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Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2010               
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              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   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   110,532
Positions
     8,372     56,924      6,077     11,101     11,025         42     30,095      7,772      5,451      6,946      4,343        563     41,885     18,336
 
Changes from:       November 23, 2010                                Total Change is:    -4,691
    -1,423     -2,040        440        270       -413       -194     -5,809     -2,338      1,706       -295        -62        107        507     -1,896
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       51.5        5.5       10.0       10.0        0.0       27.2        7.0        4.9        6.3        3.9        0.5       37.9       16.6
 
Number of Traders in Each Category                                    Total Traders:        83
         7         14          9          4          .          .         29         13         16         10          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2010               
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              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   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    46,808
Positions
     6,314     18,486      3,701      2,255        917        287     16,265     10,866      1,598          0        500          0     16,388     10,453
 
Changes from:       November 23, 2010                                Total Change is:     3,584
       364        201      1,215        591        -25        -61      1,281      2,948        310          0          0          0       -115     -1,004
 
Percent of Open Interest Represented by Each Category of Trader
      13.5       39.5        7.9        4.8        2.0        0.6       34.7       23.2        3.4        0.0        1.1        0.0       35.0       22.3
 
Number of Traders in Each Category                                    Total Traders:        48
         6          8          7          .          .          .         16         12          8          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2010               
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              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   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is    98,723
Positions
    21,341     12,052      8,980     10,751     20,742      1,020     26,520     15,738      7,369      2,170     10,267          0     20,572     22,555
 
Changes from:       November 23, 2010                                Total Change is:    -5,675
     4,061     -9,579      2,465      3,262       -727       -209    -13,184      1,293      1,717        268     -1,000          0     -4,056        365
 
Percent of Open Interest Represented by Each Category of Trader
      21.6       12.2        9.1       10.9       21.0        1.0       26.9       15.9        7.5        2.2       10.4        0.0       20.8       22.8
 
Number of Traders in Each Category                                    Total Traders:        87
        11         11         11          5         12          6         23         18         17          .          5          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2010               
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              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   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   148,921
Positions
    16,909     65,095     10,216     34,651      5,871      1,087     31,889     20,763      7,738     18,851      4,133          0     27,579     34,017
 
Changes from:       November 23, 2010                                Total Change is:     3,788
      -963        893        321      1,473         43       -149      2,434      1,308        247      2,005        578         -5     -1,577        551
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       43.7        6.9       23.3        3.9        0.7       21.4       13.9        5.2       12.7        2.8        0.0       18.5       22.8
 
Number of Traders in Each Category                                    Total Traders:       114
        11         17         14         11          8          4         27         30         21          .          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2010               
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              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   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   292,460
Positions
    59,869     54,315     32,410     26,106     24,119      3,168     33,027     46,863     41,791     14,290     14,908     13,671     68,127     61,214
 
Changes from:       November 23, 2010                                Total Change is:    38,458
        73        -76      6,454        953      2,326        564     11,796       -462      8,994     -3,992      3,080      3,701      9,915     13,877
 
Percent of Open Interest Represented by Each Category of Trader
      20.5       18.6       11.1        8.9        8.2        1.1       11.3       16.0       14.3        4.9        5.1        4.7       23.3       20.9
 
Number of Traders in Each Category                                    Total Traders:       188
        20         18         19         18         17         11         37         48         46         17         12         18
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Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2010               
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              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   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   129,669
Positions
    20,986     78,195      9,094     18,859      2,979        154     39,000     11,984      5,051      1,868      2,126        590     34,068     19,496
 
Changes from:       November 23, 2010                                Total Change is:       552
     2,266     -3,121      1,445       -838       -286       -100     -5,032        153      1,553      1,119         32       -129        269      1,005
 
Percent of Open Interest Represented by Each Category of Trader
      16.2       60.3        7.0       14.5        2.3        0.1       30.1        9.2        3.9        1.4        1.6        0.5       26.3       15.0
 
Number of Traders in Each Category                                    Total Traders:        70
         9         12          9          4          4          .         26          7         11          .          6          5
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Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2010               
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              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   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    43,487
Positions
     7,592     23,867     11,186          0          0          0     14,517      7,248        627      1,255          5        137      8,173        417
 
Changes from:       November 23, 2010                                Total Change is:     1,614
      -651       -596      2,198          0          0          0        -42          6       -126          0          0          0        235        132
 
Percent of Open Interest Represented by Each Category of Trader
      17.5       54.9       25.7        0.0        0.0        0.0       33.4       16.7        1.4        2.9        0.0        0.3       18.8        1.0
 
Number of Traders in Each Category                                    Total Traders:        22
         5         10          9          0          0          0          .          .          .          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2010               
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              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   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   134,618
Positions
     8,444    111,320        392     21,825        150          0     95,337      3,815        714      1,816     16,315          0      6,090      1,912
 
Changes from:       November 23, 2010                                Total Change is:   -16,164
     1,002     -9,498       -355      1,506          0       -187    -15,606     -4,742        226       -906       -213       -102     -1,742     -1,293
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       82.7        0.3       16.2        0.1        0.0       70.8        2.8        0.5        1.3       12.1        0.0        4.5        1.4
 
Number of Traders in Each Category                                    Total Traders:        94
         6         14          .          7          .          0         42         11          .          7          5          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2010               
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              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   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    27,575
Positions
     1,910     20,022         95        125          0          0     21,567      6,072          0        586        150          0      3,292      1,236
 
Changes from:       November 23, 2010                                Total Change is:    -3,394
      -101     -3,274         36       -254          0          0     -3,137       -354          0          0       -255          0         62        453
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       72.6        0.3        0.5        0.0        0.0       78.2       22.0        0.0        2.1        0.5        0.0       11.9        4.5
 
Number of Traders in Each Category                                    Total Traders:        37
         4         11          .          .          0          0         11          8          0          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2010               
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              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   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    50,139
Positions
    22,015     23,721        502      3,283      3,935        359     14,738     12,731      1,537        552        893        311      6,843      6,151
 
Changes from:       November 23, 2010                                Total Change is:    -2,041
       736       -280        -64       -387        145       -347     -2,016     -2,495        -82        140        212         16        -37        854
 
Percent of Open Interest Represented by Each Category of Trader
      43.9       47.3        1.0        6.5        7.8        0.7       29.4       25.4        3.1        1.1        1.8        0.6       13.6       12.3
 
Number of Traders in Each Category                                    Total Traders:        96
        17         14          4          4          7          .         28         19         14          4          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2010               
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              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   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   100,277
Positions
    44,029     47,441      1,004      6,565      7,870        717     29,477     25,462      3,073      1,105      1,786        621     13,686     12,303
 
Changes from:       November 23, 2010                                Total Change is:    -4,082
     1,471       -560       -127       -773        290       -694     -4,033     -4,990       -165        280        425         32        -74      1,708
 
Percent of Open Interest Represented by Each Category of Trader
      43.9       47.3        1.0        6.5        7.8        0.7       29.4       25.4        3.1        1.1        1.8        0.6       13.6       12.3
 
Number of Traders in Each Category                                    Total Traders:        96
        17         14          4          4          7          .         28         19         14          4          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2010               
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              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   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is 1,062,033
Positions
    43,777    299,985     93,495    423,148    140,870     68,717    101,720    150,364    150,607     16,614     26,500     16,459    147,496    115,035
 
Changes from:       November 23, 2010                                Total Change is:     5,578
     1,086      4,049      4,938        289      1,760      1,544     -2,756    -11,448      2,107       -983     -1,810      2,718     -3,366      1,719
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       28.2        8.8       39.8       13.3        6.5        9.6       14.2       14.2        1.6        2.5        1.5       13.9       10.8
 
Number of Traders in Each Category                                    Total Traders:       560
        33         47         34        121         65         70        114        130        116         26         24         21
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Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2010               
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              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   :
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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   446,185
Positions
    45,147    202,410     19,672    144,287     46,577      9,657     58,614     42,984     57,332      6,087      8,002     12,776     92,614     46,775
 
Changes from:       November 23, 2010                                Total Change is:    -5,915
       -95     -2,643      1,691     -1,260     -1,565        -23     -1,758      2,075     -1,903     -1,806     -2,543      3,682     -4,444     -4,686
 
Percent of Open Interest Represented by Each Category of Trader
      10.1       45.4        4.4       32.3       10.4        2.2       13.1        9.6       12.8        1.4        1.8        2.9       20.8       10.5
 
Number of Traders in Each Category                                    Total Traders:       151
        11         26         12         32         16         18         18         37         47          .          8          8
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Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2010               
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              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   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,079,242
Positions
   183,800    678,522    178,468  1,424,017    501,178    265,586    476,590    797,960    205,316     52,635     92,494     18,419    274,410    341,298
 
Changes from:       November 23, 2010                                Total Change is:    57,465
    -7,276     20,281     29,414     10,478     19,359      5,109       -296    -62,920     15,351     -1,756     -2,206      1,051      5,390     32,026
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       22.0        5.8       46.2       16.3        8.6       15.5       25.9        6.7        1.7        3.0        0.6        8.9       11.1
 
Number of Traders in Each Category                                    Total Traders:       504
        31         42         23        101         59         58        108        123         98         23         17         14
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Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2010               
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              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   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   107,575
Positions
    17,612     27,184      9,871     47,904     38,717      4,703     13,605     23,062      1,068      1,759          0          0     11,054      2,971
 
Changes from:       November 23, 2010                                Total Change is:       436
      -264     -1,456        278       -353        337       -170       -829      1,462        740       -148          0          0      1,182       -755
 
Percent of Open Interest Represented by Each Category of Trader
      16.4       25.3        9.2       44.5       36.0        4.4       12.6       21.4        1.0        1.6        0.0        0.0       10.3        2.8
 
Number of Traders in Each Category                                    Total Traders:        89
         6          8          .         33         14         10         13         11          .          4          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2010               
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              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   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is   108,527
Positions
    14,385     37,369     17,592     20,983     16,362      2,591     26,487      9,914     13,216      2,320      4,411        216     10,737      6,856
 
Changes from:       November 23, 2010                                Total Change is:    -3,572
     2,068      1,130     -4,824     -1,256       -414       -277       -782     -1,856       -671        186        589          5      1,979      2,746
 
Percent of Open Interest Represented by Each Category of Trader
      13.3       34.4       16.2       19.3       15.1        2.4       24.4        9.1       12.2        2.1        4.1        0.2        9.9        6.3
 
Number of Traders in Each Category                                    Total Traders:       245
        22         28         12         37         17         10         73         37         30         15         14          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2010               
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              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   :
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NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    26,672
Positions
    10,951     19,399        638        210        280          0      7,920      4,371          0        492        889          0      6,461      1,095
 
Changes from:       November 23, 2010                                Total Change is:    -1,458
    -2,605     -1,881       -159        -11          0          0     -1,560        618          0          0          0          0      2,877        -36
 
Percent of Open Interest Represented by Each Category of Trader
      41.1       72.7        2.4        0.8        1.0        0.0       29.7       16.4        0.0        1.8        3.3        0.0       24.2        4.1
 
Number of Traders in Each Category                                    Total Traders:        29
         6         10          .          .          .          0          4          5          0          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 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   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   409,275
Positions
    93,879    166,561      8,060    103,865     80,410     12,957    145,194     80,075     13,719      9,140     17,609      1,081     21,382     28,803
 
Changes from:       November 23, 2010                                Total Change is:   -10,569
      -532     -8,843        572     -6,223     -2,072     -1,383     -1,691    -17,949      2,227        928      2,944         25     -4,492     13,910
 
Percent of Open Interest Represented by Each Category of Trader
      22.9       40.7        2.0       25.4       19.6        3.2       35.5       19.6        3.4        2.2        4.3        0.3        5.2        7.0
 
Number of Traders in Each Category                                    Total Traders:       238
        21         25          6         36         16         10         73         39         24         14         14          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2010               
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              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   401,807
Positions
   160,136     73,402      7,414    119,915    146,668     21,920     67,387    117,467      5,889      1,357     15,462          0     17,789     13,585
 
Changes from:       November 23, 2010                                Total Change is:    -4,725
    -4,622      3,247      1,785       -765        581         83      3,698     -5,483     -1,949        -75     -1,053          0     -2,881     -1,936
 
Percent of Open Interest Represented by Each Category of Trader
      39.9       18.3        1.8       29.8       36.5        5.5       16.8       29.2        1.5        0.3        3.8        0.0        4.4        3.4
 
Number of Traders in Each Category                                    Total Traders:       256
        18         21          .         62         38         25         43         62         23          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 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    45,596
Positions
    12,991      7,715      1,347     14,372        729         73      2,524     15,710         18      2,438        623          0     11,833     19,381
 
Changes from:       November 23, 2010                                Total Change is:       452
     1,482        903        -37     -1,382        -20        -31       -712        512       -141        672          0          0        601       -734
 
Percent of Open Interest Represented by Each Category of Trader
      28.5       16.9        3.0       31.5        1.6        0.2        5.5       34.5        0.0        5.3        1.4        0.0       26.0       42.5
 
Number of Traders in Each Category                                    Total Traders:        58
        14         12          5         11          .          .          4         11          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 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    53,021
Positions
    10,645     28,760      3,611      5,926      1,822        419     15,200      4,283      1,552      1,440        225          0     14,228     12,349
 
Changes from:       November 23, 2010                                Total Change is:     2,703
      -973      6,703        231        386       -825          0        114     -2,527        228       -215        -14          0      2,932     -1,093
 
Percent of Open Interest Represented by Each Category of Trader
      20.1       54.2        6.8       11.2        3.4        0.8       28.7        8.1        2.9        2.7        0.4        0.0       26.8       23.3
 
Number of Traders in Each Category                                    Total Traders:        54
         7         20          .          5          .          .         10          7          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 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    29,013
Positions
         0      2,110          0     17,291     16,619      3,783      2,743      4,694          0        495          0          0      4,701      1,807
 
Changes from:       November 23, 2010                                Total Change is:    -1,189
         0     -1,088          0     -1,289          1        -23        238       -174          0          0          0          0       -115         95
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        7.3        0.0       59.6       57.3       13.0        9.5       16.2        0.0        1.7        0.0        0.0       16.2        6.2
 
Number of Traders in Each Category                                    Total Traders:        42
         0          .          0         16         16          8          .          4          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 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    37,512
Positions
     3,035     13,927        117     15,512      5,458        630      7,186     15,537         19      4,387          0          0      6,626      1,824
 
Changes from:       November 23, 2010                                Total Change is:       296
       372        508        -20        633       -233        -61        144       -464         11         36          0          0       -819        555
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       37.1        0.3       41.4       14.6        1.7       19.2       41.4        0.1       11.7        0.0        0.0       17.7        4.9
 
Number of Traders in Each Category                                    Total Traders:        51
         5          7          .         13          7          4         10          .          .          6          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 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   691,752
Positions
    19,174     96,327     67,168    297,766    151,151     46,470     45,028    107,745     41,635     22,204     24,395      3,280    149,028    153,582
 
Changes from:       November 23, 2010                                Total Change is:   -45,947
    -3,648     -4,664      6,078     -1,641     -4,807        884      5,503      6,111    -41,493     -1,507      5,953     -8,761     -1,361     -5,247
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       13.9        9.7       43.0       21.9        6.7        6.5       15.6        6.0        3.2        3.5        0.5       21.5       22.2
 
Number of Traders in Each Category                                    Total Traders:       147
         5         18         19         40         27         39         20         28         32          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 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   333,397
Positions
         0    119,061     33,386    227,183          0     12,564          0    119,406        373          0          0          0     59,891     48,608
 
Changes from:       November 23, 2010                                Total Change is:   -12,177
         0     10,823      2,184       -462     -2,572      1,396          0    -17,485     -5,350          0          0          0     -9,945     -1,173
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       35.7       10.0       68.1        0.0        3.8        0.0       35.8        0.1        0.0        0.0        0.0       18.0       14.6
 
Number of Traders in Each Category                                    Total Traders:        49
         0         11          6         27          0         12          0         11          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 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   702,482
Positions
    45,271     55,156     15,014    285,516    239,071     70,112     92,387     71,430     60,127     25,376     79,604      5,665    103,013    106,303
 
Changes from:       November 23, 2010                                Total Change is:   -84,017
    -8,206     -4,026    -20,048      9,883      3,011     -4,424    -24,200     -7,473    -36,975      7,829     -5,081        308     -8,184     -9,309
 
Percent of Open Interest Represented by Each Category of Trader
       6.4        7.9        2.1       40.6       34.0       10.0       13.2       10.2        8.6        3.6       11.3        0.8       14.7       15.1
 
Number of Traders in Each Category                                    Total Traders:       183
        12         20         14         35         37         36         29         28         24          6         15          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 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 1,647,817
Positions
   106,934    203,503    185,312    477,207    353,469    156,033    106,828    180,738    172,258     91,321     28,772     32,051    319,874    335,681
 
Changes from:       November 23, 2010                                Total Change is:  -375,120
   -18,688    -31,114   -139,189     14,144       -611    -37,034    -51,795    -24,420   -103,787    -22,260      3,304    -45,694     29,183      3,424
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       12.3       11.2       29.0       21.5        9.5        6.5       11.0       10.5        5.5        1.7        1.9       19.4       20.4
 
Number of Traders in Each Category                                    Total Traders:       239
        33         23         40         36         44         46         42         40         64         15          6          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 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 1,106,917
Positions
    34,413    113,926     45,257    238,774    356,515    158,798    306,388     58,023     67,878     44,352     48,210      8,822    202,235    249,488
 
Changes from:       November 23, 2010                                Total Change is:  -168,939
   -15,707      2,319    -16,140     58,457    -30,099     -8,167   -119,090    -31,382    -43,820    -11,055      2,166     -9,528     -3,890    -34,289
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       10.3        4.1       21.6       32.2       14.3       27.7        5.2        6.1        4.0        4.4        0.8       18.3       22.5
 
Number of Traders in Each Category                                    Total Traders:       153
        12         20         25         19         36         34         31         17         29          9          9          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 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 1,266,260
Positions
   107,572    226,488    305,683      5,665      1,055      1,350    135,715     23,768    451,359     30,177     10,642    189,189     39,550     56,725
 
Changes from:       November 23, 2010                                Total Change is:    20,650
    -4,715     21,670       -252     -1,080        -82       -199     32,167     -3,141     -9,332      2,348      7,289      4,277     -2,563        420
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       17.9       24.1        0.4        0.1        0.1       10.7        1.9       35.6        2.4        0.8       14.9        3.1        4.5
 
Number of Traders in Each Category                                    Total Traders:       119
        36         20         44          4          .          4         35         15         37          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 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 is13,518,122
Positions
 2,044,574  2,834,206  2,963,218  1,296,273    477,354    148,814    619,203    359,717  4,540,719    215,716    440,072    784,863    904,741    969,159
 
Changes from:       November 23, 2010                                Total Change is:    57,415
   184,685      1,920    -67,759     29,126    -79,807    -28,060   -194,681     62,187    131,615     28,672     18,917     28,055    -54,238     -9,652
 
Percent of Open Interest Represented by Each Category of Trader
      15.1       21.0       21.9        9.6        3.5        1.1        4.6        2.7       33.6        1.6        3.3        5.8        6.7        7.2
 
Number of Traders in Each Category                                    Total Traders:       290
        47         49         91         11         13         20         78         51        113         14         22         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 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    19,105
Positions
     9,762     13,517      1,312      1,022        960         63        766      1,552      1,257      4,800        265          0        123        179
 
Changes from:       November 23, 2010                                Total Change is:     1,842
       983        866         11        117        -15         -4        -52        105        808          0         60          0        -21         11
 
Percent of Open Interest Represented by Each Category of Trader
      51.1       70.8        6.9        5.3        5.0        0.3        4.0        8.1        6.6       25.1        1.4        0.0        0.6        0.9
 
Number of Traders in Each Category                                    Total Traders:        30
         4          4          .          .          5          .          .          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 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    58,174
Positions
    44,645     32,790      8,457      1,973      1,834         59        677      7,580      1,873          0      5,501          0        490         80
 
Changes from:       November 23, 2010                                Total Change is:     7,473
     3,305      2,752      2,273        335        260          0        217      1,426      1,174          0       -175          0        169       -237
 
Percent of Open Interest Represented by Each Category of Trader
      76.7       56.4       14.5        3.4        3.2        0.1        1.2       13.0        3.2        0.0        9.5        0.0        0.8        0.1
 
Number of Traders in Each Category                                    Total Traders:        31
         4          5          .          .          4          .          5          7          .          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 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    35,522
Positions
    15,402      7,046        262      1,275        312        768      8,970     21,188      2,238      1,282        653          0      5,325      3,055
 
Changes from:       November 23, 2010                                Total Change is:       852
       485          0         17          0       -199        -52       -149        597        830       -422       -158        -72        216       -110
 
Percent of Open Interest Represented by Each Category of Trader
      43.4       19.8        0.7        3.6        0.9        2.2       25.3       59.6        6.3        3.6        1.8        0.0       15.0        8.6
 
Number of Traders in Each Category                                    Total Traders:        69
         7          .          .          4          .          .         24         17          7          9          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 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   147,299
Positions
    65,549     25,448     29,510      4,725        456      5,007      1,394     42,261     18,038      1,145      3,573      3,623     18,308     19,383
 
Changes from:       November 23, 2010                                Total Change is:    -1,861
    -8,886     -5,777        947      3,460       -407         79       -514        320        430       -121        279        203      2,541      2,065
 
Percent of Open Interest Represented by Each Category of Trader
      44.5       17.3       20.0        3.2        0.3        3.4        0.9       28.7       12.2        0.8        2.4        2.5       12.4       13.2
 
Number of Traders in Each Category                                    Total Traders:        93
         7         13         16          5          .          5          7         38         34          6          6          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 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    14,556
Positions
       458     13,941          0     10,963          0          0      1,737        201          7          0          0          0      1,391        407
 
Changes from:       November 23, 2010                                Total Change is:      -209
        -8        -74          0       -163          0         -2       -287       -105          7          0          0          0        244        -35
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       95.8        0.0       75.3        0.0        0.0       11.9        1.4        0.0        0.0        0.0        0.0        9.6        2.8
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0          9          0          0          8          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated December 3, 2010