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Traders in Financial Futures- Futures Only Positions as of October 12, 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   123,851
Positions
     3,988     74,295        979     10,632      9,419        228     58,566     13,466      1,073      7,904      9,576          0     40,481     14,815
 
Changes from:       October 5, 2010                                  Total Change is:     3,806
     3,395      2,508         44        579       -394        -78       -653        -10         52        177      1,089          0        290        595
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       60.0        0.8        8.6        7.6        0.2       47.3       10.9        0.9        6.4        7.7        0.0       32.7       12.0
 
Number of Traders in Each Category                                    Total Traders:        88
         5         15          4          .          .          .         41          8          4         11          .          0
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Traders in Financial Futures- Futures Only Positions as of October 12, 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    57,722
Positions
     4,924     31,312        791      1,824        876        421     29,707     13,672         68          0        500          0     19,987     10,082
 
Changes from:       October 5, 2010                                  Total Change is:     1,086
       558     -2,368        444       -475         35        -34        235      1,986         30          0          0          0        328        993
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       54.2        1.4        3.2        1.5        0.7       51.5       23.7        0.1        0.0        0.9        0.0       34.6       17.5
 
Number of Traders in Each Category                                    Total Traders:        51
         5         11          .          .          .          .         22          8          .          0          .          0
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Traders in Financial Futures- Futures Only Positions as of October 12, 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    92,868
Positions
    10,404     25,257        696     13,269     14,967      1,648     38,910     13,444        208      1,544     16,552          0     26,189     20,096
 
Changes from:       October 5, 2010                                  Total Change is:     6,332
     3,025      1,304        159       -860        835        616      2,483      1,196        195        238        823          0        476      1,204
 
Percent of Open Interest Represented by Each Category of Trader
      11.2       27.2        0.7       14.3       16.1        1.8       41.9       14.5        0.2        1.7       17.8        0.0       28.2       21.6
 
Number of Traders in Each Category                                    Total Traders:        85
         8         11          .          7         10          4         28         15          6          .          5          0
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Traders in Financial Futures- Futures Only Positions as of October 12, 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   146,581
Positions
    10,792     89,364      2,092     40,817      5,577      1,286     57,852     11,709        277      1,830      6,247          0     31,635     30,029
 
Changes from:       October 5, 2010                                  Total Change is:     4,093
     3,777      4,084      1,379     -1,039        -42        -14     -1,291     -2,650        130        148       -796          0      1,003      2,002
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       61.0        1.4       27.8        3.8        0.9       39.5        8.0        0.2        1.2        4.3        0.0       21.6       20.5
 
Number of Traders in Each Category                                    Total Traders:       109
         8         18          .         11          7          4         37         18          4          .          7          0
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Traders in Financial Futures- Futures Only Positions as of October 12, 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   197,836
Positions
    49,466     88,601      1,866     23,440     23,908      2,236     44,042     26,485      2,758     20,555      6,057        418     53,055     45,507
 
Changes from:       October 5, 2010                                  Total Change is:       430
     8,469      3,907       -918     -1,096     -3,527       -125     -4,674      1,658      1,099        443        906        155     -2,923     -2,725
 
Percent of Open Interest Represented by Each Category of Trader
      25.0       44.8        0.9       11.8       12.1        1.1       22.3       13.4        1.4       10.4        3.1        0.2       26.8       23.0
 
Number of Traders in Each Category                                    Total Traders:       153
        19         17          .         16         13          6         44         26         14         11          6          .
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Traders in Financial Futures- Futures Only Positions as of October 12, 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   138,537
Positions
     4,203    108,980      1,733     22,337      2,885        258     76,583      6,537        216        997      4,143          0     32,210     13,785
 
Changes from:       October 5, 2010                                  Total Change is:      -910
    -1,271       -922      1,383      1,330          0         26     -1,982     -1,645         34       -189       -157          0       -241        371
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       78.7        1.3       16.1        2.1        0.2       55.3        4.7        0.2        0.7        3.0        0.0       23.3       10.0
 
Number of Traders in Each Category                                    Total Traders:        77
         .         18          .          6          .          .         33          9          .          .          4          0
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Traders in Financial Futures- Futures Only Positions as of October 12, 2010                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    39,446
Positions
     4,620     25,663      6,125          0          0          0     16,532      4,826      2,116        976         16        606      8,471         94
 
Changes from:       October 5, 2010                                  Total Change is:     1,918
         0      2,026       -244          0          0          0      1,323        186          0        149         -4          4        686        -50
 
Percent of Open Interest Represented by Each Category of Trader
      11.7       65.1       15.5        0.0        0.0        0.0       41.9       12.2        5.4        2.5        0.0        1.5       21.5        0.2
 
Number of Traders in Each Category                                    Total Traders:        21
         5          9          6          0          0          0          .          .          .          .          .          .
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Traders in Financial Futures- Futures Only Positions as of October 12, 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   141,728
Positions
     6,755    109,665        349     20,828        150        220    103,458     11,276          0      3,321     18,668          0      6,797      1,400
 
Changes from:       October 5, 2010                                  Total Change is:     2,153
       676     -1,642         25     -1,222          0          0      2,035        882          0        355      3,188          0        284       -300
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       77.4        0.2       14.7        0.1        0.2       73.0        8.0        0.0        2.3       13.2        0.0        4.8        1.0
 
Number of Traders in Each Category                                    Total Traders:       112
         6         17          .         10          .          .         45         15          0         10          8          0
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Traders in Financial Futures- Futures Only Positions as of October 12, 2010                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    26,437
Positions
     1,960     18,351         31        578        726          0     19,393      6,052          0        527        150          0      3,948      1,127
 
Changes from:       October 5, 2010                                  Total Change is:       395
         7        693          0        -72        590          0        289       -299          0         45       -130          0        126       -459
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       69.4        0.1        2.2        2.7        0.0       73.4       22.9        0.0        2.0        0.6        0.0       14.9        4.3
 
Number of Traders in Each Category                                    Total Traders:        37
         .         13          .          .          .          0         11          5          0          .          .          0
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Traders in Financial Futures- Futures Only Positions as of October 12, 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    45,517
Positions
    16,829     19,545        608      2,811      4,899        641     17,229     12,952        703        237      1,297         23      6,439      4,851
 
Changes from:       October 5, 2010                                  Total Change is:    -3,490
     1,028     -3,575       -131        160         68         63     -3,891        960        113         97       -310         21       -949       -697
 
Percent of Open Interest Represented by Each Category of Trader
      37.0       42.9        1.3        6.2       10.8        1.4       37.9       28.5        1.5        0.5        2.8        0.1       14.1       10.7
 
Number of Traders in Each Category                                    Total Traders:        93
        13         19          .          4          7          .         29         15          9          .          .          .
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Traders in Financial Futures- Futures Only Positions as of October 12, 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    91,034
Positions
    33,658     39,090      1,215      5,621      9,797      1,281     34,457     25,904      1,406        473      2,593         46     12,877      9,702
 
Changes from:       October 5, 2010                                  Total Change is:    -6,980
     2,055     -7,150       -262        320        135        126     -7,781      1,919        225        193       -620         41     -1,897     -1,394
 
Percent of Open Interest Represented by Each Category of Trader
      37.0       42.9        1.3        6.2       10.8        1.4       37.9       28.5        1.5        0.5        2.8        0.1       14.1       10.7
 
Number of Traders in Each Category                                    Total Traders:        93
        13         19          .          4          7          .         29         15          9          .          .          .
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Traders in Financial Futures- Futures Only Positions as of October 12, 2010                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   843,960
Positions
    26,643    272,239     47,017    424,492    145,093     58,955     88,866    147,296     41,015     16,960     24,806      1,747    138,266    105,792
 
Changes from:       October 5, 2010                                  Total Change is:    14,109
     2,959     15,851      4,272      4,464     -6,477       -958       -695        937      1,330        997     -2,155        925        815        384
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       32.3        5.6       50.3       17.2        7.0       10.5       17.5        4.9        2.0        2.9        0.2       16.4       12.5
 
Number of Traders in Each Category                                    Total Traders:       522
        28         45         18        109         64         59        102        129         61         24         20          .
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Traders in Financial Futures- Futures Only Positions as of October 12, 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   306,550
Positions
    16,283    152,527      4,244    146,826     47,197      7,787     48,480     22,476      1,368      8,711     10,952          0     72,851     59,999
 
Changes from:       October 5, 2010                                  Total Change is:     5,495
     3,179      5,445        817     -1,196     -1,527       -562        885        878         11        907        770          0      1,454       -337
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       49.8        1.4       47.9       15.4        2.5       15.8        7.3        0.4        2.8        3.6        0.0       23.8       19.6
 
Number of Traders in Each Category                                    Total Traders:       135
         8         25          5         30         17         16         21         25          7          5          4          0
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Traders in Financial Futures- Futures Only Positions as of October 12, 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 2,687,051
Positions
   151,683    698,446    113,982  1,400,208    501,362    243,961    364,726    786,896     35,436     46,731     74,753      3,250    327,074    228,965
 
Changes from:       October 5, 2010                                  Total Change is:    43,072
    14,956     68,089      1,219     24,793    -28,261      1,527        183      8,376     -1,485      5,904     -9,170       -830     -3,195      3,607
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       26.0        4.2       52.1       18.7        9.1       13.6       29.3        1.3        1.7        2.8        0.1       12.2        8.5
 
Number of Traders in Each Category                                    Total Traders:       476
        25         41         12         92         54         48        102        122         41         21         19          .
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Traders in Financial Futures- Futures Only Positions as of October 12, 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   106,520
Positions
    12,491     32,123     10,463     50,004     40,899      5,236     16,084     13,404        141      1,205          0          0     10,896      4,254
 
Changes from:       October 5, 2010                                  Total Change is:    -2,398
     1,928       -898       -230     -2,134     -1,390         85     -1,985       -501         32       -234          0          0        140        504
 
Percent of Open Interest Represented by Each Category of Trader
      11.7       30.2        9.8       46.9       38.4        4.9       15.1       12.6        0.1        1.1        0.0        0.0       10.2        4.0
 
Number of Traders in Each Category                                    Total Traders:        80
         5          8          .         30         12         11         16          7          .          .          0          0
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Traders in Financial Futures- Futures Only Positions as of October 12, 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   108,848
Positions
    13,539     39,879     14,312     21,607     17,689      2,920     33,285     13,373     11,201      1,229      2,857        341     10,412      6,275
 
Changes from:       October 5, 2010                                  Total Change is:    -2,595
     2,703     -2,032        280        957       -440       -127     -6,389     -1,121        803       -115       -412        341     -1,048        113
 
Percent of Open Interest Represented by Each Category of Trader
      12.4       36.6       13.1       19.9       16.3        2.7       30.6       12.3       10.3        1.1        2.6        0.3        9.6        5.8
 
Number of Traders in Each Category                                    Total Traders:       241
        24         29         11         39         17         11         64         42         18         10         16          .
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Traders in Financial Futures- Futures Only Positions as of October 12, 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 - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    20,244
Positions
     8,390     14,350          3        258        300          0      8,065      2,084          0        341          0          0      3,187      3,507
 
Changes from:       October 5, 2010                                  Total Change is:       777
       755        400          0         22          0          0       -367        491          0        341          0          0         26       -114
 
Percent of Open Interest Represented by Each Category of Trader
      41.4       70.9        0.0        1.3        1.5        0.0       39.8       10.3        0.0        1.7        0.0        0.0       15.7       17.3
 
Number of Traders in Each Category                                    Total Traders:        24
         4         12          .          .          .          0          4          .          0          .          0          0
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Traders in Financial Futures- Futures Only Positions as of October 12, 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   443,019
Positions
    92,887    194,785      4,406    106,747     86,946     14,601    174,734    105,080      7,371      6,146     15,992          0     36,127     13,838
 
Changes from:       October 5, 2010                                  Total Change is:   -16,859
    10,695    -11,206        445      4,401     -2,474       -360    -28,861     -6,813      2,767       -576       -353          0     -5,370      1,135
 
Percent of Open Interest Represented by Each Category of Trader
      21.0       44.0        1.0       24.1       19.6        3.3       39.4       23.7        1.7        1.4        3.6        0.0        8.2        3.1
 
Number of Traders in Each Category                                    Total Traders:       238
        24         28          5         38         16         11         65         41         13         10         16          0
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Traders in Financial Futures- Futures Only Positions as of October 12, 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   393,922
Positions
   172,846     51,479      2,349    119,110    150,334     21,212     53,938    135,103      5,097      2,338     12,300          0     17,032     16,048
 
Changes from:       October 5, 2010                                  Total Change is:    -1,245
      -683      4,987       -453     -3,069     -2,006        524      1,317     -5,029        283       -271      1,575          0      1,107     -1,126
 
Percent of Open Interest Represented by Each Category of Trader
      43.9       13.1        0.6       30.2       38.2        5.4       13.7       34.3        1.3        0.6        3.1        0.0        4.3        4.1
 
Number of Traders in Each Category                                    Total Traders:       250
        18         20          .         52         41         24         41         64         16          7          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 12, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    34,118
Positions
     8,677      4,701      1,226      8,949      1,168        454      3,552      4,681        110        755        953          0     10,395     20,825
 
Changes from:       October 5, 2010                                  Total Change is:     1,729
    -1,288       -123        421        293         39        303      1,204      2,256         74          0       -423          0        722       -818
 
Percent of Open Interest Represented by Each Category of Trader
      25.4       13.8        3.6       26.2        3.4        1.3       10.4       13.7        0.3        2.2        2.8        0.0       30.5       61.0
 
Number of Traders in Each Category                                    Total Traders:        49
        12          5          .          9          .          .         10          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 12, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    36,800
Positions
    15,002     16,360        562      5,711      1,688        655      5,101      8,518        405        754        726         20      8,590      7,866
 
Changes from:       October 5, 2010                                  Total Change is:    -3,995
       737       -809        -24        144        -38        -58     -3,204         10         37        205          0         20     -1,852     -3,133
 
Percent of Open Interest Represented by Each Category of Trader
      40.8       44.5        1.5       15.5        4.6        1.8       13.9       23.1        1.1        2.0        2.0        0.1       23.3       21.4
 
Number of Traders in Each Category                                    Total Traders:        46
        10         10          .          7          .          .          6          9          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 12, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE   (MSCI EAFE INDEX X $50)                            
CFTC Code #244741                                                    Open Interest is    31,704
Positions
         0      2,343          0     21,867     16,680      4,319      1,856      6,102          0          0          0          0      3,662      2,260
 
Changes from:       October 5, 2010                                  Total Change is:     1,187
         0        808          0        353       -619        561         15        761          0          0       -220          0        258       -104
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        7.4        0.0       69.0       52.6       13.6        5.9       19.2        0.0        0.0        0.0        0.0       11.6        7.1
 
Number of Traders in Each Category                                    Total Traders:        46
         0          .          0         18         13          8          .          9          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 12, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE   (MSCI INDEX X $50)                     
CFTC Code #244742                                                    Open Interest is    30,773
Positions
     2,494     11,063         50     14,216      4,338        740      3,691     12,621          0      3,124          0          0      6,458      1,961
 
Changes from:       October 5, 2010                                  Total Change is:       246
       543        -65         50       -204       -101         39       -148        417          0          0          0          0        -34        -94
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       36.0        0.2       46.2       14.1        2.4       12.0       41.0        0.0       10.2        0.0        0.0       21.0        6.4
 
Number of Traders in Each Category                                    Total Traders:        43
         6          5          .         11          5          4          7          4          0          5          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 12, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   692,890
Positions
    28,894    166,815      5,674    334,059    152,182     61,514     79,909    128,177      6,343     18,424     43,884      4,540    153,533    123,761
 
Changes from:       October 5, 2010                                  Total Change is:    18,568
     5,185      6,203     -2,907     -9,129      2,662      4,687     21,006     -4,533     -2,087     -3,702      9,081     -1,666      7,181      7,128
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       24.1        0.8       48.2       22.0        8.9       11.5       18.5        0.9        2.7        6.3        0.7       22.2       17.9
 
Number of Traders in Each Category                                    Total Traders:       165
        10         23          6         44         23         36         29         24         12          4          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 12, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   232,194
Positions
         0     98,083      1,781    173,117          0      9,814      2,000     87,735         10          0          0          0     45,472     34,771
 
Changes from:       October 5, 2010                                  Total Change is:     6,697
         0      1,044      1,206      8,392          0     -1,051          0      3,742          0          0          0          0     -1,850      1,756
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       42.2        0.8       74.6        0.0        4.2        0.9       37.8        0.0        0.0        0.0        0.0       19.6       15.0
 
Number of Traders in Each Category                                    Total Traders:        46
         0          9          .         25          0         12          .         11          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 12, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is   740,994
Positions
    75,769     75,712      6,750    194,492    229,020     82,597    229,673     62,748     10,077     23,942    149,877      3,913    113,781    120,300
 
Changes from:       October 5, 2010                                  Total Change is:     7,805
     9,566     -1,431     -3,059     20,312      7,535     -7,252    -18,958      4,051        896      1,474       -973         -6      4,832      8,044
 
Percent of Open Interest Represented by Each Category of Trader
      10.2       10.2        0.9       26.2       30.9       11.1       31.0        8.5        1.4        3.2       20.2        0.5       15.4       16.2
 
Number of Traders in Each Category                                    Total Traders:       216
        18         26          6         34         43         38         40         26         16          6         22          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 12, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 1,689,611
Positions
    87,572    363,694     51,786    693,648    333,081    153,025    199,579    394,166     19,017    151,514     40,527     12,227    321,243    322,088
 
Changes from:       October 5, 2010                                  Total Change is:   -17,153
    14,084    -12,991     -5,940    -51,516    -10,747      3,552     -7,454      3,990     -6,510     12,326     -1,653        174     24,131     12,972
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       21.5        3.1       41.1       19.7        9.1       11.8       23.3        1.1        9.0        2.4        0.7       19.0       19.1
 
Number of Traders in Each Category                                    Total Traders:       282
        29         40         17         48         50         54         40         56         33         10          9          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 12, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is   992,698
Positions
    99,615    136,412     19,555    198,946    336,629    115,582    289,811     78,423     12,491     35,914     46,103          1    220,783    247,502
 
Changes from:       October 5, 2010                                  Total Change is:    46,313
    18,829        306      7,566     -4,615      4,348      6,939     16,006     16,847      1,649        115      1,593          1       -177      7,064
 
Percent of Open Interest Represented by Each Category of Trader
      10.0       13.7        2.0       20.0       33.9       11.6       29.2        7.9        1.3        3.6        4.6        0.0       22.2       24.9
 
Number of Traders in Each Category                                    Total Traders:       165
        16         16          7         24         33         32         32         29         15          4         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 12, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   596,498
Positions
   141,863    244,375    193,494     15,413        170      1,858    127,228     27,955     79,569      4,453      1,210        686     31,934     47,181
 
Changes from:       October 5, 2010                                  Total Change is:    14,178
    -1,067      5,883     12,119        721         63        337      4,626     -1,897        349        119       -196        151     -3,177     -2,631
 
Percent of Open Interest Represented by Each Category of Trader
      23.8       41.0       32.4        2.6        0.0        0.3       21.3        4.7       13.3        0.7        0.2        0.1        5.4        7.9
 
Number of Traders in Each Category                                    Total Traders:       106
        26         27         38          .          .          .         25         16         30          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 12, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is 7,781,612
Positions
 1,622,190  3,041,241  1,416,484    885,178    249,374    114,456  1,504,412    563,097    991,294    196,697    391,765    103,720    947,181    910,181
 
Changes from:       October 5, 2010                                  Total Change is:    11,705
    12,734    -69,613       -178     17,760     48,043     -6,432    -29,963     13,064    -18,116     12,788     54,991     -3,260     26,372     -6,794
 
Percent of Open Interest Represented by Each Category of Trader
      20.8       39.1       18.2       11.4        3.2        1.5       19.3        7.2       12.7        2.5        5.0        1.3       12.2       11.7
 
Number of Traders in Each Category                                    Total Traders:       251
        33         56         84         11         10         13         65         47         81          7         12         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 12, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    12,094
Positions
     3,177      5,127      1,300        958        814         22      1,445      4,492         58      4,800        205          0        334         76
 
Changes from:       October 5, 2010                                  Total Change is:       931
       880        246          0        -15          0          0         73        682          0          0         30          0         -7        -27
 
Percent of Open Interest Represented by Each Category of Trader
      26.3       42.4       10.7        7.9        6.7        0.2       11.9       37.1        0.5       39.7        1.7        0.0        2.8        0.6
 
Number of Traders in Each Category                                    Total Traders:        32
         4          4          .          .          5          .          5          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 12, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    41,014
Positions
    34,880     27,672      1,935      1,624      1,556         77      2,229      3,587          0          0      6,061          0        269        126
 
Changes from:       October 5, 2010                                  Total Change is:     1,934
     1,938      3,180          2          0        294          0         85     -1,593          0          0          2          0        -91         49
 
Percent of Open Interest Represented by Each Category of Trader
      85.0       67.5        4.7        4.0        3.8        0.2        5.4        8.7        0.0        0.0       14.8        0.0        0.7        0.3
 
Number of Traders in Each Category                                    Total Traders:        32
         4          5          .          .          4          .          6          7          0          0          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 12, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    34,984
Positions
    16,916      7,454        129        299        915        662     11,128     20,809        523      1,757        778          0      3,570      3,714
 
Changes from:       October 5, 2010                                  Total Change is:       398
     2,026         65          0       -117         87        -78     -1,922      1,946        -66        -72     -1,320         -1        628       -235
 
Percent of Open Interest Represented by Each Category of Trader
      48.4       21.3        0.4        0.9        2.6        1.9       31.8       59.5        1.5        5.0        2.2        0.0       10.2       10.6
 
Number of Traders in Each Category                                    Total Traders:        78
         9          4          .          .          .          .         13         35          .          8          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 12, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   129,842
Positions
    87,877     41,330      9,307        671        675      2,543        218     43,452     11,263        780      4,041      3,135     14,048     14,096
 
Changes from:       October 5, 2010                                  Total Change is:    14,848
     6,202      1,805      3,738          0        485        418       -707      5,641      3,211        143       -417      1,009        834     -1,042
 
Percent of Open Interest Represented by Each Category of Trader
      67.7       31.8        7.2        0.5        0.5        2.0        0.2       33.5        8.7        0.6        3.1        2.4       10.8       10.9
 
Number of Traders in Each Category                                    Total Traders:        74
         4         13         12          .          .          6          .         34         18          .          6          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 12, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     4,679
Positions
       532      2,147          0      1,881         62         46      1,241      2,342          0        880         45          0         99         37
 
Changes from:       October 5, 2010                                  Total Change is:       118
         0        -12          0        266         -5          5         44        130          0          0          0          0       -197          0
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       45.9        0.0       40.2        1.3        1.0       26.5       50.1        0.0       18.8        1.0        0.0        2.1        0.8
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          .          .          .          5          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 12, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    15,742
Positions
       488     11,649        558     11,172          0          0      1,945      2,531          0          0          0          0      1,579      1,004
 
Changes from:       October 5, 2010                                  Total Change is:     1,743
        -1        504        487        142          0          0        546        387          0          0          0          0        569        365
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       74.0        3.5       71.0        0.0        0.0       12.4       16.1        0.0        0.0        0.0        0.0       10.0        6.4
 
Number of Traders in Each Category                                    Total Traders:        26
         .          4          .          9          0          0          8          4          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated October 15, 2010