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Traders in Financial Futures- Futures Only Positions as of November 16, 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   124,587
Positions
     7,669     71,861      1,918     10,850     10,849        152     53,436     10,353      1,835      8,034     10,645          0     40,693     16,974
 
Changes from:       November 9, 2010                                 Total Change is:    -4,123
       904      2,269        348        737        102         85     -4,619     -2,409        203        393     -4,426          0     -2,174       -295
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       57.7        1.5        8.7        8.7        0.1       42.9        8.3        1.5        6.4        8.5        0.0       32.7       13.6
 
Number of Traders in Each Category                                    Total Traders:        85
         7         15          5          4          .          .         33          8          4         12          .          0
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Traders in Financial Futures- Futures Only Positions as of November 16, 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    44,579
Positions
     6,316     18,525      1,382      1,672        892        398     18,372     12,861          3          0        500          0     16,436     10,018
 
Changes from:       November 9, 2010                                 Total Change is:    -6,421
       837     -4,418        372        -88        -30         60     -6,913     -2,591         -4          0          0          0       -685        190
 
Percent of Open Interest Represented by Each Category of Trader
      14.2       41.6        3.1        3.8        2.0        0.9       41.2       28.8        0.0        0.0        1.1        0.0       36.9       22.5
 
Number of Traders in Each Category                                    Total Traders:        38
         7          7          .          .          .          .         11          8          .          0          .          0
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Traders in Financial Futures- Futures Only Positions as of November 16, 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    98,997
Positions
    13,868     30,732      1,386      7,514     23,064      1,225     49,233     11,212        639      1,534     10,601          0     23,598     20,138
 
Changes from:       November 9, 2010                                 Total Change is:     2,464
       827      4,193        183       -124      1,080        266      7,402     -3,683        376       -500       -533          0     -5,966        582
 
Percent of Open Interest Represented by Each Category of Trader
      14.0       31.0        1.4        7.6       23.3        1.2       49.7       11.3        0.6        1.5       10.7        0.0       23.8       20.3
 
Number of Traders in Each Category                                    Total Traders:        91
         7         14          5          4         10          4         36         13          9          .          5          0
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Traders in Financial Futures- Futures Only Positions as of November 16, 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   131,701
Positions
    16,348     65,592      4,851     33,548      6,205      1,194     32,996     17,655        110     13,351      2,820          0     29,303     33,274
 
Changes from:       November 9, 2010                                 Total Change is:    -8,814
     3,065    -13,454        923     -2,195      1,637        108     -4,344      7,027       -621       -868       -959          0     -4,882     -3,475
 
Percent of Open Interest Represented by Each Category of Trader
      12.4       49.8        3.7       25.5        4.7        0.9       25.1       13.4        0.1       10.1        2.1        0.0       22.2       25.3
 
Number of Traders in Each Category                                    Total Traders:       100
        10         17          5         11          7          4         24         25          5          .          .          0
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Traders in Financial Futures- Futures Only Positions as of November 16, 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   195,598
Positions
    52,617     66,653      4,981     24,728     19,209      2,791     33,150     43,572      4,159     18,692      8,702        414     54,066     45,117
 
Changes from:       November 9, 2010                                 Total Change is:    -8,930
     3,169    -18,489        343     -1,766      2,372         39     -2,130      3,328     -1,036     -4,280      2,219        143     -3,412      2,151
 
Percent of Open Interest Represented by Each Category of Trader
      26.9       34.1        2.5       12.6        9.8        1.4       16.9       22.3        2.1        9.6        4.4        0.2       27.6       23.1
 
Number of Traders in Each Category                                    Total Traders:       157
        21         17          8         18         14          7         30         42         16          9          6          .
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Traders in Financial Futures- Futures Only Positions as of November 16, 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   121,110
Positions
    15,941     85,208      3,376     19,878      2,815        254     47,837      9,551        345      1,890      1,900         12     31,577     17,649
 
Changes from:       November 9, 2010                                 Total Change is:    -9,096
     6,394    -11,214        654     -1,435          6         70    -11,701      1,948        345        916     -1,940          0     -4,339      1,035
 
Percent of Open Interest Represented by Each Category of Trader
      13.2       70.4        2.8       16.4        2.3        0.2       39.5        7.9        0.3        1.6        1.6        0.0       26.1       14.6
 
Number of Traders in Each Category                                    Total Traders:        70
         8         13          4          4          .          .         23         11          .          6          .          .
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Traders in Financial Futures- Futures Only Positions as of November 16, 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    41,471
Positions
     8,192     25,513      7,614          0          0          0     15,241      6,743      1,013      1,255          5        137      8,019        446
 
Changes from:       November 9, 2010                                 Total Change is:      -642
       638        234        107          0          0          0       -243         -9       -375          0        -11       -469       -300       -119
 
Percent of Open Interest Represented by Each Category of Trader
      19.8       61.5       18.4        0.0        0.0        0.0       36.8       16.3        2.4        3.0        0.0        0.3       19.3        1.1
 
Number of Traders in Each Category                                    Total Traders:        23
         8          8          8          0          0          0          .          .          .          .          .          .
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Traders in Financial Futures- Futures Only Positions as of November 16, 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   147,623
Positions
     3,975    118,804      1,035     19,764        150        187    113,600      7,509        100      2,647     16,727          0      6,315      3,111
 
Changes from:       November 9, 2010                                 Total Change is:     1,481
       786      4,384        592        639          0        139      2,976       -585         92     -1,713     -3,737          0     -2,030        596
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       80.5        0.7       13.4        0.1        0.1       77.0        5.1        0.1        1.8       11.3        0.0        4.3        2.1
 
Number of Traders in Each Category                                    Total Traders:       110
         8         15          .          9          .          .         48         14          .          7          8          0
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Traders in Financial Futures- Futures Only Positions as of November 16, 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    33,423
Positions
     1,890     25,136         88        510        101          0     27,041      6,906          0        586        316          0      3,308        876
 
Changes from:       November 9, 2010                                 Total Change is:     1,929
       105        932          0         14        101          0      2,013        804          0         27         64          0       -230         28
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       75.2        0.3        1.5        0.3        0.0       80.9       20.7        0.0        1.8        0.9        0.0        9.9        2.6
 
Number of Traders in Each Category                                    Total Traders:        42
         .         11          .          .          .          0         13          8          0          .          .          0
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Traders in Financial Futures- Futures Only Positions as of November 16, 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    47,805
Positions
    19,053     23,364        542      3,624      4,258        543     16,694     13,151        330        275        577          0      6,745      5,042
 
Changes from:       November 9, 2010                                 Total Change is:    -3,070
       872     -1,964       -212        -82        145        -45     -3,502       -612        -22          0       -275         -2        -77        -83
 
Percent of Open Interest Represented by Each Category of Trader
      39.9       48.9        1.1        7.6        8.9        1.1       34.9       27.5        0.7        0.6        1.2        0.0       14.1       10.5
 
Number of Traders in Each Category                                    Total Traders:        96
        17         13          4          6          7          .         29         21          6          .          .          0
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Traders in Financial Futures- Futures Only Positions as of November 16, 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    95,609
Positions
    38,105     46,727      1,083      7,248      8,516      1,085     33,388     26,302        660        550      1,153          0     13,490     10,083
 
Changes from:       November 9, 2010                                 Total Change is:    -6,140
     1,743     -3,928       -424       -164        289        -90     -7,004     -1,224        -44          0       -550         -3       -154       -166
 
Percent of Open Interest Represented by Each Category of Trader
      39.9       48.9        1.1        7.6        8.9        1.1       34.9       27.5        0.7        0.6        1.2        0.0       14.1       10.5
 
Number of Traders in Each Category                                    Total Traders:        96
        17         13          4          6          7          .         29         21          6          .          .          0
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Traders in Financial Futures- Futures Only Positions as of November 16, 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   921,238
Positions
    36,753    293,429     74,894    420,271    138,434     65,750    100,480    158,553     61,625     19,839     25,864      1,429    140,196    101,261
 
Changes from:       November 9, 2010                                 Total Change is:    16,846
     4,974    -15,415      2,017     -4,119      9,737       -554     -1,561     10,198       -684       -698     -1,004     -1,382     18,852     13,933
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       31.9        8.1       45.6       15.0        7.1       10.9       17.2        6.7        2.2        2.8        0.2       15.2       11.0
 
Number of Traders in Each Category                                    Total Traders:       545
        32         49         24        120         62         64        103        126         66         29         23          6
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Traders in Financial Futures- Futures Only Positions as of November 16, 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   349,376
Positions
    39,923    200,157      8,902    145,925     46,769      7,116     56,037     35,437      1,493      8,440      9,134        748     80,792     39,620
 
Changes from:       November 9, 2010                                 Total Change is:     5,366
       694      4,245      2,379     -1,496       -241       -736     -4,499      1,936        -29       -130        191       -124      9,307     -2,255
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       57.3        2.5       41.8       13.4        2.0       16.0       10.1        0.4        2.4        2.6        0.2       23.1       11.3
 
Number of Traders in Each Category                                    Total Traders:       144
        12         26          7         31         16         12         14         35          9          5          5          .
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Traders in Financial Futures- Futures Only Positions as of November 16, 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 2,859,310
Positions
   177,664    659,873    136,447  1,399,536    486,128    265,365    455,002    848,365     67,874     57,751     84,404      2,651    297,020    308,203
 
Changes from:       November 9, 2010                                 Total Change is:    57,400
    13,948   -105,754      5,643    -11,274     51,731       -929    -13,347     13,271     24,764     -2,553     -5,689     -6,576     47,724     80,939
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       23.1        4.8       48.9       17.0        9.3       15.9       29.7        2.4        2.0        3.0        0.1       10.4       10.8
 
Number of Traders in Each Category                                    Total Traders:       494
        30         43         13        101         55         54        101        119         44         25         20          .
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Traders in Financial Futures- Futures Only Positions as of November 16, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   105,873
Positions
    17,539     30,644      9,651     47,858     38,856      4,909     13,219     17,681        557      1,433          0          0     10,707      3,575
 
Changes from:       November 9, 2010                                 Total Change is:       -84
     2,840     -1,966       -188     -1,828      2,927         22      1,083        734     -1,540        -27          0          0       -446        -73
 
Percent of Open Interest Represented by Each Category of Trader
      16.6       28.9        9.1       45.2       36.7        4.6       12.5       16.7        0.5        1.4        0.0        0.0       10.1        3.4
 
Number of Traders in Each Category                                    Total Traders:        84
         6          9          .         28         13         10         14         11          .          .          0          0
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Traders in Financial Futures- Futures Only Positions as of November 16, 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   123,529
Positions
    10,888     41,522     22,237     23,822     16,835      2,887     35,640     13,539     15,281      2,582      2,965          9     10,183      8,255
 
Changes from:       November 9, 2010                                 Total Change is:     8,591
      -403        289      2,391     -2,809       -122        647      6,128        447      2,236          4       -490          0        397      3,194
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       33.6       18.0       19.3       13.6        2.3       28.9       11.0       12.4        2.1        2.4        0.0        8.2        6.7
 
Number of Traders in Each Category                                    Total Traders:       260
        22         32          9         40         19         10         79         44         16         13         11          .
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Traders in Financial Futures- Futures Only Positions as of November 16, 2010               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    30,460
Positions
    12,542     23,647        797        230        280          0     12,876      4,219          0        983          0          0      3,032      1,517
 
Changes from:       November 9, 2010                                 Total Change is:     2,524
     1,242      2,946         -3        -28          0          0      1,718         60          0        237          0          0       -642       -479
 
Percent of Open Interest Represented by Each Category of Trader
      41.2       77.6        2.6        0.8        0.9        0.0       42.3       13.9        0.0        3.2        0.0        0.0       10.0        5.0
 
Number of Traders in Each Category                                    Total Traders:        27
         6         10          .          .          .          0          5          .          0          .          0          0
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Traders in Financial Futures- Futures Only Positions as of November 16, 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   465,344
Positions
    92,780    190,422      6,152    117,961     82,774     14,433    186,259    119,039      3,965      7,993     14,823         45     35,756     33,691
 
Changes from:       November 9, 2010                                 Total Change is:    30,336
     1,518     -3,544      2,228    -13,903       -610      3,233     33,930     13,814       -700     -1,164     -2,448          0      5,194     18,363
 
Percent of Open Interest Represented by Each Category of Trader
      19.9       40.9        1.3       25.3       17.8        3.1       40.0       25.6        0.9        1.7        3.2        0.0        7.7        7.2
 
Number of Traders in Each Category                                    Total Traders:       252
        21         30          4         39         18         10         78         43         12         12         11          .
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Traders in Financial Futures- Futures Only Positions as of November 16, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   400,264
Positions
   166,879     61,787      5,936    120,522    143,216     22,785     59,166    125,780      4,856      1,741     19,244          0     18,379     16,660
 
Changes from:       November 9, 2010                                 Total Change is:     4,118
     4,712     -3,549        436     -1,471      2,777        435      1,992      3,871       -790       -103        448          0     -1,093        490
 
Percent of Open Interest Represented by Each Category of Trader
      41.7       15.4        1.5       30.1       35.8        5.7       14.8       31.4        1.2        0.4        4.8        0.0        4.6        4.2
 
Number of Traders in Each Category                                    Total Traders:       254
        19         20          .         56         40         24         39         66         19          4         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 16, 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    40,790
Positions
    11,464      6,631      1,693     13,193        756        192      2,821     12,180         53      1,960        623          0      9,414     18,662
 
Changes from:       November 9, 2010                                 Total Change is:     3,121
    -1,038       -289       -586      4,712       -111         43        228      4,298        -92        276          0          0       -422       -142
 
Percent of Open Interest Represented by Each Category of Trader
      28.1       16.3        4.2       32.3        1.9        0.5        6.9       29.9        0.1        4.8        1.5        0.0       23.1       45.8
 
Number of Traders in Each Category                                    Total Traders:        63
        16         10          4         12          .          .          6         13          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 16, 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    47,542
Positions
    12,425     18,821      1,512      5,915      1,616        584     13,987     10,895        538      1,714        243         66     10,801     13,267
 
Changes from:       November 9, 2010                                 Total Change is:       617
    -6,615       -860        516       -304         34        -71      3,493       -861        499      1,264        -22         66      1,769      1,316
 
Percent of Open Interest Represented by Each Category of Trader
      26.1       39.6        3.2       12.4        3.4        1.2       29.4       22.9        1.1        3.6        0.5        0.1       22.7       27.9
 
Number of Traders in Each Category                                    Total Traders:        52
         9         11          .          5          .          .         11         10          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 16, 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    30,384
Positions
         0      4,068          0     18,476     15,461      4,022      2,939      4,969          0        495          0          0      4,452      1,864
 
Changes from:       November 9, 2010                                 Total Change is:       425
         0        103          0          3      1,033         49       -145       -273          0        214          0          0        304       -487
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       13.4        0.0       60.8       50.9       13.2        9.7       16.4        0.0        1.6        0.0        0.0       14.7        6.1
 
Number of Traders in Each Category                                    Total Traders:        44
         0          .          0         16         16          8          4          5          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 16, 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    37,701
Positions
     2,840     13,306        117     14,894      5,703        715      6,920     16,306          0      4,136          0          0      8,079      1,554
 
Changes from:       November 9, 2010                                 Total Change is:     1,655
       240      1,287          0     -1,395        619        -81      2,281       -380          0        569          0          0         41        210
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       35.3        0.3       39.5       15.1        1.9       18.4       43.3        0.0       11.0        0.0        0.0       21.4        4.1
 
Number of Traders in Each Category                                    Total Traders:        52
         6          6          .         12          8          5         10          4          0          6          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 16, 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   647,423
Positions
    33,982    147,045     12,814    304,039    153,630     43,179     63,960     98,244     16,350     20,148     20,833      9,668    143,283    145,660
 
Changes from:       November 9, 2010                                 Total Change is:   -34,295
        75     33,802        822     -2,301    -11,480    -23,110    -19,487    -35,962     -1,411       -269     -6,858      4,732      6,654      5,170
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       22.7        2.0       47.0       23.7        6.7        9.9       15.2        2.5        3.1        3.2        1.5       22.1       22.5
 
Number of Traders in Each Category                                    Total Traders:       163
        11         24         12         42         26         35         21         28         18          4          6          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 16, 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   312,931
Positions
       908    104,705     13,258    222,392      3,349     10,693          0    136,489      4,433      1,725          0          0     59,522     40,004
 
Changes from:       November 9, 2010                                 Total Change is:    16,985
       143       -307        332     16,467     -3,245        215     -1,755     21,730       -833     -2,625          0          0      5,041       -907
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       33.5        4.2       71.1        1.1        3.4        0.0       43.6        1.4        0.6        0.0        0.0       19.0       12.8
 
Number of Traders in Each Category                                    Total Traders:        53
         .         12          .         24          .         11          0         14          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 16, 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   689,507
Positions
    42,638     58,376      9,798    294,359    239,358     67,984    113,446     87,469     32,929     17,021     83,082      3,500    107,832    107,011
 
Changes from:       November 9, 2010                                 Total Change is:   -41,633
     1,187    -17,899     -4,666      5,020     -5,283     -4,014    -44,339    -16,820     10,982       -912     -4,010        578     -5,469       -501
 
Percent of Open Interest Represented by Each Category of Trader
       6.2        8.5        1.4       42.7       34.7        9.9       16.5       12.7        4.8        2.5       12.0        0.5       15.6       15.5
 
Number of Traders in Each Category                                    Total Traders:       199
        12         20          9         38         43         41         34         29         25          4         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 16, 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 1,523,980
Positions
   133,768    263,178     65,595    425,651    323,473    191,086    231,174    284,111     45,492    142,180     21,356     11,593    277,441    318,096
 
Changes from:       November 9, 2010                                 Total Change is:   -41,858
     4,409    -22,469     19,289    -33,008     33,946      2,584     13,702    -55,938     -5,408    -16,777     -6,023       -233    -26,416     -7,606
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       17.3        4.3       27.9       21.2       12.5       15.2       18.6        3.0        9.3        1.4        0.8       18.2       20.9
 
Number of Traders in Each Category                                    Total Traders:       281
        36         33         21         40         49         52         63         39         41         18          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 16, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,130,653
Positions
    99,519    119,303     10,387    177,774    456,489    132,239    443,085    105,322     22,433     56,658     47,661      3,088    185,470    233,731
 
Changes from:       November 9, 2010                                 Total Change is:   -77,474
   -17,261    -14,478    -11,592     13,019    -32,412      2,763    -52,687     -1,203     -6,390      6,277        894      2,818    -14,421    -17,874
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       10.6        0.9       15.7       40.4       11.7       39.2        9.3        2.0        5.0        4.2        0.3       16.4       20.7
 
Number of Traders in Each Category                                    Total Traders:       179
        16         20         13         20         42         35         34         31         20          7          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 16, 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   576,187
Positions
   112,352    219,055    211,792      3,760      2,194      1,203    126,555     25,168     66,603     16,842      1,497        901     36,179     47,774
 
Changes from:       November 9, 2010                                 Total Change is:   -17,709
   -13,983     -5,437      2,083        760      1,569       -400      5,167     -3,695     -7,911     -3,019       -289         46       -452     -3,675
 
Percent of Open Interest Represented by Each Category of Trader
      19.5       38.0       36.8        0.7        0.4        0.2       22.0        4.4       11.6        2.9        0.3        0.2        6.3        8.3
 
Number of Traders in Each Category                                    Total Traders:        99
        27         25         35          .          4          .         23         13         23          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 16, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is 8,072,688
Positions
 2,028,792  2,598,145  1,701,091  1,207,865    580,180    103,968    761,638    506,907  1,099,974    205,962    479,028    111,208    852,190    892,187
 
Changes from:       November 9, 2010                                 Total Change is:  -375,480
    42,645   -182,719    -11,118     31,701     22,542     21,301   -322,484    -60,778    -57,796      9,472      5,701    -15,591    -73,610    -97,022
 
Percent of Open Interest Represented by Each Category of Trader
      25.1       32.2       21.1       15.0        7.2        1.3        9.4        6.3       13.6        2.6        5.9        1.4       10.6       11.1
 
Number of Traders in Each Category                                    Total Traders:       250
        47         45         87          8         10         12         61         47         87          9         12         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 16, 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    15,777
Positions
     7,002     11,511      1,301        906        975         85        847        902        646      4,800        245          0        190        112
 
Changes from:       November 9, 2010                                 Total Change is:       314
        11      1,403          1        -33        134         29        -12     -1,636        395          0        -30          0        -77         18
 
Percent of Open Interest Represented by Each Category of Trader
      44.4       73.0        8.2        5.7        6.2        0.5        5.4        5.7        4.1       30.4        1.6        0.0        1.2        0.7
 
Number of Traders in Each Category                                    Total Traders:        30
         4          4          .          .          5          .          5          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 16, 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    46,732
Positions
    38,178     26,404      5,536      1,649      1,974         59        729      6,564        297          0      5,638          0        284        260
 
Changes from:       November 9, 2010                                 Total Change is:     2,632
     3,161      1,657      1,367         28        546        -92     -1,604     -1,054         47        -30          0          0       -245        161
 
Percent of Open Interest Represented by Each Category of Trader
      81.7       56.5       11.8        3.5        4.2        0.1        1.6       14.0        0.6        0.0       12.1        0.0        0.6        0.6
 
Number of Traders in Each Category                                    Total Traders:        29
         4          5          .          .          4          .          .          8          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 16, 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    32,813
Positions
    15,480      7,375        153      1,209        707        888      7,812     18,523        798      1,502      1,057         31      4,940      3,281
 
Changes from:       November 9, 2010                                 Total Change is:    -5,558
    -2,534       -291         20        925        -79       -146     -3,835     -4,162        232     -1,028       -186         28        780       -974
 
Percent of Open Interest Represented by Each Category of Trader
      47.2       22.5        0.5        3.7        2.2        2.7       23.8       56.5        2.4        4.6        3.2        0.1       15.1       10.0
 
Number of Traders in Each Category                                    Total Traders:        73
         7          .          .          5          .          .         21         19          .         11          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 16, 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   167,743
Positions
    77,065     49,352     29,601      3,537        442      4,236      2,572     33,598     27,385      1,207      2,007      3,561     18,579     17,561
 
Changes from:       November 9, 2010                                 Total Change is:    20,452
     6,416      9,446      5,154      1,373       -185        215        873        992      1,680        751       -288       -886      4,876      4,324
 
Percent of Open Interest Represented by Each Category of Trader
      45.9       29.4       17.6        2.1        0.3        2.5        1.5       20.0       16.3        0.7        1.2        2.1       11.1       10.5
 
Number of Traders in Each Category                                    Total Traders:        87
         7         12         15          5          .          6         11         32         35          4          6          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 16, 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    14,765
Positions
       466     14,015          0     11,126          0          2      2,024        306          0          0          0          0      1,147        442
 
Changes from:       November 9, 2010                                 Total Change is:      -463
       -11        436          0        -45          0          0        -23       -367         -5          0          0          0       -379       -527
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       94.9        0.0       75.4        0.0        0.0       13.7        2.1        0.0        0.0        0.0        0.0        7.8        3.0
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          0          9          0          .          8          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated November 19, 2010