```
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 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  :    38,772:     4,821      1,524      6,776     21,951     23,491     33,549     31,791:     5,223      6,981
Old  :    38,772:     4,821      1,524      6,776     21,951     23,491     33,549     31,791:     5,223      6,981
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 2, 2010                     :
     :    -2,834:      -802       -581        115     -1,608     -2,048     -2,295     -2,513:      -540       -321
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4        3.9       17.5       56.6       60.6       86.5       82.0:      13.5       18.0
Old  :     100.0:      12.4        3.9       17.5       56.6       60.6       86.5       82.0:      13.5       18.0
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  :        74:        21          5         22         39         35         66         57:
Old  :        74:        21          5         22         39         35         66         57:
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  :                 26.4       31.7       38.6       43.5       25.8       28.7       36.5       39.7
Old  :                 26.4       31.7       38.6       43.5       25.8       28.7       36.5       39.7
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 9, 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  :   230,418:    47,637     27,280     63,644     96,686    103,354    207,968    194,277:    22,450     36,140
Old  :   229,150:    47,396     27,768     63,130     96,524    102,372    207,051    193,269:    22,099     35,880
Other:     1,268:       755         26          0        162        982        917      1,008:       351        260
     :          :                                                                            :
     :          :          Changes in Commitments from: November 2, 2010                     :
     :    -3,560:      -257      4,996     -5,589      1,835     -2,377     -4,012     -2,969:       452       -590
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       11.8       27.6       42.0       44.9       90.3       84.3:       9.7       15.7
Old  :     100.0:      20.7       12.1       27.5       42.1       44.7       90.4       84.3:       9.6       15.7
Other:     100.0:      59.5        2.1        0.0       12.8       77.4       72.3       79.5:      27.7       20.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       246:        79         79        107         53         61        191        202:
Old  :       246:        78         81        106         53         59        190        200:
Other:        29:        11          1          0          2         16         13         17:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.3       23.3       31.2       32.2       19.2       21.6       30.5       27.6
Old  :                 19.4       23.3       31.4       32.2       19.3       21.5       30.7       27.5
Other:                 45.3       47.2       63.6       72.4       45.3       47.2       63.6       72.4
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 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  :   393,601:   131,872     16,732    103,669    127,296    204,017    362,837    324,418:    30,764     69,183
Old  :   393,601:   131,872     16,732    103,669    127,296    204,017    362,837    324,418:    30,764     69,183
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 2, 2010                     :
     :    -8,619:    -4,906      1,061     -3,620     -2,237     -5,573    -10,763     -8,132:     2,144       -487
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.5        4.3       26.3       32.3       51.8       92.2       82.4:       7.8       17.6
Old  :     100.0:      33.5        4.3       26.3       32.3       51.8       92.2       82.4:       7.8       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  :       433:       161         57        127        109        191        321        334:
Old  :       433:       161         57        127        109        191        321        334:
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  :                 16.3       17.5       26.4       26.3       16.0       16.3       24.9       21.5
Old  :                 16.3       17.5       26.4       26.3       16.0       16.3       24.9       21.5
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 9, 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  :    10,261:     4,100      1,651      1,652      2,507      5,584      8,259      8,887:     2,002      1,374
Old  :    10,261:     4,100      1,651      1,652      2,507      5,584      8,259      8,887:     2,002      1,374
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 2, 2010                     :
     :       244:       -11       -105        150         84        427        223        472:        20       -228
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.0       16.1       16.1       24.4       54.4       80.5       86.6:      19.5       13.4
Old  :     100.0:      40.0       16.1       16.1       24.4       54.4       80.5       86.6:      19.5       13.4
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  :        91:        31         17         16         21         32         65         57:
Old  :        91:        31         17         16         21         32         65         57:
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  :                 33.7       28.1       49.5       45.2       33.7       26.6       45.1       40.6
Old  :                 33.7       28.1       49.5       45.2       33.7       26.6       45.1       40.6
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 9, 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  :    29,986:     8,903      6,145      4,923     10,370      4,951     24,197     16,019:     5,789     13,966
Old  :    29,986:     8,903      6,145      4,923     10,370      4,951     24,197     16,019:     5,789     13,966
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 2, 2010                     :
     :     1,313:       497        -25        297        185        -95        978        176:       335      1,137
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7       20.5       16.4       34.6       16.5       80.7       53.4:      19.3       46.6
Old  :     100.0:      29.7       20.5       16.4       34.6       16.5       80.7       53.4:      19.3       46.6
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  :       137:        39         31         34         42         37         99         88:
Old  :       137:        39         31         34         42         37         99         88:
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  :                 23.6       18.4       36.7       25.2       23.6       15.9       36.5       20.7
Old  :                 23.6       18.4       36.7       25.2       23.6       15.9       36.5       20.7
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 9, 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  :    42,113:     7,829         16        606     25,359     40,926     33,794     41,548:     8,319        565
Old  :    42,113:     7,829         16        606     25,359     40,926     33,794     41,548:     8,319        565
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 2, 2010                     :
     :     1,116:       662          0          0        383        966      1,045        966:        71        150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6        0.0        1.4       60.2       97.2       80.2       98.7:      19.8        1.3
Old  :     100.0:      18.6        0.0        1.4       60.2       97.2       80.2       98.7:      19.8        1.3
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  :        23:         5          1          1         12         15         18         16:
Old  :        23:         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  :                 59.4       74.3       70.6       91.0       47.6       64.0       56.9       75.3
Old  :                 59.4       74.3       70.6       91.0       47.6       64.0       56.9       75.3
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 9, 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  :   138,810:    62,309     25,212      3,481     26,801     89,826     92,592    118,519:    46,218     20,291
Old  :   138,810:    62,309     25,212      3,481     26,801     89,826     92,592    118,519:    46,218     20,291
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 2, 2010                     :
     :    18,861:    21,150      5,812     -2,544     -1,908     14,260     16,698     17,528:     2,163      1,333
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.9       18.2        2.5       19.3       64.7       66.7       85.4:      33.3       14.6
Old  :     100.0:      44.9       18.2        2.5       19.3       64.7       66.7       85.4:      33.3       14.6
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  :        87:        37         13         14         24         28         67         49:
Old  :        87:        37         13         14         24         28         67         49:
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  :                 25.6       36.4       36.9       55.5       25.6       35.9       36.7       53.7
Old  :                 25.6       36.4       36.9       55.5       25.6       35.9       36.7       53.7
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 9, 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  :    53,944:    25,012     12,274        922     10,245     29,922     36,178     43,117:    17,766     10,827
Old  :    53,944:    25,012     12,274        922     10,245     29,922     36,178     43,117:    17,766     10,827
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 2, 2010                     :
     :     1,924:     1,894      1,082       -541      2,006      1,751      3,358      2,292:    -1,435       -368
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.4       22.8        1.7       19.0       55.5       67.1       79.9:      32.9       20.1
Old  :     100.0:      46.4       22.8        1.7       19.0       55.5       67.1       79.9:      32.9       20.1
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  :        46:        18          6          4         12         20         31         29:
Old  :        46:        18          6          4         12         20         31         29:
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  :                 30.1       40.9       41.9       56.8       28.9       40.9       40.6       56.8
Old  :                 30.1       40.9       41.9       56.8       28.9       40.9       40.6       56.8
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 9, 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  :   146,142:   114,547     25,801          0     23,250    117,826    137,797    143,627:     8,345      2,515
Old  :   146,142:   114,547     25,801          0     23,250    117,826    137,797    143,627:     8,345      2,515
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 2, 2010                     :
     :    10,271:    10,025      3,551         -8     -1,312      5,904      8,705      9,447:     1,566        824
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.4       17.7        0.0       15.9       80.6       94.3       98.3:       5.7        1.7
Old  :     100.0:      78.4       17.7        0.0       15.9       80.6       94.3       98.3:       5.7        1.7
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  :       117:        61         18          0         20         23         81         41:
Old  :       117:        61         18          0         20         23         81         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  :                 47.5       57.1       65.3       81.4       47.5       57.0       65.3       81.4
Old  :                 47.5       57.1       65.3       81.4       47.5       57.0       65.3       81.4
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 9, 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  :   105,517:    42,185     20,568      4,413     28,192     59,495     74,790     84,476:    30,727     21,041
Old  :   105,517:    42,185     20,568      4,413     28,192     59,495     74,790     84,476:    30,727     21,041
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 2, 2010                     :
     :     3,245:     2,478     -4,402       -715     -3,190     10,398     -1,427      5,280:     4,673     -2,035
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.0       19.5        4.2       26.7       56.4       70.9       80.1:      29.1       19.9
Old  :     100.0:      40.0       19.5        4.2       26.7       56.4       70.9       80.1:      29.1       19.9
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  :        88:        33         19         17         22         28         59         60:
Old  :        88:        33         19         17         22         28         59         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  :                 19.1       28.3       32.3       43.7       18.7       27.8       31.9       42.8
Old  :                 19.1       28.3       32.3       43.7       18.7       27.8       31.9       42.8
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 9, 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  :   151,974:    54,588     18,171      5,020     56,196     88,922    115,805    112,113:    36,169     39,861
Old  :   151,974:    54,588     18,171      5,020     56,196     88,922    115,805    112,113:    36,169     39,861
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 2, 2010                     :
     :    -6,585:    -7,819       -123     -4,293      1,649    -11,362    -10,463    -15,778:     3,878      9,193
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.9       12.0        3.3       37.0       58.5       76.2       73.8:      23.8       26.2
Old  :     100.0:      35.9       12.0        3.3       37.0       58.5       76.2       73.8:      23.8       26.2
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  :       110:        36         30         14         30         31         73         68:
Old  :       110:        36         30         14         30         31         73         68:
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  :                 28.3       43.1       38.3       49.9       27.9       40.4       37.8       47.1
Old  :                 28.3       43.1       38.3       49.9       27.9       40.4       37.8       47.1
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 9, 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  :   259,664:    61,314     37,913     40,124     92,594    129,487    194,032    207,524:    65,632     52,140
Old  :   259,664:    61,314     37,913     40,124     92,594    129,487    194,032    207,524:    65,632     52,140
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 2, 2010                     :
     :   -25,561:    -4,062      8,415    -17,475     -4,655    -11,402    -26,193    -20,462:       632     -5,099
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6       14.6       15.5       35.7       49.9       74.7       79.9:      25.3       20.1
Old  :     100.0:      23.6       14.6       15.5       35.7       49.9       74.7       79.9:      25.3       20.1
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  :       176:        59         52         49         42         46        124        124:
Old  :       176:        59         52         49         42         46        124        124:
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       30.1       26.7       36.9       16.3       28.7       24.0       33.5
Old  :                 17.3       30.1       26.7       36.9       16.3       28.7       24.0       33.5
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 9, 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  :    31,494:    26,965      4,715          0        991     25,931     27,956     30,646:     3,538        848
Old  :    31,494:    26,965      4,715          0        991     25,931     27,956     30,646:     3,538        848
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 2, 2010                     :
     :     3,141:     3,572        470          0       -365      3,025      3,207      3,495:       -66       -354
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      85.6       15.0        0.0        3.1       82.3       88.8       97.3:      11.2        2.7
Old  :     100.0:      85.6       15.0        0.0        3.1       82.3       88.8       97.3:      11.2        2.7
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  :        40:        16         10          0          4         11         20         21:
Old  :        40:        16         10          0          4         11         20         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  :                 66.9       55.2       81.3       83.9       66.9       55.2       81.3       83.9
Old  :                 66.9       55.2       81.3       83.9       66.9       55.2       81.3       83.9
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 9, 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  :13,742,101: 1,102,810    386,353  4,884,407  6,777,881  7,422,149 12,765,097 12,692,909:   977,004  1,049,192
Old  :13,742,101: 1,102,810    386,353  4,884,407  6,777,881  7,422,149 12,765,097 12,692,909:   977,004  1,049,192
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 2, 2010                     :
     :  -151,548:  -484,368    -29,399   -133,937    491,050    -40,474   -127,255   -203,810:   -24,293     52,262
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0        2.8       35.5       49.3       54.0       92.9       92.4:       7.1        7.6
Old  :     100.0:       8.0        2.8       35.5       49.3       54.0       92.9       92.4:       7.1        7.6
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  :       288:        77         54        109        141        145        264        268:
Old  :       288:        77         54        109        141        145        264        268:
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  :                 22.4       21.2       33.2       34.6       15.6       14.3       19.6       20.4
Old  :                 22.4       21.2       33.2       34.6       15.6       14.3       19.6       20.4
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 9, 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  : 1,058,363:    81,795     84,976    108,536    736,674    765,211    927,005    958,723:   131,358     99,640
Old  : 1,058,363:    81,795     84,976    108,536    736,674    765,211    927,005    958,723:   131,358     99,640
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 2, 2010                     :
     :    46,032:    -1,955      7,006     17,759     25,495     22,965     41,299     47,731:     4,732     -1,699
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.7        8.0       10.3       69.6       72.3       87.6       90.6:      12.4        9.4
Old  :     100.0:       7.7        8.0       10.3       69.6       72.3       87.6       90.6:      12.4        9.4
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  :       585:       123        124         96        242        240        413        413:
Old  :       585:       123        124         96        242        240        413        413:
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  :                 15.5       15.8       23.1       25.1       11.8       11.9       17.6       18.4
Old  :                 15.5       15.8       23.1       25.1       11.8       11.9       17.6       18.4
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 9, 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  :   446,604:    64,270     25,810     34,811    269,739    336,550    368,821    397,172:    77,784     49,432
Old  :   446,604:    64,270     25,810     34,811    269,739    336,550    368,821    397,172:    77,784     49,432
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 2, 2010                     :
     :    20,513:     4,897      3,224      4,929      6,304     16,263     16,131     24,416:     4,383     -3,902
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4        5.8        7.8       60.4       75.4       82.6       88.9:      17.4       11.1
Old  :     100.0:      14.4        5.8        7.8       60.4       75.4       82.6       88.9:      17.4       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  :       157:        26         29         37         74         75        121        120:
Old  :       157:        26         29         37         74         75        121        120:
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  :                 24.7       24.6       33.4       37.2       23.6       23.3       31.8       35.1
Old  :                 24.7       24.6       33.4       37.2       23.6       23.3       31.8       35.1
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 9, 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  : 3,058,794:   331,610    539,810    124,643  2,334,671  2,143,302  2,790,924  2,807,756:   267,870    251,039
Old  : 3,058,794:   331,610    539,810    124,643  2,334,671  2,143,302  2,790,924  2,807,756:   267,870    251,039
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 2, 2010                     :
     :   127,591:     2,909     56,081     26,981     95,954     33,513    125,843    116,575:     1,747     11,016
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       17.6        4.1       76.3       70.1       91.2       91.8:       8.8        8.2
Old  :     100.0:      10.8       17.6        4.1       76.3       70.1       91.2       91.8:       8.8        8.2
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  :       522:       112        107         73        214        210        358        358:
Old  :       522:       112        107         73        214        210        358        358:
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       17.9       26.1       26.8       14.6       15.5       21.9       22.7
Old  :                 17.2       17.9       26.1       26.8       14.6       15.5       21.9       22.7
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 9, 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  :   105,973:    14,392      7,531      2,097     78,324     92,688     94,813    102,316:    11,160      3,657
Old  :   105,973:    14,392      7,531      2,097     78,324     92,688     94,813    102,316:    11,160      3,657
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 2, 2010                     :
     :       127:    -3,088       -114      1,584      1,581     -2,602         77     -1,132:        50      1,259
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6        7.1        2.0       73.9       87.5       89.5       96.5:      10.5        3.5
Old  :     100.0:      13.6        7.1        2.0       73.9       87.5       89.5       96.5:      10.5        3.5
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  :        82:        13          5          1         42         35         55         41:
Old  :        82:        13          5          1         42         35         55         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  :                 40.6       41.9       53.8       63.6       30.5       39.1       42.3       58.6
Old  :                 40.6       41.9       53.8       63.6       30.5       39.1       42.3       58.6
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 9, 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  :   117,039:    27,558     10,889      9,525     69,989     91,261    107,072    111,675:     9,968      5,364
Old  :   117,039:    27,558     10,889      9,525     69,989     91,261    107,072    111,675:     9,968      5,364
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 2, 2010                     :
     :     1,802:    -3,471        256        586      6,712      3,331      3,827      4,173:    -2,025     -2,371
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5        9.3        8.1       59.8       78.0       91.5       95.4:       8.5        4.6
Old  :     100.0:      23.5        9.3        8.1       59.8       78.0       91.5       95.4:       8.5        4.6
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  :       254:        81         38         21         85         79        174        131:
Old  :       254:        81         38         21         85         79        174        131:
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  :                 23.1       32.2       33.8       49.4       12.1       24.0       20.0       34.9
Old  :                 23.1       32.2       33.8       49.4       12.1       24.0       20.0       34.9
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 9, 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  :    27,955:     8,732        299          0     15,530     25,641     24,262     25,940:     3,693      2,015
Old  :    27,955:     8,732        299          0     15,530     25,641     24,262     25,940:     3,693      2,015
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 2, 2010                     :
     :     3,064:     1,023         94          0      2,031      5,256      3,054      5,350:        10     -2,286
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.2        1.1        0.0       55.6       91.7       86.8       92.8:      13.2        7.2
Old  :     100.0:      31.2        1.1        0.0       55.6       91.7       86.8       92.8:      13.2        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  :        27:         5          1          0         10         13         15         14:
Old  :        27:         5          1          0         10         13         15         14:
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  :                 63.5       66.0       79.5       85.0       63.5       63.2       78.4       82.2
Old  :                 63.5       66.0       79.5       85.0       63.5       63.2       78.4       82.2
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 9, 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  :   445,423:   133,598     92,416      8,157    272,293    328,102    414,048    428,675:    31,376     16,748
Old  :   445,423:   133,598     92,416      8,157    272,293    328,102    414,048    428,675:    31,376     16,748
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 2, 2010                     :
     :    -6,310:   -21,704      1,574      2,164     23,407     -9,623      3,866     -5,885:   -10,175       -425
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.0       20.7        1.8       61.1       73.7       93.0       96.2:       7.0        3.8
Old  :     100.0:      30.0       20.7        1.8       61.1       73.7       93.0       96.2:       7.0        3.8
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  :       248:        77         40         18         80         74        164        125:
Old  :       248:        77         40         18         80         74        164        125:
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  :                 22.8       39.2       34.1       50.9       21.9       39.2       32.3       50.7
Old  :                 22.8       39.2       34.1       50.9       21.9       39.2       32.3       50.7
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 9, 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  :   140,520:    62,472     15,398      4,430     35,293    101,810    102,195    121,638:    38,325     18,882
Old  :   140,520:    62,472     15,398      4,430     35,293    101,810    102,195    121,638:    38,325     18,882
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 2, 2010                     :
     :       364:    -3,182       -512     -2,311      1,970      3,835     -3,523      1,012:     3,887       -648
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.5       11.0        3.2       25.1       72.5       72.7       86.6:      27.3       13.4
Old  :     100.0:      44.5       11.0        3.2       25.1       72.5       72.7       86.6:      27.3       13.4
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  :        69:        28         13         10         15         23         47         42:
Old  :        69:        28         13         10         15         23         47         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  :                 31.1       48.6       43.9       62.8       31.1       48.1       43.8       62.3
Old  :                 31.1       48.6       43.9       62.8       31.1       48.1       43.8       62.3
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 9, 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  :    37,669:    10,048      8,839          0     17,785     10,026     27,833     18,865:     9,836     18,804
Old  :    37,669:    10,048      8,839          0     17,785     10,026     27,833     18,865:     9,836     18,804
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 2, 2010                     :
     :     3,890:     3,275      1,710         -4        -30      1,538      3,241      3,244:       649        646
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7       23.5        0.0       47.2       26.6       73.9       50.1:      26.1       49.9
Old  :     100.0:      26.7       23.5        0.0       47.2       26.6       73.9       50.1:      26.1       49.9
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  :        55:        13         10          0         25         15         38         25:
Old  :        55:        13         10          0         25         15         38         25:
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  :                 25.1       26.3       37.5       35.9       25.1       24.4       35.6       31.7
Old  :                 25.1       26.3       37.5       35.9       25.1       24.4       35.6       31.7
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 9, 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  :    46,925:     7,430     11,213         39     30,424     23,722     37,893     34,974:     9,032     11,951
Old  :    46,925:     7,430     11,213         39     30,424     23,722     37,893     34,974:     9,032     11,951
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 2, 2010                     :
     :       120:       311       -913       -118        -60      1,061        133         30:       -13         90
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       23.9        0.1       64.8       50.6       80.8       74.5:      19.2       25.5
Old  :     100.0:      15.8       23.9        0.1       64.8       50.6       80.8       74.5:      19.2       25.5
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  :        52:         9          8          1         21         19         30         28:
Old  :        52:         9          8          1         21         19         30         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  :                 34.3       40.0       51.8       54.1       32.6       40.0       49.4       54.1
Old  :                 34.3       40.0       51.8       54.1       32.6       40.0       49.4       54.1
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 9, 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  :    29,959:     3,981      1,498        300     21,530     25,810     25,811     27,608:     4,148      2,351
Old  :    29,959:     3,981      1,498        300     21,530     25,810     25,811     27,608:     4,148      2,351
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 2, 2010                     :
     :      -124:      -362        407          0       -275       -779       -637       -372:       513        248
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3        5.0        1.0       71.9       86.2       86.2       92.2:      13.8        7.8
Old  :     100.0:      13.3        5.0        1.0       71.9       86.2       86.2       92.2:      13.8        7.8
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  :        44:         6          3          1         17         25         23         29:
Old  :        44:         6          3          1         17         25         23         29:
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  :                 49.3       39.7       66.6       64.3       44.1       39.7       57.7       59.0
Old  :                 49.3       39.7       66.6       64.3       44.1       39.7       57.7       59.0
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 9, 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  :    36,046:     7,538      1,626         63     20,407     33,013     28,008     34,702:     8,038      1,344
Old  :    36,046:     7,538      1,626         63     20,407     33,013     28,008     34,702:     8,038      1,344
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 2, 2010                     :
     :     1,443:       306        345         63        663      1,897      1,032      2,305:       411       -862
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9        4.5        0.2       56.6       91.6       77.7       96.3:      22.3        3.7
Old  :     100.0:      20.9        4.5        0.2       56.6       91.6       77.7       96.3:      22.3        3.7
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  :        49:        13          3          1         21         18         35         21:
Old  :        49:        13          3          1         21         18         35         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  :                 28.1       66.2       42.6       83.6       26.7       66.2       41.3       83.6
Old  :                 28.1       66.2       42.6       83.6       26.7       66.2       41.3       83.6
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 9, 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  :    15,228:     4,289      4,822          5      9,408      9,432     13,702     14,259:     1,526        969
Old  :    15,228:     4,289      4,822          5      9,408      9,432     13,702     14,259:     1,526        969
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 2, 2010                     :
     :       350:       277        112          5       -102        -59        180         58:       170        292
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2       31.7        0.0       61.8       61.9       90.0       93.6:      10.0        6.4
Old  :     100.0:      28.2       31.7        0.0       61.8       61.9       90.0       93.6:      10.0        6.4
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  :        24:        13          4          1          5          3         18          8:
Old  :        24:        13          4          1          5          3         18          8:
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  :                 63.0       91.7       75.7       93.6       63.0       91.7       75.7       93.6
Old  :                 63.0       91.7       75.7       93.6       63.0       91.7       75.7       93.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated November 15, 2010