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Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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   138,810
Positions
     7,682     69,435      4,131     10,113     10,747         67     57,906     13,578      4,369      7,633     15,502        691     46,218     20,291
 
Changes from:       November 2, 2010                                 Total Change is:    18,861
     1,222     13,602     -2,158        733        851          0     20,129       -642     -2,429       -678      8,425       -120      2,163      1,333
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       50.0        3.0        7.3        7.7        0.0       41.7        9.8        3.1        5.5       11.2        0.5       33.3       14.6
 
Number of Traders in Each Category                                    Total Traders:        87
         6         16          9          .          .          .         31         13         13         12          .          5
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Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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    53,944
Positions
     5,285     22,526      2,411      1,760        922        338     25,440     15,477        943          0        500          0     17,766     10,827
 
Changes from:       November 2, 2010                                 Total Change is:     1,924
       -12      1,348       -134         18        -20         20      4,079      1,691       -612          0          0          0     -1,435       -368
 
Percent of Open Interest Represented by Each Category of Trader
       9.8       41.8        4.5        3.3        1.7        0.6       47.2       28.7        1.7        0.0        0.9        0.0       32.9       20.1
 
Number of Traders in Each Category                                    Total Traders:        46
         4         11          6          .          .          .         18          8          6          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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   105,517
Positions
    13,319     25,994      5,751      7,638     22,274      1,026     41,290     14,566      3,732      2,034     11,134          0     30,727     21,041
 
Changes from:       November 2, 2010                                 Total Change is:     3,245
    -2,639      4,455         20       -888      1,975        -13      3,301       -785       -856       -353        484          0      4,673     -2,035
 
Percent of Open Interest Represented by Each Category of Trader
      12.6       24.6        5.5        7.2       21.1        1.0       39.1       13.8        3.5        1.9       10.6        0.0       29.1       19.9
 
Number of Traders in Each Category                                    Total Traders:        88
        10         10         10          4         11          4         31         14         17          .          6          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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   151,974
Positions
    15,151     77,724      7,208     35,743      4,899      1,086     37,200     11,537      5,198     14,211      4,453          8     36,169     39,861
 
Changes from:       November 2, 2010                                 Total Change is:    -6,585
     1,299     -9,021     -1,537     -1,883       -491        -64    -12,806       -662     -4,122      8,654        122         -2      3,878      9,193
 
Percent of Open Interest Represented by Each Category of Trader
      10.0       51.1        4.7       23.5        3.2        0.7       24.5        7.6        3.4        9.4        2.9        0.0       23.8       26.2
 
Number of Traders in Each Category                                    Total Traders:       110
         9         17          9         12          8          4         29         24         17          5          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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   259,664
Positions
    51,329     84,360     20,754     26,480     17,505      2,766     34,464     40,810     29,703     22,695      5,786      5,839     65,632     52,140
 
Changes from:       November 2, 2010                                 Total Change is:   -25,561
    -2,491     -3,623     -8,333        816     -2,411        616     -9,272      6,599     -9,380      4,917       -864     -3,067        632     -5,099
 
Percent of Open Interest Represented by Each Category of Trader
      19.8       32.5        8.0       10.2        6.7        1.1       13.3       15.7       11.4        8.7        2.2        2.2       25.3       20.1
 
Number of Traders in Each Category                                    Total Traders:       176
        22         17         17         18         14          7         37         45         37         13         10         11
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Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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   140,520
Positions
    10,155     95,776      6,595     21,313      3,108        184     59,255      8,023      3,197        609      3,869        888     38,325     18,882
 
Changes from:       November 2, 2010                                 Total Change is:       364
     2,417      3,377       -610        336       -308          0     -2,901      1,657     -2,524        -17       -355       -225      3,887       -648
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       68.2        4.7       15.2        2.2        0.1       42.2        5.7        2.3        0.4        2.8        0.6       27.3       13.4
 
Number of Traders in Each Category                                    Total Traders:        69
         7         14          8          4          4          .         24         10          7          .          4          4
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Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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    42,113
Positions
     7,554     25,279      7,507          0          0          0     15,484      6,752      1,388      1,255         16        606      8,319        565
 
Changes from:       November 2, 2010                                 Total Change is:     1,116
       388        454          0          0          0          0        657        512          0          0          0          0         71        150
 
Percent of Open Interest Represented by Each Category of Trader
      17.9       60.0       17.8        0.0        0.0        0.0       36.8       16.0        3.3        3.0        0.0        1.4       19.8        1.3
 
Number of Traders in Each Category                                    Total Traders:        23
         7          9          8          0          0          0          .          .          .          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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   146,142
Positions
     3,189    114,420        443     19,125        150         48    110,624      8,094          8      4,360     20,464          0      8,345      2,515
 
Changes from:       November 2, 2010                                 Total Change is:    10,271
    -3,023      7,412         91         33          0          0     11,649       -544         -8        -37      2,496          0      1,566        824
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       78.3        0.3       13.1        0.1        0.0       75.7        5.5        0.0        3.0       14.0        0.0        5.7        1.7
 
Number of Traders in Each Category                                    Total Traders:       117
         9         16          .         10          .          .         51         12          .          8         10          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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    31,494
Positions
     1,785     24,204         88        496          0          0     25,028      6,102          0        559        252          0      3,538        848
 
Changes from:       November 2, 2010                                 Total Change is:     3,141
        26      2,955         47         64       -127          0      3,048        518          0         22        102          0        -66       -354
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       76.9        0.3        1.6        0.0        0.0       79.5       19.4        0.0        1.8        0.8        0.0       11.2        2.7
 
Number of Traders in Each Category                                    Total Traders:        40
         .         11          .          .          0          0         13          8          0          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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    52,608
Positions
    18,185     25,333        763      3,706      4,114        588     20,178     13,635      1,617        275        874        359      6,938      5,327
 
Changes from:       November 2, 2010                                 Total Change is:     2,478
     2,008      1,849        119        328       -239        -15        774      1,683        -66         -3       -481        -23       -644       -349
 
Percent of Open Interest Represented by Each Category of Trader
      34.6       48.2        1.5        7.0        7.8        1.1       38.4       25.9        3.1        0.5        1.7        0.7       13.2       10.1
 
Number of Traders in Each Category                                    Total Traders:        95
        15         18          5          6          7          .         30         14          7          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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   105,216
Positions
    36,371     50,665      1,526      7,412      8,227      1,175     40,356     27,271      3,233        550      1,748        719     13,875     10,653
 
Changes from:       November 2, 2010                                 Total Change is:     4,956
     4,017      3,698        238        655       -478        -30      1,549      3,366       -132         -7       -961        -45     -1,288       -699
 
Percent of Open Interest Represented by Each Category of Trader
      34.6       48.2        1.5        7.0        7.8        1.1       38.4       25.9        3.1        0.5        1.7        0.7       13.2       10.1
 
Number of Traders in Each Category                                    Total Traders:        95
        15         18          5          6          7          .         30         14          7          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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 1,058,363
Positions
    31,918    306,665     84,547    423,263    126,969     69,980    101,768    145,736    179,520     21,008     30,305     15,001    131,358     99,640
 
Changes from:       November 2, 2010                                 Total Change is:    46,032
     5,336     12,886      2,164      4,793     -6,779        943     -3,050      9,827     27,341      1,703       -719      2,068      4,732     -1,699
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       29.0        8.0       40.0       12.0        6.6        9.6       13.8       17.0        2.0        2.9        1.4       12.4        9.4
 
Number of Traders in Each Category                                    Total Traders:       585
        30         56         32        124         61         73        113        133        109         30         37         27
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Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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   446,604
Positions
    41,799    195,245     12,671    146,465     45,700     10,896     63,021     36,113     76,333      8,471     11,048      9,165     77,784     49,432
 
Changes from:       November 2, 2010                                 Total Change is:    20,513
     1,398      6,791       -556     -1,341        954        145      2,434      3,373     13,199         43       -299        808      4,383     -3,902
 
Percent of Open Interest Represented by Each Category of Trader
       9.4       43.7        2.8       32.8       10.2        2.4       14.1        8.1       17.1        1.9        2.5        2.1       17.4       11.1
 
Number of Traders in Each Category                                    Total Traders:       157
        12         26          9         31         17         17         19         36         46          5         11         12
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Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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 3,058,794
Positions
   163,863    770,367    146,117  1,410,076    432,431    269,337    454,271    808,643    255,400     62,795     96,396     29,066    267,870    251,039
 
Changes from:       November 2, 2010                                 Total Change is:   127,591
    24,674     35,457      8,615     33,199    -36,134      1,462       -267     59,419     43,558      8,218     -2,187      6,384      1,747     11,016
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       25.2        4.8       46.1       14.1        8.8       14.9       26.4        8.3        2.1        3.2        1.0        8.8        8.2
 
Number of Traders in Each Category                                    Total Traders:       522
        28         50         23        105         53         61        112        120         92         27         27         18
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Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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   105,973
Positions
    14,699     32,610      9,839     49,686     35,929      4,887     12,136     16,944      2,106      1,460          0          0     11,160      3,657
 
Changes from:       November 2, 2010                                 Total Change is:       127
       -39       -626       -174      1,634     -2,456       -147     -2,770        685      1,586        -13          0          0         50      1,259
 
Percent of Open Interest Represented by Each Category of Trader
      13.9       30.8        9.3       46.9       33.9        4.6       11.5       16.0        2.0        1.4        0.0        0.0       10.5        3.5
 
Number of Traders in Each Category                                    Total Traders:        82
         6          8          .         27         13         10         14         11          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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   117,039
Positions
    11,315     41,261     19,947     26,631     16,957      2,240     29,419     12,830     14,630      2,615      3,535        274      9,968      5,364
 
Changes from:       November 2, 2010                                 Total Change is:     1,802
     1,756      1,763        688      1,728       -573         85     -3,442       -323      2,455        886        406       -327     -2,025     -2,371
 
Percent of Open Interest Represented by Each Category of Trader
       9.7       35.3       17.0       22.8       14.5        1.9       25.1       11.0       12.5        2.2        3.0        0.2        8.5        4.6
 
Number of Traders in Each Category                                    Total Traders:       254
        24         31         11         39         20         11         72         39         27         15         13          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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    27,955
Positions
    11,300     20,701        800        258        280          0     11,158      4,159          0        746          0          0      3,693      2,015
 
Changes from:       November 2, 2010                                 Total Change is:     3,064
       342      2,683        797         13          0          0      1,497      1,870          0        405          0          0         10     -2,286
 
Percent of Open Interest Represented by Each Category of Trader
      40.4       74.1        2.9        0.9        1.0        0.0       39.9       14.9        0.0        2.7        0.0        0.0       13.2        7.2
 
Number of Traders in Each Category                                    Total Traders:        27
         6         10          .          .          .          0          5          .          0          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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 (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   445,423
Positions
    91,380    194,107      4,428    131,864     83,384     11,200    151,866    103,916     12,592      9,347     17,677      1,371     31,376     16,748
 
Changes from:       November 2, 2010                                 Total Change is:    -6,310
     7,262     -4,407       -739      8,576     -2,867        423    -16,846     -3,114      4,423        698        326         70    -10,175       -425
 
Percent of Open Interest Represented by Each Category of Trader
      20.5       43.6        1.0       29.6       18.7        2.5       34.1       23.3        2.8        2.1        4.0        0.3        7.0        3.8
 
Number of Traders in Each Category                                    Total Traders:       248
        23         29          5         39         19         11         72         40         23         13         13          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   397,530
Positions
   162,167     65,336      5,500    121,993    140,439     22,350     57,289    121,987      6,694      1,897     18,796         10     19,630     16,418
 
Changes from:       November 2, 2010                                 Total Change is:    -3,713
    -2,561      2,632      3,773      1,990     -5,637        994     -8,361     -6,978       -594         -9      1,265          4      1,050        827
 
Percent of Open Interest Represented by Each Category of Trader
      40.8       16.4        1.4       30.7       35.3        5.6       14.4       30.7        1.7        0.5        4.7        0.0        4.9        4.1
 
Number of Traders in Each Category                                    Total Traders:       247
        17         21          .         52         39         23         38         66         22          5          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    37,669
Positions
    12,502      6,920      2,279      8,481        867        149      2,593      7,882        145      1,684        623          0      9,836     18,804
 
Changes from:       November 2, 2010                                 Total Change is:     3,890
       509      1,133        848      2,597        -52       -180     -1,557      1,525        -30      1,054          0          0        649        646
 
Percent of Open Interest Represented by Each Category of Trader
      33.2       18.4        6.1       22.5        2.3        0.4        6.9       20.9        0.4        4.5        1.7        0.0       26.1       49.9
 
Number of Traders in Each Category                                    Total Traders:        55
        16          9          5         10          .          .          6          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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    46,925
Positions
    19,040     19,681        996      6,219      1,582        655     10,494     11,756         39        450        265          0      9,032     11,951
 
Changes from:       November 2, 2010                                 Total Change is:       120
    -4,868      1,029        329      1,337     -1,006        -53      3,511       -119        -95        -20        -47         -8        -13         90
 
Percent of Open Interest Represented by Each Category of Trader
      40.6       41.9        2.1       13.3        3.4        1.4       22.4       25.1        0.1        1.0        0.6        0.0       19.2       25.5
 
Number of Traders in Each Category                                    Total Traders:        52
        13         10          .          7          .          .          8         11          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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    29,959
Positions
         0      3,965          0     18,473     14,428      3,973      3,084      5,242          0        281          0          0      4,148      2,351
 
Changes from:       November 2, 2010                                 Total Change is:      -124
         0      1,102          0     -1,104     -1,922        217        250        231          0          0          0          0        513        248
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       13.2        0.0       61.7       48.2       13.3       10.3       17.5        0.0        0.9        0.0        0.0       13.8        7.8
 
Number of Traders in Each Category                                    Total Traders:        44
         0          .          0         16         15          8          4          6          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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    36,046
Positions
     2,600     12,019        117     16,289      5,084        796      4,639     16,686          0      3,567          0          0      8,038      1,344
 
Changes from:       November 2, 2010                                 Total Change is:     1,443
      -414        218         37      1,013          8         89        277      1,953          0         30          0          0        411       -862
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       33.3        0.3       45.2       14.1        2.2       12.9       46.3        0.0        9.9        0.0        0.0       22.3        3.7
 
Number of Traders in Each Category                                    Total Traders:        49
         5          5          .         13          7          5          8          6          0          5          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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   778,018
Positions
    27,487    105,407     43,951    306,872    165,419     69,868     81,610    136,401     63,352     20,900     25,301      9,707    154,270    158,609
 
Changes from:       November 2, 2010                                 Total Change is:     7,730
     3,483     -5,157      3,958    -15,439     17,650     -8,250     25,410     -3,878     -2,575      3,109     -6,388      1,065     -3,031     11,306
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       13.5        5.6       39.4       21.3        9.0       10.5       17.5        8.1        2.7        3.3        1.2       19.8       20.4
 
Number of Traders in Each Category                                    Total Traders:       174
         9         20         25         45         26         43         31         32         42          6          4          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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   299,921
Positions
         0    104,661     14,538    205,826      6,594     10,591      1,755    113,512      7,263      4,350          0          0     55,598     42,763
 
Changes from:       November 2, 2010                                 Total Change is:    44,137
    -2,034      8,180      7,519     29,515      6,594      1,396        -80     10,488      4,935      1,150          0          0      1,736      5,024
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       34.9        4.8       68.6        2.2        3.5        0.6       37.8        2.4        1.5        0.0        0.0       18.5       14.3
 
Number of Traders in Each Category                                    Total Traders:        52
         0         12          8         23          .         13          .         12          4          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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   777,069
Positions
    41,068     74,774     19,249    289,339    245,140     72,137    159,686    107,526     56,808     17,933     86,781      4,911    115,938    109,741
 
Changes from:       November 2, 2010                                 Total Change is:    13,988
    -6,951      9,484      7,227     82,422      9,406    -20,772    -29,247     49,285     -4,715     -6,975    -37,832     -3,238     -3,764      5,142
 
Percent of Open Interest Represented by Each Category of Trader
       5.3        9.6        2.5       37.2       31.5        9.3       20.5       13.8        7.3        2.3       11.2        0.6       14.9       14.1
 
Number of Traders in Each Category                                    Total Traders:       213
        12         28         15         37         44         42         38         29         25          5         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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 2,151,832
Positions
   121,891    282,108    261,509    490,955    317,364    217,069    206,228    331,820    278,021    160,114     27,737     84,180    331,864    352,023
 
Changes from:       November 2, 2010                                 Total Change is:     4,720
    34,387    -35,950     -6,943    -36,127     10,507    -16,183     10,131     59,239     -9,966     20,642      1,737     -6,065     14,846      8,344
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       13.1       12.2       22.8       14.7       10.1        9.6       15.4       12.9        7.4        1.3        3.9       15.4       16.4
 
Number of Traders in Each Category                                    Total Traders:       300
        38         33         60         42         48         58         54         62         77         16          7         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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 1,323,817
Positions
   116,407    125,603     55,090    153,336    493,449    144,962    501,583    101,243     82,814     48,872     45,797      8,080    212,673    266,778
 
Changes from:       November 2, 2010                                 Total Change is:   132,502
    58,072    -10,070     -9,281    -13,100     98,722    -13,224     99,511     42,660     13,082     -2,199      4,583     -2,089      1,731      8,119
 
Percent of Open Interest Represented by Each Category of Trader
       8.8        9.5        4.2       11.6       37.3       11.0       37.9        7.6        6.3        3.7        3.5        0.6       16.1       20.2
 
Number of Traders in Each Category                                    Total Traders:       180
        17         18         27         20         43         38         38         28         34          8          8          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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 1,241,634
Positions
   127,754    210,439    289,968      6,394        318      2,460     88,622     28,693    473,364     31,484        265    181,816     39,772     54,311
 
Changes from:       November 2, 2010                                 Total Change is:    48,836
     2,226      6,738     20,761      2,724       -987        370      1,491      1,681     13,745      1,793        265      2,424      3,302      3,838
 
Percent of Open Interest Represented by Each Category of Trader
      10.3       16.9       23.4        0.5        0.0        0.2        7.1        2.3       38.1        2.5        0.0       14.6        3.2        4.4
 
Number of Traders in Each Category                                    Total Traders:       108
        33         21         42          4          .          4         30         15         34          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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 is13,742,101
Positions
 1,881,558  2,824,055  3,070,126  1,175,449    589,137    163,991  1,038,139    312,643  4,518,366    175,807    472,928    741,662    977,004  1,049,192
 
Changes from:       November 2, 2010                                 Total Change is:  -151,548
   274,462   -208,805    130,407     64,063     41,687     51,827   -442,288     15,426     24,819    -18,187    -46,812   -212,359    -24,293     52,262
 
Percent of Open Interest Represented by Each Category of Trader
      13.7       20.6       22.3        8.6        4.3        1.2        7.6        2.3       32.9        1.3        3.4        5.4        7.1        7.6
 
Number of Traders in Each Category                                    Total Traders:       288
        45         56         99          9         12         17         73         58        105         11         18         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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    15,463
Positions
     6,991     10,108      1,300        939        841         56        859      2,538        251      4,800        275          0        267         94
 
Changes from:       November 2, 2010                                 Total Change is:     1,029
     1,127      1,046          0        -42          0         42       -120        -93          0          0         42          0         22         -8
 
Percent of Open Interest Represented by Each Category of Trader
      45.2       65.4        8.4        6.1        5.4        0.4        5.6       16.4        1.6       31.0        1.8        0.0        1.7        0.6
 
Number of Traders in Each Category                                    Total Traders:        31
         4          4          .          .          5          .          5          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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    44,100
Positions
    35,017     24,747      4,169      1,621      1,428        151      2,333      7,618        250         30      5,638          0        529         99
 
Changes from:       November 2, 2010                                 Total Change is:    -1,900
    -3,931     -3,217      1,108         19        330         15        533        256        250         30       -492          0         76       -150
 
Percent of Open Interest Represented by Each Category of Trader
      79.4       56.1        9.5        3.7        3.2        0.3        5.3       17.3        0.6        0.1       12.8        0.0        1.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        32
         4          5          .          .          .          .          6          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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    39,192
Positions
    18,024      7,666        188        284        786      1,034     11,585     22,696      1,246      2,530      1,258          3      4,297      4,315
 
Changes from:       November 2, 2010                                 Total Change is:    -1,655
    -1,617        101         35        -76         59        -49      1,251     -2,988        305     -1,003        135        -89       -410        837
 
Percent of Open Interest Represented by Each Category of Trader
      46.0       19.6        0.5        0.7        2.0        2.6       29.6       57.9        3.2        6.5        3.2        0.0       11.0       11.0
 
Number of Traders in Each Category                                    Total Traders:        91
         8          .          .          .          .          .         21         30          8         14          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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   147,291
Positions
    70,649     39,906     24,447      2,164        627      4,021      1,699     32,606     25,705        456      2,295      4,447     13,703     13,237
 
Changes from:       November 2, 2010                                 Total Change is:     3,003
    -6,419     -6,027      3,408         33        187      1,137        317       -341      6,533       -448         63       -102     -1,456     -1,855
 
Percent of Open Interest Represented by Each Category of Trader
      48.0       27.1       16.6        1.5        0.4        2.7        1.2       22.1       17.5        0.3        1.6        3.0        9.3        9.0
 
Number of Traders in Each Category                                    Total Traders:        78
         4         13         13          4          .          6          6         30         30          .          7          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    15,228
Positions
       477     13,579          0     11,171          0          2      2,047        673          5          0          0          0      1,526        969
 
Changes from:       November 2, 2010                                 Total Change is:       350
         4         42          0        -44          0          2        213          9          5          0          0          0        170        292
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       89.2        0.0       73.4        0.0        0.0       13.4        4.4        0.0        0.0        0.0        0.0       10.0        6.4
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          0          9          0          .          8          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated November 15, 2010