```
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       37,594
COMMITMENTS
   4,733    2,041    6,122   21,023   22,932   31,878   31,095    5,716    6,499

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:      3,088)
   1,089      433      611    1,652    1,258    3,352    2,302     -264      786

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6      5.4     16.3     55.9     61.0     84.8     82.7     15.2     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      24        5       20       36       34       65       55
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      229,202
COMMITMENTS
  60,046   21,082   60,478   88,496  109,731  209,020  191,290   20,182   37,912

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:    -16,351)
  -5,704    3,068   -5,475   -1,499  -12,050  -12,679  -14,456   -3,672   -1,895

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.2      9.2     26.4     38.6     47.9     91.2     83.5      8.8     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      88       70       91       52       61      192      182
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      397,975
COMMITMENTS
 142,132   11,352  101,536  127,195  215,640  370,863  328,528   27,112   69,447

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:      3,112)
   2,028      159    6,505   -3,951   -3,877    4,583    2,787   -1,471      325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.7      2.9     25.5     32.0     54.2     93.2     82.5      6.8     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      425)
     162       45      112      104      192      306      318
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,223
COMMITMENTS
   4,077    2,586    1,138    2,942    4,829    8,157    8,553    2,066    1,670

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:       -167)
     124     -662      135     -120      593      139       65     -306     -232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.9     25.3     11.1     28.8     47.2     79.8     83.7     20.2     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      30       24       13       20       29       60       58
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       34,916
COMMITMENTS
   9,113    7,769    8,293   12,020    5,274   29,427   21,335    5,489   13,581

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:        756)
    -370      455      859    1,138      365    1,627    1,679     -871     -923

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.1     22.2     23.8     34.4     15.1     84.3     61.1     15.7     38.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      30       35       35       45       39       92       96
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       41,182
COMMITMENTS
   7,556       16      606   24,520   40,493   32,682   41,115    8,500       67

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:      1,736)
   1,110        0        0      597    1,763    1,707    1,763       29      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.3      0.0      1.5     59.5     98.3     79.4     99.8     20.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        1        1       11       13       17       14
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      126,630
COMMITMENTS
  48,846   16,556    5,897   26,621   86,268   81,364  108,720   45,266   17,909

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:     -9,325)
 -13,667   -3,448      726    1,770   -6,849  -11,171   -9,570    1,846      245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.6     13.1      4.7     21.0     68.1     64.3     85.9     35.7     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      37       14       22       24       27       72       52
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       57,889
COMMITMENTS
  24,740   14,000    1,371   11,466   32,123   37,577   47,494   20,312   10,394

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:     -4,101)
  -6,439    2,105     -116    2,952   -5,534   -3,604   -3,546     -497     -555

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.7     24.2      2.4     19.8     55.5     64.9     82.0     35.1     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      17        8        5       16       19       34       31
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      137,858
COMMITMENTS
 104,557   22,432       46   26,684  113,508  131,287  135,986    6,571    1,872

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:     -3,870)
  -4,300     -207       46      610   -4,181   -3,644   -4,342     -226      472

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    75.8     16.3      0.0     19.4     82.3     95.2     98.6      4.8      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      57       17        1       19       22       77       39
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       99,532
COMMITMENTS
  35,723   28,940    4,106   35,450   45,090   75,279   78,135   24,254   21,397

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:     -1,104)
  -3,871   -2,304      -19    5,752    1,451    1,862     -872   -2,966     -233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.9     29.1      4.1     35.6     45.3     75.6     78.5     24.4     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      34       21       21       24       25       66       59
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      155,502
COMMITMENTS
  62,092   18,366    7,090   55,155   95,880  124,337  121,337   31,166   34,166

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:     -6,335)
  -3,832   -1,630      464     -729   -5,879   -4,096   -7,045   -2,239      710

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.9     11.8      4.6     35.5     61.7     80.0     78.0     20.0     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      39       41       21       27       31       80       79
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      288,068
COMMITMENTS
  71,949   26,905   47,996   99,194  158,652  219,139  233,553   68,929   54,514

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:     26,265)
   6,064      -25    2,307    7,364   23,516   15,735   25,798   10,530      467

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.0      9.3     16.7     34.4     55.1     76.1     81.1     23.9     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      63       54       62       41       45      133      132
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       27,031
COMMITMENTS
  21,477    6,146        0    1,856   19,755   23,333   25,901    3,698    1,130

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:        594)
     201    1,443        0      643     -852      844      591     -250        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    79.5     22.7      0.0      6.9     73.1     86.3     95.8     13.7      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      14        9        0        6       12       20       21
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   13,079,825
COMMITMENTS
 1512230  392,992  4682381  5897661  7010709 12092273 12086082  987,553  993,743

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:    110,022)
 -37,344  104,305  -96,229  266,985   88,168  133,412   96,244  -23,390   13,778

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6      3.0     35.8     45.1     53.6     92.4     92.4      7.6      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
      77       56      110      136      141      265      262
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      964,115
COMMITMENTS
  72,711   79,661   74,196  676,237  696,192  823,144  850,049  140,971  114,066

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:    -17,116)
   1,681     -480   -8,662   -4,577   -4,931  -11,559  -14,073   -5,557   -3,043

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5      8.3      7.7     70.1     72.2     85.4     88.2     14.6     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      552)
     113      115       83      227      229      376      391
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      393,986
COMMITMENTS
  47,871   19,108   26,264  239,868  285,606  314,002  330,978   79,984   63,008

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:     -5,324)
    -514   -3,379   -6,380     -511    7,707   -7,405   -2,052    2,081   -3,272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2      4.9      6.7     60.9     72.5     79.7     84.0     20.3     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      21       27       31       71       73      112      111
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,850,643
COMMITMENTS
 269,051  447,614   94,810  2181848  2052930  2545709  2595354  304,934  255,289

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:    -58,961)
   4,117    7,641   -4,555  -20,330  -63,190  -20,768  -60,104  -38,192    1,143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4     15.7      3.3     76.5     72.0     89.3     91.0     10.7      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      494)
     100      102       64      198      204      323      345
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      107,648
COMMITMENTS
  17,216    7,616      590   79,467   96,126   97,273  104,332   10,375    3,316

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:      1,116)
    -965      515      449    2,163    1,095    1,647    2,059     -532     -943

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0      7.1      0.5     73.8     89.3     90.4     96.9      9.6      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      14        4        1       45       36       59       41
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      110,365
COMMITMENTS
  26,138    8,280    9,041   63,217   85,726   98,397  103,046   11,969    7,319

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:       -140)
  -2,747   -1,294        4    1,163      394   -1,580     -897    1,440      757

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.7      7.5      8.2     57.3     77.7     89.2     93.4     10.8      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      74       42       21       81       79      163      134
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       22,780
COMMITMENTS
   7,341        0        0   11,934   18,441   19,275   18,441    3,505    4,339

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:      2,523)
     367        0        0    1,851    1,704    2,218    1,704      305      819

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.2      0.0      0.0     52.4     81.0     84.6     81.0     15.4     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        0        0        7       14       10       14
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      437,927
COMMITMENTS
 130,692   78,103    8,502  256,416  336,423  395,610  423,027   42,317   14,900

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:    -13,316)
 -13,733   -4,637   -1,816   -3,439   -6,551  -18,988  -13,003    5,671     -313

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.8     17.8      1.9     58.6     76.8     90.3     96.6      9.7      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      74       42       19       77       74      157      129
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      144,800
COMMITMENTS
  72,741   13,229    4,743   30,491  109,429  107,975  127,401   36,825   17,399

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:     -3,936)
  -7,326      873      474       91   -6,537   -6,762   -5,190    2,826    1,254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.2      9.1      3.3     21.1     75.6     74.6     88.0     25.4     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      38       13       14       18       22       62       43
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       32,911
COMMITMENTS
   7,092    6,865        4   16,738    7,928   23,834   14,797    9,077   18,114

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:     -1,207)
    -477      715        0      588      789      111    1,504   -1,318   -2,711

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.5     20.9      0.0     50.9     24.1     72.4     45.0     27.6     55.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      13        8        1       24       13       37       22
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       39,098
COMMITMENTS
   7,361   10,395      503   23,120   20,269   30,984   31,167    8,114    7,931

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:      2,298)
   1,160    1,657       98    1,516      478    2,774    2,233     -476       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8     26.6      1.3     59.1     51.8     79.2     79.7     20.8     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      11        8        1       17       19       28       28
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       31,406
COMMITMENTS
   4,701    1,379      300   22,657   27,691   27,658   29,370    3,748    2,036

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:       -298)
     782     -436        0   -1,166      362     -384      -74       86     -224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0      4.4      1.0     72.1     88.2     88.1     93.5     11.9      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       7        3        1       18       25       25       29
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       33,087
COMMITMENTS
   7,137    1,281        0   19,096   30,599   26,233   31,880    6,854    1,207

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:      2,314)
    -769     -204        0    2,687    3,272    1,918    3,068      396     -754

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6      3.9      0.0     57.7     92.5     79.3     96.4     20.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      13        1        0       19       16       32       17
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       14,874
COMMITMENTS
   4,225    4,736        0    9,430    9,310   13,655   14,046    1,219      828

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:       -868)
      89   -1,547        0     -597      855     -508     -692     -360     -176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.4     31.8      0.0     63.4     62.6     91.8     94.4      8.2      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      13        4        0        5        2       18        6
```

----

Updated October 22, 2010