```
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   148,508
Positions
     9,137     71,082     22,971     10,868     11,448         43     37,237      5,395     14,497      9,432      7,482        351     43,972     15,239
 
Changes from:       December 7, 2010                                 Total Change is:    27,877
       -59      6,311     16,868       -689      1,370          0     -2,883     -5,995     10,297      2,195      1,478         28      2,121     -2,480
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       47.9       15.5        7.3        7.7        0.0       25.1        3.6        9.8        6.4        5.0        0.2       29.6       10.3
 
Number of Traders in Each Category                                    Total Traders:        85
         6         16         11          4          4          .         30          9         13         14          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    42,235
Positions
     2,351     16,544        960      1,777        869        330     19,184     11,465        749          0          0          0     16,884     11,319
 
Changes from:       December 7, 2010                                 Total Change is:    -2,398
    -4,499     -3,063     -1,867        -24        -15         15      2,389      1,216        117          0       -500          0      1,472      1,700
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       39.2        2.3        4.2        2.1        0.8       45.4       27.1        1.8        0.0        0.0        0.0       40.0       26.8
 
Number of Traders in Each Category                                    Total Traders:        41
         4         10          4          .          .          .         17          6          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is    73,947
Positions
    21,424      2,136      4,723      8,281     22,671      1,045     17,050     16,259      2,192        673      4,923          0     18,559     19,998
 
Changes from:       December 7, 2010                                 Total Change is:   -18,649
    -1,168     -3,013     -9,268       -132        911         26     -4,861     -2,948     -1,795     -1,073       -544          0       -376     -2,017
 
Percent of Open Interest Represented by Each Category of Trader
      29.0        2.9        6.4       11.2       30.7        1.4       23.1       22.0        3.0        0.9        6.7        0.0       25.1       27.0
 
Number of Traders in Each Category                                    Total Traders:        67
         8          6          7          4         14          5         14         17          8          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   107,936
Positions
     7,249     37,444      4,026     36,065      5,682      1,374     30,316     16,294      5,401      1,320      5,250         45     22,141     32,421
 
Changes from:       December 7, 2010                                 Total Change is:   -34,051
   -10,031    -23,532     -6,310      1,740       -597        -15      6,102     -2,188       -283    -17,438      1,340          0     -7,815     -2,466
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       34.7        3.7       33.4        5.3        1.3       28.1       15.1        5.0        1.2        4.9        0.0       20.5       30.0
 
Number of Traders in Each Category                                    Total Traders:        98
         7         15          9         10          7          5         24         24         15          .          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   187,398
Positions
    41,135     15,216     13,650     23,492     23,291      2,648     16,464     45,155     19,158     14,085      7,366      5,006     51,760     55,909
 
Changes from:       December 7, 2010                                 Total Change is:   -49,047
   -28,697    -21,336    -16,976        210        333        -25     -1,271     -3,845     -3,563      1,349        883       -784        710     -3,734
 
Percent of Open Interest Represented by Each Category of Trader
      22.0        8.1        7.3       12.5       12.4        1.4        8.8       24.1       10.2        7.5        3.9        2.7       27.6       29.8
 
Number of Traders in Each Category                                    Total Traders:       161
        20         11         13         15         18         12         27         44         36          9         17         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   120,035
Positions
     4,579     87,268      2,796     18,119      3,541        154     59,359      9,126      2,965        812      1,087        431     30,819     12,667
 
Changes from:       December 7, 2010                                 Total Change is:   -12,666
    -6,619      1,000    -13,888       -159        384          0     10,626      4,438     -1,288          0       -945        145     -1,483     -2,511
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       72.7        2.3       15.1        2.9        0.1       49.5        7.6        2.5        0.7        0.9        0.4       25.7       10.6
 
Number of Traders in Each Category                                    Total Traders:        67
         5          8          6          5          5          .         27         12          9          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    56,886
Positions
    11,602     34,054     10,850          0          0          0     19,346      8,320      2,900      1,255          0          0     10,933        762
 
Changes from:       December 7, 2010                                 Total Change is:     5,206
     1,511      5,864        -29          0          0          0      2,251       -643         69          0          0          0      1,404        -55
 
Percent of Open Interest Represented by Each Category of Trader
      20.4       59.9       19.1        0.0        0.0        0.0       34.0       14.6        5.1        2.2        0.0        0.0       19.2        1.3
 
Number of Traders in Each Category                                    Total Traders:        21
         6          9         11          0          0          0          .          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   116,794
Positions
     2,938     93,123        167     19,864          0          0     84,662     18,127         90      2,347      4,140          0      6,726      1,147
 
Changes from:       December 7, 2010                                 Total Change is:   -27,029
   -10,256     -7,471     -7,316     -2,205       -150          0      6,215     11,659    -13,058        302     -9,478       -203       -508     -1,012
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       79.7        0.1       17.0        0.0        0.0       72.5       15.5        0.1        2.0        3.5        0.0        5.8        1.0
 
Number of Traders in Each Category                                    Total Traders:        88
         6         10          .          8          0          0         40         13          .          6          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    24,510
Positions
     2,017     13,802          1        501          0          0     19,194      9,405          0        586        343          0      2,211        959
 
Changes from:       December 7, 2010                                 Total Change is:    -3,085
      -120     -6,124       -688         41          0          0     -1,281      4,301        -28          0        -33          0     -1,009       -513
 
Percent of Open Interest Represented by Each Category of Trader
       8.2       56.3        0.0        2.0        0.0        0.0       78.3       38.4        0.0        2.4        1.4        0.0        9.0        3.9
 
Number of Traders in Each Category                                    Total Traders:        35
         .          7          .          .          0          0          9         10          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    49,518
Positions
    17,284     21,850      2,778      3,624      2,961        446     14,211     11,370      2,486        626        598        348      7,716      6,681
 
Changes from:       December 7, 2010                                 Total Change is:      -428
    -1,001     -3,665      1,837         32       -243         83     -3,041       -370        452        241        264        -54      1,026      1,269
 
Percent of Open Interest Represented by Each Category of Trader
      34.9       44.1        5.6        7.3        6.0        0.9       28.7       23.0        5.0        1.3        1.2        0.7       15.6       13.5
 
Number of Traders in Each Category                                    Total Traders:        99
        15         16         12          6          6          .         35         14         16          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is    99,035
Positions
    34,569     43,700      5,555      7,248      5,922        891     28,421     22,740      4,972      1,251      1,196        696     15,432     13,362
 
Changes from:       December 7, 2010                                 Total Change is:      -855
    -2,002     -7,329      3,673         63       -485        166     -6,083       -741        904        481        528       -108      2,051      2,537
 
Percent of Open Interest Represented by Each Category of Trader
      34.9       44.1        5.6        7.3        6.0        0.9       28.7       23.0        5.0        1.3        1.2        0.7       15.6       13.5
 
Number of Traders in Each Category                                    Total Traders:        99
        15         16         12          6          6          .         35         14         16          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is 1,273,678
Positions
    51,433    335,015    184,318    425,276    120,746     69,012    106,967    151,543    209,015     18,046     28,156     34,256    175,355    141,616
 
Changes from:       December 7, 2010                                 Total Change is:   151,880
       867     13,341     85,609      6,209     -4,535      3,229      6,224     -3,233     28,135        943      1,036      6,294     14,371     22,005
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       26.3       14.5       33.4        9.5        5.4        8.4       11.9       16.4        1.4        2.2        2.7       13.8       11.1
 
Number of Traders in Each Category                                    Total Traders:       572
        36         49         49        124         58         71        103        143        132         31         25         29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   537,909
Positions
    47,738    214,489     50,519    142,636     39,657     11,606     77,635     52,263     72,960      9,441      8,550     20,209    105,166     67,656
 
Changes from:       December 7, 2010                                 Total Change is:    60,251
    -1,802     -1,658     30,203      1,652     -3,063      2,175     10,281      5,131      9,113        388       -261      2,613      5,627     15,997
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       39.9        9.4       26.5        7.4        2.2       14.4        9.7       13.6        1.8        1.6        3.8       19.6       12.6
 
Number of Traders in Each Category                                    Total Traders:       156
        11         26         18         31         15         15         19         36         47          8          9         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,678,844
Positions
   207,506    791,660    479,966  1,437,972    430,222    262,257    501,485    851,220    325,452     63,153    118,159     50,108    350,944    369,801
 
Changes from:       December 7, 2010                                 Total Change is:   458,145
    -2,095     59,549    292,470     20,443     -9,702      7,610     12,944     -8,590     61,880      4,794      8,504     16,384     43,716     30,041
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       21.5       13.0       39.1       11.7        7.1       13.6       23.1        8.8        1.7        3.2        1.4        9.5       10.1
 
Number of Traders in Each Category                                    Total Traders:       512
        36         41         39        105         51         61        100        132        114         24         19         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   124,249
Positions
    15,379     29,182     25,278     49,313     34,325      5,914     14,399     25,674        441      1,992          0          0     11,533      3,435
 
Changes from:       December 7, 2010                                 Total Change is:    15,906
      -491        756     13,758        492       -708        915       -483        855        111        295          0          0      1,308        218
 
Percent of Open Interest Represented by Each Category of Trader
      12.4       23.5       20.3       39.7       27.6        4.8       11.6       20.7        0.4        1.6        0.0        0.0        9.3        2.8
 
Number of Traders in Each Category                                    Total Traders:        91
         7          8          6         31         12         12         17         12          .          4          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is   136,381
Positions
    15,201     45,142     33,268     22,295     11,629      2,848     26,830     11,251     18,616      2,744      3,645        466     14,112      9,516
 
Changes from:       December 7, 2010                                 Total Change is:    24,606
       261      3,436     14,843        -35     -4,367        588        878      2,305      5,214        477       -644        184      2,195      3,045
 
Percent of Open Interest Represented by Each Category of Trader
      11.1       33.1       24.4       16.3        8.5        2.1       19.7        8.2       13.6        2.0        2.7        0.3       10.3        7.0
 
Number of Traders in Each Category                                    Total Traders:       255
        25         31         28         38         16         10         69         42         38         20         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    30,365
Positions
     9,366     19,332      3,036          0        280        700     10,446      4,234        266        213        889          0      6,338      1,628
 
Changes from:       December 7, 2010                                 Total Change is:     2,798
    -1,930     -1,019      2,392       -225          0        700      1,669       -170        266       -279          0          0        205        629
 
Percent of Open Interest Represented by Each Category of Trader
      30.8       63.7       10.0        0.0        0.9        2.3       34.4       13.9        0.9        0.7        2.9        0.0       20.9        5.4
 
Number of Traders in Each Category                                    Total Traders:        33
         8         12          4          0          .          .          5          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   530,082
Positions
    97,617    197,493     82,716    111,475     56,746     10,741    142,974     96,138     30,696     12,657     13,779      2,332     38,874     39,441
 
Changes from:       December 7, 2010                                 Total Change is:   109,039
      -203     11,117     73,414        951    -21,833       -560       -259     16,071     21,045      3,778     -3,219        922      9,952     12,083
 
Percent of Open Interest Represented by Each Category of Trader
      18.4       37.3       15.6       21.0       10.7        2.0       27.0       18.1        5.8        2.4        2.6        0.4        7.3        7.4
 
Number of Traders in Each Category                                    Total Traders:       249
        24         27         23         38         15          9         69         44         33         19         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   422,321
Positions
   141,256     85,056     27,377    128,506    127,995     20,116     59,254    110,491     20,783      1,179     10,877      3,095     20,754     16,531
 
Changes from:       December 7, 2010                                 Total Change is:    15,884
   -15,983     10,042     15,196      1,570    -16,279      1,039     -4,496     -6,365     13,081       -140     -4,160      3,038      2,579        292
 
Percent of Open Interest Represented by Each Category of Trader
      33.4       20.1        6.5       30.4       30.3        4.8       14.0       26.2        4.9        0.3        2.6        0.7        4.9        3.9
 
Number of Traders in Each Category                                    Total Traders:       249
        16         20          9         55         40         23         42         60         27          5         11          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    37,411
Positions
     8,388      5,496        136     13,026        343         25      2,739     12,638          2      2,412        623          0     10,683     18,148
 
Changes from:       December 7, 2010                                 Total Change is:   -26,176
    -5,888     -3,886     -4,972       -692       -108          0        633     -1,394       -859        817          0          0    -15,215    -14,957
 
Percent of Open Interest Represented by Each Category of Trader
      22.4       14.7        0.4       34.8        0.9        0.1        7.3       33.8        0.0        6.4        1.7        0.0       28.6       48.5
 
Number of Traders in Each Category                                    Total Traders:        52
        12          6          .         10          .          .          6         11          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    48,152
Positions
    11,536     10,263        655     12,788      6,480        655      9,623      3,827        244        915      3,970          0     11,736     22,058
 
Changes from:       December 7, 2010                                 Total Change is:   -11,352
    -1,443    -12,493     -6,044      5,211      4,949          0     -1,680     -2,044     -2,093          0      3,645          0     -5,303      2,728
 
Percent of Open Interest Represented by Each Category of Trader
      24.0       21.3        1.4       26.6       13.5        1.4       20.0        7.9        0.5        1.9        8.2        0.0       24.4       45.8
 
Number of Traders in Each Category                                    Total Traders:        47
        13          8          .          8          .          .          8          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE   (MSCI EAFE INDEX X $50)                            
CFTC Code #244741                                                    Open Interest is    33,241
Positions
       502      5,847      3,093     16,882     12,266      4,034      2,782      4,611      1,076        756          0        247      3,869      2,067
 
Changes from:       December 7, 2010                                 Total Change is:     4,275
       165      1,415      3,093        -85     -1,333        102        455       -155      1,076       -494          0        247       -284       -170
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       17.6        9.3       50.8       36.9       12.1        8.4       13.9        3.2        2.3        0.0        0.7       11.6        6.2
 
Number of Traders in Each Category                                    Total Traders:        44
         .          .          .         16         14          9          .          7          6          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE   (MSCI INDEX X $50)                     
CFTC Code #244742                                                    Open Interest is    46,631
Positions
     3,875     13,580      3,611     15,615      5,208        769      5,146     16,283        262      5,492          0          0     11,861      6,918
 
Changes from:       December 7, 2010                                 Total Change is:     7,147
     1,588       -406      2,944       -350       -285        127     -2,842       -616        243        886          0        -10      4,561      5,150
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       29.1        7.7       33.5       11.2        1.6       11.0       34.9        0.6       11.8        0.0        0.0       25.4       14.8
 
Number of Traders in Each Category                                    Total Traders:        49
         5          6          .         13          7          5          7          4          .          7          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   666,429
Positions
    18,773     90,658     31,876    287,092    141,413     54,474     45,488    102,894     61,158     21,580     23,695      9,589    136,397    150,671
 
Changes from:       December 7, 2010                                 Total Change is:     5,474
       282     -6,328    -15,397      4,499     -5,988      1,637     -5,340      9,022     18,731     -3,588      6,553      2,689      1,961     -5,445
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       13.6        4.8       43.1       21.2        8.2        6.8       15.4        9.2        3.2        3.6        1.4       20.5       22.6
 
Number of Traders in Each Category                                    Total Traders:       153
         6         18         12         45         23         39         21         29         34          7          4          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   304,935
Positions
         0    114,163      5,655    225,385      1,530     13,997          0    120,539      1,022          0      1,953          0     58,877     46,077
 
Changes from:       December 7, 2010                                 Total Change is:   -11,661
         0     -3,582    -10,057        611      1,530        674          0     -1,232        -85          0          0          0     -2,804      1,092
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       37.4        1.9       73.9        0.5        4.6        0.0       39.5        0.3        0.0        0.6        0.0       19.3       15.1
 
Number of Traders in Each Category                                    Total Traders:        51
         0         10          .         26          .         13          0         13          4          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is   695,351
Positions
    42,971     70,251     10,775    317,656    250,219     64,294     92,866     46,566     70,811      6,900     65,598      6,367     82,710    110,470
 
Changes from:       December 7, 2010                                 Total Change is:    -1,728
       765     13,568     -3,987     40,532      4,996     -2,582     -9,827     -6,654     -1,766     -4,237    -14,555      1,825    -22,449      7,427
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       10.1        1.5       45.7       36.0        9.2       13.4        6.7       10.2        1.0        9.4        0.9       11.9       15.9
 
Number of Traders in Each Category                                    Total Traders:       177
        13         21         14         34         35         35         29         25         23          5         15          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 1,951,995
Positions
   114,095    224,407    281,441    482,494    365,417    186,979    137,993    170,984    319,845     75,360     23,775     47,444    306,345    331,701
 
Changes from:       December 7, 2010                                 Total Change is:   215,552
    -5,340      3,186     73,372    -19,054    -31,881     37,874      5,514     25,942    106,102     -9,824     -1,496     15,861     11,049    -13,407
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       11.5       14.4       24.7       18.7        9.6        7.1        8.8       16.4        3.9        1.2        2.4       15.7       17.0
 
Number of Traders in Each Category                                    Total Traders:       258
        35         28         50         36         51         53         45         44         64         13          6         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,132,345
Positions
    29,016     98,606     41,205    217,478    360,255    158,188    326,571     75,288     86,932     51,168     49,993     11,033    210,754    250,846
 
Changes from:       December 7, 2010                                 Total Change is:    26,768
     3,839    -19,003        469    -75,580     -7,454     13,071     55,636     16,506     15,004      6,703      7,047      4,225      3,402     -3,096
 
Percent of Open Interest Represented by Each Category of Trader
       2.6        8.7        3.6       19.2       31.8       14.0       28.8        6.6        7.7        4.5        4.4        1.0       18.6       22.2
 
Number of Traders in Each Category                                    Total Traders:       160
        12         21         24         23         32         32         32         22         32          9          9          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   981,153
Positions
   106,141    206,222    259,555      6,483      1,000      1,509    112,122     20,648    338,229     33,592     13,589     90,130     33,392     50,271
 
Changes from:       December 7, 2010                                 Total Change is:    29,648
    -2,294     10,677     11,024        122      1,000       -151      5,909     -2,315      8,729      5,194        372      1,652       -537     -1,340
 
Percent of Open Interest Represented by Each Category of Trader
      10.8       21.0       26.5        0.7        0.1        0.2       11.4        2.1       34.5        3.4        1.4        9.2        3.4        5.1
 
Number of Traders in Each Category                                    Total Traders:       109
        31         20         41          4          .          .         29         15         35          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is11,072,895
Positions
 1,942,070  2,834,826  2,278,765  1,326,780    430,809    173,048    532,366    242,328  3,369,327     73,267    307,645    574,516    802,755    861,629
 
Changes from:       December 7, 2010                                 Total Change is:-2,473,025
   -17,682   -179,769   -653,823       -484     22,362     -4,437   -331,742    -56,221 -1,193,144     11,272   -139,546   -181,452   -101,533    -86,995
 
Percent of Open Interest Represented by Each Category of Trader
      17.5       25.6       20.6       12.0        3.9        1.6        4.8        2.2       30.4        0.7        2.8        5.2        7.2        7.8
 
Number of Traders in Each Category                                    Total Traders:       244
        35         50         83          7         14         15         70         34         93         13         14         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    12,834
Positions
     4,884      6,593          0      1,077      1,048         97      1,790      4,254          0      4,800        584          0        186        258
 
Changes from:       December 7, 2010                                 Total Change is:    -8,528
    -5,849     -7,258     -1,811         10        -43        -26        872      2,297     -1,791          0         16          0         67         88
 
Percent of Open Interest Represented by Each Category of Trader
      38.1       51.4        0.0        8.4        8.2        0.8       13.9       33.1        0.0       37.4        4.6        0.0        1.4        2.0
 
Number of Traders in Each Category                                    Total Traders:        31
         4          4          0          .          5          .          .          9          0          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    40,088
Positions
    34,594     21,467          0      2,118      1,466         59      3,184     11,286          0          0      5,503          0        133        307
 
Changes from:       December 7, 2010                                 Total Change is:   -24,220
   -14,718    -15,935     -9,041         99         45          0      2,557      3,581     -3,027          0          0          0        -90        157
 
Percent of Open Interest Represented by Each Category of Trader
      86.3       53.5        0.0        5.3        3.7        0.1        7.9       28.2        0.0        0.0       13.7        0.0        0.3        0.8
 
Number of Traders in Each Category                                    Total Traders:        29
         4          5          0          .          .          .          4          7          0          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    25,567
Positions
    11,926      4,519         37      1,026        346        801      5,716     14,901      1,110      1,184      1,589          0      3,766      2,264
 
Changes from:       December 7, 2010                                 Total Change is:    -9,840
    -2,892     -3,199       -317         50         49        -19     -3,716     -4,563       -945        142        238       -189     -1,954       -894
 
Percent of Open Interest Represented by Each Category of Trader
      46.6       17.7        0.1        4.0        1.4        3.1       22.4       58.3        4.3        4.6        6.2        0.0       14.7        8.9
 
Number of Traders in Each Category                                    Total Traders:        69
         .          4          .          5          .          .         18         21          8          9          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   151,504
Positions
    59,490     29,847     33,757      6,859        222      5,829      1,807     40,155     22,565      1,609      3,083      4,016     15,572     12,030
 
Changes from:       December 7, 2010                                 Total Change is:     2,273
    -6,256      4,680      2,230      1,734       -141        350        914     -3,530      2,313        755       -402       -604        837     -2,624
 
Percent of Open Interest Represented by Each Category of Trader
      39.3       19.7       22.3        4.5        0.1        3.8        1.2       26.5       14.9        1.1        2.0        2.7       10.3        7.9
 
Number of Traders in Each Category                                    Total Traders:        91
         6         15         17          7          .          7         10         33         26          5          6          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     6,879
Positions
       922      2,589      1,091      2,277          0          0      1,254      2,812         41        880          0          0        414        346
 
Changes from:       December 7, 2010                                 Total Change is:     1,332
         5       -181      1,091        -69          0          0         17        129          4          0          0          0        284        289
 
Percent of Open Interest Represented by Each Category of Trader
      13.4       37.6       15.9       33.1        0.0        0.0       18.2       40.9        0.6       12.8        0.0        0.0        6.0        5.0
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          .          4          0          0          6          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    15,865
Positions
       466     14,066        740     10,868          0          0      1,825        289          0          0          0          0      1,966        770
 
Changes from:       December 7, 2010                                 Total Change is:     1,309
         8        125        740        -95          0          0         88         88         -7          0          0          0        575        363
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       88.7        4.7       68.5        0.0        0.0       11.5        1.8        0.0        0.0        0.0        0.0       12.4        4.9
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          .          9          0          0          6          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated December 17, 2010