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MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 11/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       30,882
COMMITMENTS
   4,045    4,749      697   22,008   22,168   26,750   27,614    4,132    3,268

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:      1,633)
     185      655      -26    1,471      865    1,630    1,494        3      139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1     15.4      2.3     71.3     71.8     86.6     89.4     13.4     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      14       18       13       30       27       51       53
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 11/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      199,633
COMMITMENTS
  48,961   29,534   39,124   89,722   95,296  177,807  163,954   21,826   35,679

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:      2,165)
   4,224       75   -1,226   -2,469      588      529     -563    1,636    2,728

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5     14.8     19.6     44.9     47.7     89.1     82.1     10.9     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      70       88       93       45       60      180      189
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 11/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      343,325
COMMITMENTS
 137,034   52,173   51,965  125,742  172,196  314,741  276,334   28,584   66,991

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:     11,235)
   9,082    8,888    1,917   -1,593   -2,699    9,406    8,106    1,829    3,129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.9     15.2     15.1     36.6     50.2     91.7     80.5      8.3     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      444)
     154       61      112       94      195      304      330
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 11/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,483
COMMITMENTS
   3,967    2,121      628    2,337    4,340    6,932    7,089    1,551    1,394

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:       -621)
     -38      496     -529     -155     -574     -722     -607      101      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.8     25.0      7.4     27.5     51.2     81.7     83.6     18.3     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      32       18       11       15       27       52       51
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 11/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       37,221
COMMITMENTS
  15,556    6,899    6,055    9,135    6,488   30,746   19,442    6,475   17,779

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:      4,844)
   3,275       46    1,337     -531      755    4,081    2,138      763    2,706

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.8     18.5     16.3     24.5     17.4     82.6     52.2     17.4     47.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      47       33       31       25       37       94       86
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 11/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       43,401
COMMITMENTS
   6,779        5      137   28,398   42,928   35,314   43,070    8,087      331

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:      1,528)
    -328        0        0    1,707    1,482    1,379    1,482      149       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6      0.0      0.3     65.4     98.9     81.4     99.2     18.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        1        1       12       15       18       16
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 11/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      100,245
COMMITMENTS
  30,999   11,844      937   29,282   70,943   61,218   83,724   39,027   16,521

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:     -5,197)
  -5,798   -2,454      786     -968   -1,993   -5,980   -3,661      783   -1,536

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9     11.8      0.9     29.2     70.8     61.1     83.5     38.9     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      34       11        4       25       19       61       32
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 11/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       43,600
COMMITMENTS
  16,240    8,416       14   11,647   25,043   27,901   33,473   15,699   10,127

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:      3,535)
   1,531    2,218       14    2,045    2,040    3,590    4,272      -55     -737

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.2     19.3      0.0     26.7     57.4     64.0     76.8     36.0     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      15        9        2       13       17       28       28
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 11/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      134,618
COMMITMENTS
  97,199   18,293      624   30,705  113,789  128,528  132,706    6,090    1,912

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:    -16,164)
 -13,917   -5,577      176     -681   -9,470  -14,422  -14,871   -1,742   -1,293

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.2     13.6      0.5     22.8     84.5     95.5     98.6      4.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      47       12        2       18       20       67       33
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 11/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       85,587
COMMITMENTS
  24,409   29,273      897   41,148   34,219   66,454   64,389   19,133   21,198

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:     -8,327)
 -11,430    3,631      232    7,061  -12,579   -4,137   -8,716   -4,190      389

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5     34.2      1.0     48.1     40.0     77.6     75.2     22.4     24.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      19       29        6       27       22       51       52
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 11/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      133,069
COMMITMENTS
  55,791   25,785    1,097   51,521   75,586  108,409  102,468   24,660   30,601

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:      3,449)
   4,630    1,816      225      155      961    5,010    3,002   -1,561      447

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.9     19.4      0.8     38.7     56.8     81.5     77.0     18.5     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      30       30        7       27       27       64       57
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 11/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      203,930
COMMITMENTS
  47,264   54,512    3,853   96,865   94,867  147,982  153,232   55,948   50,698

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:     16,741)
   3,594    2,549   -1,255    6,693    3,739    9,032    5,033    7,709   11,708

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2     26.7      1.9     47.5     46.5     72.6     75.1     27.4     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      41       52       19       39       45       91      105
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 11/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       27,575
COMMITMENTS
  22,982    4,537        0    1,301   21,802   24,283   26,339    3,292    1,236

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:     -3,394)
  -3,113     -489        0     -343   -3,358   -3,456   -3,847       62      453

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    83.3     16.5      0.0      4.7     79.1     88.1     95.5     11.9      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      14        9        0        4       12       18       21
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 11/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    8,083,590
COMMITMENTS
 767,476  638,959  1043471  5438759  5513761  7249706  7196191  833,884  887,399

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:   -120,561)
-187,350   93,200   22,762  106,881 -211,055  -57,707  -95,093  -62,854  -25,468

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5      7.9     12.9     67.3     68.2     89.7     89.0     10.3     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      61       46       77      126      134      223      226
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 11/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      941,143
COMMITMENTS
  77,469   82,306   51,561  676,049  703,227  805,080  837,095  136,063  104,048

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:      4,262)
  -2,135   -9,696     -409   10,489   13,271    7,944    3,167   -3,682    1,095

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2      8.7      5.5     71.8     74.7     85.5     88.9     14.5     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      533)
     108       96       49      224      218      353      342
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 11/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      364,644
COMMITMENTS
  53,092   23,064    4,014  222,491  297,950  279,597  325,028   85,047   39,616

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:     -4,959)
  -3,344   -3,758    2,110      942    1,575     -292      -73   -4,667   -4,886

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6      6.3      1.1     61.0     81.7     76.7     89.1     23.3     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      16       19        7       56       68       76       90
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 11/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,882,495
COMMITMENTS
 330,645  504,968   28,979  2267789  2026387  2627413  2560334  255,082  322,161

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:     46,106)
  -9,600  -45,331    3,049   47,733   58,481   41,182   16,199    4,924   29,907

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5     17.5      1.0     78.7     70.3     91.2     88.8      8.8     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      491)
      98       92       33      195      190      309      299
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 11/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      107,572
COMMITMENTS
  16,341    7,460    1,066   79,113   96,077   96,520  104,603   11,052    2,969

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:        437)
  -1,041     -166      741     -447      618     -747    1,193    1,184     -756

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2      6.9      1.0     73.5     89.3     89.7     97.2     10.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      14        5        1       47       35       61       41
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 11/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      107,048
COMMITMENTS
  22,257   10,568    8,146   66,101   81,672   96,504  100,386   10,544    6,663

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:     -3,723)
  -1,043     -873   -1,024   -3,605   -4,552   -5,672   -6,449    1,949    2,726

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8      9.9      7.6     61.7     76.3     90.1     93.8      9.9      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      72       37       13       88       75      165      122
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 11/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       26,647
COMMITMENTS
   7,454    1,541        0   12,757   24,036   20,211   25,577    6,436    1,070

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:     -1,459)
  -1,185       21        0   -3,150   -1,443   -4,335   -1,422    2,876      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0      5.8      0.0     47.9     90.2     75.8     96.0     24.2      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        3        0        8       15       13       18
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 11/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      402,007
COMMITMENTS
 107,867   78,986    6,879  266,719  288,178  381,465  374,043   20,542   27,964

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:    -11,320)
  -6,027  -11,207    1,617   -2,275  -15,545   -6,685  -25,135   -4,635   13,815

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8     19.6      1.7     66.3     71.7     94.9     93.0      5.1      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
      69       39        9       81       67      153      112
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 11/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      117,302
COMMITMENTS
  44,794   18,151      592   41,271   82,785   86,657  101,528   30,645   15,774

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:       -696)
  -2,141     -313      423    1,180     -682     -538     -572     -158     -124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.2     15.5      0.5     35.2     70.6     73.9     86.6     26.1     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      30       12        4       14       20       46       34
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 11/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       45,596
COMMITMENTS
  10,406   14,995       48   23,309   11,172   33,763   26,215   11,833   19,381

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:        452)
  -1,027      580      -31      909      637     -149    1,186      601     -734

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8     32.9      0.1     51.1     24.5     74.0     57.5     26.0     42.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      12       12        1       24       17       36       30
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 11/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       53,021
COMMITMENTS
  14,075    4,438    1,114   23,604   35,120   38,793   40,672   14,228   12,349

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:      2,703)
     785   -2,711       27   -1,041    6,480     -229    3,796    2,932   -1,093

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.5      8.4      2.1     44.5     66.2     73.2     76.7     26.8     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      11        8        3       17       24       29       34
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 11/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       29,013
COMMITMENTS
   3,886    1,333      300   20,126   25,573   24,312   27,206    4,701    1,807

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:     -1,189)
     181     -238        0   -1,255   -1,046   -1,074   -1,284     -115       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4      4.6      1.0     69.4     88.1     83.8     93.8     16.2      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        3        1       17       24       22       28
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
FUTURES ONLY POSITIONS AS OF 11/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       37,512
COMMITMENTS
  10,041    1,577        0   20,845   34,111   30,886   35,688    6,626    1,824

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:        296)
      42     -319       -8    1,081       68    1,115     -259     -819      555

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8      4.2      0.0     55.6     90.9     82.3     95.1     17.7      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      14        2        0       24       18       38       20
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 11/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       14,556
COMMITMENTS
   3,810    2,647        6    9,349   11,496   13,165   14,149    1,391      407

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:       -209)
    -418     -105        6      -41      -75     -453     -174      244      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2     18.2      0.0     64.2     79.0     90.4     97.2      9.6      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      12        2        1        6        2       19        4
```

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Updated December 3, 2010