```
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       34,506
COMMITMENTS
   3,644    1,608    5,511   19,370   21,674   28,526   28,793    5,980    5,713

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:      2,268)
   1,424      441      242      306    1,266    1,972    1,949      296      319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6      4.7     16.0     56.1     62.8     82.7     83.4     17.3     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      22        6       18       32       31       60       50
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      245,553
COMMITMENTS
  65,750   18,013   65,952   89,996  121,780  221,699  205,746   23,854   39,807

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:     -7,482)
  -3,510     -529       78   -3,139   -5,925   -6,571   -6,376     -911   -1,106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.8      7.3     26.9     36.7     49.6     90.3     83.8      9.7     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      89       79      109       52       65      208      197
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      394,863
COMMITMENTS
 140,103   11,193   95,031  131,146  219,517  366,280  325,741   28,582   69,122

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:      1,981)
  -3,100      601    5,567   -2,033   -1,242      433    4,926    1,547   -2,945

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.5      2.8     24.1     33.2     55.6     92.8     82.5      7.2     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      431)
     164       43      112      104      195      307      324
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,389
COMMITMENTS
   3,953    3,248    1,003    3,062    4,237    8,018    8,488    2,371    1,902

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:        674)
     162      345     -203      337      375      296      517      378      157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.1     31.3      9.6     29.5     40.8     77.2     81.7     22.8     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      32       24       15       18       27       61       59
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       34,160
COMMITMENTS
   9,483    7,314    7,434   10,883    4,909   27,800   19,657    6,360   14,503

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:       -489)
  -1,600    1,868      364      252   -1,162     -984    1,071      494   -1,560

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.8     21.4     21.8     31.9     14.4     81.4     57.5     18.6     42.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      29       42       35       41       37       88       97
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       39,446
COMMITMENTS
   6,446       16      606   23,923   38,730   30,975   39,352    8,471       94

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:      1,918)
   1,472       -4        4     -244    1,968    1,232    1,968      686      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3      0.0      1.5     60.6     98.2     78.5     99.8     21.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        1        1       11       13       16       14
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      135,955
COMMITMENTS
  62,513   20,003    5,171   24,851   93,116   92,535  118,290   43,420   17,664

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:     -2,221)
     521   -2,521   -2,028   -1,350    1,907   -2,857   -2,642      636      422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.0     14.7      3.8     18.3     68.5     68.1     87.0     31.9     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      43       12       19       24       29       77       50
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       61,990
COMMITMENTS
  31,179   11,896    1,487    8,515   37,658   41,181   51,041   20,809   10,949

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:     -1,667)
     250    1,856   -1,027   -1,024   -2,811   -1,801   -1,982      134      315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.3     19.2      2.4     13.7     60.7     66.4     82.3     33.6     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      23        7        5       13       18       37       29
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      141,728
COMMITMENTS
 108,857   22,639        0   26,074  117,689  134,931  140,328    6,797    1,400

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:      2,153)
   2,688    2,234        0     -819      219    1,869    2,453      284     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    76.8     16.0      0.0     18.4     83.0     95.2     99.0      4.8      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      58       16        0       15       26       73       42
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      100,637
COMMITMENTS
  39,594   31,243    4,125   29,698   43,638   73,417   79,007   27,220   21,630

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:      1,957)
   2,542    3,093   -1,416      342     -706    1,469      971      488      986

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.3     31.0      4.1     29.5     43.4     73.0     78.5     27.0     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      29       26       18       22       27       61       61
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      161,837
COMMITMENTS
  65,923   19,996    6,626   55,884  101,760  128,433  128,382   33,404   33,455

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:      1,300)
    -925      -52   -1,372    2,776    1,371      480      -52      820    1,352

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.7     12.4      4.1     34.5     62.9     79.4     79.3     20.6     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      43       33       20       27       32       80       75
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      261,803
COMMITMENTS
  65,885   26,930   45,689   91,830  135,136  203,404  207,755   58,399   54,048

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:    -33,523)
     614     -900  -18,709   -9,892   -5,544  -27,987  -25,153   -5,536   -8,370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.2     10.3     17.5     35.1     51.6     77.7     79.4     22.3     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      61       54       55       36       46      125      127
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       26,437
COMMITMENTS
  21,276    4,703        0    1,213   20,607   22,489   25,310    3,948    1,127

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:        395)
     -63     -302        0      332    1,156      269      854      126     -459

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    80.5     17.8      0.0      4.6     77.9     85.1     95.7     14.9      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      13        7        0        5       13       18       20
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   12,969,803
COMMITMENTS
 1549574  288,687  4778611  5630676  6922540 11958861 11989838  1010942  979,965

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:    156,885)
 -45,087   62,482   80,229  104,147   31,235  139,289  173,947   17,596  -17,061

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9      2.2     36.8     43.4     53.4     92.2     92.4      7.8      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      78       50      106      135      141      260      255
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      981,231
COMMITMENTS
  71,030   80,140   82,859  680,814  701,123  834,703  864,122  146,528  117,109

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:     18,946)
  -3,796    2,245    1,785   21,311   15,812   19,300   19,842     -354     -896

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      8.2      8.4     69.4     71.5     85.1     88.1     14.9     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      561)
     114      128       99      229      223      396      397
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      399,310
COMMITMENTS
  48,385   22,487   32,644  240,378  277,899  321,407  333,031   77,903   66,279

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:      7,472)
   2,617      465     -165    4,807    8,780    7,258    9,080      213   -1,609

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1      5.6      8.2     60.2     69.6     80.5     83.4     19.5     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      26       32       40       73       76      124      123
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,909,604
COMMITMENTS
 264,934  439,973   99,365  2202178  2116119  2566477  2655458  343,127  254,146

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:     57,373)
 -21,287   19,674   -1,025   82,521   35,159   60,210   53,809   -2,837    3,564

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1     15.1      3.4     75.7     72.7     88.2     91.3     11.8      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      495)
     100      109       74      200      196      336      343
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      106,532
COMMITMENTS
  18,181    7,101      141   77,303   95,032   95,625  102,274   10,907    4,258

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:     -2,393)
  -1,776      176       32     -794   -3,103   -2,538   -2,895      145      503

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1      6.7      0.1     72.6     89.2     89.8     96.0     10.2      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      14        3        2       43       34       58       38
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      110,505
COMMITMENTS
  28,885    9,574    9,037   62,054   85,332   99,977  103,943   10,529    6,562

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:     -2,313)
  -7,221     -903      458    5,521   -1,976   -1,242   -2,421   -1,071      108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.1      8.7      8.2     56.2     77.2     90.5     94.1      9.5      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      68       41       22       86       81      166      132
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       20,257
COMMITMENTS
   6,974        0        0   10,083   16,737   17,057   16,737    3,200    3,520

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:        776)
    -272        0        0    1,023      891      751      891       25     -115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.4      0.0      0.0     49.8     82.6     84.2     82.6     15.8     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        0        0        7       15       10       15
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      451,243
COMMITMENTS
 144,426   82,740   10,317  259,855  342,973  414,598  436,030   36,646   15,213

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:    -15,445)
 -35,797   -5,570    3,342   22,490  -14,333   -9,965  -16,561   -5,480    1,116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.0     18.3      2.3     57.6     76.0     91.9     96.6      8.1      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      68       41       20       81       75      159      126
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      148,736
COMMITMENTS
  80,067   12,356    4,269   30,401  115,966  114,737  132,591   33,999   16,145

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:     -6,440)
    -846      178   -2,876   -1,589   -2,235   -5,312   -4,933   -1,128   -1,507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    53.8      8.3      2.9     20.4     78.0     77.1     89.1     22.9     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      37       13       11       15       23       57       42
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       34,118
COMMITMENTS
   7,569    6,150        4   16,150    7,139   23,723   13,293   10,395   20,825

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:      1,729)
   1,381    2,061        0     -374      486    1,007    2,547      722     -818

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.2     18.0      0.0     47.3     20.9     69.5     39.0     30.5     61.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      15       10        1       19       10       34       21
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       36,800
COMMITMENTS
   6,201    8,738      405   21,604   19,791   28,210   28,934    8,590    7,866

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:     -3,995)
     455        7       37   -2,635     -906   -2,143     -862   -1,852   -3,133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.9     23.7      1.1     58.7     53.8     76.7     78.6     23.3     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       9        8        1       17       18       27       26
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       31,704
COMMITMENTS
   3,919    1,815      300   23,823   27,329   28,042   29,444    3,662    2,260

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:      1,187)
       4      253        0      925    1,038      929    1,291      258     -104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4      5.7      0.9     75.1     86.2     88.4     92.9     11.6      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6        4        1       17       26       23       31
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       30,773
COMMITMENTS
   7,906    1,485        0   16,409   27,327   24,315   28,812    6,458    1,961

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:        246)
      53      204        0      227      136      280      340      -34      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.7      4.8      0.0     53.3     88.8     79.0     93.6     21.0      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      13        2        0       18       15       31       17
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       15,742
COMMITMENTS
   4,136    6,283        0   10,027    8,455   14,163   14,738    1,579    1,004

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:      1,743)
     691      275      -71      554    1,174    1,174    1,378      569      365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.3     39.9      0.0     63.7     53.7     90.0     93.6     10.0      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      13        4        0        6        4       19        8
```

----

Updated October 15, 2010