```
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       42,957
COMMITMENTS
   4,500    2,282    7,649   25,132   25,852   37,281   35,783    5,676    7,174

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:      2,239)
    -300      650      366    1,692    1,181    1,758    2,198      481       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5      5.3     17.8     58.5     60.2     86.8     83.3     13.2     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      22       11       23       40       35       69       63
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      226,712
COMMITMENTS
  45,054   21,308   64,032   96,013  104,708  205,100  190,047   21,612   36,664

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:      3,555)
     958   -3,186    2,105     -637    2,960    2,425    1,879    1,130    1,676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9      9.4     28.2     42.4     46.2     90.5     83.8      9.5     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      76       74      106       55       65      197      198
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      429,637
COMMITMENTS
 134,797   16,702  126,854  139,134  211,518  400,785  355,073   28,852   74,564

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:     29,942)
   4,272    4,259   17,037    8,216    6,273   29,524   27,569      418    2,372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.4      3.9     29.5     32.4     49.2     93.3     82.6      6.7     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      439)
     158       54      133      115      195      334      339
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,245
COMMITMENTS
   4,004    1,592    1,238    2,521    4,953    7,763    7,783    1,482    1,462

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:       -448)
     -95       23     -275       33     -299     -337     -550     -111      102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.3     17.2     13.4     27.3     53.6     84.0     84.2     16.0     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      34       14       15       18       30       60       56
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       35,753
COMMITMENTS
  12,340    5,290    7,549    9,782    6,440   29,672   19,279    6,082   16,474

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:      3,137)
   1,776     -462      926     -289      932    2,413    1,396      724    1,741

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.5     14.8     21.1     27.4     18.0     83.0     53.9     17.0     46.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      42       29       36       36       41      100       89
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       41,873
COMMITMENTS
   7,107        5      137   26,691   41,446   33,935   41,588    7,938      285

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:        402)
    -322        0        0      805      563      483      563      -81     -161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.0      0.0      0.3     63.7     99.0     81.0     99.3     19.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        1        1       13       15       19       16
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      115,223
COMMITMENTS
  37,552   13,416    3,424   32,868   78,151   73,844   94,991   41,378   20,232

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:    -19,408)
 -21,372   -5,720     -307    4,678  -14,281  -17,001  -20,307   -2,407      899

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.6     11.6      3.0     28.5     67.8     64.1     82.4     35.9     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      35       12       14       27       26       68       46
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       43,224
COMMITMENTS
  14,840    5,947    1,345   10,534   24,474   26,720   31,767   16,504   11,457

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:     -4,505)
  -3,492   -4,212      408     -591   -1,307   -3,675   -5,111     -830      606

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.3     13.8      3.1     24.4     56.6     61.8     73.5     38.2     26.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      13        8        4       11       15       26       25
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      150,782
COMMITMENTS
 111,116   23,870      448   31,386  123,259  142,950  147,577    7,832    3,205

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:      3,159)
  -4,423    1,548      448    5,617    1,069    1,642    3,065    1,517       94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    73.7     15.8      0.3     20.8     81.7     94.8     97.9      5.2      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      50       21        2       19       22       71       45
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      104,398
COMMITMENTS
  37,282   24,837    5,355   37,134   52,016   79,771   82,208   24,628   22,190

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:     -4,547)
  -9,277    3,537      404    4,521   -9,153   -4,352   -5,213     -194      666

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.7     23.8      5.1     35.6     49.8     76.4     78.7     23.6     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      31       23       14       28       29       65       60
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      145,133
COMMITMENTS
  51,886   23,312    8,049   56,042   80,307  115,977  111,668   29,156   33,466

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:     -1,900)
   2,954   -1,279    1,350   -3,073    1,378    1,231    1,449   -3,131   -3,349

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.8     16.1      5.5     38.6     55.3     79.9     76.9     20.1     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      32       35       16       29       31       68       75
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      254,002
COMMITMENTS
  44,696   52,689   46,069  105,025  107,906  195,791  206,665   58,212   47,338

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:     -2,365)
 -11,290    7,270    3,214   10,183   -6,551    2,107    3,933   -4,471   -6,298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6     20.7     18.1     41.3     42.5     77.1     81.4     22.9     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      50       68       59       41       46      123      141
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       30,969
COMMITMENTS
  26,095    5,026        0    1,644   25,160   27,739   30,186    3,230      783

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:     -2,454)
  -2,820     -444        0      444   -1,917   -2,376   -2,361      -78      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    84.3     16.2      0.0      5.3     81.2     89.6     97.5     10.4      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      16       12        0        6       12       22       24
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   13,460,707
COMMITMENTS
 912,765  289,385  4763982  6824981  7428529 12501727 12481895  958,980  978,812

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:    330,889)
 111,537  -47,428  140,673   34,222  212,041  286,432  305,286   44,457   25,604

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      2.1     35.4     50.7     55.2     92.9     92.7      7.1      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
      81       44      109      137      144      259      263
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,056,455
COMMITMENTS
  80,319   95,241   97,170  728,104  750,729  905,593  943,139  150,862  113,316

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:    -21,830)
  -5,672    7,513   -8,540   -6,263  -21,170  -20,475  -22,197   -1,355      367

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      9.0      9.2     68.9     71.1     85.7     89.3     14.3     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      564)
     117      118       89      243      231      398      401
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      452,100
COMMITMENTS
  58,290   28,598   34,334  262,417  337,706  355,041  400,638   97,058   51,462

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:     -2,414)
     891    1,775   -2,556   -9,547   -6,060  -11,212   -6,841    8,798    4,427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9      6.3      7.6     58.0     74.7     78.5     88.6     21.5     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      24       25       30       74       71      113      111
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,021,777
COMMITMENTS
 330,403  553,469   93,922  2328432  2065114  2752757  2712505  269,020  309,273

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:    -97,082)
 -22,316   39,193  -40,420   16,417  -75,553  -46,319  -76,780  -50,763  -20,302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9     18.3      3.1     77.1     68.3     91.1     89.8      8.9     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      507)
     102      107       71      214      205      346      353
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      107,140
COMMITMENTS
  17,382    7,626      325   79,561   95,463   97,268  103,414    9,872    3,726

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:      1,251)
   2,713       58     -232     -382    1,277    2,099    1,103     -848      148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2      7.1      0.3     74.3     89.1     90.8     96.5      9.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      15        5        1       46       37       61       43
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      112,099
COMMITMENTS
  23,334   11,291    9,790   70,216   86,909  103,340  107,989    8,759    4,110

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:    -13,266)
  -8,582      510   -1,597   -1,414   -7,777  -11,594   -8,864   -1,672   -4,402

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.8     10.1      8.7     62.6     77.5     92.2     96.3      7.8      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      69       41       21       91       81      171      134
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       28,130
COMMITMENTS
   8,639    1,520        0   15,907   25,479   24,546   26,999    3,584    1,131

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:     -2,355)
  -2,553    1,198        0     -329   -3,142   -2,882   -1,944      527     -411

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.7      5.4      0.0     56.5     90.6     87.3     96.0     12.7      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        3        0       10       13       15       16
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      419,844
COMMITMENTS
 114,066   89,446    8,358  271,547  307,148  393,970  404,951   25,874   14,893

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:    -54,556)
 -39,348  -12,641    1,216   -5,427  -23,177  -43,558  -34,602  -10,998  -19,954

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.2     21.3      2.0     64.7     73.2     93.8     96.5      6.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      68       41       17       85       76      160      127
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      129,117
COMMITMENTS
  47,117   18,064    4,328   43,873   88,234   95,318  110,626   33,799   18,491

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:     -3,006)
  -5,844    1,742     -318    3,711   -3,029   -2,452   -1,606     -554   -1,400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.5     14.0      3.4     34.0     68.3     73.8     85.7     26.2     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      26       18       13       18       20       51       44
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       45,144
COMMITMENTS
  11,433   14,415       79   22,400   10,535   33,912   25,029   11,232   20,115

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:      4,354)
   1,746    2,401       79      711      421    2,536    2,901    1,818    1,453

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.3     31.9      0.2     49.6     23.3     75.1     55.4     24.9     44.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      15       13        1       25       18       40       32
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       50,318
COMMITMENTS
  13,290    7,149    1,087   24,645   28,640   39,022   36,876   11,296   13,442

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:      2,776)
   2,312   -3,281      549     -580    5,333    2,281    2,601      495      175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.4     14.2      2.2     49.0     56.9     77.6     73.3     22.4     26.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      14        9        2       19       22       34       32
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       30,202
COMMITMENTS
   3,705    1,571      300   21,381   26,619   25,386   28,490    4,816    1,712

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:       -182)
    -417      -85        0     -129       55     -546      -30      364     -152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3      5.2      1.0     70.8     88.1     84.1     94.3     15.9      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6        4        1       17       24       23       29
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       37,216
COMMITMENTS
   9,999    1,896        8   19,764   34,043   29,771   35,947    7,445    1,269

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:       -485)
     -89     -114        4      234      -90      149     -200     -634     -285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.9      5.1      0.0     53.1     91.5     80.0     96.6     20.0      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      15        3        1       22       18       37       22
```

----

Updated November 29, 2010