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Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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   115,701
Positions
     1,832     53,624      4,196      9,188      9,664        258     46,121     16,560      7,303      6,344      6,551        942     39,517     16,602
 
Changes from:       September 14, 2010                               Total Change is:    -9,372
   -13,477      2,607    -13,615        744        427        -66     16,732      1,908     -1,374        694      4,314       -441      1,431     -3,131
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       46.3        3.6        7.9        8.4        0.2       39.9       14.3        6.3        5.5        5.7        0.8       34.2       14.3
 
Number of Traders in Each Category                                    Total Traders:        85
         .         15          8          .          .          .         29         18         19         12          4          4
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Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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    53,186
Positions
     4,051     25,499      2,195      1,987        880        416     23,928     14,229      1,122          0        500          0     19,487      8,345
 
Changes from:       September 14, 2010                               Total Change is:       117
     1,897      1,066       -327       -221         96        -50     -1,149        132        -64          0       -453          0         31       -282
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       47.9        4.1        3.7        1.7        0.8       45.0       26.8        2.1        0.0        0.9        0.0       36.6       15.7
 
Number of Traders in Each Category                                    Total Traders:        47
         4          9          4          .          .          .         17         12          7          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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    80,505
Positions
    14,822      7,545      4,141     14,190     14,071        667     17,340     13,940      4,180        859     13,958          0     24,306     22,003
 
Changes from:       September 14, 2010                               Total Change is:    -3,422
         6      1,467        238         23       -889        -12     -4,299     -3,759        160        140        456          0        323     -1,083
 
Percent of Open Interest Represented by Each Category of Trader
      18.4        9.4        5.1       17.6       17.5        0.8       21.5       17.3        5.2        1.1       17.3        0.0       30.2       27.3
 
Number of Traders in Each Category                                    Total Traders:        79
         8         10         10          7         11          5         25         12         17          .          5          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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   127,808
Positions
    10,825     64,998      5,292     40,384      6,102      1,097     33,024     14,390      6,758      1,752      3,142         91     28,586     25,939
 
Changes from:       September 14, 2010                               Total Change is:   -19,483
     2,156    -17,036        331     -1,283     -2,260        -54    -18,905      4,933        665          7     -1,311         34     -2,433     -4,785
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       50.9        4.1       31.6        4.8        0.9       25.8       11.3        5.3        1.4        2.5        0.1       22.4       20.3
 
Number of Traders in Each Category                                    Total Traders:       103
        11         12          9         11          9          5         26         24         22          .          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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   222,412
Positions
    45,828     36,618     17,635     23,432     29,844      3,395     31,722     44,777     25,584     16,514      4,964      3,920     54,382     55,675
 
Changes from:       September 14, 2010                               Total Change is:     7,262
    -3,769     13,326      2,193       -647       -760         75     -2,622    -14,970      6,396      3,034       -916        352      2,250      1,568
 
Percent of Open Interest Represented by Each Category of Trader
      20.6       16.5        7.9       10.5       13.4        1.5       14.3       20.1       11.5        7.4        2.2        1.8       24.5       25.0
 
Number of Traders in Each Category                                    Total Traders:       164
        17         17         15         16         17         10         35         41         37          8         13         11
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Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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   139,424
Positions
     5,069     98,546      4,369     16,265      4,190        190     75,894      6,484      4,014      1,227      4,945        641     31,756     16,045
 
Changes from:       September 14, 2010                               Total Change is:    11,633
       712      8,081      1,352      3,003        -75        -56      3,138     -3,126        765        409      3,065        180      2,130      1,446
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       70.7        3.1       11.7        3.0        0.1       54.4        4.7        2.9        0.9        3.5        0.5       22.8       11.5
 
Number of Traders in Each Category                                    Total Traders:        78
         5         15          8          6          4          .         31         10         12          .          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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    36,170
Positions
     4,480     21,814      6,528          0          0          0     13,273      3,166      3,452          0         20        602      7,835        588
 
Changes from:       September 14, 2010                               Total Change is:    -1,662
    -1,283     -1,136     -1,556          0          0          0      6,154        736       -100          0          0          0     -4,877        394
 
Percent of Open Interest Represented by Each Category of Trader
      12.4       60.3       18.0        0.0        0.0        0.0       36.7        8.8        9.5        0.0        0.1        1.7       21.7        1.6
 
Number of Traders in Each Category                                    Total Traders:        20
         6          7          6          0          0          0          .          .          .          0          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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    78,416
Positions
     8,526     56,481        337     21,331        150        140     41,099     15,908         50      1,313      3,401          0      5,620      1,949
 
Changes from:       September 14, 2010                               Total Change is:     2,522
    -3,072      8,658          0     -1,027       -473       -132      5,088     -5,895         32       -101        178          0      1,734        154
 
Percent of Open Interest Represented by Each Category of Trader
      10.9       72.0        0.4       27.2        0.2        0.2       52.4       20.3        0.1        1.7        4.3        0.0        7.2        2.5
 
Number of Traders in Each Category                                    Total Traders:        80
         4         13          .          7          .          .         28         16          .          4          7          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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    26,820
Positions
     1,801     18,702         31        532        136          0     20,494      6,082          0        341        475          0      3,621      1,394
 
Changes from:       September 14, 2010                               Total Change is:     1,065
         0      1,226         31       -333        136          0      1,354       -587          0       -132        -57          0        145        316
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       69.7        0.1        2.0        0.5        0.0       76.4       22.7        0.0        1.3        1.8        0.0       13.5        5.2
 
Number of Traders in Each Category                                    Total Traders:        35
         .         11          .          .          .          0         10          7          0          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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    40,324
Positions
    16,350     14,786        288      3,325      4,601        582     12,470     10,909      1,570         25      1,196        161      5,553      6,232
 
Changes from:       September 14, 2010                               Total Change is:   -13,934
    -5,795     -4,865     -4,933         61        809        141      1,227     -3,063     -2,252       -175        111         -8     -2,199        126
 
Percent of Open Interest Represented by Each Category of Trader
      40.5       36.7        0.7        8.2       11.4        1.4       30.9       27.1        3.9        0.1        3.0        0.4       13.8       15.5
 
Number of Traders in Each Category                                    Total Traders:        87
        13         18          5          5          7          .         22         18          7          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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    80,648
Positions
    32,699     29,571        576      6,649      9,202      1,163     24,941     21,817      3,140         51      2,392        322     11,106     12,464
 
Changes from:       September 14, 2010                               Total Change is:   -27,868
   -11,590     -9,730     -9,865        121      1,618        281      2,455     -6,126     -4,504       -349        223        -17     -4,399        253
 
Percent of Open Interest Represented by Each Category of Trader
      40.5       36.7        0.7        8.2       11.4        1.4       30.9       27.1        3.9        0.1        3.0        0.4       13.8       15.5
 
Number of Traders in Each Category                                    Total Traders:        87
        13         18          5          5          7          .         22         18          7          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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   887,945
Positions
    22,528    225,400     36,255    425,870    156,100     63,885     76,178    147,283     95,170     13,739     24,480     11,746    142,574    127,626
 
Changes from:       September 14, 2010                               Total Change is:  -349,276
   -65,308      3,852   -134,191     -4,278    -14,700     -3,942     -4,668    -58,475    -78,608     -1,498    -11,829    -11,251    -45,533    -40,134
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       25.4        4.1       48.0       17.6        7.2        8.6       16.6       10.7        1.5        2.8        1.3       16.1       14.4
 
Number of Traders in Each Category                                    Total Traders:       543
        26         50         24        107         68         68         88        153        115         21         30         20
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Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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   358,412
Positions
    11,173    123,726      6,597    146,732     48,163     13,246     36,460     24,151     50,079      7,605     12,243      7,292     79,228     72,915
 
Changes from:       September 14, 2010                               Total Change is:  -141,363
   -37,192      1,815    -54,803        -20      2,143        157      6,731    -49,996    -19,621        214     -9,371     -1,223    -35,606    -10,464
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       34.5        1.8       40.9       13.4        3.7       10.2        6.7       14.0        2.1        3.4        2.0       22.1       20.3
 
Number of Traders in Each Category                                    Total Traders:       143
         7         23         11         31         18         21         25         28         43          4          7          8
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Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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 2,647,662
Positions
   100,878    552,476    104,184  1,405,253    549,246    243,634    279,733    696,805    144,313     30,872     61,387     22,063    316,732    273,552
 
Changes from:       September 14, 2010                               Total Change is:-1,039,570
  -192,355    -41,589   -345,165    -22,517    -85,443    -19,266   -231,431   -216,829   -120,501    -44,967    -48,694    -13,733    -49,635   -148,350
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       20.9        3.9       53.1       20.7        9.2       10.6       26.3        5.5        1.2        2.3        0.8       12.0       10.3
 
Number of Traders in Each Category                                    Total Traders:       482
        24         46         21         87         60         54         82        141         97         18         24         14
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Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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   104,333
Positions
    11,845     28,340     10,029     53,861     43,207      3,980     13,736     14,271        478      1,210          0          0      9,194      4,028
 
Changes from:       September 14, 2010                               Total Change is:   -22,980
     7,602     11,976    -30,087         68     -1,434       -322      2,433     -1,886        171       -550        -30       -205     -2,089     -1,163
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       27.2        9.6       51.6       41.4        3.8       13.2       13.7        0.5        1.2        0.0        0.0        8.8        3.9
 
Number of Traders in Each Category                                    Total Traders:        86
         4          8          .         35         13         10         16          8          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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    70,134
Positions
    17,147     25,603      1,058     19,830     17,531      2,978     19,876     14,993      1,435      1,251      3,135        114      6,444      3,287
 
Changes from:       September 14, 2010                               Total Change is:   -53,142
    -9,856      4,287    -27,517      1,748     -5,623       -453     -2,413     -5,694     -7,385        -26     -3,519        -45     -7,196     -7,193
 
Percent of Open Interest Represented by Each Category of Trader
      24.4       36.5        1.5       28.3       25.0        4.2       28.3       21.4        2.0        1.8        4.5        0.2        9.2        4.7
 
Number of Traders in Each Category                                    Total Traders:       247
        19         28          5         42         16         10         59         56         21         13         14          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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   350,670
Positions
    85,736    128,013      5,288     99,150     87,654     14,890     99,381     74,967      7,176      6,257     15,675        570     32,221     16,435
 
Changes from:       September 14, 2010                               Total Change is:  -128,608
   -61,477     57,813    -71,033     10,744    -25,691     -2,263     -2,817    -51,709     -4,886       -129     -7,572       -223      3,475    -23,044
 
Percent of Open Interest Represented by Each Category of Trader
      24.4       36.5        1.5       28.3       25.0        4.2       28.3       21.4        2.0        1.8        4.5        0.2        9.2        4.7
 
Number of Traders in Each Category                                    Total Traders:       247
        19         28          5         42         16         10         59         56         21         13         14          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   396,850
Positions
   188,400     38,705      3,108    124,760    159,196     16,985     43,909    142,653      4,416      2,047     13,270          0     13,225     18,517
 
Changes from:       September 14, 2010                               Total Change is:   -60,784
   -28,940     -5,306    -18,844     -1,051     -8,773      1,105      6,555     -8,107     -7,644     -1,153     -3,713       -147    -10,665     -9,354
 
Percent of Open Interest Represented by Each Category of Trader
      47.5        9.8        0.8       31.4       40.1        4.3       11.1       35.9        1.1        0.5        3.3        0.0        3.3        4.7
 
Number of Traders in Each Category                                    Total Traders:       247
        18         20          .         51         45         23         35         66         19          4          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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    30,668
Positions
    10,361      3,841        235      9,100      2,679        126      3,481      3,336          0          0      1,355          0      7,365     19,096
 
Changes from:       September 14, 2010                               Total Change is:     2,506
     1,158        115        -65        324        -51        -53      1,680        253          0          0         98          0       -538      2,209
 
Percent of Open Interest Represented by Each Category of Trader
      33.8       12.5        0.8       29.7        8.7        0.4       11.4       10.9        0.0        0.0        4.4        0.0       24.0       62.3
 
Number of Traders in Each Category                                    Total Traders:        46
        11          4          .          9          .          .          8          8          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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    32,751
Positions
    12,624     12,746        346      6,057      2,714        393      4,945      4,998        162        253          0          0      7,971     11,392
 
Changes from:       September 14, 2010                               Total Change is:     1,719
       890      3,772       -612       -458       -381          0      3,059         84         29        253          0          0     -1,442     -1,173
 
Percent of Open Interest Represented by Each Category of Trader
      38.5       38.9        1.1       18.5        8.3        1.2       15.1       15.3        0.5        0.8        0.0        0.0       24.3       34.8
 
Number of Traders in Each Category                                    Total Traders:        45
         9         10          .          8          .          .          6          8          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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    30,692
Positions
         0      1,649          0     22,763     19,489      2,692      1,878      4,727          0          0        318          0      3,359      1,817
 
Changes from:       September 14, 2010                               Total Change is:    -2,129
         0     -1,052          0         98       -141        -55        290      1,717     -1,926          0        -10          0       -536       -662
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        5.4        0.0       74.2       63.5        8.8        6.1       15.4        0.0        0.0        1.0        0.0       10.9        5.9
 
Number of Traders in Each Category                                    Total Traders:        43
         0          .          0         18         14          8          4          4          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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    28,387
Positions
     2,252     10,996          0     12,679      3,279        756      4,727     11,478          0      2,592        225          0      5,381      1,653
 
Changes from:       September 14, 2010                               Total Change is:      -465
     1,807        184     -1,277       -464        406         34        227      1,299       -313         35       -204          0       -514       -594
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       38.7        0.0       44.7       11.6        2.7       16.7       40.4        0.0        9.1        0.8        0.0       19.0        5.8
 
Number of Traders in Each Category                                    Total Traders:        41
         .          5          0         11          4          5          9          .          0          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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   791,223
Positions
    18,682    155,833     35,230    347,277    152,510     76,018     46,165    143,229     67,819     26,983     21,523      9,659    163,389    129,401
 
Changes from:       September 14, 2010                               Total Change is:    11,191
    -4,087      5,340      4,283     14,108     -1,329      2,577     -6,836      7,717     -1,266     -1,279     -1,229     -1,663      5,353     -3,240
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       19.7        4.5       43.9       19.3        9.6        5.8       18.1        8.6        3.4        2.7        1.2       20.7       16.4
 
Number of Traders in Each Category                                    Total Traders:       174
        13         20         25         48         26         38         27         28         45          5          7          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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   223,680
Positions
     1,549     93,673      2,937    158,877      2,100     10,715      2,000     79,440      1,079          0          0          0     46,523     33,736
 
Changes from:       September 14, 2010                               Total Change is:     2,504
    -2,007      3,471      1,113      6,820     -2,455        623     -2,760      1,550     -4,649          0          0          0      3,364      2,850
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       41.9        1.3       71.0        0.9        4.8        0.9       35.5        0.5        0.0        0.0        0.0       20.8       15.1
 
Number of Traders in Each Category                                    Total Traders:        45
         .          7          .         25          .         11          .         10          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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   755,217
Positions
    44,826     71,707     16,408    231,972    204,294     80,422    201,127     74,328     39,697     22,828    142,411      6,145    111,792    119,806
 
Changes from:       September 14, 2010                               Total Change is:    27,714
   -21,271     14,450      3,035      6,316     10,439     13,266     22,837    -32,703     13,672    -13,360      3,618        834      2,385      1,105
 
Percent of Open Interest Represented by Each Category of Trader
       5.9        9.5        2.2       30.7       27.1       10.6       26.6        9.8        5.3        3.0       18.9        0.8       14.8       15.9
 
Number of Traders in Each Category                                    Total Traders:       213
        15         26         13         34         47         38         37         27         22          6         20          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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 2,186,686
Positions
    53,479    325,243    251,488    743,558    372,476    210,469    208,570    332,640    253,540     84,020     42,326     64,712    316,849    333,791
 
Changes from:       September 14, 2010                               Total Change is:    50,717
     1,893     56,184     20,455    -13,092     10,775     -7,648     33,052    -40,190     -1,517     -3,193      7,345      4,836     15,931        478
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       14.9       11.5       34.0       17.0        9.6        9.5       15.2       11.6        3.8        1.9        3.0       14.5       15.3
 
Number of Traders in Each Category                                    Total Traders:       284
        24         42         54         41         55         62         51         51         75         13          7         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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 1,050,996
Positions
    52,046     98,705     50,290    252,926    379,453    135,337    229,491     43,042     53,567     34,393     39,689     10,095    232,852    240,819
 
Changes from:       September 14, 2010                               Total Change is:    70,515
     3,684    -18,328     10,630    -16,782     54,694     19,886     24,267        -89      3,530      6,386     -3,114      1,137     17,776      2,169
 
Percent of Open Interest Represented by Each Category of Trader
       5.0        9.4        4.8       24.1       36.1       12.9       21.8        4.1        5.1        3.3        3.8        1.0       22.2       22.9
 
Number of Traders in Each Category                                    Total Traders:       151
         9         16         17         22         40         40         34         15         29          7          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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 1,276,605
Positions
   126,913    222,377    278,442     38,924          0    198,077    111,062     35,201    477,871      1,972      1,889      6,179     37,165     56,569
 
Changes from:       September 14, 2010                               Total Change is:    15,161
    -4,616      2,815      7,136        318          0        306     12,278     -1,634      8,969     -5,350     -2,951     -3,386       -493      3,907
 
Percent of Open Interest Represented by Each Category of Trader
       9.9       17.4       21.8        3.0        0.0       15.5        8.7        2.8       37.4        0.2        0.1        0.5        2.9        4.4
 
Number of Traders in Each Category                                    Total Traders:       117
        28         22         44          6          0          5         35         20         44          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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 is12,079,916
Positions
 1,599,542  2,977,639  2,411,979    765,741    257,576    679,813  1,330,605    319,058  3,889,816    194,844    302,050    287,884    919,692    954,099
 
Changes from:       September 14, 2010                               Total Change is:   653,759
   -88,931     18,438     86,670     15,939    121,267    103,641    172,249     -5,789    369,501      7,161    -16,487    -13,228        757    -10,254
 
Percent of Open Interest Represented by Each Category of Trader
      13.2       24.6       20.0        6.3        2.1        5.6       11.0        2.6       32.2        1.6        2.5        2.4        7.6        7.9
 
Number of Traders in Each Category                                    Total Traders:       268
        27         64         87          7         16         21         68         55         99          7         14         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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     9,865
Positions
     1,167      5,407      1,300        884        549        222      1,160      2,040         48      4,800        175          0        284        124
 
Changes from:       September 14, 2010                               Total Change is:       -19
      -324        447          0          0          0          0        149       -612         48          0          0          0        108         98
 
Percent of Open Interest Represented by Each Category of Trader
      11.8       54.8       13.2        9.0        5.6        2.3       11.8       20.7        0.5       48.7        1.8        0.0        2.9        1.3
 
Number of Traders in Each Category                                    Total Traders:        30
         .          6          .          .          5          .          5          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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    35,057
Positions
    32,012     19,229          5      1,005      1,467         77      1,716      8,137          0          0      6,067          0        242         75
 
Changes from:       September 14, 2010                               Total Change is:     1,255
     1,263      1,345       -135        -11        340          0         46       -158          0          0          0          0         92       -137
 
Percent of Open Interest Represented by Each Category of Trader
      91.3       54.9        0.0        2.9        4.2        0.2        4.9       23.2        0.0        0.0       17.3        0.0        0.7        0.2
 
Number of Traders in Each Category                                    Total Traders:        33
         4          5          .          .          4          .          5          9          0          0          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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    28,923
Positions
    13,182      7,106        130        435          0        869      9,270     15,473        785        584      1,362          1      3,668      3,197
 
Changes from:       September 14, 2010                               Total Change is:     3,825
     1,930       -600         -1       -367          0         62      2,588      3,792        -22         41        323          0       -407        270
 
Percent of Open Interest Represented by Each Category of Trader
      45.6       24.6        0.4        1.5        0.0        3.0       32.0       53.5        2.7        2.0        4.7        0.0       12.7       11.1
 
Number of Traders in Each Category                                    Total Traders:        66
         8          .          .          .          0          .         15         30          7          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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   112,535
Positions
    77,809     39,376      6,702      1,075        148      2,272        478     37,733      7,667        571      3,502      1,770     14,191     13,365
 
Changes from:       September 14, 2010                               Total Change is:   -13,406
    -1,684     -2,047     -7,623        311         33      1,386       -753     -1,800       -670       -200        479       -194     -3,979     -2,970
 
Percent of Open Interest Represented by Each Category of Trader
      69.1       35.0        6.0        1.0        0.1        2.0        0.4       33.5        6.8        0.5        3.1        1.6       12.6       11.9
 
Number of Traders in Each Category                                    Total Traders:        60
         .         10         10          5          .          6          .         27         14          .          5          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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    13,341
Positions
       482     10,956          0     10,870          0          0        737      1,583          0          0          0          0      1,252        802
 
Changes from:       September 14, 2010                               Total Change is:    -2,490
       -15       -906       -961        -35          0          0       -468        407       -404          0          0          0       -607       -626
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       82.1        0.0       81.5        0.0        0.0        5.5       11.9        0.0        0.0        0.0        0.0        9.4        6.0
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0          8          0          0          4          5          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated September 24, 2010