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Traders in Financial Futures- Futures Only Positions as of December 7, 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   114,999
Positions
     9,438     64,527      3,977     11,557     10,078         43     40,063     11,263      2,917      7,158      6,004          0     39,846     16,190
 
Changes from:       November 30, 2010                                Total Change is:    14,754
         7      8,353      2,196        456       -947          1     11,085      3,254        211        -21      2,017          0        819       -331
 
Percent of Open Interest Represented by Each Category of Trader
       8.2       56.1        3.5       10.0        8.8        0.0       34.8        9.8        2.5        6.2        5.2        0.0       34.6       14.1
 
Number of Traders in Each Category                                    Total Traders:        77
         6         16          6          4          .          .         28          9          .         10          .          0
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Traders in Financial Futures- Futures Only Positions as of December 7, 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    42,914
Positions
     7,199     19,692      1,825      1,801        884        315     16,794     10,606          5          0        500          0     14,975      9,087
 
Changes from:       November 30, 2010                                Total Change is:      -686
       169      1,144       -190       -454        -33         28        642       -438       -157          0          0          0       -724     -1,040
 
Percent of Open Interest Represented by Each Category of Trader
      16.8       45.9        4.3        4.2        2.1        0.7       39.1       24.7        0.0        0.0        1.2        0.0       34.9       21.2
 
Number of Traders in Each Category                                    Total Traders:        42
         6          9          .          .          .          .         14          8          .          0          .          0
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Traders in Financial Futures- Futures Only Positions as of December 7, 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    86,269
Positions
    23,110      5,424     10,013      8,413     21,760      1,019     22,009     19,666      1,791      1,746      5,467          0     18,168     21,129
 
Changes from:       November 30, 2010                                Total Change is:       682
       751     -5,139      7,082     -2,338      1,093         -1     -4,363      1,576        940       -424     -4,800          0       -965        -69
 
Percent of Open Interest Represented by Each Category of Trader
      26.8        6.3       11.6        9.8       25.2        1.2       25.5       22.8        2.1        2.0        6.3        0.0       21.1       24.5
 
Number of Traders in Each Category                                    Total Traders:        84
        11         10          9          4         13          5         17         22         10          .          4          0
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Traders in Financial Futures- Futures Only Positions as of December 7, 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   132,233
Positions
    16,265     61,091      7,515     34,325      5,954      1,389     24,070     18,531      1,443     18,758      3,377          0     28,468     32,933
 
Changes from:       November 30, 2010                                Total Change is:      -836
       120     -5,122      2,735       -326        418        302     -7,791     -1,499        409        -93       -411          0      3,808      2,332
 
Percent of Open Interest Represented by Each Category of Trader
      12.3       46.2        5.7       26.0        4.5        1.1       18.2       14.0        1.1       14.2        2.6        0.0       21.5       24.9
 
Number of Traders in Each Category                                    Total Traders:        93
        11         16          7         11          6          5         22         19          4          .          6          0
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Traders in Financial Futures- Futures Only Positions as of December 7, 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   198,099
Positions
    69,985     38,057     18,251     23,303     22,315      2,632     17,486     49,899      5,896     12,960      6,272        485     47,101     54,292
 
Changes from:       November 30, 2010                                Total Change is:    -5,831
     5,112    -17,803     13,499     -2,803        636       -523    -13,978       -110      2,303       -872     -7,705        278     -8,847      3,594
 
Percent of Open Interest Represented by Each Category of Trader
      35.3       19.2        9.2       11.8       11.3        1.3        8.8       25.2        3.0        6.5        3.2        0.2       23.8       27.4
 
Number of Traders in Each Category                                    Total Traders:       147
        21         16         13         14         15         10         19         45         12          8          9          4
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Traders in Financial Futures- Futures Only Positions as of December 7, 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   127,012
Positions
    11,247     86,726     14,427     18,278      2,783        154     48,536      4,517      2,554        813      2,037          0     31,003     13,814
 
Changes from:       November 30, 2010                                Total Change is:     9,710
   -10,161      8,625      9,528       -581        -43          0     10,202     -8,339      1,834     -1,457         78        -13        358     -1,960
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       68.3       11.4       14.4        2.2        0.1       38.2        3.6        2.0        0.6        1.6        0.0       24.4       10.9
 
Number of Traders in Each Category                                    Total Traders:        65
         8         14          8          4          .          .         24          7          4          .          .          0
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Traders in Financial Futures- Futures Only Positions as of December 7, 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    51,528
Positions
    10,009     28,190     10,809          0          0          0     17,095      8,963      2,831      1,255          0          0      9,529        735
 
Changes from:       November 30, 2010                                Total Change is:     8,127
     2,417      4,323       -377          0          0          0      2,578      1,715      2,204          0         -5       -137      1,442        404
 
Percent of Open Interest Represented by Each Category of Trader
      19.4       54.7       21.0        0.0        0.0        0.0       33.2       17.4        5.5        2.4        0.0        0.0       18.5        1.4
 
Number of Traders in Each Category                                    Total Traders:        22
         5         10         11          0          0          0          4          .          .          .          0          0
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Traders in Financial Futures- Futures Only Positions as of December 7, 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   143,823
Positions
    13,194    100,594      7,483     22,069        150          0     78,447      6,468     13,148      2,045     13,618        203      7,234      2,159
 
Changes from:       November 30, 2010                                Total Change is:     9,205
     4,750    -10,726      7,091        244          0          0    -16,890      2,653     12,434        229     -2,697        203      1,144        247
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       69.9        5.2       15.3        0.1        0.0       54.5        4.5        9.1        1.4        9.5        0.1        5.0        1.5
 
Number of Traders in Each Category                                    Total Traders:        98
         7         15          4          8          .          0         38         14          5          5          7          .
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Traders in Financial Futures- Futures Only Positions as of December 7, 2010                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    27,595
Positions
     2,137     19,926        689        460          0          0     20,475      5,104         28        586        376          0      3,220      1,472
 
Changes from:       November 30, 2010                                Total Change is:        20
       227        -96        594        335          0          0     -1,092       -968         28          0        226          0        -72        236
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       72.2        2.5        1.7        0.0        0.0       74.2       18.5        0.1        2.1        1.4        0.0       11.7        5.3
 
Number of Traders in Each Category                                    Total Traders:        40
         5         11          5          .          0          0         12          7          .          .          .          0
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Traders in Financial Futures- Futures Only Positions as of December 7, 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    48,189
Positions
    18,293     25,530        911      3,593      3,204        363     17,261     11,768        809        385        367          1      6,575      5,238
 
Changes from:       November 30, 2010                                Total Change is:      -405
    -3,719      1,810        410        310       -732          4      2,512     -1,032        382       -130       -473         -7       -167       -767
 
Percent of Open Interest Represented by Each Category of Trader
      38.0       53.0        1.9        7.5        6.6        0.8       35.8       24.4        1.7        0.8        0.8        0.0       13.6       10.9
 
Number of Traders in Each Category                                    Total Traders:        97
        14         18          .          6          7          .         34         13         11          .          .          .
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Traders in Financial Futures- Futures Only Positions as of December 7, 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    96,378
Positions
    36,586     51,060      1,821      7,185      6,407        725     34,521     23,535      1,618        770        734          2     13,150     10,476
 
Changes from:       November 30, 2010                                Total Change is:      -810
    -7,438      3,619        820        620     -1,463          8      5,023     -2,064        764       -260       -946        -14       -333     -1,534
 
Percent of Open Interest Represented by Each Category of Trader
      38.0       53.0        1.9        7.5        6.6        0.8       35.8       24.4        1.7        0.8        0.8        0.0       13.6       10.9
 
Number of Traders in Each Category                                    Total Traders:        97
        14         18          .          6          7          .         34         13         11          .          .          .
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Traders in Financial Futures- Futures Only Positions as of December 7, 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   980,643
Positions
    50,378    321,642     89,291    419,867    127,102     62,464    102,794    159,509     77,631     17,376     24,840     10,638    150,204    107,526
 
Changes from:       November 30, 2010                                Total Change is:    39,500
     6,487     21,894      4,215     -3,815    -14,468     -3,659      2,080      8,018     13,252        807        778      5,992     14,140      3,478
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       32.8        9.1       42.8       13.0        6.4       10.5       16.3        7.9        1.8        2.5        1.1       15.3       11.0
 
Number of Traders in Each Category                                    Total Traders:       550
        37         46         28        121         58         65        111        134         76         26         17          8
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Traders in Financial Futures- Futures Only Positions as of December 7, 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   384,778
Positions
    48,705    216,176     13,813    141,777     44,288      6,448     62,822     42,554      3,966      8,941      7,419      5,953     92,353     44,161
 
Changes from:       November 30, 2010                                Total Change is:    20,134
     4,420     13,714       -794     -2,995     -3,033       -776      6,073      1,641      2,114      2,851        788      1,935      7,306      4,545
 
Percent of Open Interest Represented by Each Category of Trader
      12.7       56.2        3.6       36.8       11.5        1.7       16.3       11.1        1.0        2.3        1.9        1.5       24.0       11.5
 
Number of Traders in Each Category                                    Total Traders:       137
        11         26         10         30         15         13         18         29         10          5          .          .
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Traders in Financial Futures- Futures Only Positions as of December 7, 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 2,979,326
Positions
   208,741    727,705    177,012  1,417,364    440,981    253,169    503,360    888,275     64,826     59,928    104,860      5,672    289,254    316,826
 
Changes from:       November 30, 2010                                Total Change is:    96,831
    23,960     54,525     11,421     -6,841    -59,918    -11,672     18,767     70,614     16,958      7,534     17,706      2,532     34,172     -5,335
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       24.4        5.9       47.6       14.8        8.5       16.9       29.8        2.2        2.0        3.5        0.2        9.7       10.6
 
Number of Traders in Each Category                                    Total Traders:       503
        35         41         16        100         52         57        108        129         56         23         15          5
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Traders in Financial Futures- Futures Only Positions as of December 7, 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   108,340
Positions
    15,870     28,426     11,520     48,821     35,033      4,999     14,882     24,821        327      1,697          0          0     10,224      3,214
 
Changes from:       November 30, 2010                                Total Change is:       768
    -1,742      1,242      1,649        917     -3,684        296      1,277      1,759       -739        -62          0          0       -828        245
 
Percent of Open Interest Represented by Each Category of Trader
      14.6       26.2       10.6       45.1       32.3        4.6       13.7       22.9        0.3        1.6        0.0        0.0        9.4        3.0
 
Number of Traders in Each Category                                    Total Traders:        92
         6          8          .         35         12         11         16         11          .          4          0          0
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Traders in Financial Futures- Futures Only Positions as of December 7, 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   110,065
Positions
    14,914     41,690     18,335     22,330     15,996      2,260     26,019      9,097     12,201      2,233      4,248         19     11,753      6,220
 
Changes from:       November 30, 2010                                Total Change is:     3,017
       554      4,297        817      1,347       -366       -331       -810     -1,003        216         15       -170          0      1,209       -443
 
Percent of Open Interest Represented by Each Category of Trader
      13.6       37.9       16.7       20.3       14.5        2.1       23.6        8.3       11.1        2.0        3.9        0.0       10.7        5.7
 
Number of Traders in Each Category                                    Total Traders:       244
        22         31         13         40         16          9         74         33         21         15         12          .
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Traders in Financial Futures- Futures Only Positions as of December 7, 2010                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    27,544
Positions
    11,296     20,351        644        225        280          0      8,777      4,404          0        492        889          0      6,110        976
 
Changes from:       November 30, 2010                                Total Change is:       897
       345        952          6         15          0          0        857         33          0          0          0          0       -326        -94
 
Percent of Open Interest Represented by Each Category of Trader
      41.0       73.9        2.3        0.8        1.0        0.0       31.9       16.0        0.0        1.8        3.2        0.0       22.2        3.5
 
Number of Traders in Each Category                                    Total Traders:        31
         7         11          .          .          .          0          4          5          0          .          .          0
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Traders in Financial Futures- Futures Only Positions as of December 7, 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 (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   412,606
Positions
    97,656    186,260      8,891    110,524     78,579     11,301    143,571     80,822      3,644      8,707     16,796         95     28,217     26,218
 
Changes from:       November 30, 2010                                Total Change is:    10,599
     3,944     19,628      1,156      6,659     -1,831     -1,656     -3,336       -181     -3,919         76       -852          0      7,675     -1,746
 
Percent of Open Interest Represented by Each Category of Trader
      23.7       45.1        2.2       26.8       19.0        2.7       34.8       19.6        0.9        2.1        4.1        0.0        6.8        6.4
 
Number of Traders in Each Category                                    Total Traders:       238
        22         27          7         40         15          9         74         34         15         14         12          .
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Traders in Financial Futures- Futures Only Positions as of December 7, 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   404,710
Positions
   157,233     75,014     12,181    126,936    144,274     19,077     63,638    116,988      6,328      1,279     14,986          0     18,038     15,862
 
Changes from:       November 30, 2010                                Total Change is:     4,190
    -2,899      1,612      4,767      7,021     -2,394     -2,843     -3,728       -443      1,430         19       -476          0        423      2,537
 
Percent of Open Interest Represented by Each Category of Trader
      38.9       18.5        3.0       31.4       35.6        4.7       15.7       28.9        1.6        0.3        3.7        0.0        4.5        3.9
 
Number of Traders in Each Category                                    Total Traders:       257
        18         21          4         56         40         21         42         65         19          4         11          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 7, 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    63,587
Positions
    14,276      9,382      5,108     13,718        451         25      2,106     14,032        861      1,595        623          0     25,898     33,105
 
Changes from:       November 30, 2010                                Total Change is:    17,991
     1,285      1,667      3,761       -654       -278        -48       -418     -1,678        843       -843          0          0     14,065     13,724
 
Percent of Open Interest Represented by Each Category of Trader
      22.5       14.8        8.0       21.6        0.7        0.0        3.3       22.1        1.4        2.5        1.0        0.0       40.7       52.1
 
Number of Traders in Each Category                                    Total Traders:        57
        14         11          9         10          .          .          5         11          5          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 7, 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    59,504
Positions
    12,979     22,756      6,699      7,577      1,531        655     11,303      5,871      2,337        915        325          0     17,039     19,330
 
Changes from:       November 30, 2010                                Total Change is:     6,483
     2,334     -6,004      3,088      1,651       -291        236     -3,897      1,588        785       -525        100          0      2,811      6,981
 
Percent of Open Interest Represented by Each Category of Trader
      21.8       38.2       11.3       12.7        2.6        1.1       19.0        9.9        3.9        1.5        0.5        0.0       28.6       32.5
 
Number of Traders in Each Category                                    Total Traders:        57
        11         18          6          7          .          .          9          9          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 7, 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    28,966
Positions
       337      4,432          0     16,967     13,599      3,932      2,327      4,766          0      1,250          0          0      4,153      2,237
 
Changes from:       November 30, 2010                                Total Change is:       -47
       337      2,322          0       -324     -3,020        149       -416         72          0        755          0          0       -548        430
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       15.3        0.0       58.6       46.9       13.6        8.0       16.5        0.0        4.3        0.0        0.0       14.3        7.7
 
Number of Traders in Each Category                                    Total Traders:        43
         .          .          0         16         15          8          .          5          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 7, 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    39,484
Positions
     2,287     13,986        667     15,965      5,493        642      7,988     16,899         19      4,606          0         10      7,300      1,768
 
Changes from:       November 30, 2010                                Total Change is:     1,972
      -748         59        550        453         35         12        802      1,362          0        219          0         10        674        -56
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       35.4        1.7       40.4       13.9        1.6       20.2       42.8        0.0       11.7        0.0        0.0       18.5        4.5
 
Number of Traders in Each Category                                    Total Traders:        53
         4          6          .         13          8          5         11          4          .          7          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 7, 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   593,469
Positions
    22,633     95,826     33,057    282,853    149,633     47,902     54,970     96,759      8,441     26,008     19,436        200    117,405    142,215
 
Changes from:       November 30, 2010                                Total Change is:   -41,192
     1,180     -1,387    -20,892    -14,176     -1,692      7,250      8,173    -13,335     -7,438      3,723     -5,379        150    -19,162      1,531
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       16.1        5.6       47.7       25.2        8.1        9.3       16.3        1.4        4.4        3.3        0.0       19.8       24.0
 
Number of Traders in Each Category                                    Total Traders:       142
        10         13          9         39         25         29         19         25         13          6          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 7, 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   315,259
Positions
         0    118,500     14,944    224,774          0     13,323          0    121,705      1,054          0      1,953          0     61,164     43,780
 
Changes from:       November 30, 2010                                Total Change is:   -17,446
         0       -858    -18,119     -2,409          0        759          0      2,379        698          0      1,953          0      1,625     -4,258
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       37.6        4.7       71.3        0.0        4.2        0.0       38.6        0.3        0.0        0.6        0.0       19.4       13.9
 
Number of Traders in Each Category                                    Total Traders:        48
         0         10          4         25          0         11          0         12          4          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 7, 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   664,692
Positions
    42,162     55,048     11,421    277,124    245,379     66,382    110,772     62,390     40,041     12,197     80,729      1,954    102,639    101,348
 
Changes from:       November 30, 2010                                Total Change is:   -14,076
    -2,864      1,504     -2,134     -8,392      6,627     -3,373     12,606    -15,996      4,380    -13,853        505     -1,543      1,097     -4,046
 
Percent of Open Interest Represented by Each Category of Trader
       6.3        8.3        1.7       41.7       36.9       10.0       16.7        9.4        6.0        1.8       12.1        0.3       15.4       15.2
 
Number of Traders in Each Category                                    Total Traders:       172
        11         22         12         32         35         32         28         24         18          4         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 7, 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 1,318,394
Positions
   130,848    222,194     38,591    483,894    383,953    137,929    133,604    146,932     34,255     80,759     23,711      8,484    270,030    322,345
 
Changes from:       November 30, 2010                                Total Change is:   -34,658
    14,477     19,319    -39,278     14,090     50,563     -4,383     25,822    -37,398    -19,989      8,088     -5,802        873    -34,358      1,437
 
Percent of Open Interest Represented by Each Category of Trader
       9.9       16.9        2.9       36.7       29.1       10.5       10.1       11.1        2.6        6.1        1.8        0.6       20.5       24.4
 
Number of Traders in Each Category                                    Total Traders:       243
        34         24         15         38         46         46         40         42         28         14          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 7, 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 1,012,186
Positions
    33,737    116,135     16,914    289,620    364,650    142,495    270,233     60,214     24,302     43,414     45,201          0    191,471    242,275
 
Changes from:       November 30, 2010                                Total Change is:   -24,520
    -5,763      5,654    -13,121     57,193     10,668    -14,492    -38,616     -1,043     -6,455        629     -6,453     -2,664     -1,231      3,386
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       11.5        1.7       28.6       36.0       14.1       26.7        5.9        2.4        4.3        4.5        0.0       18.9       23.9
 
Number of Traders in Each Category                                    Total Traders:       157
        15         18         12         21         38         32         25         24         15          7          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 7, 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   543,323
Positions
   100,284    206,322    194,729      3,400         80      1,303    132,349     21,035     54,937     22,593     12,938      2,167     31,561     49,812
 
Changes from:       November 30, 2010                                Total Change is:   -83,383
    -5,562    -27,493    -35,463        400     -1,122        350    -24,978     -2,952    -14,364      2,119      2,500       -376     -5,509     -4,463
 
Percent of Open Interest Represented by Each Category of Trader
      18.5       38.0       35.8        0.6        0.0        0.2       24.4        3.9       10.1        4.2        2.4        0.4        5.8        9.2
 
Number of Traders in Each Category                                    Total Traders:        98
        28         22         35          .          .          .         25         12         26          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 7, 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 8,170,084
Positions
 2,070,670  2,948,696  1,640,960  1,328,169    390,121    102,266    931,664    633,006  1,051,864     86,099    409,083    114,814    843,578    879,274
 
Changes from:       November 30, 2010                                Total Change is:    86,494
  -105,299    153,587     32,094     31,291    -58,290     32,857    297,847    -15,229    -49,245   -153,109      8,481     -9,636      9,694     -8,125
 
Percent of Open Interest Represented by Each Category of Trader
      25.3       36.1       20.1       16.3        4.8        1.3       11.4        7.7       12.9        1.1        5.0        1.4       10.3       10.8
 
Number of Traders in Each Category                                    Total Traders:       239
        44         44         82         11          9         11         54         50         86          9         12         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 7, 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    21,362
Positions
    10,733     13,851      1,811      1,067      1,091        123        918      1,957      1,791      4,800        568          0        119        170
 
Changes from:       November 30, 2010                                Total Change is:     2,257
       971        334        499         45        131         60        152        405        534          0        303          0         -4         -9
 
Percent of Open Interest Represented by Each Category of Trader
      50.2       64.8        8.5        5.0        5.1        0.6        4.3        9.2        8.4       22.5        2.7        0.0        0.6        0.8
 
Number of Traders in Each Category                                    Total Traders:        31
         4          4          .          .          5          .          .          7          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 7, 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    64,308
Positions
    49,312     37,402      9,041      2,019      1,421         59        627      7,705      3,027          0      5,503          0        223        150
 
Changes from:       November 30, 2010                                Total Change is:     6,134
     4,667      4,612        584         46       -413          0        -50        125      1,154          0          2          0       -267         70
 
Percent of Open Interest Represented by Each Category of Trader
      76.7       58.2       14.1        3.1        2.2        0.1        1.0       12.0        4.7        0.0        8.6        0.0        0.3        0.2
 
Number of Traders in Each Category                                    Total Traders:        32
         4          5          .          .          4          .          4          8          .          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 7, 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    35,071
Positions
    14,818      7,716        320        976        297        820      9,471     19,475      1,799      1,042      1,350        189      5,636      3,105
 
Changes from:       November 30, 2010                                Total Change is:       636
      -621        670        134       -299        -15         52        438     -1,690        456       -238        700        189        525        140
 
Percent of Open Interest Represented by Each Category of Trader
      42.3       22.0        0.9        2.8        0.8        2.3       27.0       55.5        5.1        3.0        3.8        0.5       16.1        8.9
 
Number of Traders in Each Category                                    Total Traders:        65
         5          .          5          4          .          .         21         17          6          8          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 7, 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   149,231
Positions
    65,746     25,167     31,527      5,125        363      5,479        893     43,684     20,252        854      3,485      4,620     14,735     14,654
 
Changes from:       November 30, 2010                                Total Change is:     1,932
       197       -281      2,017        400        -93        472       -501      1,423      2,214       -291        -88        997     -3,573     -4,729
 
Percent of Open Interest Represented by Each Category of Trader
      44.1       16.9       21.1        3.4        0.2        3.7        0.6       29.3       13.6        0.6        2.3        3.1        9.9        9.8
 
Number of Traders in Each Category                                    Total Traders:        93
         6         14         16          6          .          6          7         36         33          4          5         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 7, 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 UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     5,547
Positions
       917      2,770          0      2,346          0          0      1,237      2,683         37        880          0          0        130         57
 
Changes from:       November 30, 2010                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      16.5       49.9        0.0       42.3        0.0        0.0       22.3       48.4        0.7       15.9        0.0        0.0        2.3        1.0
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          4          0          0          6          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated December 10, 2010