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Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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   134,631
Positions
     7,492     72,584      4,896     10,850     10,849        152     54,274     10,524      4,623      7,813     10,925        745     43,786     19,333
 
Changes from:       November 9, 2010                                 Total Change is:    -4,178
      -190      3,149        765        737        102         85     -3,632     -3,054        255        180     -4,577         55     -2,432       -957
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       53.9        3.6        8.1        8.1        0.1       40.3        7.8        3.4        5.8        8.1        0.6       32.5       14.4
 
Number of Traders in Each Category                                    Total Traders:        89
         6         16         10          4          .          .         32         11         13         14          .          5
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Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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    47,729
Positions
     5,914     18,594      2,753      1,672        892        398     18,721     12,803        937          0        500          0     17,334     10,851
 
Changes from:       November 9, 2010                                 Total Change is:    -6,215
       629     -3,932        342        -88        -30         60     -6,719     -2,673         -6          0          0          0       -432         25
 
Percent of Open Interest Represented by Each Category of Trader
      12.4       39.0        5.8        3.5        1.9        0.8       39.2       26.8        2.0        0.0        1.0        0.0       36.3       22.7
 
Number of Traders in Each Category                                    Total Traders:        40
         6          8          6          .          .          .         13          8          6          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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   108,945
Positions
    13,987     31,375      6,280      7,514     23,353      1,253     49,195     10,199      4,361      1,534     10,601          0     24,822     21,524
 
Changes from:       November 9, 2010                                 Total Change is:     3,428
       668      5,382        529       -124      1,079        227      7,905     -4,367        629       -500       -533          0     -5,905        483
 
Percent of Open Interest Represented by Each Category of Trader
      12.8       28.8        5.8        6.9       21.4        1.1       45.2        9.4        4.0        1.4        9.7        0.0       22.8       19.8
 
Number of Traders in Each Category                                    Total Traders:        93
         8         14         10          4         11          5         35         14         18          .          5          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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   147,033
Positions
    17,222     64,738      9,814     33,548      6,581      1,194     33,700     18,609      5,916     13,341      3,357         10     32,287     36,815
 
Changes from:       November 9, 2010                                 Total Change is:    -4,941
     2,071    -12,986      2,606     -2,195      1,681        108     -3,500      7,072        718       -870     -1,096          2     -3,882     -3,046
 
Percent of Open Interest Represented by Each Category of Trader
      11.7       44.0        6.7       22.8        4.5        0.8       22.9       12.7        4.0        9.1        2.3        0.0       22.0       25.0
 
Number of Traders in Each Category                                    Total Traders:       109
        11         17          9         11          9          4         27         26         16          .          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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   256,367
Positions
    51,872     65,964     23,752     24,727     20,542      2,802     32,792     43,164     31,038     19,284      8,053      7,417     62,683     53,635
 
Changes from:       November 9, 2010                                 Total Change is:    -3,297
       543    -18,396      2,998     -1,753      3,037         36     -1,672      2,354      1,334     -3,412      2,267      1,577     -2,949      1,495
 
Percent of Open Interest Represented by Each Category of Trader
      20.2       25.7        9.3        9.6        8.0        1.1       12.8       16.8       12.1        7.5        3.1        2.9       24.5       20.9
 
Number of Traders in Each Category                                    Total Traders:       176
        22         16         18         18         15          8         32         52         39         14          7         13
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Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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   132,124
Positions
    15,791     85,009      7,347     19,878      3,457        254     48,321      9,432      3,796      1,589      2,142        794     34,353     19,891
 
Changes from:       November 9, 2010                                 Total Change is:    -8,397
     5,636    -10,766        753     -1,435        350         70    -10,934      1,410        600        980     -1,727        -94     -3,972      1,009
 
Percent of Open Interest Represented by Each Category of Trader
      12.0       64.3        5.6       15.0        2.6        0.2       36.6        7.1        2.9        1.2        1.6        0.6       26.0       15.1
 
Number of Traders in Each Category                                    Total Traders:        71
        10         11          9          4          4          .         23         11          9          .          5          5
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Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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    41,471
Positions
     8,192     25,513      7,614          0          0          0     15,241      6,743      1,013      1,255          5        137      8,019        446
 
Changes from:       November 9, 2010                                 Total Change is:      -642
       638        234        107          0          0          0       -243         -9       -375          0        -11       -469       -300       -119
 
Percent of Open Interest Represented by Each Category of Trader
      19.8       61.5       18.4        0.0        0.0        0.0       36.8       16.3        2.4        3.0        0.0        0.3       19.3        1.1
 
Number of Traders in Each Category                                    Total Traders:        23
         8          8          8          0          0          0          .          .          .          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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   147,623
Positions
     3,975    118,804      1,035     19,764        150        187    113,600      7,509        100      2,647     16,727          0      6,315      3,111
 
Changes from:       November 9, 2010                                 Total Change is:     1,481
       786      4,384        592        639          0        139      2,976       -585         92     -1,713     -3,737          0     -2,030        596
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       80.5        0.7       13.4        0.1        0.1       77.0        5.1        0.1        1.8       11.3        0.0        4.3        2.1
 
Number of Traders in Each Category                                    Total Traders:       110
         8         15          .          9          .          .         48         14          .          7          8          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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    33,423
Positions
     1,890     25,136         88        510        101          0     27,041      6,906          0        586        316          0      3,308        876
 
Changes from:       November 9, 2010                                 Total Change is:     1,929
       105        932          0         14        101          0      2,013        804          0         27         64          0       -230         28
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       75.2        0.3        1.5        0.3        0.0       80.9       20.7        0.0        1.8        0.9        0.0        9.9        2.6
 
Number of Traders in Each Category                                    Total Traders:        42
         .         11          .          .          .          0         13          8          0          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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    49,456
Positions
    19,067     23,364        546      3,624      4,258        543     16,672     13,095      1,477        314        632        313      6,901      5,229
 
Changes from:       November 9, 2010                                 Total Change is:    -3,152
       881     -1,969       -217        -82        145        -45     -3,506       -541       -140         39       -242        -46        -37        -98
 
Percent of Open Interest Represented by Each Category of Trader
      38.6       47.2        1.1        7.3        8.6        1.1       33.7       26.5        3.0        0.6        1.3        0.6       14.0       10.6
 
Number of Traders in Each Category                                    Total Traders:        97
        17         13          6          6          7          .         28         22          8          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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    98,912
Positions
    38,133     46,727      1,092      7,248      8,516      1,085     33,343     26,189      2,954        627      1,264        627     13,802     10,458
 
Changes from:       November 9, 2010                                 Total Change is:    -6,304
     1,763     -3,938       -433       -164        289        -90     -7,012     -1,081       -279         77       -484        -92        -73       -195
 
Percent of Open Interest Represented by Each Category of Trader
      38.6       47.2        1.1        7.3        8.6        1.1       33.7       26.5        3.0        0.6        1.3        0.6       14.0       10.6
 
Number of Traders in Each Category                                    Total Traders:        97
        17         13          6          6          7          .         28         22          8          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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 1,078,285
Positions
    36,943    293,223     87,236    419,165    137,891     68,753    101,426    157,976    177,566     20,344     28,057     14,636    152,217    112,949
 
Changes from:       November 9, 2010                                 Total Change is:    19,923
     5,025    -13,442      2,689     -4,097     10,921     -1,228       -342     12,240     -1,954       -664     -2,248       -365     20,860     13,309
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       27.2        8.1       38.9       12.8        6.4        9.4       14.7       16.5        1.9        2.6        1.4       14.1       10.5
 
Number of Traders in Each Category                                    Total Traders:       574
        33         49         33        118         65         71        111        134        116         35         29         27
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Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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   454,514
Positions
    41,700    200,094     16,532    145,261     46,120      9,549     60,433     40,952     73,850      8,947     10,402      9,980     88,261     47,034
 
Changes from:       November 9, 2010                                 Total Change is:     7,910
       -98      4,849      3,861     -1,203        419     -1,346     -2,587      4,839     -2,483        475       -647        815     10,477     -2,398
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       44.0        3.6       32.0       10.1        2.1       13.3        9.0       16.2        2.0        2.3        2.2       19.4       10.3
 
Number of Traders in Each Category                                    Total Traders:       157
        12         26         10         31         16         16         20         36         46          8          8         11
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Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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 3,118,859
Positions
   178,296    667,729    151,436  1,397,324    486,659    268,212    449,569    829,719    273,973     58,254     89,544     22,012    319,783    329,574
 
Changes from:       November 9, 2010                                 Total Change is:    60,065
    14,433   -102,638      5,320    -12,752     54,228     -1,125     -4,703     21,076     18,573     -4,541     -6,851     -7,054     51,913     78,536
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       21.4        4.9       44.8       15.6        8.6       14.4       26.6        8.8        1.9        2.9        0.7       10.3       10.6
 
Number of Traders in Each Category                                    Total Traders:       512
        31         43         25         99         58         59        108        121        100         29         23         19
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Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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   105,889
Positions
    17,539     30,644      9,651     47,858     38,856      4,909     13,219     17,691        560      1,433          0          0     10,720      3,578
 
Changes from:       November 9, 2010                                 Total Change is:       -84
     2,840     -1,966       -188     -1,828      2,927         22      1,083        747     -1,547        -27          0          0       -439        -80
 
Percent of Open Interest Represented by Each Category of Trader
      16.6       28.9        9.1       45.2       36.7        4.6       12.5       16.7        0.5        1.4        0.0        0.0       10.1        3.4
 
Number of Traders in Each Category                                    Total Traders:        84
         6          9          .         28         13         10         14         11          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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   125,365
Positions
    10,930     41,485     22,379     23,822     16,835      2,887     35,079     13,246     16,874      2,733      2,919        231     10,431      8,511
 
Changes from:       November 9, 2010                                 Total Change is:     8,326
      -385        224      2,432     -2,809       -122        647      5,660        415      2,244        117       -617        -44        463      3,147
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       33.1       17.9       19.0       13.4        2.3       28.0       10.6       13.5        2.2        2.3        0.2        8.3        6.8
 
Number of Traders in Each Category                                    Total Traders:       263
        22         32         11         40         19         10         80         44         25         15         11          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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    30,485
Positions
    12,542     23,647        797        230        280          0     12,876      4,219          0        983          0          0      3,057      1,542
 
Changes from:       November 9, 2010                                 Total Change is:     2,530
     1,242      2,946         -3        -28          0          0      1,718         60          0        237          0          0       -636       -473
 
Percent of Open Interest Represented by Each Category of Trader
      41.1       77.6        2.6        0.8        0.9        0.0       42.2       13.8        0.0        3.2        0.0        0.0       10.0        5.1
 
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 16, 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   474,400
Positions
    92,989    190,238      6,859    117,961     82,774     14,433    183,457    117,575     11,929      8,749     14,594      1,153     36,872     34,847
 
Changes from:       November 9, 2010                                 Total Change is:    28,977
     1,609     -3,869      2,431    -13,903       -610      3,233     31,590     13,658       -663       -598     -3,083       -218      5,496     18,098
 
Percent of Open Interest Represented by Each Category of Trader
      19.6       40.1        1.4       24.9       17.4        3.0       38.7       24.8        2.5        1.8        3.1        0.2        7.8        7.3
 
Number of Traders in Each Category                                    Total Traders:       255
        21         30          6         39         18         10         79         43         22         14         11          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 2010               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   401,789
Positions
   166,882     61,787      5,936    120,522    143,216     22,785     59,064    125,977      5,968      1,840     19,238         12     18,780     16,871
 
Changes from:       November 9, 2010                                 Total Change is:     4,259
     4,715     -3,549        436     -1,471      2,777        435      1,775      3,990       -726        -56        442          2       -850        452
 
Percent of Open Interest Represented by Each Category of Trader
      41.5       15.4        1.5       30.0       35.6        5.7       14.7       31.4        1.5        0.5        4.8        0.0        4.7        4.2
 
Number of Traders in Each Category                                    Total Traders:       257
        19         20          .         56         40         24         40         68         26          5          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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    40,790
Positions
    11,464      6,631      1,693     13,193        756        192      2,821     12,180         53      1,960        623          0      9,414     18,662
 
Changes from:       November 9, 2010                                 Total Change is:     3,121
    -1,038       -289       -586      4,712       -111         43        228      4,298        -92        276          0          0       -422       -142
 
Percent of Open Interest Represented by Each Category of Trader
      28.1       16.3        4.2       32.3        1.9        0.5        6.9       29.9        0.1        4.8        1.5        0.0       23.1       45.8
 
Number of Traders in Each Category                                    Total Traders:        63
        16         10          4         12          .          .          6         13          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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    47,542
Positions
    12,425     18,821      1,512      5,915      1,616        584     13,987     10,895        538      1,714        243         66     10,801     13,267
 
Changes from:       November 9, 2010                                 Total Change is:       617
    -6,615       -860        516       -304         34        -71      3,493       -861        499      1,264        -22         66      1,769      1,316
 
Percent of Open Interest Represented by Each Category of Trader
      26.1       39.6        3.2       12.4        3.4        1.2       29.4       22.9        1.1        3.6        0.5        0.1       22.7       27.9
 
Number of Traders in Each Category                                    Total Traders:        52
         9         11          .          5          .          .         11         10          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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    30,384
Positions
         0      4,068          0     18,476     15,461      4,022      2,939      4,969          0        495          0          0      4,452      1,864
 
Changes from:       November 9, 2010                                 Total Change is:       425
         0        103          0          3      1,033         49       -145       -273          0        214          0          0        304       -487
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       13.4        0.0       60.8       50.9       13.2        9.7       16.4        0.0        1.6        0.0        0.0       14.7        6.1
 
Number of Traders in Each Category                                    Total Traders:        44
         0          .          0         16         16          8          4          5          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE   (MSCI INDEX X $50)                     
CFTC Code #244742                                                    Open Interest is    37,701
Positions
     2,840     13,306        117     14,894      5,703        715      6,920     16,306          0      4,136          0          0      8,079      1,554
 
Changes from:       November 9, 2010                                 Total Change is:     1,655
       240      1,287          0     -1,395        619        -81      2,281       -380          0        569          0          0         41        210
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       35.3        0.3       39.5       15.1        1.9       18.4       43.3        0.0       11.0        0.0        0.0       21.4        4.1
 
Number of Traders in Each Category                                    Total Traders:        52
         6          6          .         12          8          5         10          4          0          6          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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   765,395
Positions
    24,594    141,019     50,621    304,105    154,690     47,124     58,555     93,627     78,466     20,350     18,501     17,110    164,471    164,238
 
Changes from:       November 9, 2010                                 Total Change is:   -12,622
    -2,894     35,612      6,670     -2,767    -10,730    -22,744    -23,055    -42,775     15,113       -550     -6,800      7,403     10,201      5,628
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       18.4        6.6       39.7       20.2        6.2        7.7       12.2       10.3        2.7        2.4        2.2       21.5       21.5
 
Number of Traders in Each Category                                    Total Traders:       171
        12         23         31         44         27         40         28         26         41          .          7          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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   317,143
Positions
        34    104,134     15,171    222,281      3,349     10,812          0    135,080      6,650      1,725          0          0     60,470     41,947
 
Changes from:       November 9, 2010                                 Total Change is:    17,221
        34       -527        633     16,455     -3,245        221     -1,755     21,568       -613     -2,625          0          0      4,872       -816
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       32.8        4.8       70.1        1.1        3.4        0.0       42.6        2.1        0.5        0.0        0.0       19.1       13.2
 
Number of Traders in Each Category                                    Total Traders:        53
         .         12          5         24          .         11          0         14          4          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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   730,473
Positions
    42,484     59,733     13,447    294,359    239,100     68,242    115,828     86,305     63,295     15,743     83,087      6,679    110,396    110,586
 
Changes from:       November 9, 2010                                 Total Change is:   -46,596
     1,416    -15,041     -5,802      5,020     -6,041     -3,895    -43,859    -21,222      6,488     -2,190     -3,695      1,768     -5,542        844
 
Percent of Open Interest Represented by Each Category of Trader
       5.8        8.2        1.8       40.3       32.7        9.3       15.9       11.8        8.7        2.2       11.4        0.9       15.1       15.1
 
Number of Traders in Each Category                                    Total Traders:       202
        13         20         14         38         43         41         37         28         29          4         18          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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 2,127,525
Positions
   114,861    240,150    297,874    490,879    352,239    215,824    191,596    293,108    284,074    149,682     21,986     74,211    308,524    348,059
 
Changes from:       November 9, 2010                                 Total Change is:   -24,307
    -7,030    -41,958     36,364        -76     34,874     -1,245    -14,632    -38,712      6,053    -10,432     -5,751     -9,969    -23,340     -3,964
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       11.3       14.0       23.1       16.6       10.1        9.0       13.8       13.4        7.0        1.0        3.5       14.5       16.4
 
Number of Traders in Each Category                                    Total Traders:       298
        36         36         65         43         49         61         66         44         82         19          5          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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 1,270,815
Positions
    99,554    111,119     46,890    177,097    465,096    141,435    450,522    108,625     86,062     55,525     46,417     12,075    201,657    253,098
 
Changes from:       November 9, 2010                                 Total Change is:   -53,001
   -16,853    -14,484     -8,200     23,761    -28,353     -3,527    -51,061      7,382      3,248      6,653        620      3,995    -11,016    -13,681
 
Percent of Open Interest Represented by Each Category of Trader
       7.8        8.7        3.7       13.9       36.6       11.1       35.5        8.5        6.8        4.4        3.7        1.0       15.9       19.9
 
Number of Traders in Each Category                                    Total Traders:       185
        16         20         32         20         42         37         41         30         38          8          8          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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 1,226,598
Positions
   114,799    206,991    291,885      7,311      1,717      2,110     95,111     26,200    465,057     29,556        721    181,213     39,554     50,703
 
Changes from:       November 9, 2010                                 Total Change is:   -15,037
   -12,955     -3,448      1,917        918      1,399       -350      6,489     -2,493     -8,307     -1,929        456       -603       -218     -3,608
 
Percent of Open Interest Represented by Each Category of Trader
       9.4       16.9       23.8        0.6        0.1        0.2        7.8        2.1       37.9        2.4        0.1       14.8        3.2        4.1
 
Number of Traders in Each Category                                    Total Traders:       111
        33         22         42          5          .          4         31         14         33          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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 is13,129,817
Positions
 1,965,971  2,652,093  2,964,099  1,205,465    604,558    186,635    712,325    286,235  4,322,181    183,070    485,259    675,549    914,522    953,208
 
Changes from:       November 9, 2010                                 Total Change is:  -612,284
    84,414   -171,962   -106,027     30,016     15,421     22,644   -325,814    -26,408   -196,186      7,264     12,331    -66,113    -62,481    -95,984
 
Percent of Open Interest Represented by Each Category of Trader
      15.0       20.2       22.6        9.2        4.6        1.4        5.4        2.2       32.9        1.4        3.7        5.1        7.0        7.3
 
Number of Traders in Each Category                                    Total Traders:       283
        45         52         95          9         13         18         75         52        107         11         17         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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    15,777
Positions
     7,002     11,511      1,301        906        975         85        847        902        646      4,800        245          0        190        112
 
Changes from:       November 9, 2010                                 Total Change is:       314
        11      1,403          1        -33        134         29        -12     -1,636        395          0        -30          0        -77         18
 
Percent of Open Interest Represented by Each Category of Trader
      44.4       73.0        8.2        5.7        6.2        0.5        5.4        5.7        4.1       30.4        1.6        0.0        1.2        0.7
 
Number of Traders in Each Category                                    Total Traders:        30
         4          4          .          .          5          .          5          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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    46,732
Positions
    38,178     26,404      5,536      1,649      1,974         59        729      6,564        297          0      5,638          0        284        260
 
Changes from:       November 9, 2010                                 Total Change is:     2,632
     3,161      1,657      1,367         28        546        -92     -1,604     -1,054         47        -30          0          0       -245        161
 
Percent of Open Interest Represented by Each Category of Trader
      81.7       56.5       11.8        3.5        4.2        0.1        1.6       14.0        0.6        0.0       12.1        0.0        0.6        0.6
 
Number of Traders in Each Category                                    Total Traders:        29
         4          5          .          .          4          .          .          8          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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    33,668
Positions
    15,471      7,375        212      1,209        707        888      7,754     18,559      1,489      1,504      1,063         31      5,110      3,344
 
Changes from:       November 9, 2010                                 Total Change is:    -5,525
    -2,553       -291         24        925        -79       -146     -3,831     -4,137        242     -1,026       -195         28        812       -971
 
Percent of Open Interest Represented by Each Category of Trader
      46.0       21.9        0.6        3.6        2.1        2.6       23.0       55.1        4.4        4.5        3.2        0.1       15.2        9.9
 
Number of Traders in Each Category                                    Total Traders:        77
         7          .          .          5          .          .         21         20          7         12          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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   167,743
Positions
    77,065     49,352     29,601      3,537        442      4,236      2,572     33,598     27,385      1,207      2,007      3,561     18,579     17,561
 
Changes from:       November 9, 2010                                 Total Change is:    20,452
     6,416      9,446      5,154      1,373       -185        215        873        992      1,680        751       -288       -886      4,876      4,324
 
Percent of Open Interest Represented by Each Category of Trader
      45.9       29.4       17.6        2.1        0.3        2.5        1.5       20.0       16.3        0.7        1.2        2.1       11.1       10.5
 
Number of Traders in Each Category                                    Total Traders:        87
         7         12         15          5          .          6         11         32         35          4          6          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    14,765
Positions
       466     14,015          0     11,126          0          2      2,024        306          0          0          0          0      1,147        442
 
Changes from:       November 9, 2010                                 Total Change is:      -463
       -11        436          0        -45          0          0        -23       -367         -5          0          0          0       -379       -527
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       94.9        0.0       75.4        0.0        0.0       13.7        2.1        0.0        0.0        0.0        0.0        7.8        3.0
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          0          9          0          .          8          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated November 19, 2010