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Traders in Financial Futures- Futures Only Positions as of September 14, 2010              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   110,946
Positions
    15,006     52,042     13,818      8,439      9,237        324     29,345     13,529      2,296      5,638      1,776        431     35,649     17,493
 
Changes from:       September 7, 2010                                Total Change is:     3,568
    -6,456      9,710      8,828     -1,492       -639         -6      3,442    -16,481      1,047     -2,338      1,027        202        341       -120
 
Percent of Open Interest Represented by Each Category of Trader
      13.5       46.9       12.5        7.6        8.3        0.3       26.4       12.2        2.1        5.1        1.6        0.4       32.1       15.8
 
Number of Traders in Each Category                                    Total Traders:        76
         6         15          9          .          .          .         24         14          5          9          4          .
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Traders in Financial Futures- Futures Only Positions as of September 14, 2010              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    49,352
Positions
     2,591     25,446        292      2,208        784        466     25,013     13,593          2          0        953          0     18,780      7,816
 
Changes from:       September 7, 2010                                Total Change is:   -25,361
   -10,553    -19,685     -7,517          4         13        -13     -3,383      8,181     -2,422          0     -2,297          0     -1,477     -1,621
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       51.6        0.6        4.5        1.6        0.9       50.7       27.5        0.0        0.0        1.9        0.0       38.1       15.8
 
Number of Traders in Each Category                                    Total Traders:        45
         4          8          .          .          .          .         18          9          .          0          .          0
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Traders in Financial Futures- Futures Only Positions as of September 14, 2010              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is    74,850
Positions
    15,095      6,297        390     14,225     14,429        621     21,172     17,710         31        719     13,502          0     22,597     21,870
 
Changes from:       September 7, 2010                                Total Change is:   -70,862
   -63,683    -49,225     -2,455     -3,256        753        -87      4,519     -3,134     -1,610     -1,083     -3,190          0     -3,207    -11,914
 
Percent of Open Interest Represented by Each Category of Trader
      20.2        8.4        0.5       19.0       19.3        0.8       28.3       23.7        0.0        1.0       18.0        0.0       30.2       29.2
 
Number of Traders in Each Category                                    Total Traders:        74
         6          9          .          5         10          .         23         16          .          .          4          0
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Traders in Financial Futures- Futures Only Positions as of September 14, 2010              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   134,360
Positions
     8,440     84,316        337     41,303      8,228      1,114     51,948      9,328         94      1,802      3,788          0     29,322     27,155
 
Changes from:       September 7, 2010                                Total Change is:   -16,153
    -2,699     -1,290     -7,492      2,487        650        -18     -3,225       -664     -4,764     -1,704      1,023          0      1,262     -3,598
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       62.8        0.3       30.7        6.1        0.8       38.7        6.9        0.1        1.3        2.8        0.0       21.8       20.2
 
Number of Traders in Each Category                                    Total Traders:        98
         9         14          .         11         10          5         27         19          .          4          4          0
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Traders in Financial Futures- Futures Only Positions as of September 14, 2010              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   170,651
Positions
    47,441     21,788      1,735     24,080     30,416      2,708     33,007     60,803        290     13,994      5,489        296     47,100     47,126
 
Changes from:       September 7, 2010                                Total Change is:   -87,137
   -75,723    -56,267     -3,776        332      2,317       -102      3,907     -9,426     -3,039     -1,714     -3,960       -358     -6,664    -12,526
 
Percent of Open Interest Represented by Each Category of Trader
      27.8       12.8        1.0       14.1       17.8        1.6       19.3       35.6        0.2        8.2        3.2        0.2       27.6       27.6
 
Number of Traders in Each Category                                    Total Traders:       153
        19         13          5         16         17          9         36         37          8          9          6          .
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Traders in Financial Futures- Futures Only Positions as of September 14, 2010              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   120,308
Positions
     4,203     90,818        464     13,262      3,811        246     72,862      9,848        233        807      2,001          0     28,231     12,887
 
Changes from:       September 7, 2010                                Total Change is:    -8,038
   -10,056      5,903     -5,926      1,171       -116          0      8,154       -838     -3,789          0     -2,988          0      2,408       -284
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       75.5        0.4       11.0        3.2        0.2       60.6        8.2        0.2        0.7        1.7        0.0       23.5       10.7
 
Number of Traders in Each Category                                    Total Traders:        70
         .         17          .          5          .          .         29         10          .          .          .          0
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Traders in Financial Futures- Futures Only Positions as of September 14, 2010              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    37,832
Positions
     5,763     22,950      8,084          0          0          0      7,119      2,430      3,552          0         20        602     12,712        194
 
Changes from:       September 7, 2010                                Total Change is:       651
      -241        556        350          0          0          0        302       -231        -46          0          0          0        286         22
 
Percent of Open Interest Represented by Each Category of Trader
      15.2       60.7       21.4        0.0        0.0        0.0       18.8        6.4        9.4        0.0        0.1        1.6       33.6        0.5
 
Number of Traders in Each Category                                    Total Traders:        20
         7          7          6          0          0          0          .          .          .          0          .          .
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Traders in Financial Futures- Futures Only Positions as of September 14, 2010              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is    75,894
Positions
    11,598     47,823        337     22,358        623        272     36,011     21,803         18      1,414      3,223          0      3,886      1,795
 
Changes from:       September 7, 2010                                Total Change is:   -26,967
   -15,507    -16,896     -3,804        -83       -104          0      2,745      1,234     -5,854     -5,523       -935       -110      1,169       -498
 
Percent of Open Interest Represented by Each Category of Trader
      15.3       63.0        0.4       29.5        0.8        0.4       47.4       28.7        0.0        1.9        4.2        0.0        5.1        2.4
 
Number of Traders in Each Category                                    Total Traders:        79
         4         11          .          6          .          .         22         22          .          5          7          0
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Traders in Financial Futures- Futures Only Positions as of September 14, 2010              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    25,755
Positions
     1,801     17,476          0        865          0          0     19,140      6,669          0        473        532          0      3,476      1,078
 
Changes from:       September 7, 2010                                Total Change is:    -2,167
    -1,105      3,069     -4,063       -132          0          0      5,347      1,781     -3,087        132        252          0        741       -119
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       67.9        0.0        3.4        0.0        0.0       74.3       25.9        0.0        1.8        2.1        0.0       13.5        4.2
 
Number of Traders in Each Category                                    Total Traders:        29
         .          7          0          .          0          0          9          5          0          .          .          0
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Traders in Financial Futures- Futures Only Positions as of September 14, 2010              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    53,351
Positions
    22,145     19,637      5,214      3,264      3,792        441     11,421     14,290      3,023        200      1,025          0      7,644      5,930
 
Changes from:       September 7, 2010                                Total Change is:     1,714
    -4,563        100      4,432       -115       -875         21      5,182      3,881     -3,236          0       -112          0         -7     -2,497
 
Percent of Open Interest Represented by Each Category of Trader
      41.5       36.8        9.8        6.1        7.1        0.8       21.4       26.8        5.7        0.4        1.9        0.0       14.3       11.1
 
Number of Traders in Each Category                                    Total Traders:       104
        14         21         16          5          7          .         34         19         17          .          .          0
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Traders in Financial Futures- Futures Only Positions as of September 14, 2010              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   106,701
Positions
    44,290     39,274     10,427      6,528      7,584        882     22,841     28,580      6,045        400      2,050          0     15,288     11,859
 
Changes from:       September 7, 2010                                Total Change is:    23,620
       138      5,366      9,864        263     -1,750         41      5,136      2,771      4,199          0        446          0      3,979      2,683
 
Percent of Open Interest Represented by Each Category of Trader
      41.5       36.8        9.8        6.1        7.1        0.8       21.4       26.8        5.7        0.4        1.9        0.0       14.3       11.1
 
Number of Traders in Each Category                                    Total Traders:       104
        14         21         16          5          7          .         34         19         17          .          .          0
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Traders in Financial Futures- Futures Only Positions as of September 14, 2010              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is 1,103,826
Positions
    88,846    220,161    160,997    430,902    170,997     65,545     83,782    216,454     69,801     15,342     34,270     11,337    177,274    154,265
 
Changes from:       September 7, 2010                                Total Change is:   160,053
      -251     22,788     77,738      8,175     -9,570      3,263     10,324      3,824      4,408        752      1,410      3,270     52,374     52,921
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       19.9       14.6       39.0       15.5        5.9        7.6       19.6        6.3        1.4        3.1        1.0       16.1       14.0
 
Number of Traders in Each Category                                    Total Traders:       538
        32         49         52        105         66         68         91        142         88         25         28         12
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Traders in Financial Futures- Futures Only Positions as of September 14, 2010              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   411,806
Positions
    47,695    121,121     56,296    147,464     46,221     11,023     23,793     72,501      9,634      7,388     18,942      1,092    107,421     74,976
 
Changes from:       September 7, 2010                                Total Change is:    73,223
     7,113     16,107     35,407      2,943       -435      1,245        109     -9,964      7,712        344       -158      1,032     17,318     22,277
 
Percent of Open Interest Represented by Each Category of Trader
      11.6       29.4       13.7       35.8       11.2        2.7        5.8       17.6        2.3        1.8        4.6        0.3       26.1       18.2
 
Number of Traders in Each Category                                    Total Traders:       132
        17         19         22         31         16         18         19         22         20          .          6          .
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Traders in Financial Futures- Futures Only Positions as of September 14, 2010              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,460,098
Positions
   294,814    584,258    434,446  1,427,163    633,850    262,636    522,512    942,330     78,267     76,381    113,251     14,613    349,266    396,447
 
Changes from:       September 7, 2010                                Total Change is:   434,149
       697     70,926    174,134     26,026    -45,806     10,224     -5,715     12,148     40,272      1,199      7,001     12,031    175,281    153,219
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       16.9       12.6       41.2       18.3        7.6       15.1       27.2        2.3        2.2        3.3        0.4       10.1       11.5
 
Number of Traders in Each Category                                    Total Traders:       497
        32         46         40         85         59         57         89        138         75         23         25          9
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Traders in Financial Futures- Futures Only Positions as of September 14, 2010              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   127,309
Positions
     4,243     16,364     40,116     53,793     44,641      4,302     11,303     16,158        306      1,760         30        205     11,281      5,187
 
Changes from:       September 7, 2010                                Total Change is:    39,990
    -2,147      6,775     35,847      4,180     -2,496       -119      1,606        647       -327      1,760         30        205     -1,015       -572
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       12.9       31.5       42.3       35.1        3.4        8.9       12.7        0.2        1.4        0.0        0.2        8.9        4.1
 
Number of Traders in Each Category                                    Total Traders:        88
         .         13         10         36         12         12         11         10          .          .          .          .
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Traders in Financial Futures- Futures Only Positions as of September 14, 2010              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is   121,873
Positions
    27,003     21,342     28,480     18,082     23,154      3,431     22,371     20,808      7,720      1,277      6,735          0     13,510     10,204
 
Changes from:       September 7, 2010                                Total Change is:    27,020
    -4,699      6,746     13,979      5,847       -718        139      4,155        424      3,487        125        117        -41      4,029      2,887
 
Percent of Open Interest Represented by Each Category of Trader
      22.2       17.5       23.4       14.8       19.0        2.8       18.4       17.1        6.3        1.0        5.5        0.0       11.1        8.4
 
Number of Traders in Each Category                                    Total Traders:       231
        22         26         26         37         19         11         53         54         26         10         10          0
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Traders in Financial Futures- Futures Only Positions as of September 14, 2010              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    27,415
Positions
     9,427     19,142      1,444        401        485          0      7,727      1,230        530          0      2,005          0      7,886      2,579
 
Changes from:       September 7, 2010                                Total Change is:     2,475
    -2,334      1,384        706       -440          0          0      2,332     -1,476        530          0          0          0      1,681      1,331
 
Percent of Open Interest Represented by Each Category of Trader
      34.4       69.8        5.3        1.5        1.8        0.0       28.2        4.5        1.9        0.0        7.3        0.0       28.8        9.4
 
Number of Traders in Each Category                                    Total Traders:        23
         5         10          6          .          .          0          4          .          .          0          .          0
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Traders in Financial Futures- Futures Only Positions as of September 14, 2010              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   472,288
Positions
   146,996     70,114     76,063     88,406    113,345     17,153    102,607    127,276      6,561      6,383     23,649          0     28,119     38,127
 
Changes from:       September 7, 2010                                Total Change is:   122,727
   -17,812     20,825     72,352     31,434     -3,589        696     21,038     21,423      2,860        623        586       -206     11,742      7,780
 
Percent of Open Interest Represented by Each Category of Trader
      31.1       14.8       16.1       18.7       24.0        3.6       21.7       26.9        1.4        1.4        5.0        0.0        6.0        8.1
 
Number of Traders in Each Category                                    Total Traders:       230
        24         24         22         37         18         11         52         55         22         10         10          0
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Traders in Financial Futures- Futures Only Positions as of September 14, 2010              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   456,154
Positions
   217,340     44,189     21,774    125,811    167,969     15,880     37,477    150,862     10,983      3,156     17,069         37     23,696     27,391
 
Changes from:       September 7, 2010                                Total Change is:    10,402
   -10,897      5,432      6,220     -3,971     -5,192       -357      3,511     -9,242      4,978      1,479        618         12      9,427      7,933
 
Percent of Open Interest Represented by Each Category of Trader
      47.6        9.7        4.8       27.6       36.8        3.5        8.2       33.1        2.4        0.7        3.7        0.0        5.2        6.0
 
Number of Traders in Each Category                                    Total Traders:       252
        19         17          9         50         46         25         35         65         23          5         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 14, 2010              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    28,162
Positions
     9,203      3,726        300      8,776      2,730        179      1,801      3,083          0          0      1,257          0      7,903     16,887
 
Changes from:       September 7, 2010                                Total Change is:   -16,773
       388     -5,056     -2,958        207         41        -68     -4,447       -815       -546          0        -68     -1,800     -7,549     -5,503
 
Percent of Open Interest Represented by Each Category of Trader
      32.7       13.2        1.1       31.2        9.7        0.6        6.4       10.9        0.0        0.0        4.5        0.0       28.1       60.0
 
Number of Traders in Each Category                                    Total Traders:        43
        12          5          .          8          .          .          6          6          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 14, 2010              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    31,032
Positions
    11,734      8,974        958      6,515      3,095        393      1,886      4,914        133          0          0          0      9,413     12,565
 
Changes from:       September 7, 2010                                Total Change is:   -26,899
   -20,904    -10,123     -2,653         25        405       -124       -547     -4,789       -702          0       -984       -236     -1,758     -7,693
 
Percent of Open Interest Represented by Each Category of Trader
      37.8       28.9        3.1       21.0       10.0        1.3        6.1       15.8        0.4        0.0        0.0        0.0       30.3       40.5
 
Number of Traders in Each Category                                    Total Traders:        44
         9          7          .          8          4          .          5         11          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 14, 2010              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE   (MSCI EAFE INDEX X $50)                            
CFTC Code #244741                                                    Open Interest is    32,821
Positions
         0      2,701          0     22,665     19,630      2,747      1,588      3,010      1,926          0        328          0      3,895      2,479
 
Changes from:       September 7, 2010                                Total Change is:       848
         0      1,198          0       -155     -2,794       -166     -1,380        557      1,926          0         27          0        623        100
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        8.2        0.0       69.1       59.8        8.4        4.8        9.2        5.9        0.0        1.0        0.0       11.9        7.6
 
Number of Traders in Each Category                                    Total Traders:        43
         0          .          0         17         14          7          6          .          5          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 14, 2010              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE   (MSCI INDEX X $50)                     
CFTC Code #244742                                                    Open Interest is    28,852
Positions
       445     10,812      1,277     13,143      2,873        722      4,500     10,179        313      2,557        429          0      5,895      2,247
 
Changes from:       September 7, 2010                                Total Change is:     2,383
      -551        979      1,026       -122        493         16        678     -1,009        313        527        225          0        496        340
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       37.5        4.4       45.6       10.0        2.5       15.6       35.3        1.1        8.9        1.5        0.0       20.4        7.8
 
Number of Traders in Each Category                                    Total Traders:        47
         .          7          .         13          4          5          9          4          .          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 14, 2010              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   664,989
Positions
    25,321    153,101      2,891    327,158    154,749     70,742     57,339    131,287     10,587     26,238     23,469      1,530    143,183    116,633
 
Changes from:       September 7, 2010                                Total Change is:   -16,524
     3,442     21,642     -7,324     -8,550     -2,805      3,747     -3,783    -14,738     -2,798         -5     -6,399      1,010     -2,263     -8,859
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       23.0        0.4       49.2       23.3       10.6        8.6       19.7        1.6        3.9        3.5        0.2       21.5       17.5
 
Number of Traders in Each Category                                    Total Traders:       164
        10         23          5         45         22         34         29         22         11          7          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 14, 2010              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   220,555
Positions
     3,556     90,202      1,824    151,992      4,555     10,092      4,760     77,870      5,645          0          0          0     42,686     30,367
 
Changes from:       September 7, 2010                                Total Change is:     1,542
     1,520      3,323        274        567      2,020        688          0     -1,325     -2,057          0          0          0        550     -1,381
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       40.9        0.8       68.9        2.1        4.6        2.2       35.3        2.6        0.0        0.0        0.0       19.4       13.8
 
Number of Traders in Each Category                                    Total Traders:        50
         .          6          .         25          .         11          .         12          5          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 14, 2010              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is   705,082
Positions
    67,837     58,058      8,641    225,196    193,630     66,657    182,820    112,926      6,134     36,188    139,332      3,665    107,944    116,039
 
Changes from:       September 7, 2010                                Total Change is:    31,111
    10,372      7,884     -4,566     10,820        -98     -5,626     29,068     26,454     -1,360     -1,011     -3,584       -114     -6,472     12,121
 
Percent of Open Interest Represented by Each Category of Trader
       9.6        8.2        1.2       31.9       27.5        9.5       25.9       16.0        0.9        5.1       19.8        0.5       15.3       16.5
 
Number of Traders in Each Category                                    Total Traders:       207
        18         22         10         34         41         36         34         29         14          8         21          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 14, 2010              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 1,663,008
Positions
    65,090    279,750     68,868    738,297    371,815    174,294    183,634    377,779     38,585    112,499     35,219      7,189    274,552    309,509
 
Changes from:       September 7, 2010                                Total Change is:  -104,275
     7,957     -8,187     -4,107    -74,787        978    -10,034      7,336    -33,968    -25,429      5,667     -1,539        -55    -10,823    -21,934
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       16.8        4.1       44.4       22.4       10.5       11.0       22.7        2.3        6.8        2.1        0.4       16.5       18.6
 
Number of Traders in Each Category                                    Total Traders:       264
        30         34         19         38         51         47         47         47         28         11          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 14, 2010              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is   881,044
Positions
    45,832    113,602      9,357    267,297    324,794    105,815    205,319     42,902     14,246     28,038     43,170        244    204,896    226,914
 
Changes from:       September 7, 2010                                Total Change is:   -64,624
     2,326     -5,170     -7,233    -13,072    -19,146     -1,547    -21,783     -3,632    -18,580      3,392       -756       -485     -7,642     -8,075
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       12.9        1.1       30.3       36.9       12.0       23.3        4.9        1.6        3.2        4.9        0.0       23.3       25.8
 
Number of Traders in Each Category                                    Total Traders:       149
        10         18          7         23         36         34         31         16         15          5         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 14, 2010              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   580,677
Positions
   129,037    229,891    190,415     16,517        180      1,308    129,446     34,077     71,159      5,602      2,169      2,903     34,290     48,575
 
Changes from:       September 7, 2010                                Total Change is:    15,055
    11,490      4,984      2,247     -1,255          0          0     -1,113     -2,387      6,967       -898        224       -344     -2,039      3,364
 
Percent of Open Interest Represented by Each Category of Trader
      22.2       39.6       32.8        2.8        0.0        0.2       22.3        5.9       12.3        1.0        0.4        0.5        5.9        8.4
 
Number of Traders in Each Category                                    Total Traders:       105
        25         21         37          .          .          .         29         14         29          5          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 14, 2010              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is 7,060,635
Positions
 1,774,328  2,868,379  1,276,407    753,705    131,842    152,101  1,190,431    552,908    809,683    184,282    305,259     56,682    863,016    907,374
 
Changes from:       September 7, 2010                                Total Change is:  -872,623
  -102,344   -220,240   -236,725   -204,952   -138,285        204   -182,544   -143,356   -110,891    -13,028    -25,411    -10,129    -12,214     12,210
 
Percent of Open Interest Represented by Each Category of Trader
      25.1       40.6       18.1       10.7        1.9        2.2       16.9        7.8       11.5        2.6        4.3        0.8       12.2       12.9
 
Number of Traders in Each Category                                    Total Traders:       241
        34         52         80          9          9         15         56         44         74          7         14         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 14, 2010              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is     9,884
Positions
     1,491      4,960      1,300        884        549        222      1,011      2,652          0      4,800        175          0        176         26
 
Changes from:       September 7, 2010                                Total Change is:    -7,388
    -1,822        180     -4,911        -46       -312          0        -63     -1,364       -436          0       -420          0       -110       -125
 
Percent of Open Interest Represented by Each Category of Trader
      15.1       50.2       13.2        8.9        5.6        2.2       10.2       26.8        0.0       48.6        1.8        0.0        1.8        0.3
 
Number of Traders in Each Category                                    Total Traders:        27
         .          4          .          .          5          .          4          7          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 14, 2010              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    33,802
Positions
    30,749     17,884        140      1,016      1,127         77      1,670      8,295          0          0      6,067          0        150        212
 
Changes from:       September 7, 2010                                Total Change is:    -7,104
    -5,479     -4,551     -1,646        -10        171          0        333       -715       -260          0         29          0        -42       -132
 
Percent of Open Interest Represented by Each Category of Trader
      91.0       52.9        0.4        3.0        3.3        0.2        4.9       24.5        0.0        0.0       17.9        0.0        0.4        0.6
 
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 September 14, 2010              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    24,885
Positions
    11,253      7,706        100        802          0        807      6,730     11,745        617        543      1,039          1      4,032      2,870
 
Changes from:       September 7, 2010                                Total Change is:       646
       -46     -5,659        -24        125          0         82        867      5,571       -258        140        199       -291         51      1,026
 
Percent of Open Interest Represented by Each Category of Trader
      45.2       31.0        0.4        3.2        0.0        3.2       27.0       47.2        2.5        2.2        4.2        0.0       16.2       11.5
 
Number of Traders in Each Category                                    Total Traders:        67
         7          .          .          4          0          .         17         27          5          4          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 14, 2010              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   125,941
Positions
    79,493     41,423     14,325        764        115        886      1,231     39,533      8,337        771      3,023      1,964     18,170     16,335
 
Changes from:       September 7, 2010                                Total Change is:    16,645
     4,866     -4,189      4,809        123          9        313        339      5,084        433        -43        865      1,364      4,441      7,957
 
Percent of Open Interest Represented by Each Category of Trader
      63.1       32.9       11.4        0.6        0.1        0.7        1.0       31.4        6.6        0.6        2.4        1.6       14.4       13.0
 
Number of Traders in Each Category                                    Total Traders:        61
         4         13         11          .          .          .          .         26         18          .          5          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 14, 2010              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    15,831
Positions
       497     11,862        961     10,905          0          0      1,205      1,176        404          0          0          0      1,859      1,428
 
Changes from:       September 7, 2010                                Total Change is:     1,898
      -214        -59        959       -372          0          0         50        -53        404          0          0          0      1,071        647
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       74.9        6.1       68.9        0.0        0.0        7.6        7.4        2.6        0.0        0.0        0.0       11.7        9.0
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          .          8          0          0          6          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated September 17, 2010