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MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       38,843
COMMITMENTS
   4,869    2,045    6,114   21,564   23,959   32,546   32,118    6,296    6,725

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:      1,248)
     135        4       -8      541    1,027      668    1,022      580      226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5      5.3     15.7     55.5     61.7     83.8     82.7     16.2     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      23        6       21       37       35       66       57
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      225,859
COMMITMENTS
  52,450   20,064   64,246   90,021  105,236  206,717  189,546   19,142   36,313

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:     -3,343)
  -7,596   -1,018    3,769    1,524   -4,495   -2,303   -1,744   -1,041   -1,599

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.2      8.9     28.4     39.9     46.6     91.5     83.9      8.5     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      80       81      100       51       60      194      188
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      401,541
COMMITMENTS
 143,105   14,431  103,573  127,872  214,578  374,549  332,581   26,991   68,959

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:      3,566)
     973    3,079    2,036      677   -1,062    3,686    4,054     -121     -488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.6      3.6     25.8     31.8     53.4     93.3     82.8      6.7     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      434)
     163       54      116      103      191      312      321
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,695
COMMITMENTS
   4,000    2,411    1,067    2,646    4,733    7,713    8,210    1,982    1,484

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:       -528)
     -77     -175      -71     -296      -97     -444     -343      -84     -186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.3     24.9     11.0     27.3     48.8     79.6     84.7     20.4     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      30       26       13       21       30       62       59
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       34,522
COMMITMENTS
   8,673    7,324    8,285   12,166    5,502   29,124   21,111    5,398   13,411

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:       -393)
    -440     -444       -8      146      228     -303     -224      -91     -169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1     21.2     24.0     35.2     15.9     84.4     61.2     15.6     38.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      28       36       40       46       40       98       96
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       39,577
COMMITMENTS
   6,010       16      606   24,607   38,883   31,223   39,505    8,354       72

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:     -1,605)
  -1,546        0        0       87   -1,610   -1,459   -1,610     -146        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2      0.0      1.5     62.2     98.2     78.9     99.8     21.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        1        1       11       13       17       14
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      115,937
COMMITMENTS
  37,801   16,718    6,251   27,910   75,587   71,963   98,556   43,975   17,381

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:    -10,692)
 -11,045      163      354    1,290  -10,681   -9,401  -10,164   -1,291     -528

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.6     14.4      5.4     24.1     65.2     62.1     85.0     37.9     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      36       11       18       25       28       68       50
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       53,735
COMMITMENTS
  24,420   12,357    1,231    8,757   29,812   34,408   43,401   19,327   10,335

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:     -4,153)
    -320   -1,643     -139   -2,709   -2,311   -3,168   -4,094     -985      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.4     23.0      2.3     16.3     55.5     64.0     80.8     36.0     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      15       11        5       13       19       31       32
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      136,899
COMMITMENTS
 103,670   23,527        1   25,370  111,551  129,041  135,079    7,858    1,820

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:       -959)
    -887    1,095      -45   -1,314   -1,957   -2,246     -907    1,287      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    75.7     17.2      0.0     18.5     81.5     94.3     98.7      5.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      58       17        1       20       21       78       39
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       96,053
COMMITMENTS
  32,813   27,278    5,347   32,201   41,752   70,362   74,376   25,691   21,676

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:     -3,480)
  -2,910   -1,662    1,241   -3,249   -3,338   -4,917   -3,759    1,437      279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.2     28.4      5.6     33.5     43.5     73.3     77.4     26.7     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      28       21       18       23       27       59       58
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      156,528
COMMITMENTS
  61,016   19,538    8,151   55,854   95,541  125,021  123,230   31,506   33,298

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:      1,026)
  -1,076    1,171    1,062      699     -340      685    1,893      341     -868

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.0     12.5      5.2     35.7     61.0     79.9     78.7     20.1     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      40       39       22       27       32       80       80
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      281,868
COMMITMENTS
  65,807   27,440   52,741  100,033  146,863  218,581  227,044   63,287   54,824

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:     -6,200)
  -6,142      534    4,745      839  -11,789     -558   -6,510   -5,642      309

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.3      9.7     18.7     35.5     52.1     77.5     80.5     22.5     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      59       55       62       41       46      132      131
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       26,754
COMMITMENTS
  21,577    5,706        0    1,573   19,978   23,150   25,684    3,604    1,070

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:       -277)
     100     -440        0     -283      223     -183     -217      -94      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    80.6     21.3      0.0      5.9     74.7     86.5     96.0     13.5      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      14        8        0        4       12       18       20
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   13,292,405
COMMITMENTS
 1437060  387,794  4719822  6108085  7173868 12264967 12281484  1027438  1010922

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:    212,580)
 -75,170   -5,198   37,440  210,424  163,159  172,694  195,401   39,886   17,178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8      2.9     35.5     46.0     54.0     92.3     92.4      7.7      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      76       48      110      135      137      259      258
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      997,442
COMMITMENTS
  78,959   76,717   87,057  694,585  719,620  860,601  883,394  136,841  114,048

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:     33,327)
   6,248   -2,944   12,861   18,348   23,428   37,457   33,345   -4,130      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      7.7      8.7     69.6     72.1     86.3     88.6     13.7     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      563)
     110      122       88      232      233      386      399
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      419,701
COMMITMENTS
  56,367   21,327   29,940  256,283  304,184  342,590  355,451   77,112   64,251

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:     25,715)
   8,495    2,218    3,676   16,415   18,578   28,587   24,472   -2,872    1,243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4      5.1      7.1     61.1     72.5     81.6     84.7     18.4     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      25       26       33       72       73      115      114
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,888,704
COMMITMENTS
 300,525  464,516   98,022  2191512  2077178  2590059  2639715  298,645  248,988

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:     38,060)
  31,475   16,901    3,212    9,663   24,248   44,350   44,361   -6,290   -6,301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4     16.1      3.4     75.9     71.9     89.7     91.4     10.3      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      503)
      97      108       67      202      207      331      350
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      108,718
COMMITMENTS
  17,503    8,056       78   80,145   97,861   97,726  105,995   10,991    2,722

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:      1,070)
     287      440     -512      679    1,735      454    1,663      616     -593

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1      7.4      0.1     73.7     90.0     89.9     97.5     10.1      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      13        5        1       48       34       61       40
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      117,138
COMMITMENTS
  31,221    8,984    8,697   65,156   91,289  105,074  108,969   12,065    8,169

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:      6,773)
   5,082      704     -345    1,939    5,563    6,677    5,923       96      850

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.7      7.7      7.4     55.6     77.9     89.7     93.0     10.3      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      79       37       20       83       79      169      129
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       24,849
COMMITMENTS
   7,709        0        0   13,378   20,266   21,087   20,266    3,762    4,583

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:      2,069)
     368        0        0    1,444    1,825    1,812    1,825      257      244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.0      0.0      0.0     53.8     81.6     84.9     81.6     15.1     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        0        0        7       14       10       14
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      461,445
COMMITMENTS
 156,095   83,456    4,948  258,890  355,113  419,933  443,517   41,512   17,928

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:     23,518)
  25,403    5,353   -3,554    2,474   18,691   24,323   20,491     -805    3,028

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.8     18.1      1.1     56.1     77.0     91.0     96.1      9.0      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      78       38       18       79       74      163      124
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      140,051
COMMITMENTS
  67,747   12,669    4,861   32,124  104,443  104,733  121,973   35,319   18,079

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:     -4,748)
  -4,994     -560      118    1,633   -4,986   -3,242   -5,428   -1,506      680

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.4      9.0      3.5     22.9     74.6     74.8     87.1     25.2     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      32       13       11       17       21       55       39
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       34,411
COMMITMENTS
   7,115    6,885        4   17,625    8,346   24,744   15,235    9,667   19,176

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:      1,500)
      23       20        0      887      418      910      438      590    1,062

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.7     20.0      0.0     51.2     24.3     71.9     44.3     28.1     55.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       9        8        1       26       12       35       21
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       43,971
COMMITMENTS
   7,630   11,566      696   26,546   22,272   34,872   34,534    9,099    9,437

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:      4,873)
     269    1,171      193    3,426    2,003    3,888    3,367      985    1,506

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.4     26.3      1.6     60.4     50.7     79.3     78.5     20.7     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      12       10        1       18       19       31       29
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       31,603
COMMITMENTS
   4,863    1,556      300   23,035   27,624   28,198   29,480    3,405    2,123

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:        197)
     162      177        0      378      -67      540      110     -343       87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4      4.9      0.9     72.9     87.4     89.2     93.3     10.8      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       7        4        1       18       25       25       30
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       34,261
COMMITMENTS
   6,502    1,281        0   20,237   30,797   26,739   32,078    7,522    2,183

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:      1,174)
    -635        0        0    1,141      198      506      198      668      976

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0      3.7      0.0     59.1     89.9     78.0     93.6     22.0      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      11        1        0       20       17       31       18
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       15,147
COMMITMENTS
   4,451    4,978        0    9,418    9,437   13,869   14,415    1,278      732

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:        273)
     226      242        0      -12      127      214      369       59      -96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.4     32.9      0.0     62.2     62.3     91.6     95.2      8.4      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      12        4        0        6        3       18        7
```

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Updated October 29, 2010