```
Traders in Financial Futures- Futures Only Positions as of December 21, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is    91,294
Positions
     1,733     53,399         10     10,223      7,216        104     31,293      6,500      1,315      7,963     10,000          0     38,653     12,750
 
Changes from:       December 14, 2010                                Total Change is:   -50,997
    -7,635    -17,508    -20,561       -645     -4,232         61     -5,831      1,257    -11,658     -1,470      2,518          0     -3,258       -874
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       58.5        0.0       11.2        7.9        0.1       34.3        7.1        1.4        8.7       11.0        0.0       42.3       14.0
 
Number of Traders in Each Category                                    Total Traders:        72
         .         17          .          4          4          .         22         10          .         11          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 21, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    44,704
Positions
     3,178     18,850         31      1,493      1,396        354     22,417     14,623         98        400          0          0     16,733      9,352
 
Changes from:       December 14, 2010                                Total Change is:     4,900
       789      2,708        -28       -284        527         24      3,372      2,788         98        400          0          0        529     -1,217
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       42.2        0.1        3.3        3.1        0.8       50.1       32.7        0.2        0.9        0.0        0.0       37.4       20.9
 
Number of Traders in Each Category                                    Total Traders:        48
         .         13          .          .          .          .         18          8          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 21, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is    69,207
Positions
    22,889      1,982      1,132      6,956     21,544      1,081     18,877     16,951         12        445      4,998          0     17,815     21,507
 
Changes from:       December 14, 2010                                Total Change is:     1,387
     1,397       -156       -231     -1,325     -1,127         36      1,633        326          0       -228         75          0        105      2,464
 
Percent of Open Interest Represented by Each Category of Trader
      33.1        2.9        1.6       10.1       31.1        1.6       27.3       24.5        0.0        0.6        7.2        0.0       25.7       31.1
 
Number of Traders in Each Category                                    Total Traders:        73
         9          5          .          4         14          5         18         18          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 21, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is    90,072
Positions
     6,595     30,802        913     32,396      5,757      1,478     26,660     18,025        143      2,900      3,807          0     18,987     29,147
 
Changes from:       December 14, 2010                                Total Change is:    -6,038
      -177     -6,716        604     -3,669        389        104     -3,515      1,218        143      1,580       -968          0     -1,108       -812
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       34.2        1.0       36.0        6.4        1.6       29.6       20.0        0.2        3.2        4.2        0.0       21.1       32.4
 
Number of Traders in Each Category                                    Total Traders:        88
         7         14          .         10          6          5         18         24          .          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 21, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   156,136
Positions
    44,217     18,739        942     22,569     22,281      2,886     22,249     52,260        259     14,856     10,871         38     48,120     47,860
 
Changes from:       December 14, 2010                                Total Change is:     9,355
     3,160      1,677        415       -947       -334        278      5,483      5,803         91        506      3,720          0        369     -2,295
 
Percent of Open Interest Represented by Each Category of Trader
      28.3       12.0        0.6       14.5       14.3        1.8       14.2       33.5        0.2        9.5        7.0        0.0       30.8       30.7
 
Number of Traders in Each Category                                    Total Traders:       144
        18         13          5         15         17         11         22         41          5          7         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 21, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   115,007
Positions
     5,028     86,687        401     10,659      3,494        207     67,197      7,314         19        812      4,801          0     30,684     12,084
 
Changes from:       December 14, 2010                                Total Change is:     1,423
       606     -1,131        -10     -7,460        104         53      7,269     -1,897         19          0      3,594          0        946        691
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       75.4        0.3        9.3        3.0        0.2       58.4        6.4        0.0        0.7        4.2        0.0       26.7       10.5
 
Number of Traders in Each Category                                    Total Traders:        66
         5         10          .          4          4          .         27         11          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 21, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   116,332
Positions
     3,293     95,438        167     18,225          0        145     85,371     15,014         90      2,637      4,140          0      6,404      1,338
 
Changes from:       December 14, 2010                                Total Change is:      -462
       355      2,315          0     -1,639          0        145        709     -3,113          0        290          0          0       -322        191
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       82.0        0.1       15.7        0.0        0.1       73.4       12.9        0.1        2.3        3.6        0.0        5.5        1.2
 
Number of Traders in Each Category                                    Total Traders:        93
         6         11          .         10          0          .         41         14          .          6          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 21, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    25,081
Positions
     4,359     12,303          1        501          0          0     17,195      7,059          0        874      4,377          0      2,151      1,341
 
Changes from:       December 14, 2010                                Total Change is:       571
     2,342     -1,499          0          0          0          0     -1,999     -2,346          0        288      4,034          0        -60        382
 
Percent of Open Interest Represented by Each Category of Trader
      17.4       49.1        0.0        2.0        0.0        0.0       68.6       28.1        0.0        3.5       17.5        0.0        8.6        5.3
 
Number of Traders in Each Category                                    Total Traders:        39
         5          6          .          .          0          0         11         10          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 21, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    36,880
Positions
    14,186     20,296        567      3,233      3,537        539     11,916      7,936         67        203        657          0      6,172      3,284
 
Changes from:       December 14, 2010                                Total Change is:   -10,753
    -3,101     -1,584     -2,171       -392        576         93     -2,319     -3,444     -1,116       -335         89          0     -1,414     -3,197
 
Percent of Open Interest Represented by Each Category of Trader
      38.5       55.0        1.5        8.8        9.6        1.5       32.3       21.5        0.2        0.5        1.8        0.0       16.7        8.9
 
Number of Traders in Each Category                                    Total Traders:        83
        12         16          .          5          6          .         26         14          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 21, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is    73,760
Positions
    28,372     40,592      1,133      6,465      7,074      1,077     23,831     15,871        133        405      1,313          0     12,344      6,567
 
Changes from:       December 14, 2010                                Total Change is:   -21,505
    -6,202     -3,168     -4,341       -783      1,152        186     -4,637     -6,887     -2,231       -669        177          0     -2,828     -6,393
 
Percent of Open Interest Represented by Each Category of Trader
      38.5       55.0        1.5        8.8        9.6        1.5       32.3       21.5        0.2        0.5        1.8        0.0       16.7        8.9
 
Number of Traders in Each Category                                    Total Traders:        83
        12         16          .          5          6          .         26         14          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 21, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   758,336
Positions
    34,788    304,750     20,323    415,424    121,564     55,059     79,919    137,552     12,430     18,754     20,678        280    121,359     85,699
 
Changes from:       December 14, 2010                                Total Change is:  -351,138
   -16,147    -29,772   -152,310    -10,969     -1,471     -9,940    -27,881    -16,798    -79,424        255     -6,172    -13,188    -41,535    -42,063
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       40.2        2.7       54.8       16.0        7.3       10.5       18.1        1.6        2.5        2.7        0.0       16.0       11.3
 
Number of Traders in Each Category                                    Total Traders:       492
        29         50         17        115         54         57         80        128         43         20         16          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 21, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   271,164
Positions
     7,295    151,711      1,899    147,716     36,693      6,243     20,302     26,823      1,990      7,412      7,171        122     78,185     38,512
 
Changes from:       December 14, 2010                                Total Change is:  -160,076
   -40,676    -62,962    -39,072      4,015     -4,828     -1,939    -49,948    -18,354     -5,676     -1,642        -59     -6,957    -18,181    -20,229
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       55.9        0.7       54.5       13.5        2.3        7.5        9.9        0.7        2.7        2.6        0.0       28.8       14.2
 
Number of Traders in Each Category                                    Total Traders:       117
         5         21          4         33         13         10         10         28          7          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 21, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,435,858
Positions
   157,503    785,235     72,083  1,349,160    434,975    233,459    326,030    581,587     24,255     56,709     67,537        791    215,868    235,936
 
Changes from:       December 14, 2010                                Total Change is:  -955,308
   -47,603     -4,297   -395,939    -88,821      2,882    -26,103   -198,896   -301,454    -59,508     -8,401    -48,449    -13,268   -116,769   -109,172
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       32.2        3.0       55.4       17.9        9.6       13.4       23.9        1.0        2.3        2.8        0.0        8.9        9.7
 
Number of Traders in Each Category                                    Total Traders:       451
        31         45         11         94         49         51         80        120         32         17         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 21, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    98,509
Positions
    19,227     29,472        771     48,084     33,618      5,069     12,318     26,315        227      1,805          0          0     11,008      3,037
 
Changes from:       December 14, 2010                                Total Change is:   -25,737
     3,848        290    -24,507     -1,229       -707       -845     -2,081        640       -212       -187          0          0       -524       -396
 
Percent of Open Interest Represented by Each Category of Trader
      19.5       29.9        0.8       48.8       34.1        5.1       12.5       26.7        0.2        1.8        0.0        0.0       11.2        3.1
 
Number of Traders in Each Category                                    Total Traders:        86
         4          8          .         31         12         11         14         13          .          4          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 21, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    66,711
Positions
     5,771     42,520      1,932     21,105      7,606      2,216     27,541      8,486        290      2,678        712         21      5,158      2,928
 
Changes from:       December 14, 2010                                Total Change is:   -67,780
    -9,404     -2,600    -31,239     -1,190     -4,023       -632        597     -3,005    -16,962         22     -2,850       -162     -8,811     -6,307
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       63.7        2.9       31.6       11.4        3.3       41.3       12.7        0.4        4.0        1.1        0.0        7.7        4.4
 
Number of Traders in Each Category                                    Total Traders:       219
        18         29          .         39         14         11         61         35          7         17          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 21, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   333,555
Positions
    28,855    212,601      9,660    105,524     38,031     11,081    137,704     42,432      1,449     13,389      3,558        105     25,788     14,638
 
Changes from:       December 14, 2010                                Total Change is:  -187,192
   -68,592     15,258    -72,610     -5,951    -18,715        340     -5,837    -54,909    -22,429      1,177     -9,806       -809    -12,481    -23,512
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       63.7        2.9       31.6       11.4        3.3       41.3       12.7        0.4        4.0        1.1        0.0        7.7        4.4
 
Number of Traders in Each Category                                    Total Traders:       219
        18         29          .         39         14         11         61         35          7         17          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 21, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   312,016
Positions
    78,703     44,410     14,872    124,511    113,764     19,317     49,695     93,238      5,240      1,156      7,254          0     18,522     13,921
 
Changes from:       December 14, 2010                                Total Change is:  -108,493
   -62,553    -40,646    -12,505     -3,995    -14,231       -799     -9,265    -17,343    -14,218       -125     -3,623     -2,944     -2,089     -2,184
 
Percent of Open Interest Represented by Each Category of Trader
      25.2       14.2        4.8       39.9       36.5        6.2       15.9       29.9        1.7        0.4        2.3        0.0        5.9        4.5
 
Number of Traders in Each Category                                    Total Traders:       232
        15         19          .         54         38         21         39         53         13          .         11          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 21, 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    39,299
Positions
     8,941      4,374        150     13,084        343         25      3,008     13,439          2      3,276        623          0     10,813     20,343
 
Changes from:       December 14, 2010                                Total Change is:     1,888
       553     -1,122         14         58          0          0        269        801          0        864          0          0        130      2,195
 
Percent of Open Interest Represented by Each Category of Trader
      22.8       11.1        0.4       33.3        0.9        0.1        7.7       34.2        0.0        8.3        1.6        0.0       27.5       51.8
 
Number of Traders in Each Category                                    Total Traders:        50
        12          4          .         10          .          .          6         12          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 21, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    46,453
Positions
    10,358     10,598      1,773     12,208      6,454        655     10,248      3,777        333        915      3,970          0      9,963     18,893
 
Changes from:       December 14, 2010                                Total Change is:    -1,699
    -1,178        335      1,118       -580        -26          0        625        -50         89          0          0          0     -1,773     -3,165
 
Percent of Open Interest Represented by Each Category of Trader
      22.3       22.8        3.8       26.3       13.9        1.4       22.1        8.1        0.7        2.0        8.5        0.0       21.4       40.7
 
Number of Traders in Each Category                                    Total Traders:        47
        13          8          4          8          .          .         10          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 21, 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    27,695
Positions
       219      4,016         85     14,887     12,277      3,978      3,742      5,532          0      1,003          0          0      3,781      1,807
 
Changes from:       December 14, 2010                                Total Change is:    -5,546
      -283     -1,831     -3,008     -1,995         11        -56        960        921     -1,076        247          0       -247        -88       -260
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       14.5        0.3       53.8       44.3       14.4       13.5       20.0        0.0        3.6        0.0        0.0       13.7        6.5
 
Number of Traders in Each Category                                    Total Traders:        44
         .          .          .         16         15          8          4          4          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 21, 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    38,318
Positions
     4,070     16,183        221     15,907      5,431        669      5,388     13,968          0      4,905          0          0      7,158      1,846
 
Changes from:       December 14, 2010                                Total Change is:    -8,313
       195      2,603     -3,390        292        223       -100        242     -2,315       -262       -587          0          0     -4,703     -5,072
 
Percent of Open Interest Represented by Each Category of Trader
      10.6       42.2        0.6       41.5       14.2        1.7       14.1       36.5        0.0       12.8        0.0        0.0       18.7        4.8
 
Number of Traders in Each Category                                    Total Traders:        49
         4          7          .         13          8          5          7          4          0          6          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 21, 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   537,120
Positions
    24,104     64,694      9,816    289,043    142,888     48,604     27,409     94,494      7,186     21,537     30,241         50    109,371    139,147
 
Changes from:       December 14, 2010                                Total Change is:   -42,142
    -4,383    -24,931     -2,149      2,641       -303       -972    -24,724    -14,454     -4,174       -241      2,995          0     -8,140      1,846
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       12.0        1.8       53.8       26.6        9.0        5.1       17.6        1.3        4.0        5.6        0.0       20.4       25.9
 
Number of Traders in Each Category                                    Total Traders:       137
         9         11          6         40         21         31         16         29         10          4          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 21, 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   305,268
Positions
       581    126,789      1,361    230,768      2,035     14,017          0    115,523        472          0      1,953          0     58,069     43,118
 
Changes from:       December 14, 2010                                Total Change is:     2,012
       581     11,644     -3,312      5,383        505         20          0     -4,963       -470          0          0          0       -190     -1,412
 
Percent of Open Interest Represented by Each Category of Trader
       0.2       41.5        0.4       75.6        0.7        4.6        0.0       37.8        0.2        0.0        0.6        0.0       19.0       14.1
 
Number of Traders in Each Category                                    Total Traders:        53
         .         11          .         27          .         12          0         12          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 21, 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   683,291
Positions
    43,141     83,110      4,560    322,891    251,839     65,416    113,834     79,848     27,017     29,864     55,952      1,328     75,240    114,221
 
Changes from:       December 14, 2010                                Total Change is:    27,375
       617     15,599     -1,825      5,235      1,000      1,742     13,631     24,202     -7,888     21,807    -10,428     -1,927     -4,017      6,900
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       12.2        0.7       47.3       36.9        9.6       16.7       11.7        4.0        4.4        8.2        0.2       11.0       16.7
 
Number of Traders in Each Category                                    Total Traders:       178
        12         23         10         35         35         34         26         27         15          6         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 21, 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 1,355,794
Positions
   162,996    207,047     19,364    467,986    359,171    187,471    167,251    232,342     20,685     84,077     21,928      7,711    238,253    300,075
 
Changes from:       December 14, 2010                                Total Change is:     5,061
    21,287    -44,130     -9,891     15,993      2,814     14,232     -1,517     51,380     -6,565      3,794        771        -80    -32,192     -3,470
 
Percent of Open Interest Represented by Each Category of Trader
      12.0       15.3        1.4       34.5       26.5       13.8       12.3       17.1        1.5        6.2        1.6        0.6       17.6       22.1
 
Number of Traders in Each Category                                    Total Traders:       246
        32         30         11         34         49         44         44         39         22         11          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 21, 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 1,034,039
Positions
    53,839    107,563     21,049    205,760    378,453    142,473    353,056     83,098     20,348     70,031     54,124      2,178    165,305    224,753
 
Changes from:       December 14, 2010                                Total Change is:    28,226
    16,313      8,125     12,243    -10,802     19,957    -10,928     32,551      9,991     -1,529     18,873      1,874        415    -28,910    -11,922
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       10.4        2.0       19.9       36.6       13.8       34.1        8.0        2.0        6.8        5.2        0.2       16.0       21.7
 
Number of Traders in Each Category                                    Total Traders:       173
        17         23         15         24         35         31         29         27         13          9          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 21, 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   574,405
Positions
   104,892    231,102    206,467      3,821      1,844      1,153    143,930     18,657     56,777     26,678     15,703      2,793     27,894     39,909
 
Changes from:       December 14, 2010                                Total Change is:    11,870
     6,903      9,940      6,450          0        764          0      2,382       -404      1,026     -1,790      2,500         44     -3,145     -8,450
 
Percent of Open Interest Represented by Each Category of Trader
      18.3       40.2       35.9        0.7        0.3        0.2       25.1        3.2        9.9        4.6        2.7        0.5        4.9        6.9
 
Number of Traders in Each Category                                    Total Traders:       104
        26         26         36          .          .          .         23         14         27          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 21, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is 7,063,589
Positions
 1,901,748  2,689,824  1,345,086  1,376,783    425,188     88,949    594,570    458,837    813,107    104,646    282,871     90,314    748,386    869,413
 
Changes from:       December 14, 2010                                Total Change is:      -477
   -93,792   -104,238     45,485     54,914      9,366      8,996      2,925     -3,899    -25,326      7,898        201         76     -1,653     68,862
 
Percent of Open Interest Represented by Each Category of Trader
      26.9       38.1       19.0       19.5        6.0        1.3        8.4        6.5       11.5        1.5        4.0        1.3       10.6       12.3
 
Number of Traders in Each Category                                    Total Traders:       219
        36         45         76          7         10          8         45         45         73         10         11         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 21, 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    13,867
Positions
     5,946      6,736         90      1,018      1,115        126      1,828      5,103          0      4,800        478          0         59        219
 
Changes from:       December 14, 2010                                Total Change is:     1,033
     1,062        143         90        -59         67         29         38        849          0          0       -106          0       -127        -39
 
Percent of Open Interest Represented by Each Category of Trader
      42.9       48.6        0.6        7.3        8.0        0.9       13.2       36.8        0.0       34.6        3.4        0.0        0.4        1.6
 
Number of Traders in Each Category                                    Total Traders:        32
         4          4          .          .          6          .          .         10          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 21, 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    38,980
Positions
    33,189     20,833          0      2,000      1,497         56      3,256     10,836          0          0      5,473          0        479        285
 
Changes from:       December 14, 2010                                Total Change is:    -1,108
    -1,405       -634          0       -118         31         -3         72       -450          0          0        -30          0        346        -22
 
Percent of Open Interest Represented by Each Category of Trader
      85.1       53.4        0.0        5.1        3.8        0.1        8.4       27.8        0.0        0.0       14.0        0.0        1.2        0.7
 
Number of Traders in Each Category                                    Total Traders:        29
         4          5          0          .          4          .          4          6          0          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 21, 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    27,089
Positions
    11,778      4,477          0      1,306        376        735      6,852     17,719        544        900      1,052          2      4,972      2,184
 
Changes from:       December 14, 2010                                Total Change is:     1,887
      -148        -50          0        280         30        -66      1,124      2,824       -305       -284       -535          2      1,284        -13
 
Percent of Open Interest Represented by Each Category of Trader
      43.5       16.5        0.0        4.8        1.4        2.7       25.3       65.4        2.0        3.3        3.9        0.0       18.4        8.1
 
Number of Traders in Each Category                                    Total Traders:        68
         4          5          0          5          .          .         19         21          4          7          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 21, 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   155,998
Positions
    56,506     24,427     38,759      4,881        261      3,706      3,021     40,352     22,597      1,771      3,083      3,225     21,532     19,588
 
Changes from:       December 14, 2010                                Total Change is:     4,495
    -2,984     -5,420      5,002     -1,978         39     -2,123      1,214        198         32        162          0       -791      5,961      7,558
 
Percent of Open Interest Represented by Each Category of Trader
      36.2       15.7       24.8        3.1        0.2        2.4        1.9       25.9       14.5        1.1        2.0        2.1       13.8       12.6
 
Number of Traders in Each Category                                    Total Traders:        86
         6         13         16          6          .          6         13         29         26          5          5          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated December 27, 2010