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MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 10/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       27,587
COMMITMENTS
   4,388    2,310      947   17,475   20,640   22,810   23,897    4,777    3,690

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:      1,083)
      63     -146        4      452    1,090      519      948      564      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9      8.4      3.4     63.3     74.8     82.7     86.6     17.3     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      16       11       13       29       23       53       40
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 10/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      199,243
COMMITMENTS
  51,852   28,350   43,184   86,758   95,353  181,794  166,887   17,449   32,356

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:     -3,194)
  -7,495   -1,929    3,892    1,506   -3,680   -2,097   -1,717   -1,097   -1,477

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0     14.2     21.7     43.5     47.9     91.2     83.8      8.8     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      74       85       83       39       55      166      180
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 10/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      315,404
COMMITMENTS
 142,761   44,619   31,962  116,084  179,629  290,807  256,210   24,597   59,194

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:        222)
   2,010    4,136   -1,878      -35   -1,576       97      682      125     -460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.3     14.1     10.1     36.8     57.0     92.2     81.2      7.8     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      419)
     139       71       84       75      179      256      298
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 10/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,353
COMMITMENTS
   4,000    2,505      832    2,582    4,572    7,414    7,909    1,939    1,444

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:       -538)
    -115     -208      -42     -303     -122     -460     -372      -78     -166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.8     26.8      8.9     27.6     48.9     79.3     84.6     20.7     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      29       27       12       19       30       59       59
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 10/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       29,401
COMMITMENTS
   9,823    9,648    3,125   11,549    4,449   24,497   17,222    4,904   12,179

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:       -638)
    -151      -12     -629      202      105     -578     -536      -60     -102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.4     32.8     10.6     39.3     15.1     83.3     58.6     16.7     41.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      23       38       33       38       35       85       87
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 10/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       39,577
COMMITMENTS
   6,010       16      606   24,607   38,883   31,223   39,505    8,354       72

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:     -1,605)
  -1,546        0        0       87   -1,610   -1,459   -1,610     -146        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2      0.0      1.5     62.2     98.2     78.9     99.8     21.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        1        1       11       13       17       14
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 10/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      102,269
COMMITMENTS
  37,802   17,927      100   23,710   69,433   61,612   87,460   40,657   14,809

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:    -10,522)
 -10,050      815      -45      725  -10,678   -9,370   -9,908   -1,152     -614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.0     17.5      0.1     23.2     67.9     60.2     85.5     39.8     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      33       11        3       22       22       58       33
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 10/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       50,068
COMMITMENTS
  24,600   12,081        1    6,871   28,422   31,472   40,504   18,596    9,564

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:     -3,954)
    -308   -1,592       -2   -2,616   -2,298   -2,926   -3,892   -1,028      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.1     24.1      0.0     13.7     56.8     62.9     80.9     37.1     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      17        8        1       10       18       27       27
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 10/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      136,899
COMMITMENTS
 103,670   23,527        1   25,370  111,551  129,041  135,079    7,858    1,820

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:       -959)
    -887    1,095      -45   -1,314   -1,957   -2,246     -907    1,287      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.7     17.2      0.0     18.5     81.5     94.3     98.7      5.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      58       17        1       20       21       78       39
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 10/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       86,611
COMMITMENTS
  33,001   27,912      374   28,511   38,142   61,886   66,428   24,725   20,183

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:     -3,457)
  -1,707   -1,000      228   -3,451   -2,733   -4,930   -3,505    1,473       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.1     32.2      0.4     32.9     44.0     71.5     76.7     28.5     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      27       18        7       21       24       49       48
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 10/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      139,850
COMMITMENTS
  61,305   18,176      544   48,456   91,135  110,305  109,855   29,545   29,995

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:        354)
  -1,249    1,478      455      971     -821      177    1,112      177     -758

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.8     13.0      0.4     34.6     65.2     78.9     78.6     21.1     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      42       26        6       19       31       64       60
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 10/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      209,103
COMMITMENTS
  70,109   29,604    2,855   79,733  130,949  152,697  163,408   56,406   45,695

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:    -10,658)
  -4,746    1,497      551     -550  -12,169   -4,745  -10,121   -5,913     -537

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.5     14.2      1.4     38.1     62.6     73.0     78.1     27.0     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      56       34       16       36       41       98       85
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 10/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       26,754
COMMITMENTS
  21,577    5,706        0    1,573   19,978   23,150   25,684    3,604    1,070

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:       -277)
     100     -440        0     -283      223     -183     -217      -94      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    80.6     21.3      0.0      5.9     74.7     86.5     96.0     13.5      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      14        8        0        4       12       18       20
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 10/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    8,167,894
COMMITMENTS
 1497343  601,223  1057666  4642797  5562037  7197806  7220926  970,088  946,968

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:    187,533)
-101,215  -17,667   33,679  206,637  155,360  139,101  171,372   48,432   16,161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3      7.4     12.9     56.8     68.1     88.1     88.4     11.9     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      58       45       79      123      129      225      221
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 10/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      869,680
COMMITMENTS
  78,107   73,923   43,715  620,460  649,461  742,283  767,099  127,397  102,581

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:     15,604)
   6,363   -4,057    6,956    5,859   13,735   19,179   16,634   -3,574   -1,029

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      8.5      5.0     71.3     74.7     85.4     88.2     14.6     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      532)
     104       99       46      212      222      334      349
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 10/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      330,479
COMMITMENTS
  53,838   19,126      483  205,157  253,633  259,478  273,242   71,001   57,237

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:     14,332)
   8,464    1,490      -85    8,114   12,104   16,493   13,509   -2,161      823

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3      5.8      0.1     62.1     76.7     78.5     82.7     21.5     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      15       20        6       53       62       71       85
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 10/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,696,003
COMMITMENTS
 307,859  460,496   29,650  2076515  1979139  2414024  2469285  281,979  226,718

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:      6,362)
  34,717   17,485  -10,016  -11,273    8,155   13,428   15,624   -7,066   -9,262

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4     17.1      1.1     77.0     73.4     89.5     91.6     10.5      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      487)
      96       94       31      184      194      294      305
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 10/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      108,705
COMMITMENTS
  17,503    8,056       78   80,140   97,854   97,721  105,988   10,984    2,717

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:      1,065)
     287      440     -512      674    1,735      449    1,663      616     -598

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1      7.4      0.1     73.7     90.0     89.9     97.5     10.1      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      13        5        1       47       34       60       40
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 10/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      115,614
COMMITMENTS
  31,065    8,932    8,116   64,520   90,617  103,701  107,664   11,914    7,950

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:      6,431)
   5,086      667     -472    1,748    5,420    6,362    5,615       69      816

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9      7.7      7.0     55.8     78.4     89.7     93.1     10.3      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      78       36       13       79       78      161      123
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 10/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       24,835
COMMITMENTS
   7,709        0        0   13,378   20,266   21,087   20,266    3,748    4,569

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:      2,068)
     368        0        0    1,444    1,825    1,812    1,825      256      243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.0      0.0      0.0     53.9     81.6     84.9     81.6     15.1     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        0        0        7       14       10       14
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 10/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      453,896
COMMITMENTS
 155,314   83,196    2,043  255,711  351,753  413,068  436,992   40,828   16,904

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:     21,816)
  25,419    5,164   -4,191    1,521   17,976   22,749   18,949     -933    2,867

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.2     18.3      0.5     56.3     77.5     91.0     96.3      9.0      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      77       37       10       74       73      153      118
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 10/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      128,470
COMMITMENTS
  67,433   12,318      150   27,672  100,417   95,255  112,885   33,215   15,585

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:     -4,787)
  -4,228     -162      -22    1,084   -5,117   -3,166   -5,301   -1,621      514

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.5      9.6      0.1     21.5     78.2     74.1     87.9     25.9     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      32       11        1       12       20       45       31
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 10/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       34,411
COMMITMENTS
   7,115    6,885        4   17,625    8,346   24,744   15,235    9,667   19,176

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:      1,500)
      23       20        0      887      418      910      438      590    1,062

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7     20.0      0.0     51.2     24.3     71.9     44.3     28.1     55.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       9        8        1       26       12       35       21
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 10/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       43,971
COMMITMENTS
   7,630   11,566      696   26,546   22,272   34,872   34,534    9,099    9,437

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:      4,873)
     269    1,171      193    3,426    2,003    3,888    3,367      985    1,506

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     26.3      1.6     60.4     50.7     79.3     78.5     20.7     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      12       10        1       18       19       31       29
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 10/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       31,603
COMMITMENTS
   4,863    1,556      300   23,035   27,624   28,198   29,480    3,405    2,123

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:        197)
     162      177        0      378      -67      540      110     -343       87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4      4.9      0.9     72.9     87.4     89.2     93.3     10.8      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       7        4        1       18       25       25       30
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
FUTURES ONLY POSITIONS AS OF 10/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       34,261
COMMITMENTS
   6,502    1,281        0   20,237   30,797   26,739   32,078    7,522    2,183

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:      1,174)
    -635        0        0    1,141      198      506      198      668      976

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0      3.7      0.0     59.1     89.9     78.0     93.6     22.0      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      11        1        0       20       17       31       18
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 10/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       15,147
COMMITMENTS
   4,451    4,978        0    9,418    9,437   13,869   14,415    1,278      732

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:        273)
     226      242        0      -12      127      214      369       59      -96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4     32.9      0.0     62.2     62.3     91.6     95.2      8.4      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      12        4        0        6        3       18        7
```

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Updated October 29, 2010