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Traders in Financial Futures- Futures Only Positions as of September 28, 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   101,260
Positions
     1,129     59,942      1,302      9,149      9,472        288     41,681      9,809      1,024      6,567      6,453          0     40,120     12,970
 
Changes from:       September 21, 2010                               Total Change is:      -264
       618      5,961        242        -39       -192         30     -4,467     -5,657         10        212        441          0      3,130     -1,099
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       59.2        1.3        9.0        9.4        0.3       41.2        9.7        1.0        6.5        6.4        0.0       39.6       12.8
 
Number of Traders in Each Category                                    Total Traders:        79
         .         15          4          .          .          .         33         11          5         11          .          0
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Traders in Financial Futures- Futures Only Positions as of September 28, 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    53,452
Positions
     5,119     28,456        268      2,380        871        424     25,625     13,532         36          0        500          0     19,600      9,365
 
Changes from:       September 21, 2010                               Total Change is:     3,542
       637      1,936         46        393         -9          8      1,651       -206         35          0          0          0        772      1,732
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       53.2        0.5        4.5        1.6        0.8       47.9       25.3        0.1        0.0        0.9        0.0       36.7       17.5
 
Number of Traders in Each Category                                    Total Traders:        47
         5          8          .          .          .          .         19          9          .          0          .          0
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Traders in Financial Futures- Futures Only Positions as of September 28, 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    77,713
Positions
     9,354     12,436        471     14,049     13,523        654     26,018     15,455         29      1,582     14,002          0     25,556     21,143
 
Changes from:       September 21, 2010                               Total Change is:     6,395
    -5,882      4,577        113       -202        -36         48      9,140      1,308        -13        723         44          0      2,468        354
 
Percent of Open Interest Represented by Each Category of Trader
      12.0       16.0        0.6       18.1       17.4        0.8       33.5       19.9        0.0        2.0       18.0        0.0       32.9       27.2
 
Number of Traders in Each Category                                    Total Traders:        78
         7         12          .          7          9          .         22         16          .          .          4          0
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Traders in Financial Futures- Futures Only Positions as of September 28, 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   118,274
Positions
     8,860     69,586        523     40,430      5,796      1,020     37,174     12,355        118      2,640      4,553          0     27,509     24,323
 
Changes from:       September 21, 2010                               Total Change is:     4,925
    -1,173      2,425        110        158          8         -1      3,851       -885         15        797      1,914          0      1,168      1,339
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       58.8        0.4       34.2        4.9        0.9       31.4       10.4        0.1        2.2        3.8        0.0       23.3       20.6
 
Number of Traders in Each Category                                    Total Traders:       100
         9         15          .         10          8          4         26         21          .          5          6          0
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Traders in Financial Futures- Futures Only Positions as of September 28, 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   190,039
Positions
    37,664     70,506      3,251     23,731     27,775      2,338     47,592     35,213        483     20,350      2,953        263     54,367     47,257
 
Changes from:       September 21, 2010                               Total Change is:    22,576
    -3,584     35,637      1,164        290     -1,933       -250     18,302     -9,752     -1,686      2,616     -1,146        -16      5,740        558
 
Percent of Open Interest Represented by Each Category of Trader
      19.8       37.1        1.7       12.5       14.6        1.2       25.0       18.5        0.3       10.7        1.6        0.1       28.6       24.9
 
Number of Traders in Each Category                                    Total Traders:       159
        18         22          4         16         14          7         40         30          9         13          6          .
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Traders in Financial Futures- Futures Only Positions as of September 28, 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   137,646
Positions
     4,726    107,150        396     19,620      3,260        190     80,417      7,337        187      1,130      4,560          0     30,980     14,566
 
Changes from:       September 21, 2010                               Total Change is:     7,933
      -143      7,173        -61      3,355       -551          0      4,207        856         -6       -128       -320          0        709        842
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       77.8        0.3       14.3        2.4        0.1       58.4        5.3        0.1        0.8        3.3        0.0       22.5       10.6
 
Number of Traders in Each Category                                    Total Traders:        80
         .         18          .          6          .          .         34         10          .          .          .          0
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Traders in Financial Futures- Futures Only Positions as of September 28, 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   123,581
Positions
     5,919     93,305        324     22,327        150        140     84,700     17,577          2      3,437     10,265          0      6,732      1,818
 
Changes from:       September 21, 2010                               Total Change is:    45,165
    -2,607     36,824        -13        996          0          0     43,601      1,669        -48      2,124      6,864          0      1,112       -131
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       75.5        0.3       18.1        0.1        0.1       68.5       14.2        0.0        2.8        8.3        0.0        5.4        1.5
 
Number of Traders in Each Category                                    Total Traders:       103
         5         19          .          8          .          .         38         17          .         10          5          0
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Traders in Financial Futures- Futures Only Positions as of September 28, 2010              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    25,965
Positions
     1,913     18,003         31        600        136          0     19,335      5,804          0        366        475          0      3,720      1,516
 
Changes from:       September 21, 2010                               Total Change is:      -855
       112       -699          0         68          0          0     -1,159       -278          0         25          0          0         99        122
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       69.3        0.1        2.3        0.5        0.0       74.5       22.4        0.0        1.4        1.8        0.0       14.3        5.8
 
Number of Traders in Each Category                                    Total Traders:        36
         .         11          .          .          .          0         10          6          0          .          .          0
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Traders in Financial Futures- Futures Only Positions as of September 28, 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    44,430
Positions
    15,421     19,520        601      3,136      4,959        573     17,677     10,684        831        120      1,037         15      6,058      6,212
 
Changes from:       September 21, 2010                               Total Change is:     5,157
      -929      4,735        319       -189        358         -9      4,788       -757        475        120        -55         15        569         77
 
Percent of Open Interest Represented by Each Category of Trader
      34.7       43.9        1.4        7.1       11.2        1.3       39.8       24.0        1.9        0.3        2.3        0.0       13.6       14.0
 
Number of Traders in Each Category                                    Total Traders:        87
        12         21          .          6          6          .         24         14          8          .          .          .
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Traders in Financial Futures- Futures Only Positions as of September 28, 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    88,859
Positions
    30,842     39,040      1,201      6,272      9,918      1,145     35,354     21,367      1,661        240      2,074         29     12,115     12,424
 
Changes from:       September 21, 2010                               Total Change is:    10,314
    -1,858      9,470        637       -377        716        -18      9,575     -1,513        949        240       -109         29      1,137        153
 
Percent of Open Interest Represented by Each Category of Trader
      34.7       43.9        1.4        7.1       11.2        1.3       39.8       24.0        1.9        0.3        2.3        0.0       13.6       14.0
 
Number of Traders in Each Category                                    Total Traders:        87
        12         21          .          6          6          .         24         14          8          .          .          .
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Traders in Financial Futures- Futures Only Positions as of September 28, 2010              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   811,413
Positions
    25,661    252,754     35,241    425,709    152,890     57,679     87,158    144,598     34,052     13,981     24,415        756    131,177    109,029
 
Changes from:       September 21, 2010                               Total Change is:    32,056
     3,361     26,539      7,069       -632     -4,209     -2,870     12,130     -3,306     14,438        435        613       -230     -1,645     -5,988
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       31.1        4.3       52.5       18.8        7.1       10.7       17.8        4.2        1.7        3.0        0.1       16.2       13.4
 
Number of Traders in Each Category                                    Total Traders:       524
        28         53         15        105         66         64        104        127         58         18         23          .
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Traders in Financial Futures- Futures Only Positions as of September 28, 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   297,270
Positions
    11,769    138,587      2,980    147,485     49,209      9,255     46,195     21,943      1,197      7,604     10,802          0     70,785     63,297
 
Changes from:       September 21, 2010                               Total Change is:    14,005
     2,489     14,577        835        550        318     -1,111     12,624        672        215         49       -171          0     -1,646     -1,330
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       46.6        1.0       49.6       16.6        3.1       15.5        7.4        0.4        2.6        3.6        0.0       23.8       21.3
 
Number of Traders in Each Category                                    Total Traders:       126
         7         24          4         31         17         17         18         24          6          .          .          0
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Traders in Financial Futures- Futures Only Positions as of September 28, 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 2,570,715
Positions
   127,772    629,148    102,992  1,400,566    527,851    232,673    333,423    741,883     35,666     31,884     68,065      3,779    301,960    228,658
 
Changes from:       September 21, 2010                               Total Change is:    90,254
    27,228     82,680      8,303     -4,183    -20,908    -10,521     55,773     38,355     12,869      1,929      3,918     -1,151          7    -23,291
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       24.5        4.0       54.5       20.5        9.1       13.0       28.9        1.4        1.2        2.6        0.1       11.7        8.9
 
Number of Traders in Each Category                                    Total Traders:       479
        26         48          9         88         56         52        101        122         41         16         22          .
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Traders in Financial Futures- Futures Only Positions as of September 28, 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   108,794
Positions
    10,804     30,757     10,509     55,277     43,855      4,055     16,357     15,725        515      1,422          0          0      9,855      3,378
 
Changes from:       September 21, 2010                               Total Change is:     4,465
    -1,041      2,417        480      1,416        648         75      2,621      1,453         38        212          0          0        664       -646
 
Percent of Open Interest Represented by Each Category of Trader
       9.9       28.3        9.7       50.8       40.3        3.7       15.0       14.5        0.5        1.3        0.0        0.0        9.1        3.1
 
Number of Traders in Each Category                                    Total Traders:        86
         4          8          .         34         13         10         13         11          .          .          0          0
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Traders in Financial Futures- Futures Only Positions as of September 28, 2010              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    82,561
Positions
    15,819     35,004        645     19,854     17,833      2,954     33,367     18,594      1,424      1,422      3,490          0      7,076      2,619
 
Changes from:       September 21, 2010                               Total Change is:    13,348
    -1,328      9,402       -350         24        302        -24     13,505      3,566        630        177        308          0        713       -485
 
Percent of Open Interest Represented by Each Category of Trader
      19.2       42.4        0.8       24.0       21.6        3.6       40.4       22.5        1.7        1.7        4.2        0.0        8.6        3.2
 
Number of Traders in Each Category                                    Total Traders:       251
        18         30          4         38         18          9         66         54         13         13         14          0
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Traders in Financial Futures- Futures Only Positions as of September 28, 2010              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   412,807
Positions
    79,097    175,019      3,223     99,272     89,164     14,768    166,837     92,968      7,121      7,109     17,448          0     35,380     13,096
 
Changes from:       September 21, 2010                               Total Change is:    66,742
    -6,639     47,008     -1,748        122      1,510       -122     67,526     17,829      3,150        886      1,542          0      3,567     -2,427
 
Percent of Open Interest Represented by Each Category of Trader
      19.2       42.4        0.8       24.0       21.6        3.6       40.4       22.5        1.7        1.7        4.2        0.0        8.6        3.2
 
Number of Traders in Each Category                                    Total Traders:       251
        18         30          4         38         18          9         66         54         13         13         14          0
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Traders in Financial Futures- Futures Only Positions as of September 28, 2010              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   396,992
Positions
   180,402     46,382      2,796    127,829    156,231     16,035     48,362    137,829      4,609      2,510     15,014          0     14,449     18,096
 
Changes from:       September 21, 2010                               Total Change is:     1,008
    -7,998      7,596       -231      3,069     -2,965       -950      4,375     -4,834        863        533      1,744          0      1,347       -215
 
Percent of Open Interest Represented by Each Category of Trader
      45.4       11.7        0.7       32.2       39.4        4.0       12.2       34.7        1.2        0.6        3.8        0.0        3.6        4.6
 
Number of Traders in Each Category                                    Total Traders:       247
        17         18          .         52         43         23         38         65         14          6          8          0
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Traders in Financial Futures- Futures Only Positions as of September 28, 2010              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    31,418
Positions
    10,790      4,880        287      9,006      2,679        111      2,324      2,974          0        255      1,394          0      8,645     19,093
 
Changes from:       September 21, 2010                               Total Change is:       750
       429      1,039         52        -94          0        -15     -1,157       -362          0        255         39          0      1,280         -3
 
Percent of Open Interest Represented by Each Category of Trader
      34.3       15.5        0.9       28.7        8.5        0.4        7.4        9.5        0.0        0.8        4.4        0.0       27.5       60.8
 
Number of Traders in Each Category                                    Total Traders:        49
        13          7          .          9          .          .          6          7          0          .          .          0
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Traders in Financial Futures- Futures Only Positions as of September 28, 2010              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    35,531
Positions
    13,787     14,758        192      5,289      1,980        468      4,457      3,872        484        523        242          0     10,331     13,535
 
Changes from:       September 21, 2010                               Total Change is:     2,780
     1,163      2,012       -154       -768       -734         75       -488     -1,126        322        270        242          0      2,360      2,143
 
Percent of Open Interest Represented by Each Category of Trader
      38.8       41.5        0.5       14.9        5.6        1.3       12.5       10.9        1.4        1.5        0.7        0.0       29.1       38.1
 
Number of Traders in Each Category                                    Total Traders:        44
        10          8          .          7          .          .          6          8          .          .          .          0
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Traders in Financial Futures- Futures Only Positions as of September 28, 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 MSCI EAFE - CHICAGO MERCANTILE EXCHANGE   (MSCI EAFE INDEX X $50)                            
CFTC Code #244741                                                    Open Interest is    32,699
Positions
         0      2,431          0     24,070     17,895      3,831      1,829      5,723          0          0        270          0      2,969      2,549
 
Changes from:       September 21, 2010                               Total Change is:     2,007
         0        782          0      1,307     -1,594      1,139        -49        996          0          0        -48          0       -390        732
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        7.4        0.0       73.6       54.7       11.7        5.6       17.5        0.0        0.0        0.8        0.0        9.1        7.8
 
Number of Traders in Each Category                                    Total Traders:        46
         0          .          0         20         13          8          .          7          0          0          .          0
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Traders in Financial Futures- Futures Only Positions as of September 28, 2010              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE   (MSCI INDEX X $50)                     
CFTC Code #244742                                                    Open Interest is    29,281
Positions
     2,416     11,119          0     11,991      4,402        688      4,869     10,814          0      2,857        225          0      6,460      2,033
 
Changes from:       September 21, 2010                               Total Change is:       894
       164        123          0       -688      1,123        -68        142       -664          0        265          0          0      1,079        380
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       38.0        0.0       41.0       15.0        2.3       16.6       36.9        0.0        9.8        0.8        0.0       22.1        6.9
 
Number of Traders in Each Category                                    Total Traders:        43
         4          5          0         11          4          4          9          4          0          5          .          0
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Traders in Financial Futures- Futures Only Positions as of September 28, 2010              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   676,868
Positions
    21,407    157,259      8,760    341,826    147,893     70,842     50,378    138,695      8,099     23,571     23,525      1,521    150,464    120,274
 
Changes from:       September 21, 2010                               Total Change is:    10,454
     2,058         36      3,071      2,964     -1,547       -574      1,448        471       -379        -20      1,011        -10      1,896      8,375
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       23.2        1.3       50.5       21.8       10.5        7.4       20.5        1.2        3.5        3.5        0.2       22.2       17.8
 
Number of Traders in Each Category                                    Total Traders:       159
        12         18          6         46         23         35         26         23         14          .          8          .
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Traders in Financial Futures- Futures Only Positions as of September 28, 2010              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   226,274
Positions
         0     98,252      3,192    160,393      2,100     11,243      4,302     81,563        952          0          0          0     46,192     28,972
 
Changes from:       September 21, 2010                               Total Change is:     3,312
    -1,549      4,579        255      1,573          0        528      2,302      2,145        -71          0          0          0        274     -4,124
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       43.4        1.4       70.9        0.9        5.0        1.9       36.0        0.4        0.0        0.0        0.0       20.4       12.8
 
Number of Traders in Each Category                                    Total Traders:        47
         0          9          .         25          .         11          .         10          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 28, 2010              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is   723,573
Positions
    68,645     81,424     10,037    204,717    210,921     84,604    203,589     62,960     11,780     22,138    144,474      3,593    114,470    113,780
 
Changes from:       September 21, 2010                               Total Change is:     1,874
    21,426      8,422        643    -27,255      6,442      5,178     -5,254    -19,921      3,397       -690        901         30      4,399     -3,218
 
Percent of Open Interest Represented by Each Category of Trader
       9.5       11.3        1.4       28.3       29.1       11.7       28.1        8.7        1.6        3.1       20.0        0.5       15.8       15.7
 
Number of Traders in Each Category                                    Total Traders:       208
        13         26          6         34         44         38         39         25         14          5         21          4
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Traders in Financial Futures- Futures Only Positions as of September 28, 2010              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 1,653,910
Positions
    68,593    342,249     54,296    784,882    351,679    142,207    183,147    376,149     19,423    100,151     37,231      7,518    293,693    323,158
 
Changes from:       September 21, 2010                               Total Change is:     4,368
    -9,179     25,144     -7,672     72,097    -37,146    -14,513    -29,451     33,144    -11,988     -4,926     -1,946        115      9,885     19,230
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       20.7        3.3       47.5       21.3        8.6       11.1       22.7        1.2        6.1        2.3        0.5       17.8       19.5
 
Number of Traders in Each Category                                    Total Traders:       256
        26         35         15         38         48         47         41         51         27         11          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 28, 2010              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is   941,911
Positions
    73,600    127,545     17,393    226,900    341,410    121,857    232,851     47,177      7,165     34,516     39,009          0    227,629    240,355
 
Changes from:       September 21, 2010                               Total Change is:    14,859
    26,780     33,447      3,183    -21,588    -39,594      1,863     -1,338      5,376       -980        981     -1,514          0      5,958     13,078
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       13.5        1.8       24.1       36.2       12.9       24.7        5.0        0.8        3.7        4.1        0.0       24.2       25.5
 
Number of Traders in Each Category                                    Total Traders:       153
        15         16          4         23         39         36         28         19         12          5          8          0
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Traders in Financial Futures- Futures Only Positions as of September 28, 2010              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   622,161
Positions
   138,537    254,311    200,920     17,605        127      1,521    147,295     33,177     77,985      1,456      2,632      1,267     35,575     50,221
 
Changes from:       September 21, 2010                               Total Change is:    24,468
    11,396     21,433      2,375        532        -44        213      5,145        576      3,148        196        612        -86      1,549     -3,759
 
Percent of Open Interest Represented by Each Category of Trader
      22.3       40.9       32.3        2.8        0.0        0.2       23.7        5.3       12.5        0.2        0.4        0.2        5.7        8.1
 
Number of Traders in Each Category                                    Total Traders:       108
        22         26         38          .          .          .         32         17         31          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 28, 2010              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is 7,667,541
Positions
 1,651,407  3,050,759  1,435,098    811,658    162,681    210,098  1,420,835    540,295  1,001,239    195,467    307,969     57,163    884,576    902,239
 
Changes from:       September 21, 2010                               Total Change is:   318,298
    -3,891    171,369     93,116     36,711    -55,710     42,281     61,617     -9,845     55,162      7,844      4,952      1,096     24,362     15,877
 
Percent of Open Interest Represented by Each Category of Trader
      21.5       39.8       18.7       10.6        2.1        2.7       18.5        7.0       13.1        2.5        4.0        0.7       11.5       11.8
 
Number of Traders in Each Category                                    Total Traders:       245
        29         57         79         10         11         14         60         46         76          6         12         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 28, 2010              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    11,111
Positions
     2,482      4,899      1,300        915        765         71      1,263      3,776          0      4,800        175          0        280        125
 
Changes from:       September 21, 2010                               Total Change is:     1,246
     1,315       -508          0         31        216       -151        103      1,736        -48          0          0          0         -4          1
 
Percent of Open Interest Represented by Each Category of Trader
      22.3       44.1       11.7        8.2        6.9        0.6       11.4       34.0        0.0       43.2        1.6        0.0        2.5        1.1
 
Number of Traders in Each Category                                    Total Traders:        30
         4          4          .          .          5          .          5          7          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 28, 2010              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    35,851
Positions
    32,031     19,338        825      1,005      1,204         77      1,630      8,151          0          0      6,067          0        283        189
 
Changes from:       September 21, 2010                               Total Change is:       794
        19        109        820          0       -263          0        -86         14          0          0          0          0         41        114
 
Percent of Open Interest Represented by Each Category of Trader
      89.3       53.9        2.3        2.8        3.4        0.2        4.5       22.7        0.0        0.0       16.9        0.0        0.8        0.5
 
Number of Traders in Each Category                                    Total Traders:        33
         4          5          .          .          4          .          6          8          0          0          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 28, 2010              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    33,147
Positions
    12,663      7,565        100        401        400        742     13,581     18,642        604      2,333      1,531          1      2,722      3,562
 
Changes from:       September 21, 2010                               Total Change is:     4,446
      -519        459          0        -34        400       -127      4,293      3,118         -7      1,749        169          0       -909        434
 
Percent of Open Interest Represented by Each Category of Trader
      38.2       22.8        0.3        1.2        1.2        2.2       41.0       56.2        1.8        7.0        4.6        0.0        8.2       10.7
 
Number of Traders in Each Category                                    Total Traders:        82
         7          4          .          .          .          .         12         36          .         11          7          .
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Traders in Financial Futures- Futures Only Positions as of September 28, 2010              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   114,567
Positions
    82,474     38,108      7,438        671        375      1,954        536     38,570      6,848        569      3,979      1,868     12,209     15,427
 
Changes from:       September 21, 2010                               Total Change is:     2,032
     4,665     -1,268        736       -404        227       -318         58        837       -819         -2        477         98     -1,982      2,062
 
Percent of Open Interest Represented by Each Category of Trader
      72.0       33.3        6.5        0.6        0.3        1.7        0.5       33.7        6.0        0.5        3.5        1.6       10.7       13.5
 
Number of Traders in Each Category                                    Total Traders:        56
         4         10         11          .          .          5          .         25         10          .          5          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 28, 2010              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    13,290
Positions
       486     10,946          0     10,905          0          0        637      1,615          0          0          0          0      1,262        729
 
Changes from:       September 21, 2010                               Total Change is:       -51
         4        -10          0         35          0          0       -100         32          0          0          0          0         10        -73
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       82.4        0.0       82.1        0.0        0.0        4.8       12.2        0.0        0.0        0.0        0.0        9.5        5.5
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          8          0          0          .          5          0          0          0          0
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```

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Updated October 1, 2010