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Traders in Financial Futures- Futures Only Positions as of October 26, 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   102,269
Positions
     4,564     56,342      1,785      9,033      9,654        417     36,390     10,891      1,315      8,108      7,056          0     40,657     14,809
 
Changes from:       October 19, 2010                                 Total Change is:   -10,522
      -102    -10,766         28       -920        536        249     -7,669       -143        198     -1,154        -10          0     -1,152       -614
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       55.1        1.7        8.8        9.4        0.4       35.6       10.6        1.3        7.9        6.9        0.0       39.8       14.5
 
Number of Traders in Each Category                                    Total Traders:        79
         5         15          4          .          .          .         31         10          5         11          .          0
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Traders in Financial Futures- Futures Only Positions as of October 26, 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    50,068
Positions
     5,222     23,641      1,012      1,719        863        432     23,085     14,054          2          0        500          0     18,596      9,564
 
Changes from:       October 19, 2010                                 Total Change is:    -3,954
    -1,060     -2,653         49          2          6         -8     -1,894     -1,271        -15          0          0          0     -1,028        -62
 
Percent of Open Interest Represented by Each Category of Trader
      10.4       47.2        2.0        3.4        1.7        0.9       46.1       28.1        0.0        0.0        1.0        0.0       37.1       19.1
 
Number of Traders in Each Category                                    Total Traders:        48
         5         13          .          .          .          .         16          9          .          0          .          0
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Traders in Financial Futures- Futures Only Positions as of October 26, 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    86,611
Positions
    12,215     17,297      1,478     11,612     19,060      1,080     33,315     10,404        426      1,760     16,683          0     24,725     20,183
 
Changes from:       October 19, 2010                                 Total Change is:    -3,457
       641     -4,429         41       -705      1,739       -271     -4,287     -1,311        270       -619        456          0      1,473         48
 
Percent of Open Interest Represented by Each Category of Trader
      14.1       20.0        1.7       13.4       22.0        1.2       38.5       12.0        0.5        2.0       19.3        0.0       28.5       23.3
 
Number of Traders in Each Category                                    Total Traders:        81
         8         11          .          5         10          .         28         11         10          .          6          0
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Traders in Financial Futures- Futures Only Positions as of October 26, 2010                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   139,850
Positions
    10,681     84,041      1,898     40,593      5,131      1,285     49,876     12,371        670      5,302      4,459          0     29,545     29,995
 
Changes from:       October 19, 2010                                 Total Change is:       354
        55        301       -162        525         17         13     -2,915      1,124        369      2,292       -550          0        177       -758
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       60.1        1.4       29.0        3.7        0.9       35.7        8.8        0.5        3.8        3.2        0.0       21.1       21.4
 
Number of Traders in Each Category                                    Total Traders:       111
         8         18          .         13          7          4         31         24          6          5          5          0
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Traders in Financial Futures- Futures Only Positions as of October 26, 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   209,103
Positions
    51,082     99,969      2,765     23,969     20,412      2,267     47,943     29,553      2,861     21,547      5,318        263     56,406     45,695
 
Changes from:       October 19, 2010                                 Total Change is:   -10,658
    -1,496    -13,269      1,023        167     -2,095         19     -2,997      4,965        504     -1,944     -1,247        -21     -5,913       -537
 
Percent of Open Interest Represented by Each Category of Trader
      24.4       47.8        1.3       11.5        9.8        1.1       22.9       14.1        1.4       10.3        2.5        0.1       27.0       21.9
 
Number of Traders in Each Category                                    Total Traders:       155
        20         19          5         17         13          6         40         30         16         11          5          .
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Traders in Financial Futures- Futures Only Positions as of October 26, 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   128,470
Positions
     5,927    100,267      1,611     21,539      2,855        258     64,764      3,716         38      1,118      4,140          0     33,215     15,585
 
Changes from:       October 19, 2010                                 Total Change is:    -4,787
       899     -4,034        -81        187         -3          0     -3,914       -964       -211        -46         -8          0     -1,621        514
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       78.0        1.3       16.8        2.2        0.2       50.4        2.9        0.0        0.9        3.2        0.0       25.9       12.1
 
Number of Traders in Each Category                                    Total Traders:        71
         .         17          .          5          .          .         29          7          .          4          .          0
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Traders in Financial Futures- Futures Only Positions as of October 26, 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    39,577
Positions
     6,264     24,538      6,696          0          0          0     15,034      6,142      1,507      1,116         16        606      8,354         72
 
Changes from:       October 19, 2010                                 Total Change is:    -1,605
       733       -201       -511          0          0          0     -1,670       -747       -151        140          0          0       -146          5
 
Percent of Open Interest Represented by Each Category of Trader
      15.8       62.0       16.9        0.0        0.0        0.0       38.0       15.5        3.8        2.8        0.0        1.5       21.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        22
         8          7          6          0          0          0          .          .          .          .          .          .
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Traders in Financial Futures- Futures Only Positions as of October 26, 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   136,899
Positions
     7,356    105,435        349     18,601        150        220     98,348     10,811          9      4,158     18,105          0      7,858      1,820
 
Changes from:       October 19, 2010                                 Total Change is:      -959
       566     -2,303          0     -1,494        -14          0     -2,424      1,227        -67      1,173        250          0      1,287        -52
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       77.0        0.3       13.6        0.1        0.2       71.8        7.9        0.0        3.0       13.2        0.0        5.7        1.3
 
Number of Traders in Each Category                                    Total Traders:       112
        10         15          .          9          .          .         47         13          .          9          8          0
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Traders in Financial Futures- Futures Only Positions as of October 26, 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    26,754
Positions
     1,867     18,123         41        474        257          0     20,231      7,113          0        537        150          0      3,604      1,070
 
Changes from:       October 19, 2010                                 Total Change is:      -277
       -94        338         10        -40       -143          0        -69       -422          0         10          0          0        -94        -60
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       67.7        0.2        1.8        1.0        0.0       75.6       26.6        0.0        2.0        0.6        0.0       13.5        4.0
 
Number of Traders in Each Category                                    Total Traders:        37
         .         12          .          .          .          0         11          6          0          .          .          0
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Traders in Financial Futures- Futures Only Positions as of October 26, 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    48,054
Positions
    16,169     24,281        512      3,493      4,595        506     19,215     11,715        525        360      1,192          0      7,276      4,729
 
Changes from:       October 19, 2010                                 Total Change is:     2,958
    -1,161      2,749         74        555       -217        -27      2,391        -41          3        155        550         -1        970       -131
 
Percent of Open Interest Represented by Each Category of Trader
      33.6       50.5        1.1        7.3        9.6        1.1       40.0       24.4        1.1        0.7        2.5        0.0       15.1        9.8
 
Number of Traders in Each Category                                    Total Traders:        92
        13         19          4          6          7          .         30         12          7          .          .          0
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Traders in Financial Futures- Futures Only Positions as of October 26, 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    96,108
Positions
    32,337     48,562      1,023      6,986      9,190      1,012     38,429     23,429      1,050        720      2,384          0     14,551      9,458
 
Changes from:       October 19, 2010                                 Total Change is:     5,915
    -2,322      5,497        147      1,110       -434        -54      4,781        -82          5        310      1,099         -1      1,939       -262
 
Percent of Open Interest Represented by Each Category of Trader
      33.6       50.5        1.1        7.3        9.6        1.1       40.0       24.4        1.1        0.7        2.5        0.0       15.1        9.8
 
Number of Traders in Each Category                                    Total Traders:        92
        13         19          4          6          7          .         30         12          7          .          .          0
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Traders in Financial Futures- Futures Only Positions as of October 26, 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   869,680
Positions
    24,870    289,739     60,671    428,735    136,109     62,232     98,169    139,094     50,207     16,480     28,128        919    127,397    102,581
 
Changes from:       October 19, 2010                                 Total Change is:    15,604
    -1,541     20,286      5,419       -576     -6,085        617     10,508    -12,962      5,577       -926      3,683         99     -3,574     -1,029
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       33.3        7.0       49.3       15.7        7.2       11.3       16.0        5.8        1.9        3.2        0.1       14.6       11.8
 
Number of Traders in Each Category                                    Total Traders:       532
        25         55         20        117         61         62        104        129         63         20         21          6
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Traders in Financial Futures- Futures Only Positions as of October 26, 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   330,479
Positions
    30,493    175,638      7,156    150,199     45,468      7,534     54,653     26,696      1,190      8,253      9,560          0     71,001     57,237
 
Changes from:       October 19, 2010                                 Total Change is:    14,332
     5,206     11,195      1,521        904       -305       -101      9,281      1,270        -85       -233         14          0     -2,161        823
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       53.1        2.2       45.4       13.8        2.3       16.5        8.1        0.4        2.5        2.9        0.0       21.5       17.3
 
Number of Traders in Each Category                                    Total Traders:       131
         9         25          5         31         16         13         15         28          7          4          .          0
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Traders in Financial Futures- Futures Only Positions as of October 26, 2010                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,696,003
Positions
   123,437    722,058    116,022  1,410,832    471,358    255,336    423,970    768,377     38,698     41,378     93,085      4,351    281,979    226,718
 
Changes from:       October 19, 2010                                 Total Change is:     6,362
   -19,982     59,208      5,738     -2,221    -23,724     -1,586     48,458    -28,840    -14,013     -3,493     18,314        527     -7,066     -9,262
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       26.8        4.3       52.3       17.5        9.5       15.7       28.5        1.4        1.5        3.5        0.2       10.5        8.4
 
Number of Traders in Each Category                                    Total Traders:       487
        25         50         11         98         53         53        105        120         43         17         19          5
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Traders in Financial Futures- Futures Only Positions as of October 26, 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   108,705
Positions
    12,677     35,724     10,013     51,642     39,152      5,319     16,542     15,702         78      1,450          0          0     10,984      2,717
 
Changes from:       October 19, 2010                                 Total Change is:     1,065
      -129      2,706       -220       -131       -768         26      1,175        431       -512        240          0          0        616       -598
 
Percent of Open Interest Represented by Each Category of Trader
      11.7       32.9        9.2       47.5       36.0        4.9       15.2       14.4        0.1        1.3        0.0        0.0       10.1        2.5
 
Number of Traders in Each Category                                    Total Traders:        87
         6          8          .         32         12         10         16         10          .          .          0          0
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Traders in Financial Futures- Futures Only Positions as of October 26, 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   115,614
Positions
    11,815     41,811     19,353     23,659     17,411      2,268     33,355     12,455     11,192      1,718      2,834        341     11,914      7,950
 
Changes from:       October 19, 2010                                 Total Change is:     6,431
    -1,611      1,378      2,994      1,048         38       -304      4,052      1,180        -76        260        405          0         69        816
 
Percent of Open Interest Represented by Each Category of Trader
      10.2       36.2       16.7       20.5       15.1        2.0       28.9       10.8        9.7        1.5        2.5        0.3       10.3        6.9
 
Number of Traders in Each Category                                    Total Traders:       246
        22         31         10         40         18         11         69         41         16         12         13          .
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Traders in Financial Futures- Futures Only Positions as of October 26, 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    24,835
Positions
    11,079     17,895          7        245        280          0      9,415      2,084          0        341          0          0      3,748      4,569
 
Changes from:       October 19, 2010                                 Total Change is:     2,068
     1,098      1,841          4        -27        -20          0        737          0          0          0          0          0        256        243
 
Percent of Open Interest Represented by Each Category of Trader
      44.6       72.1        0.0        1.0        1.1        0.0       37.9        8.4        0.0        1.4        0.0        0.0       15.1       18.4
 
Number of Traders in Each Category                                    Total Traders:        23
         4         11          .          .          .          0          4          .          0          .          0          0
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Traders in Financial Futures- Futures Only Positions as of October 26, 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   453,896
Positions
    94,336    210,237      6,074    117,069     85,653     11,340    173,630    105,786      2,028      8,591     15,874          0     40,828     16,904
 
Changes from:       October 19, 2010                                 Total Change is:    21,816
      -638     10,592      2,042      5,373        292     -1,521     20,300      9,626     -4,106      1,299      2,024          0       -933      2,867
 
Percent of Open Interest Represented by Each Category of Trader
      20.8       46.3        1.3       25.8       18.9        2.5       38.3       23.3        0.4        1.9        3.5        0.0        9.0        3.7
 
Number of Traders in Each Category                                    Total Traders:       243
        22         30          6         39         17         11         69         41         11         12         13          0
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Traders in Financial Futures- Futures Only Positions as of October 26, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   402,806
Positions
   167,502     60,055      1,552    124,061    147,055     21,174     62,185    137,430      6,305      2,372     14,549          0     17,655     14,686
 
Changes from:       October 19, 2010                                 Total Change is:     7,847
    -2,615      3,687       -765      1,104     -2,118        397      7,708      4,607      1,112         33        749          0        873        178
 
Percent of Open Interest Represented by Each Category of Trader
      41.6       14.9        0.4       30.8       36.5        5.3       15.4       34.1        1.6        0.6        3.6        0.0        4.4        3.6
 
Number of Traders in Each Category                                    Total Traders:       256
        16         18          .         56         40         26         43         67         14          6         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 26, 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    34,411
Positions
    11,400      5,893      1,414      6,473      1,178          4      4,715      5,745        108        630        893          0      9,667     19,176
 
Changes from:       October 19, 2010                                 Total Change is:     1,500
       938        645         29       -548         10        -65        591        416        -35          0       -562          0        590      1,062
 
Percent of Open Interest Represented by Each Category of Trader
      33.1       17.1        4.1       18.8        3.4        0.0       13.7       16.7        0.3        1.8        2.6        0.0       28.1       55.7
 
Number of Traders in Each Category                                    Total Traders:        49
        17          6          5          8          .          .          7          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 26, 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    43,971
Positions
    19,022     18,106        748      6,062      1,616        670      6,938     12,461        696        736        237          0      9,099      9,437
 
Changes from:       October 19, 2010                                 Total Change is:     4,873
     2,991      2,287        145        136         -8         15        434      1,244        193         -6       -489        -20        985      1,506
 
Percent of Open Interest Represented by Each Category of Trader
      43.3       41.2        1.7       13.8        3.7        1.5       15.8       28.3        1.6        1.7        0.5        0.0       20.7       21.5
 
Number of Traders in Each Category                                    Total Traders:        54
        12         11          .          7          .          .          8         12          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 26, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE   (MSCI EAFE INDEX X $50)                            
CFTC Code #244741                                                    Open Interest is    31,603
Positions
         0      4,019          0     21,885     16,144      3,928      2,385      5,173          0          0        216          0      3,405      2,123
 
Changes from:       October 19, 2010                                 Total Change is:       197
         0      1,064          0        383     -1,344         35        122        139          0          0        216          0       -343         87
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       12.7        0.0       69.2       51.1       12.4        7.5       16.4        0.0        0.0        0.7        0.0       10.8        6.7
 
Number of Traders in Each Category                                    Total Traders:        47
         0          .          0         20         14          8          4          6          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 26, 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    34,261
Positions
     2,883     11,694         80     15,862      4,991        750      3,859     14,563          0      3,305          0          0      7,522      2,183
 
Changes from:       October 19, 2010                                 Total Change is:     1,174
        91       -272          0        478         15         14       -117        441          0         40          0          0        668        976
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       34.1        0.2       46.3       14.6        2.2       11.3       42.5        0.0        9.6        0.0        0.0       22.0        6.4
 
Number of Traders in Each Category                                    Total Traders:        43
         5          4          .         12          6          5          7          4          0          5          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 26, 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   667,626
Positions
    31,777    128,326      5,895    314,820    138,238     73,261     59,902    138,346     14,142     18,025     27,818      5,116    144,688    136,484
 
Changes from:       October 19, 2010                                 Total Change is:   -27,903
     3,322    -27,301     -8,481    -11,621    -21,174      1,560    -20,273      5,199      6,693       -414      4,241        567        744     10,793
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       19.2        0.9       47.2       20.7       11.0        9.0       20.7        2.1        2.7        4.2        0.8       21.7       20.4
 
Number of Traders in Each Category                                    Total Traders:       152
        13         12          7         42         21         35         30         23         13          4          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 26, 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   238,885
Positions
         0     92,701      4,495    173,981          0      9,944      1,735     95,484        424      3,900          0          0     44,406     35,837
 
Changes from:       October 19, 2010                                 Total Change is:    -1,540
         0     -4,071      3,392     -4,612          0       -440      1,735        849        155          0          0          0     -1,770     -1,425
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       38.8        1.9       72.8        0.0        4.2        0.7       40.0        0.2        1.6        0.0        0.0       18.6       15.0
 
Number of Traders in Each Category                                    Total Traders:        49
         0          9          .         25          0         13          .         13          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 26, 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   725,063
Positions
    65,147     61,486      5,696    200,319    228,391     87,270    204,748     63,970     20,992     23,284    142,581      3,495    114,112    111,182
 
Changes from:       October 19, 2010                                 Total Change is:   -10,142
     2,639    -21,570        155      7,835     19,542     -4,905    -27,253     -4,161      6,736     -1,276     -5,200        319      5,608     -1,058
 
Percent of Open Interest Represented by Each Category of Trader
       9.0        8.5        0.8       27.6       31.5       12.0       28.2        8.8        2.9        3.2       19.7        0.5       15.7       15.3
 
Number of Traders in Each Category                                    Total Traders:       203
        14         24          7         36         41         38         36         27         17          5         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 26, 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 1,514,959
Positions
   104,888    305,726     52,694    510,689    311,374    172,247    193,305    283,066     37,360    132,731     30,221     13,371    297,674    308,900
 
Changes from:       October 19, 2010                                 Total Change is:   -82,797
    -6,562    -18,542     -3,871     -4,345      3,943     -1,258    -52,098    -51,390      5,828      2,831    -12,825      1,692    -25,014     -6,374
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       20.2        3.5       33.7       20.6       11.4       12.8       18.7        2.5        8.8        2.0        0.9       19.6       20.4
 
Number of Traders in Each Category                                    Total Traders:       274
        26         37         18         39         51         50         44         56         39         16          5          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 26, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,051,605
Positions
   133,364    151,918     12,371    167,092    376,223    129,324    322,442     69,510     13,407     59,127     43,394          0    214,478    255,458
 
Changes from:       October 19, 2010                                 Total Change is:     2,492
    55,581       -935    -14,074    -18,798     12,876     -3,243     -5,207    -10,154      1,431      1,196     -1,610          0    -14,394     18,201
 
Percent of Open Interest Represented by Each Category of Trader
      12.7       14.4        1.2       15.9       35.8       12.3       30.7        6.6        1.3        5.6        4.1        0.0       20.4       24.3
 
Number of Traders in Each Category                                    Total Traders:       161
        19         15          9         22         36         33         28         24         17          8          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 26, 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   613,027
Positions
   132,925    250,291    201,499      2,324        170      1,858    140,210     28,094     79,539     18,558      1,080        942     35,172     49,554
 
Changes from:       October 19, 2010                                 Total Change is:     5,775
     4,295     10,355     -3,084    -12,591          0          0      3,885     -1,360        408     13,941        339        -53     -1,026       -830
 
Percent of Open Interest Represented by Each Category of Trader
      21.7       40.8       32.9        0.4        0.0        0.3       22.9        4.6       13.0        3.0        0.2        0.2        5.7        8.1
 
Number of Traders in Each Category                                    Total Traders:       109
        27         27         39          .          .          .         27         17         30          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 26, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is 8,167,894
Positions
 1,727,744  2,873,861  1,597,322  1,015,017    502,100     55,214  1,379,467    551,350  1,047,274    217,652    435,689    158,116    970,088    946,968
 
Changes from:       October 19, 2010                                 Total Change is:   187,533
   -21,625     29,525     78,915     95,091     55,573    -37,626    -48,607      1,728      3,833      7,598    -22,098     61,522     48,432     16,161
 
Percent of Open Interest Represented by Each Category of Trader
      21.2       35.2       19.6       12.4        6.1        0.7       16.9        6.8       12.8        2.7        5.3        1.9       11.9       11.6
 
Number of Traders in Each Category                                    Total Traders:       251
        37         54         83         10          8         12         58         49         82          9         14         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 26, 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    14,445
Positions
     5,505      9,133      1,300        948        841         14      1,327      2,618        251      4,800        193          0        300         95
 
Changes from:       October 19, 2010                                 Total Change is:     1,932
     1,751      1,871          0        -20         27         -8         26       -158        193          0        -12          0        -10         19
 
Percent of Open Interest Represented by Each Category of Trader
      38.1       63.2        9.0        6.6        5.8        0.1        9.2       18.1        1.7       33.2        1.3        0.0        2.1        0.7
 
Number of Traders in Each Category                                    Total Traders:        34
         4          4          .          .          5          .          6          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 26, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    44,352
Positions
    37,994     28,488      2,259      1,628      1,367        136      2,046      5,842          0          0      6,030          0        289        230
 
Changes from:       October 19, 2010                                 Total Change is:     1,595
     1,415       -587        175          3         39         59         20      1,889          0          0        -31          0        -77         51
 
Percent of Open Interest Represented by Each Category of Trader
      85.7       64.2        5.1        3.7        3.1        0.3        4.6       13.2        0.0        0.0       13.6        0.0        0.7        0.5
 
Number of Traders in Each Category                                    Total Traders:        30
         4          5          .          .          .          .          4          8          0          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 26, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    38,585
Positions
    20,048      7,423        129        333        762        992      8,959     24,170        660      2,974      1,060          0      4,490      3,389
 
Changes from:       October 19, 2010                                 Total Change is:       840
     1,339       -401          0         64        -48         65       -556      1,081         30       -286        165          0        184        -52
 
Percent of Open Interest Represented by Each Category of Trader
      52.0       19.2        0.3        0.9        2.0        2.6       23.2       62.6        1.7        7.7        2.7        0.0       11.6        8.8
 
Number of Traders in Each Category                                    Total Traders:        85
        10          .          .          4          .          .         15         31          .         14          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 26, 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   128,289
Positions
    79,586     45,173     10,269        480        733      2,242      1,020     31,792     13,501        815      3,081      2,624     17,752     18,874
 
Changes from:       October 19, 2010                                 Total Change is:    -6,647
    -6,627        370     -1,066       -191         47       -481     -1,031     -8,267       -524         23       -662       -984      4,234      4,920
 
Percent of Open Interest Represented by Each Category of Trader
      62.0       35.2        8.0        0.4        0.6        1.7        0.8       24.8       10.5        0.6        2.4        2.0       13.8       14.7
 
Number of Traders in Each Category                                    Total Traders:        71
         .         14         12          .          .          4          4         32         21          5          4          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 26, 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    15,147
Positions
       482     13,385          3     11,123          0          0      2,261      1,027          0          0          0          0      1,278        732
 
Changes from:       October 19, 2010                                 Total Change is:       273
        -6         64          3         -5          0          0        222        302          0          0          0          0         59        -96
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       88.4        0.0       73.4        0.0        0.0       14.9        6.8        0.0        0.0        0.0        0.0        8.4        4.8
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          .          9          0          0          7          4          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated October 29, 2010