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MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    44,697:     4,766      2,531      7,901     26,430     26,957     39,096     37,389:     5,601      7,308
Old  :    44,697:     4,766      2,531      7,901     26,430     26,957     39,096     37,389:     5,601      7,308
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 23, 2010                    :
     :     1,740:       266        248        252      1,298      1,106      1,815      1,606:       -76        134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7        5.7       17.7       59.1       60.3       87.5       83.6:      12.5       16.4
Old  :     100.0:      10.7        5.7       17.7       59.1       60.3       87.5       83.6:      12.5       16.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:        22         12         25         40         35         71         64:
Old  :        83:        22         12         25         40         35         71         64:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.5       32.2       40.8       43.4       28.8       28.8       37.2       39.8
Old  :                 29.5       32.2       40.8       43.4       28.8       28.8       37.2       39.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   229,552:    48,922     21,485     63,597     93,793    105,213    206,311    190,295:    23,240     39,257
Old  :   227,700:    48,677     22,371     62,701     93,656    103,832    205,033    188,904:    22,666     38,796
Other:     1,852:     1,131          0         10        137      1,381      1,278      1,391:       574        461
     :          :                                                                            :
     :          :          Changes in Commitments from: November 23, 2010                    :
     :     2,840:     3,867        177       -435     -2,220        505      1,212        247:     1,628      2,593
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3        9.4       27.7       40.9       45.8       89.9       82.9:      10.1       17.1
Old  :     100.0:      21.4        9.8       27.5       41.1       45.6       90.0       83.0:      10.0       17.0
Other:     100.0:      61.1        0.0        0.5        7.4       74.6       69.0       75.1:      31.0       24.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       251:        76         87        114         55         65        206        202:
Old  :       250:        75         88        114         55         64        205        201:
Other:        30:        11          0          2          3         17         14         19:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.0       23.1       31.2       33.1       18.9       22.0       29.8       28.8
Old  :                 19.1       23.1       31.4       33.1       19.1       22.0       30.0       28.7
Other:                 47.9       46.0       63.1       66.5       47.4       46.0       62.6       66.5
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   447,790:   137,005     16,760    141,715    138,296    210,696    417,016    369,171:    30,774     78,619
Old  :   447,790:   137,005     16,760    141,715    138,296    210,696    417,016    369,171:    30,774     78,619
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 23, 2010                    :
     :    18,153:     2,208         57     14,862       -838       -822     16,231     14,097:     1,922      4,056
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6        3.7       31.6       30.9       47.1       93.1       82.4:       6.9       17.6
Old  :     100.0:      30.6        3.7       31.6       30.9       47.1       93.1       82.4:       6.9       17.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       454:       165         56        133        122        200        348        346:
Old  :       454:       165         56        133        122        200        348        346:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.4       15.7       24.9       23.1       13.9       12.5       22.0       17.3
Old  :                 15.4       15.7       24.9       23.1       13.9       12.5       22.0       17.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     8,656:     3,970      2,120        707      2,398      4,382      7,075      7,209:     1,582      1,447
Old  :     8,656:     3,970      2,120        707      2,398      4,382      7,075      7,209:     1,582      1,447
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 23, 2010                    :
     :      -588:       -34        529       -531       -123       -571       -688       -574:        99        -15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.9       24.5        8.2       27.7       50.6       81.7       83.3:      18.3       16.7
Old  :     100.0:      45.9       24.5        8.2       27.7       50.6       81.7       83.3:      18.3       16.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:        32         19         12         16         27         54         52:
Old  :        83:        32         19         12         16         27         54         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.8       29.8       54.4       43.9       39.8       29.8       52.8       43.9
Old  :                 39.8       29.8       54.4       43.9       39.8       29.8       52.8       43.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    40,972:    15,598      5,053      9,289      9,230      7,281     34,117     21,623:     6,855     19,349
Old  :    40,972:    15,598      5,053      9,289      9,230      7,281     34,117     21,623:     6,855     19,349
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 23, 2010                    :
     :     5,219:     3,258       -237      1,740       -552        841      4,446      2,344:       773      2,875
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.1       12.3       22.7       22.5       17.8       83.3       52.8:      16.7       47.2
Old  :     100.0:      38.1       12.3       22.7       22.5       17.8       83.3       52.8:      16.7       47.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       147:        54         27         41         33         42        111         93:
Old  :       147:        54         27         41         33         42        111         93:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.9       17.3       32.0       25.0       19.9       13.0       30.2       17.4
Old  :                 19.9       17.3       32.0       25.0       19.9       13.0       30.2       17.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF RUB 2,500,000)                                               :
     :          :                                                                            :
All  :    43,487:     6,779          5        137     28,398     42,928     35,314     43,070:     8,173        417
Old  :    43,487:     6,779          5        137     28,398     42,928     35,314     43,070:     8,173        417
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 23, 2010                    :
     :     1,614:      -328          0          0      1,707      1,482      1,379      1,482:       235        132
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6        0.0        0.3       65.3       98.7       81.2       99.0:      18.8        1.0
Old  :     100.0:      15.6        0.0        0.3       65.3       98.7       81.2       99.0:      18.8        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         5          1          1         12         15         18         16:
Old  :        22:         5          1          1         12         15         18         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.1       72.8       70.5       90.0       47.9       62.4       53.7       70.1
Old  :                 59.1       72.8       70.5       90.0       47.9       62.4       53.7       70.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CAD 100,000)                                                 :
     :          :                                                                            :
All  :   110,532:    31,779     10,648      4,639     32,228     76,909     68,647     92,196:    41,885     18,336
Old  :   110,532:    31,779     10,648      4,639     32,228     76,909     68,647     92,196:    41,885     18,336
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 23, 2010                    :
     :    -4,691:    -5,773     -2,767      1,215       -640     -1,242     -5,198     -2,795:       507     -1,896
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8        9.6        4.2       29.2       69.6       62.1       83.4:      37.9       16.6
Old  :     100.0:      28.8        9.6        4.2       29.2       69.6       62.1       83.4:      37.9       16.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:        33         14         14         27         25         66         47:
Old  :        83:        33         14         14         27         25         66         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.9       36.8       26.4       53.2       17.0       36.7       24.4       51.4
Old  :                 18.9       36.8       26.4       53.2       17.0       36.7       24.4       51.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CHF 125,000)                                                 :
     :          :                                                                            :
All  :    46,808:    16,353      8,156      1,497     12,570     26,702     30,420     36,355:    16,388     10,453
Old  :    46,808:    16,353      8,156      1,497     12,570     26,702     30,420     36,355:    16,388     10,453
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 23, 2010                    :
     :     3,584:     1,513      2,209        152      2,035      2,228      3,699      4,588:      -115     -1,004
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.9       17.4        3.2       26.9       57.0       65.0       77.7:      35.0       22.3
Old  :     100.0:      34.9       17.4        3.2       26.9       57.0       65.0       77.7:      35.0       22.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        16         10          7         14         19         33         33:
Old  :        48:        16         10          7         14         19         33         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.5       40.5       36.4       54.2       23.4       38.4       34.2       52.1
Old  :                 25.5       40.5       36.4       54.2       23.4       38.4       34.2       52.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF MXN 500,000)                                                 :
     :          :                                                                            :
All  :   134,618:    97,199     18,293        624     30,705    113,789    128,528    132,706:     6,090      1,912
Old  :   134,618:    97,199     18,293        624     30,705    113,789    128,528    132,706:     6,090      1,912
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 23, 2010                    :
     :   -16,164:   -13,917     -5,577        176       -681     -9,470    -14,422    -14,871:    -1,742     -1,293
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.2       13.6        0.5       22.8       84.5       95.5       98.6:       4.5        1.4
Old  :     100.0:      72.2       13.6        0.5       22.8       84.5       95.5       98.6:       4.5        1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        94:        47         12          2         18         20         67         33:
Old  :        94:        47         12          2         18         20         67         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.3       60.5       67.2       85.9       51.3       60.4       67.2       85.8
Old  :                 51.3       60.5       67.2       85.9       51.3       60.4       67.2       85.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF GBP 62,500)                                                  :
     :          :                                                                            :
All  :    98,723:    26,489     27,454      7,264     44,398     41,449     78,151     76,168:    20,572     22,555
Old  :    98,723:    26,489     27,454      7,264     44,398     41,449     78,151     76,168:    20,572     22,555
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 23, 2010                    :
     :    -5,675:   -10,793      2,617      1,909      7,265    -10,567     -1,620     -6,040:    -4,056        365
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8       27.8        7.4       45.0       42.0       79.2       77.2:      20.8       22.8
Old  :     100.0:      26.8       27.8        7.4       45.0       42.0       79.2       77.2:      20.8       22.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        87:        23         27         17         29         25         61         60:
Old  :        87:        23         27         17         29         25         61         60:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.8       19.7       34.3       32.4       25.5       18.7       33.8       29.9
Old  :                 25.8       19.7       34.3       32.4       25.5       18.7       33.8       29.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 12,500,000)                                              :
     :          :                                                                            :
All  :   148,921:    56,284     24,948      8,654     56,404     81,302    121,342    114,904:    27,579     34,017
Old  :   148,921:    56,284     24,948      8,654     56,404     81,302    121,342    114,904:    27,579     34,017
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 23, 2010                    :
     :     3,788:     4,397      1,636        606        361        995      5,365      3,237:    -1,577        551
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.8       16.8        5.8       37.9       54.6       81.5       77.2:      18.5       22.8
Old  :     100.0:      37.8       16.8        5.8       37.9       54.6       81.5       77.2:      18.5       22.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       114:        33         38         22         30         31         75         79:
Old  :       114:        33         38         22         30         31         75         79:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.2       37.0       42.0       44.0       31.4       34.2       41.0       41.1
Old  :                 32.2       37.0       42.0       44.0       31.4       34.2       41.0       41.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :   292,460:    50,453     55,706     56,947    116,933    118,593    224,333    231,246:    68,127     61,214
Old  :   292,460:    50,453     55,706     56,947    116,933    118,593    224,333    231,246:    68,127     61,214
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 23, 2010                    :
     :    38,458:     5,758      3,018     10,877     11,908     10,687     28,543     24,581:     9,915     13,877
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       19.0       19.5       40.0       40.6       76.7       79.1:      23.3       20.9
Old  :     100.0:      17.3       19.0       19.5       40.0       40.6       76.7       79.1:      23.3       20.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       188:        61         60         64         45         51        135        147:
Old  :       188:        61         60         64         45         51        135        147:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.3       18.8       26.4       28.0       15.0       18.0       22.2       23.7
Old  :                 17.3       18.8       26.4       28.0       15.0       18.0       22.2       23.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZD 100,000)                                                 :
     :          :                                                                            :
All  :    27,575:    22,982      4,537          0      1,301     21,802     24,283     26,339:     3,292      1,236
Old  :    27,575:    22,982      4,537          0      1,301     21,802     24,283     26,339:     3,292      1,236
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 23, 2010                    :
     :    -3,394:    -3,113       -489          0       -343     -3,358     -3,456     -3,847:        62        453
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      83.3       16.5        0.0        4.7       79.1       88.1       95.5:      11.9        4.5
Old  :     100.0:      83.3       16.5        0.0        4.7       79.1       88.1       95.5:      11.9        4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        14          9          0          4         12         18         21:
Old  :        37:        14          9          0          4         12         18         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.3       52.7       82.2       83.7       73.3       52.7       82.2       83.7
Old  :                 73.3       52.7       82.2       83.7       73.3       52.7       82.2       83.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000)                                                  :
     :          :                                                                            :
All  :13,518,122:   744,367    372,961  4,912,967  6,956,046  7,263,034 12,613,380 12,548,962:   904,741    969,159
Old  :13,518,122:   744,367    372,961  4,912,967  6,956,046  7,263,034 12,613,380 12,548,962:   904,741    969,159
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 23, 2010                    :
     :    57,415:  -168,398     83,576    148,986    131,065   -165,494    111,653     67,067:   -54,238     -9,652
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5        2.8       36.3       51.5       53.7       93.3       92.8:       6.7        7.2
Old  :     100.0:       5.5        2.8       36.3       51.5       53.7       93.3       92.8:       6.7        7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       290:        82         49        112        141        151        265        274:
Old  :       290:        82         49        112        141        151        265        274:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.3       21.7       35.7       34.6       17.2       13.6       20.9       20.3
Old  :                 24.3       21.7       35.7       34.6       17.2       13.6       20.9       20.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                      Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  : 1,062,033:    77,710     85,476     96,718    740,109    764,804    914,537    946,998:   147,496    115,035
Old  : 1,062,033:    77,710     85,476     96,718    740,109    764,804    914,537    946,998:   147,496    115,035
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 23, 2010                    :
     :     5,578:    -2,610     -9,764       -452     12,006     14,075      8,944      3,859:    -3,366      1,719
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3        8.0        9.1       69.7       72.0       86.1       89.2:      13.9       10.8
Old  :     100.0:       7.3        8.0        9.1       69.7       72.0       86.1       89.2:      13.9       10.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       560:       117        112         96        245        231        402        399:
Old  :       560:       117        112         96        245        231        402        399:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.1       16.3       22.9       25.1       11.7       12.6       17.6       19.0
Old  :                 15.1       16.3       22.9       25.1       11.7       12.6       17.6       19.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   446,185:    55,622     25,258     34,836    263,113    339,315    353,570    399,409:    92,614     46,775
Old  :   446,185:    55,622     25,258     34,836    263,113    339,315    353,570    399,409:    92,614     46,775
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 23, 2010                    :
     :    -5,915:    -2,669     -3,340        502        696      1,609     -1,471     -1,229:    -4,444     -4,686
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5        5.7        7.8       59.0       76.0       79.2       89.5:      20.8       10.5
Old  :     100.0:      12.5        5.7        7.8       59.0       76.0       79.2       89.5:      20.8       10.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       151:        21         29         34         76         76        118        118:
Old  :       151:        21         29         34         76         76        118        118:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.2       25.9       33.4       37.8       21.4       23.9       30.8       35.8
Old  :                 23.2       25.9       33.4       37.8       21.4       23.9       30.8       35.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 3,079,242:   319,927    510,578     99,923  2,384,981  2,127,443  2,804,832  2,737,944:   274,410    341,298
Old  : 3,079,242:   319,927    510,578     99,923  2,384,981  2,127,443  2,804,832  2,737,944:   274,410    341,298
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 23, 2010                    :
     :    57,465:   -10,476    -42,892      6,002     56,549     62,329     52,075     25,439:     5,390     32,026
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4       16.6        3.2       77.5       69.1       91.1       88.9:       8.9       11.1
Old  :     100.0:      10.4       16.6        3.2       77.5       69.1       91.1       88.9:       8.9       11.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       504:       104         99         76        214        204        348        349:
Old  :       504:       104         99         76        214        204        348        349:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.2       16.8       26.9       25.6       15.0       13.5       23.0       20.9
Old  :                 17.2       16.8       26.9       25.6       15.0       13.5       23.0       20.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :   107,575:    16,341      7,460      1,066     79,115     96,079     96,522    104,605:    11,054      2,971
Old  :   107,575:    16,341      7,460      1,066     79,115     96,079     96,522    104,605:    11,054      2,971
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 23, 2010                    :
     :       436:    -1,041       -166        741       -446        616       -746      1,191:     1,182       -755
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2        6.9        1.0       73.5       89.3       89.7       97.2:      10.3        2.8
Old  :     100.0:      15.2        6.9        1.0       73.5       89.3       89.7       97.2:      10.3        2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        89:        14          5          1         48         35         62         41:
Old  :        89:        14          5          1         48         35         62         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.7       39.7       53.6       62.4       28.7       36.8       42.9       57.9
Old  :                 38.7       39.7       53.6       62.4       28.7       36.8       42.9       57.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                   Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :   108,527:    22,340     10,412      8,800     66,650     82,460     97,790    101,671:    10,737      6,856
Old  :   108,527:    22,340     10,412      8,800     66,650     82,460     97,790    101,671:    10,737      6,856
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 23, 2010                    :
     :    -3,572:      -994       -880       -990     -3,567     -4,448     -5,550     -6,318:     1,979      2,746
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6        9.6        8.1       61.4       76.0       90.1       93.7:       9.9        6.3
Old  :     100.0:      20.6        9.6        8.1       61.4       76.0       90.1       93.7:       9.9        6.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       245:        74         37         20         88         78        169        130:
Old  :       245:        74         37         20         88         78        169        130:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.2       30.6       32.4       46.3       14.5       25.2       21.3       34.3
Old  :                 21.2       30.6       32.4       46.3       14.5       25.2       21.3       34.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    26,672:     7,454      1,541          0     12,757     24,036     20,211     25,577:     6,461      1,095
Old  :    26,672:     7,454      1,541          0     12,757     24,036     20,211     25,577:     6,461      1,095
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 23, 2010                    :
     :    -1,458:    -1,185         21          0     -3,150     -1,443     -4,335     -1,422:     2,877        -36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9        5.8        0.0       47.8       90.1       75.8       95.9:      24.2        4.1
Old  :     100.0:      27.9        5.8        0.0       47.8       90.1       75.8       95.9:      24.2        4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         5          3          0          8         15         13         18:
Old  :        29:         5          3          0          8         15         13         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.2       61.7       71.3       81.6       60.2       61.7       69.9       81.6
Old  :                 60.2       61.7       71.3       81.6       60.2       61.7       69.9       81.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 STOCK INDEX X $20)                                             :
     :          :                                                                            :
All  :   409,275:   108,283     78,204     10,147    269,463    292,121    387,893    380,472:    21,382     28,803
Old  :   409,275:   108,283     78,204     10,147    269,463    292,121    387,893    380,472:    21,382     28,803
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 23, 2010                    :
     :   -10,569:    -5,783    -11,242      1,789     -2,084    -15,027     -6,077    -24,479:    -4,492     13,910
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5       19.1        2.5       65.8       71.4       94.8       93.0:       5.2        7.0
Old  :     100.0:      26.5       19.1        2.5       65.8       71.4       94.8       93.0:       5.2        7.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       238:        71         39         16         83         71        159        121:
Old  :       238:        71         39         16         83         71        159        121:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.5       33.7       32.0       47.7       19.5       33.7       28.7       47.7
Old  :                 21.5       33.7       32.0       47.7       19.5       33.7       28.7       47.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :   129,669:    45,459     17,283      5,093     45,049     87,797     95,601    110,173:    34,068     19,496
Old  :   129,669:    45,459     17,283      5,093     45,049     87,797     95,601    110,173:    34,068     19,496
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 23, 2010                    :
     :       552:    -1,658       -781        765      1,176       -437        283       -453:       269      1,005
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.1       13.3        3.9       34.7       67.7       73.7       85.0:      26.3       15.0
Old  :     100.0:      35.1       13.3        3.9       34.7       67.7       73.7       85.0:      26.3       15.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        70:        29         14         13         19         21         54         42:
Old  :        70:        29         14         13         19         21         54         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.7       45.0       43.1       63.4       31.0       42.6       41.4       61.1
Old  :                 31.7       45.0       43.1       63.4       31.0       42.6       41.4       61.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    45,596:    10,406     14,995         48     23,309     11,172     33,763     26,215:    11,833     19,381
Old  :    45,596:    10,406     14,995         48     23,309     11,172     33,763     26,215:    11,833     19,381
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 23, 2010                    :
     :       452:    -1,027        580        -31        909        637       -149      1,186:       601       -734
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       32.9        0.1       51.1       24.5       74.0       57.5:      26.0       42.5
Old  :     100.0:      22.8       32.9        0.1       51.1       24.5       74.0       57.5:      26.0       42.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:        12         12          1         24         17         36         30:
Old  :        58:        12         12          1         24         17         36         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.6       29.2       43.1       38.9       29.6       28.0       43.1       36.8
Old  :                 29.6       29.2       43.1       38.9       29.6       28.0       43.1       36.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X JPY 500)                                                   :
     :          :                                                                            :
All  :    53,021:    14,075      4,438      1,114     23,604     35,120     38,793     40,672:    14,228     12,349
Old  :    53,021:    14,075      4,438      1,114     23,604     35,120     38,793     40,672:    14,228     12,349
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 23, 2010                    :
     :     2,703:       785     -2,711         27     -1,041      6,480       -229      3,796:     2,932     -1,093
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5        8.4        2.1       44.5       66.2       73.2       76.7:      26.8       23.3
Old  :     100.0:      26.5        8.4        2.1       44.5       66.2       73.2       76.7:      26.8       23.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:        11          8          3         17         24         29         34:
Old  :        54:        11          8          3         17         24         29         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.0       35.1       49.3       49.2       32.4       29.7       44.0       43.4
Old  :                 34.0       35.1       49.3       49.2       32.4       29.7       44.0       43.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                                                          Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI EAFE INDEX X $50)                                                    :
     :          :                                                                            :
All  :    29,013:     3,886      1,333        300     20,126     25,573     24,312     27,206:     4,701      1,807
Old  :    29,013:     3,886      1,333        300     20,126     25,573     24,312     27,206:     4,701      1,807
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 23, 2010                    :
     :    -1,189:       181       -238          0     -1,255     -1,046     -1,074     -1,284:      -115         95
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4        4.6        1.0       69.4       88.1       83.8       93.8:      16.2        6.2
Old  :     100.0:      13.4        4.6        1.0       69.4       88.1       83.8       93.8:      16.2        6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         5          3          1         17         24         22         28:
Old  :        42:         5          3          1         17         24         22         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.5       41.3       62.1       64.7       40.3       40.5       53.7       59.4
Old  :                 45.5       41.3       62.1       64.7       40.3       40.5       53.7       59.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE                                              Code-244742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI INDEX X $50)                                                         :
     :          :                                                                            :
All  :    37,512:    10,041      1,577          0     20,845     34,111     30,886     35,688:     6,626      1,824
Old  :    37,512:    10,041      1,577          0     20,845     34,111     30,886     35,688:     6,626      1,824
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 23, 2010                    :
     :       296:        42       -319         -8      1,081         68      1,115       -259:      -819        555
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8        4.2        0.0       55.6       90.9       82.3       95.1:      17.7        4.9
Old  :     100.0:      26.8        4.2        0.0       55.6       90.9       82.3       95.1:      17.7        4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        14          2          0         24         18         38         20:
Old  :        51:        14          2          0         24         18         38         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.1       63.8       45.8       80.7       30.0       63.8       44.7       80.7
Old  :                 31.1       63.8       45.8       80.7       30.0       63.8       44.7       80.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE                                                  Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (GSCI X $250)                                                              :
     :          :                                                                            :
All  :    14,556:     3,810      2,647          6      9,349     11,496     13,165     14,149:     1,391        407
Old  :    14,556:     3,810      2,647          6      9,349     11,496     13,165     14,149:     1,391        407
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 23, 2010                    :
     :      -209:      -418       -105          6        -41        -75       -453       -174:       244        -35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2       18.2        0.0       64.2       79.0       90.4       97.2:       9.6        2.8
Old  :     100.0:      26.2       18.2        0.0       64.2       79.0       90.4       97.2:       9.6        2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:        12          2          1          6          2         19          4:
Old  :        21:        12          2          1          6          2         19          4:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.8       97.2       76.7       97.2       64.8       97.2       76.7       97.2
Old  :                 64.8       97.2       76.7       97.2       64.8       97.2       76.7       97.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated December 3, 2010