,602     11,715        156      2,379     16,227          0     23,252     20,135
 
Changes from:       October 12, 2010                                 Total Change is:    -2,800
     1,170     -3,531        741       -952      2,354       -297     -1,308     -1,729        -52        835       -325          0     -2,937         39
 
Percent of Open Interest Represented by Each Category of Trader
      12.9       24.1        1.6       13.7       19.2        1.5       41.7       13.0        0.2        2.6       18.0        0.0       25.8       22.4
 
Number of Traders in Each Category                                    Total Traders:        85
         7         10          .          6         10          4         33         11          6          .          5          0
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Traders in Financial Futures- Futures Only Positions as of October 19, 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   139,496
Positions
    10,626     83,740      2,060     40,068      5,114      1,272     52,791     11,247        301      3,010      5,009          0     29,368     30,753
 
Changes from:       October 12, 2010                                 Total Change is:    -7,085
      -166     -5,624        -32       -749       -463        -14     -5,061       -462         24      1,180     -1,238          0     -2,267        724
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       60.0        1.5       28.7        3.7        0.9       37.8        8.1        0.2        2.2        3.6        0.0       21.1       22.0
 
Number of Traders in Each Category                                    Total Traders:       111
         8         17          .         11          7          4         33         24          .          6          5          0
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Traders in Financial Futures- Futures Only Positions as of October 19, 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   219,761
Positions
    52,578    113,238      1,742     23,802     22,507      2,248     50,940     24,588      2,357     23,491      6,565        284     62,319     46,232
 
Changes from:       October 12, 2010                                 Total Change is:    21,925
     3,112     24,637       -124        362     -1,401         12      6,898     -1,897       -401      2,936        508       -134      9,264        725
 
Percent of Open Interest Represented by Each Category of Trader
      23.9       51.5        0.8       10.8       10.2        1.0       23.2       11.2        1.1       10.7        3.0        0.1       28.4       21.0
 
Number of Traders in Each Category                                    Total Traders:       157
        18         21          4         17         13          6         39         27         16         14          7          .
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Traders in Financial Futures- Futures Only Positions as of October 19, 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   133,257
Positions
     5,028    104,301      1,692     21,352      2,858        258     68,678      4,680        249      1,164      4,148          0     34,836     15,071
 
Changes from:       October 12, 2010                                 Total Change is:    -5,280
       825     -4,679        -41       -985        -27          0     -7,905     -1,857         33        167          5          0      2,626      1,286
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       78.3        1.3       16.0        2.1        0.2       51.5        3.5        0.2        0.9        3.1        0.0       26.1       11.3
 
Number of Traders in Each Category                                    Total Traders:        78
         .         17          .          5          .          .         35          8          4          .          4          0
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Traders in Financial Futures- Futures Only Positions as of October 19, 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    41,182
Positions
     5,531     24,739      7,207          0          0          0     16,704      6,889      1,658        976         16        606      8,500         67
 
Changes from:       October 12, 2010                                 Total Change is:     1,736
       911       -924      1,082          0          0          0        172      2,063       -458          0          0          0         29        -27
 
Percent of Open Interest Represented by Each Category of Trader
      13.4       60.1       17.5        0.0        0.0        0.0       40.6       16.7        4.0        2.4        0.0        1.5       20.6        0.2
 
Number of Traders in Each Category                                    Total Traders:        22
         7          8          6          0          0          0          .          .          .          .          .          .
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Traders in Financial Futures- Futures Only Positions as of October 19, 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   137,858
Positions
     6,790    107,738        349     20,095        164        220    100,772      9,584         76      2,985     17,855          0      6,571      1,872
 
Changes from:       October 12, 2010                                 Total Change is:    -3,870
        35     -1,927          0       -733         14          0     -2,686     -1,692         76       -336       -813          0       -226        472
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       78.2        0.3       14.6        0.1        0.2       73.1        7.0        0.1        2.2       13.0        0.0        4.8        1.4
 
Number of Traders in Each Category                                    Total Traders:       111
         6         17          .         10          .          .         47         13          .         10          7          0
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Traders in Financial Futures- Futures Only Positions as of October 19, 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    27,031
Positions
     1,961     17,785         31        514        400          0     20,300      7,535          0        527        150          0      3,698      1,130
 
Changes from:       October 12, 2010                                 Total Change is:       594
         1       -566          0        -64       -326          0        907      1,483          0          0          0          0       -250          3
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       65.8        0.1        1.9        1.5        0.0       75.1       27.9        0.0        1.9        0.6        0.0       13.7        4.2
 
Number of Traders in Each Category                                    Total Traders:        40
         .         12          .          .          .          0         13          7          0          .          .          0
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Traders in Financial Futures- Futures Only Positions as of October 19, 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    45,097
Positions
    17,330     21,533        438      2,938      4,812        533     16,824     11,756        523        205        643          1      6,306      4,860
 
Changes from:       October 12, 2010                                 Total Change is:      -421
       501      1,988       -170        128        -87       -108       -405     -1,197       -181        -32       -654        -23       -133          9
 
Percent of Open Interest Represented by Each Category of Trader
      38.4       47.7        1.0        6.5       10.7        1.2       37.3       26.1        1.2        0.5        1.4        0.0       14.0       10.8
 
Number of Traders in Each Category                                    Total Traders:        94
        15         18          4          5          7          .         29         16          6          .          .          .
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Traders in Financial Futures- Futures Only Positions as of October 19, 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    90,193
Positions
    34,659     43,065        876      5,876      9,624      1,066     33,648     23,511      1,045        410      1,285          1     12,612      9,720
 
Changes from:       October 12, 2010                                 Total Change is:      -841
     1,001      3,975       -339        255       -173       -215       -809     -2,393       -361        -63     -1,308        -45       -265         18
 
Percent of Open Interest Represented by Each Category of Trader
      38.4       47.7        1.0        6.5       10.7        1.2       37.3       26.1        1.2        0.5        1.4        0.0       14.0       10.8
 
Number of Traders in Each Category                                    Total Traders:        94
        15         18          4          5          7          .         29         16          6          .          .          .
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Traders in Financial Futures- Futures Only Positions as of October 19, 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   854,075
Positions
    26,411    269,453     55,252    429,311    142,194     61,614     87,661    152,056     44,631     17,405     24,445        820    130,971    103,610
 
Changes from:       October 12, 2010                                 Total Change is:    10,115
      -232     -2,787      8,235      4,819     -2,899      2,659     -1,205      4,760      3,616        445       -360       -927     -7,295     -2,182
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       31.5        6.5       50.3       16.6        7.2       10.3       17.8        5.2        2.0        2.9        0.1       15.3       12.1
 
Number of Traders in Each Category                                    Total Traders:       522
        26         53         17        112         62         60        103        124         63         21         21          6
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Traders in Financial Futures- Futures Only Positions as of October 19, 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   316,147
Positions
    25,287    164,443      5,635    149,295     45,773      7,635     45,372     25,426      1,275      8,486      9,546          0     73,162     56,414
 
Changes from:       October 12, 2010                                 Total Change is:     9,597
     9,004     11,916      1,391      2,469     -1,424       -152     -3,108      2,950        -93       -225     -1,406          0        311     -3,585
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       52.0        1.8       47.2       14.5        2.4       14.4        8.0        0.4        2.7        3.0        0.0       23.1       17.8
 
Number of Traders in Each Category                                    Total Traders:       127
         9         25          6         30         16         14         14         26          7          4          .          0
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Traders in Financial Futures- Futures Only Positions as of October 19, 2010                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,689,641
Positions
   143,419    662,850    110,284  1,413,053    495,082    256,922    375,512    797,217     52,711     44,871     74,771      3,824    289,045    235,980
 
Changes from:       October 12, 2010                                 Total Change is:     2,590
    -8,264    -35,596     -3,698     12,845     -6,280     12,961     10,786     10,321     17,275     -1,860         18        574    -38,029      7,015
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       24.6        4.1       52.5       18.4        9.6       14.0       29.6        2.0        1.7        2.8        0.1       10.7        8.8
 
Number of Traders in Each Category                                    Total Traders:       478
        23         50         10         95         53         50        104        116         47         18         19          5
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Traders in Financial Futures- Futures Only Positions as of October 19, 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   107,640
Positions
    12,806     33,018     10,233     51,773     39,920      5,293     15,367     15,271        590      1,210          0          0     10,368      3,315
 
Changes from:       October 12, 2010                                 Total Change is:     1,120
       315        895       -230      1,769       -979         57       -717      1,867        449          5          0          0       -528       -939
 
Percent of Open Interest Represented by Each Category of Trader
      11.9       30.7        9.5       48.1       37.1        4.9       14.3       14.2        0.5        1.1        0.0        0.0        9.6        3.1
 
Number of Traders in Each Category                                    Total Traders:        85
         4          8          .         32         12         11         17         10          .          .          0          0
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Traders in Financial Futures- Futures Only Positions as of October 19, 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   109,183
Positions
    13,426     40,433     16,359     22,611     17,372      2,572     29,303     11,275     11,268      1,458      2,429        341     11,844      7,133
 
Changes from:       October 12, 2010                                 Total Change is:       335
      -113        554      2,047      1,004       -317       -348     -3,982     -2,098         67        229       -428          0      1,432        859
 
Percent of Open Interest Represented by Each Category of Trader
      12.3       37.0       15.0       20.7       15.9        2.4       26.8       10.3       10.3        1.3        2.2        0.3       10.8        6.5
 
Number of Traders in Each Category                                    Total Traders:       247
        22         31         10         42         17         10         63         44         14         12         16          .
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Traders in Financial Futures- Futures Only Positions as of October 19, 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    22,767
Positions
     9,981     16,054          3        272        300          0      8,678      2,084          0        341          0          0      3,492      4,326
 
Changes from:       October 12, 2010                                 Total Change is:     2,523
     1,591      1,704          0         14          0          0        613          0          0          0          0          0        305        819
 
Percent of Open Interest Represented by Each Category of Trader
      43.8       70.5        0.0        1.2        1.3        0.0       38.1        9.2        0.0        1.5        0.0        0.0       15.3       19.0
 
Number of Traders in Each Category                                    Total Traders:        23
         4         11          .          .          .          0          4          .          0          .          0          0
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Traders in Financial Futures- Futures Only Positions as of October 19, 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   432,080
Positions
    94,974    199,645      4,032    111,696     85,361     12,861    153,330     96,160      6,134      7,292     13,850          0     41,761     14,037
 
Changes from:       October 12, 2010                                 Total Change is:   -10,939
     2,087      4,860       -374      4,949     -1,585     -1,740    -21,404     -8,920     -1,237      1,146     -2,142          0      5,634        199
 
Percent of Open Interest Represented by Each Category of Trader
      22.0       46.2        0.9       25.9       19.8        3.0       35.5       22.3        1.4        1.7        3.2        0.0        9.7        3.2
 
Number of Traders in Each Category                                    Total Traders:       244
        23         29          6         41         16         10         64         43          9         12         16          0
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Traders in Financial Futures- Futures Only Positions as of October 19, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   394,959
Positions
   170,117     56,368      2,317    122,957    149,173     20,777     54,477    132,823      5,193      2,339     13,800          0     16,782     14,508
 
Changes from:       October 12, 2010                                 Total Change is:     1,037
    -2,729      4,889        -32      3,847     -1,161       -435        539     -2,280         96          1      1,500          0       -250     -1,540
 
Percent of Open Interest Represented by Each Category of Trader
      43.1       14.3        0.6       31.1       37.8        5.3       13.8       33.6        1.3        0.6        3.5        0.0        4.2        3.7
 
Number of Traders in Each Category                                    Total Traders:       246
        17         20          .         52         40         24         35         68         14          5          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 19, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    32,911
Positions
    10,462      5,248      1,385      7,021      1,168         69      4,124      5,329        143        630      1,455          0      9,077     18,114
 
Changes from:       October 12, 2010                                 Total Change is:    -1,207
     1,785        547        159     -1,928          0       -385        572        648         33       -125        502          0     -1,318     -2,711
 
Percent of Open Interest Represented by Each Category of Trader
      31.8       15.9        4.2       21.3        3.5        0.2       12.5       16.2        0.4        1.9        4.4        0.0       27.6       55.0
 
Number of Traders in Each Category                                    Total Traders:        51
        15          6          5          9          .          .          9          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 19, 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    39,098
Positions
    16,031     15,819        603      5,926      1,624        655      6,504     11,217        503        742        726         20      8,114      7,931
 
Changes from:       October 12, 2010                                 Total Change is:     2,298
     1,029       -541         41        215        -64          0      1,403      2,699         98        -12          0          0       -476         65
 
Percent of Open Interest Represented by Each Category of Trader
      41.0       40.5        1.5       15.2        4.2        1.7       16.6       28.7        1.3        1.9        1.9        0.1       20.8       20.3
 
Number of Traders in Each Category                                    Total Traders:        49
        10         10          .          7          .          .          8         10          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 19, 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    31,406
Positions
         0      2,955          0     21,502     17,488      3,893      2,263      5,034          0          0          0          0      3,748      2,036
 
Changes from:       October 12, 2010                                 Total Change is:      -298
         0        612          0       -365        808       -426        407     -1,068          0          0          0          0         86       -224
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        9.4        0.0       68.5       55.7       12.4        7.2       16.0        0.0        0.0        0.0        0.0       11.9        6.5
 
Number of Traders in Each Category                                    Total Traders:        46
         0          .          0         20         14          8          4          6          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 19, 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    33,087
Positions
     2,792     11,966         80     15,384      4,976        736      3,976     14,122          0      3,265          0          0      6,854      1,207
 
Changes from:       October 12, 2010                                 Total Change is:     2,314
       298        903         30      1,168        638         -4        285      1,501          0        141          0          0        396       -754
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       36.2        0.2       46.5       15.0        2.2       12.0       42.7        0.0        9.9        0.0        0.0       20.7        3.6
 
Number of Traders in Each Category                                    Total Traders:        44
         5          5          .         12          6          4          8          .          0          5          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 19, 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   695,529
Positions
    28,455    155,627     14,376    326,441    159,412     71,701     80,175    133,147      7,449     18,439     23,577      4,549    143,944    125,691
 
Changes from:       October 12, 2010                                 Total Change is:     2,639
      -439    -11,188      8,702     -7,618      7,230     10,187        266      4,970      1,106         15    -20,307          9     -9,589      1,930
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       22.4        2.1       46.9       22.9       10.3       11.5       19.1        1.1        2.7        3.4        0.7       20.7       18.1
 
Number of Traders in Each Category                                    Total Traders:       169
        12         21          8         43         23         37         35         23         12          5          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 19, 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   240,425
Positions
         0     96,772      1,103    178,593          0     10,384          0     94,635        269      3,900          0          0     46,176     37,262
 
Changes from:       October 12, 2010                                 Total Change is:     8,231
         0     -1,311       -678      5,476          0        570     -2,000      6,900        259      3,900          0          0        704      2,491
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       40.3        0.5       74.3        0.0        4.3        0.0       39.4        0.1        1.6        0.0        0.0       19.2       15.5
 
Number of Traders in Each Category                                    Total Traders:        46
         0          8          .         26          0         13          0         11          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 19, 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   735,205
Positions
    62,508     83,056      5,541    192,484    208,849     92,175    232,001     68,131     14,256     24,560    147,781      3,176    108,504    112,240
 
Changes from:       October 12, 2010                                 Total Change is:    -5,789
   -13,261      7,344     -1,209     -2,008    -20,171      9,578      2,328      5,383      4,179        618     -2,096       -737     -5,277     -8,060
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       11.3        0.8       26.2       28.4       12.5       31.6        9.3        1.9        3.3       20.1        0.4       14.8       15.3
 
Number of Traders in Each Category                                    Total Traders:       217
        16         29          6         36         42         37         41         25         14          6         21          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 19, 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 1,597,756
Positions
   111,450    324,268     56,565    515,034    307,431    173,505    245,403    334,456     31,532    129,900     43,046     11,679    322,688    315,274
 
Changes from:       October 12, 2010                                 Total Change is:   -91,855
    23,878    -39,426      4,779   -178,614    -25,650     20,480     45,824    -59,710     12,515    -21,614      2,519       -548      1,445     -6,814
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       20.3        3.5       32.2       19.2       10.9       15.4       20.9        2.0        8.1        2.7        0.7       20.2       19.7
 
Number of Traders in Each Category                                    Total Traders:       283
        30         39         15         40         52         51         45         57         39         12          8          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 19, 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 1,049,113
Positions
    77,783    152,853     26,445    185,890    363,347    132,567    327,649     79,664     11,976     57,931     45,004          0    228,872    237,257
 
Changes from:       October 12, 2010                                 Total Change is:    56,415
   -21,832     16,441      6,890    -13,056     26,718     16,985     37,838      1,241       -515     22,017     -1,099         -1      8,089    -10,245
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       14.6        2.5       17.7       34.6       12.6       31.2        7.6        1.1        5.5        4.3        0.0       21.8       22.6
 
Number of Traders in Each Category                                    Total Traders:       174
        13         18          6         23         37         35         35         31         17          7         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 19, 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   607,252
Positions
   128,630    239,936    204,583     14,915        170      1,858    136,325     29,454     79,131      4,617        741        995     36,198     50,384
 
Changes from:       October 12, 2010                                 Total Change is:    10,754
   -13,233     -4,439     11,089       -498          0          0      9,097      1,499       -438        164       -469        309      4,264      3,203
 
Percent of Open Interest Represented by Each Category of Trader
      21.2       39.5       33.7        2.5        0.0        0.3       22.4        4.9       13.0        0.8        0.1        0.2        6.0        8.3
 
Number of Traders in Each Category                                    Total Traders:       106
        25         27         38          .          .          .         27         16         28          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 19, 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 7,980,361
Positions
 1,749,369  2,844,336  1,518,407    919,926    446,527     92,840  1,428,074    549,622  1,043,441    210,054    457,787     96,594    921,656    930,807
 
Changes from:       October 12, 2010                                 Total Change is:   198,749
   127,179   -196,905    101,923     34,748    197,153    -21,616    -76,338    -13,475     52,147     13,357     66,022     -7,126    -25,525     20,626
 
Percent of Open Interest Represented by Each Category of Trader
      21.9       35.6       19.0       11.5        5.6        1.2       17.9        6.9       13.1        2.6        5.7        1.2       11.5       11.7
 
Number of Traders in Each Category                                    Total Traders:       258
        37         54         83         10         11         13         63         50         84          7         14         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 19, 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    12,513
Positions
     3,754      7,262      1,300        968        814         22      1,301      2,776         58      4,800        205          0        310         76
 
Changes from:       October 12, 2010                                 Total Change is:       419
       577      2,135          0         10          0          0       -144     -1,716          0          0          0          0        -24          0
 
Percent of Open Interest Represented by Each Category of Trader
      30.0       58.0       10.4        7.7        6.5        0.2       10.4       22.2        0.5       38.4        1.6        0.0        2.5        0.6
 
Number of Traders in Each Category                                    Total Traders:        33
         4          4          .          .          5          .          6          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 19, 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    42,757
Positions
    36,579     29,075      2,084      1,625      1,328         77      2,026      3,953          0          0      6,061          0        366        179
 
Changes from:       October 12, 2010                                 Total Change is:     1,743
     1,699      1,403        149          1       -228          0       -203        366          0          0          0          0         97         53
 
Percent of Open Interest Represented by Each Category of Trader
      85.6       68.0        4.9        3.8        3.1        0.2        4.7        9.2        0.0        0.0       14.2        0.0        0.9        0.4
 
Number of Traders in Each Category                                    Total Traders:        30
         4          5          .          .          4          .          4          7          0          0          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 19, 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    37,745
Positions
    18,709      7,824        129        269        810        927      9,515     23,089        630      3,260        895          0      4,306      3,441
 
Changes from:       October 12, 2010                                 Total Change is:     2,761
     1,793        370          0        -30       -105        265     -1,613      2,280        107      1,503        117          0        736       -273
 
Percent of Open Interest Represented by Each Category of Trader
      49.6       20.7        0.3        0.7        2.1        2.5       25.2       61.2        1.7        8.6        2.4        0.0       11.4        9.1
 
Number of Traders in Each Category                                    Total Traders:        86
         8          5          .          .          .          .         13         32          4         17          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 19, 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   134,936
Positions
    86,213     44,803     11,335        671        686      2,723      2,051     40,059     14,025        792      3,743      3,608     13,518     13,954
 
Changes from:       October 12, 2010                                 Total Change is:     5,094
    -1,664      3,473      2,028          0         11        180      1,833     -3,393      2,762         12       -298        473       -530       -142
 
Percent of Open Interest Represented by Each Category of Trader
      63.9       33.2        8.4        0.5        0.5        2.0        1.5       29.7       10.4        0.6        2.8        2.7       10.0       10.3
 
Number of Traders in Each Category                                    Total Traders:        77
         4         13         14          .          .          6          7         31         23          .          6          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 19, 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    14,874
Positions
       488     13,321          0     11,128          0          0      2,039        725          0          0          0          0      1,219        828
 
Changes from:       October 12, 2010                                 Total Change is:      -868
         0      1,672       -558        -44          0          0         94     -1,806          0          0          0          0       -360       -176
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       89.6        0.0       74.8        0.0        0.0       13.7        4.9        0.0        0.0        0.0        0.0        8.2        5.6
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          0          9          0          0          8          4          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated October 22, 2010