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Traders in Financial Futures- Futures Only Positions as of November 30, 2010               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   100,245
Positions
     9,431     56,174      1,781     11,101     11,025         42     28,978      8,009      2,706      7,179      3,987          0     39,027     16,521
 
Changes from:       November 23, 2010                                Total Change is:    -5,197
    -1,084     -2,100       -442        270       -413       -194     -5,834     -2,110      1,598       -294          0          0        783     -1,536
 
Percent of Open Interest Represented by Each Category of Trader
       9.4       56.0        1.8       11.1       11.0        0.0       28.9        8.0        2.7        7.2        4.0        0.0       38.9       16.5
 
Number of Traders in Each Category                                    Total Traders:        80
         8         13          5          4          .          .         30         11          6         10          .          0
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Traders in Financial Futures- Futures Only Positions as of November 30, 2010               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    43,600
Positions
     7,030     18,548      2,015      2,255        917        287     16,152     11,044        162          0        500          0     15,699     10,127
 
Changes from:       November 23, 2010                                Total Change is:     3,535
       547        217      1,053        591        -25        -61      1,299      2,927        161          0          0          0        -55       -737
 
Percent of Open Interest Represented by Each Category of Trader
      16.1       42.5        4.6        5.2        2.1        0.7       37.0       25.3        0.4        0.0        1.1        0.0       36.0       23.2
 
Number of Traders in Each Category                                    Total Traders:        46
         6          8          4          .          .          .         15         11          .          0          .          0
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Traders in Financial Futures- Futures Only Positions as of November 30, 2010               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is    85,587
Positions
    22,359     10,563      2,931     10,751     20,667      1,020     26,372     18,090        851      2,170     10,267          0     19,133     21,198
 
Changes from:       November 23, 2010                                Total Change is:    -8,327
     5,245    -10,218      1,120      3,262       -529       -199    -13,658      2,285       -175        268     -1,000          0     -4,190        389
 
Percent of Open Interest Represented by Each Category of Trader
      26.1       12.3        3.4       12.6       24.1        1.2       30.8       21.1        1.0        2.5       12.0        0.0       22.4       24.8
 
Number of Traders in Each Category                                    Total Traders:        85
        12          9          6          5         11          5         20         21          7          .          5          0
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Traders in Financial Futures- Futures Only Positions as of November 30, 2010               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   133,069
Positions
    16,145     66,213      4,780     34,651      5,536      1,087     31,861     20,030      1,034     18,851      3,788          0     24,660     30,601
 
Changes from:       November 23, 2010                                Total Change is:     3,449
      -915      1,203        -23      1,473         35       -149      2,651      1,464        -27      2,000        499          0     -1,561        447
 
Percent of Open Interest Represented by Each Category of Trader
      12.1       49.8        3.6       26.0        4.2        0.8       23.9       15.1        0.8       14.2        2.8        0.0       18.5       23.0
 
Number of Traders in Each Category                                    Total Traders:       102
        12         15          8         11          6          4         25         24          7          .          6          0
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Traders in Financial Futures- Futures Only Positions as of November 30, 2010               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   203,930
Positions
    64,873     55,860      4,752     26,106     21,679      3,155     31,464     50,009      3,593     13,832     13,977        207     55,948     50,698
 
Changes from:       November 23, 2010                                Total Change is:    16,741
     3,442        783       -552        957      1,565        562     10,316      2,076       -918     -4,565      1,727       -210      7,709     11,708
 
Percent of Open Interest Represented by Each Category of Trader
      31.8       27.4        2.3       12.8       10.6        1.5       15.4       24.5        1.8        6.8        6.9        0.1       27.4       24.9
 
Number of Traders in Each Category                                    Total Traders:       159
        21         16          8         18         16         10         25         43         17          7         13          .
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Traders in Financial Futures- Futures Only Positions as of November 30, 2010               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   117,302
Positions
    21,408     78,101      4,899     18,859      2,826        154     38,334     12,856        720      2,270      1,959         13     30,645     15,774
 
Changes from:       November 23, 2010                                Total Change is:      -696
     2,236     -3,625      1,554       -838          9       -100     -5,155        833        714      1,051         43          0       -158       -124
 
Percent of Open Interest Represented by Each Category of Trader
      18.3       66.6        4.2       16.1        2.4        0.1       32.7       11.0        0.6        1.9        1.7        0.0       26.1       13.4
 
Number of Traders in Each Category                                    Total Traders:        69
         9         12          5          4          .          .         22         11          4          5          .          .
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Traders in Financial Futures- Futures Only Positions as of November 30, 2010               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    43,401
Positions
     7,592     23,867     11,186          0          0          0     14,517      7,248        627      1,255          5        137      8,087        331
 
Changes from:       November 23, 2010                                Total Change is:     1,528
      -651       -596      2,198          0          0          0        -42          6       -126          0          0          0        149         46
 
Percent of Open Interest Represented by Each Category of Trader
      17.5       55.0       25.8        0.0        0.0        0.0       33.4       16.7        1.4        2.9        0.0        0.3       18.6        0.8
 
Number of Traders in Each Category                                    Total Traders:        22
         5         10          9          0          0          0          .          .          .          .          .          .
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Traders in Financial Futures- Futures Only Positions as of November 30, 2010               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   134,618
Positions
     8,444    111,320        392     21,825        150          0     95,337      3,815        714      1,816     16,315          0      6,090      1,912
 
Changes from:       November 23, 2010                                Total Change is:   -16,164
     1,002     -9,498       -355      1,506          0       -187    -15,606     -4,742        226       -906       -213       -102     -1,742     -1,293
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       82.7        0.3       16.2        0.1        0.0       70.8        2.8        0.5        1.3       12.1        0.0        4.5        1.4
 
Number of Traders in Each Category                                    Total Traders:        94
         6         14          .          7          .          0         42         11          .          7          5          0
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Traders in Financial Futures- Futures Only Positions as of November 30, 2010               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    27,575
Positions
     1,910     20,022         95        125          0          0     21,567      6,072          0        586        150          0      3,292      1,236
 
Changes from:       November 23, 2010                                Total Change is:    -3,394
      -101     -3,274         36       -254          0          0     -3,137       -354          0          0       -255          0         62        453
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       72.6        0.3        0.5        0.0        0.0       78.2       22.0        0.0        2.1        0.5        0.0       11.9        4.5
 
Number of Traders in Each Category                                    Total Traders:        37
         4         11          .          .          0          0         11          8          0          .          .          0
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Traders in Financial Futures- Futures Only Positions as of November 30, 2010               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    48,594
Positions
    22,012     23,721        501      3,283      3,935        359     14,749     12,800        427        515        840          8      6,742      6,005
 
Changes from:       November 23, 2010                                Total Change is:    -2,073
       751       -280        -64       -387        145       -347     -2,023     -2,499        -85        140        209          8        -67        840
 
Percent of Open Interest Represented by Each Category of Trader
      45.3       48.8        1.0        6.8        8.1        0.7       30.4       26.3        0.9        1.1        1.7        0.0       13.9       12.4
 
Number of Traders in Each Category                                    Total Traders:        95
        17         14          .          4          7          .         29         18         12          .          .          .
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Traders in Financial Futures- Futures Only Positions as of November 30, 2010               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is    97,188
Positions
    44,024     47,441      1,001      6,565      7,870        717     29,498     25,599        854      1,030      1,680         16     13,483     12,010
 
Changes from:       November 23, 2010                                Total Change is:    -4,145
     1,502       -560       -127       -773        290       -694     -4,046     -4,997       -170        280        417         16       -133      1,680
 
Percent of Open Interest Represented by Each Category of Trader
      45.3       48.8        1.0        6.8        8.1        0.7       30.4       26.3        0.9        1.1        1.7        0.0       13.9       12.4
 
Number of Traders in Each Category                                    Total Traders:        95
        17         14          .          4          7          .         29         18         12          .          .          .
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Traders in Financial Futures- Futures Only Positions as of November 30, 2010               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   941,143
Positions
    43,891    299,748     85,076    423,682    141,570     66,123    100,714    151,491     64,380     16,569     24,062      4,646    136,063    104,048
 
Changes from:       November 23, 2010                                Total Change is:     4,262
     1,231      4,184      4,986        300      1,826      1,473     -2,568    -10,752      1,130       -798     -1,870      2,190     -3,682      1,095
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       31.8        9.0       45.0       15.0        7.0       10.7       16.1        6.8        1.8        2.6        0.5       14.5       11.1
 
Number of Traders in Each Category                                    Total Traders:       533
        32         47         23        122         63         65        108        121         67         23         17          7
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Traders in Financial Futures- Futures Only Positions as of November 30, 2010               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   364,644
Positions
    44,285    202,462     14,607    144,772     47,321      7,224     56,749     40,913      1,852      6,090      6,631      4,018     85,047     39,616
 
Changes from:       November 23, 2010                                Total Change is:    -4,959
      -189     -2,623      2,132     -1,276     -1,504        -53     -2,549        878        183     -1,646     -2,192      3,106     -4,667     -4,886
 
Percent of Open Interest Represented by Each Category of Trader
      12.1       55.5        4.0       39.7       13.0        2.0       15.6       11.2        0.5        1.7        1.8        1.1       23.3       10.9
 
Number of Traders in Each Category                                    Total Traders:       133
        11         26          8         32         16         14         15         28          9          .          .          .
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Traders in Financial Futures- Futures Only Positions as of November 30, 2010               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,882,495
Positions
   184,781    673,180    165,591  1,424,205    500,899    264,841    484,593    817,661     47,868     52,394     87,154      3,140    255,082    322,161
 
Changes from:       November 23, 2010                                Total Change is:    46,106
    -6,569     20,367     27,941     10,556     19,323      4,957       -245    -58,298      4,883     -1,629     -4,262      1,288      4,924     29,907
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       23.4        5.7       49.4       17.4        9.2       16.8       28.4        1.7        1.8        3.0        0.1        8.8       11.2
 
Number of Traders in Each Category                                    Total Traders:       491
        30         42         11        102         57         55        106        118         46         21         15          5
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Traders in Financial Futures- Futures Only Positions as of November 30, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   107,572
Positions
    17,612     27,184      9,871     47,904     38,717      4,703     13,605     23,062      1,066      1,759          0          0     11,052      2,969
 
Changes from:       November 23, 2010                                Total Change is:       437
      -264     -1,456        278       -353        337       -170       -829      1,465        739       -148          0          0      1,184       -756
 
Percent of Open Interest Represented by Each Category of Trader
      16.4       25.3        9.2       44.5       36.0        4.4       12.6       21.4        1.0        1.6        0.0        0.0       10.3        2.8
 
Number of Traders in Each Category                                    Total Traders:        89
         6          8          .         33         14         10         13         11          .          4          0          0
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Traders in Financial Futures- Futures Only Positions as of November 30, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is   107,048
Positions
    14,361     37,393     17,518     20,983     16,362      2,591     26,829     10,100     11,985      2,218      4,419         19     10,544      6,663
 
Changes from:       November 23, 2010                                Total Change is:    -3,723
     2,062      1,132     -4,830     -1,256       -414       -277       -715     -1,837       -795        138        572          0      1,949      2,726
 
Percent of Open Interest Represented by Each Category of Trader
      13.4       34.9       16.4       19.6       15.3        2.4       25.1        9.4       11.2        2.1        4.1        0.0        9.9        6.2
 
Number of Traders in Each Category                                    Total Traders:       243
        22         28         12         37         17         10         72         37         21         14         14          .
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Traders in Financial Futures- Futures Only Positions as of November 30, 2010               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    26,647
Positions
    10,951     19,399        638        210        280          0      7,920      4,371          0        492        889          0      6,436      1,070
 
Changes from:       November 23, 2010                                Total Change is:    -1,459
    -2,605     -1,881       -159        -11          0          0     -1,560        618          0          0          0          0      2,876        -37
 
Percent of Open Interest Represented by Each Category of Trader
      41.1       72.8        2.4        0.8        1.1        0.0       29.7       16.4        0.0        1.8        3.3        0.0       24.2        4.0
 
Number of Traders in Each Category                                    Total Traders:        29
         6         10          .          .          .          0          4          5          0          .          .          0
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Traders in Financial Futures- Futures Only Positions as of November 30, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   402,007
Positions
    93,712    166,632      7,735    103,865     80,410     12,957    146,907     81,003      7,563      8,631     17,648         95     20,542     27,964
 
Changes from:       November 23, 2010                                Total Change is:   -11,320
      -581     -8,852        562     -6,223     -2,072     -1,383     -1,356    -17,857      1,608        688      2,859          0     -4,635     13,815
 
Percent of Open Interest Represented by Each Category of Trader
      23.3       41.5        1.9       25.8       20.0        3.2       36.5       20.1        1.9        2.1        4.4        0.0        5.1        7.0
 
Number of Traders in Each Category                                    Total Traders:       236
        21         25          4         36         16         10         72         39         14         13         14          .
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Traders in Financial Futures- Futures Only Positions as of November 30, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   400,520
Positions
   160,132     73,402      7,414    119,915    146,668     21,920     67,366    117,431      4,898      1,260     15,462          0     17,615     13,325
 
Changes from:       November 23, 2010                                Total Change is:    -4,927
    -4,626      3,247      1,785       -765        581         83      3,693     -5,466     -2,089       -118     -1,053          0     -2,890     -2,015
 
Percent of Open Interest Represented by Each Category of Trader
      40.0       18.3        1.9       29.9       36.6        5.5       16.8       29.3        1.2        0.3        3.9        0.0        4.4        3.3
 
Number of Traders in Each Category                                    Total Traders:       254
        18         21          .         62         38         25         43         60         18          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 30, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    45,596
Positions
    12,991      7,715      1,347     14,372        729         73      2,524     15,710         18      2,438        623          0     11,833     19,381
 
Changes from:       November 23, 2010                                Total Change is:       452
     1,482        903        -37     -1,382        -20        -31       -712        512       -141        672          0          0        601       -734
 
Percent of Open Interest Represented by Each Category of Trader
      28.5       16.9        3.0       31.5        1.6        0.2        5.5       34.5        0.0        5.3        1.4        0.0       26.0       42.5
 
Number of Traders in Each Category                                    Total Traders:        58
        14         12          5         11          .          .          4         11          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 30, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    53,021
Positions
    10,645     28,760      3,611      5,926      1,822        419     15,200      4,283      1,552      1,440        225          0     14,228     12,349
 
Changes from:       November 23, 2010                                Total Change is:     2,703
      -973      6,703        231        386       -825          0        114     -2,527        228       -215        -14          0      2,932     -1,093
 
Percent of Open Interest Represented by Each Category of Trader
      20.1       54.2        6.8       11.2        3.4        0.8       28.7        8.1        2.9        2.7        0.4        0.0       26.8       23.3
 
Number of Traders in Each Category                                    Total Traders:        54
         7         20          .          5          .          .         10          7          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 30, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE   (MSCI EAFE INDEX X $50)                            
CFTC Code #244741                                                    Open Interest is    29,013
Positions
         0      2,110          0     17,291     16,619      3,783      2,743      4,694          0        495          0          0      4,701      1,807
 
Changes from:       November 23, 2010                                Total Change is:    -1,189
         0     -1,088          0     -1,289          1        -23        238       -174          0          0          0          0       -115         95
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        7.3        0.0       59.6       57.3       13.0        9.5       16.2        0.0        1.7        0.0        0.0       16.2        6.2
 
Number of Traders in Each Category                                    Total Traders:        42
         0          .          0         16         16          8          .          4          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 30, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE   (MSCI INDEX X $50)                     
CFTC Code #244742                                                    Open Interest is    37,512
Positions
     3,035     13,927        117     15,512      5,458        630      7,186     15,537         19      4,387          0          0      6,626      1,824
 
Changes from:       November 23, 2010                                Total Change is:       296
       372        508        -20        633       -233        -61        144       -464         11         36          0          0       -819        555
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       37.1        0.3       41.4       14.6        1.7       19.2       41.4        0.1       11.7        0.0        0.0       17.7        4.9
 
Number of Traders in Each Category                                    Total Traders:        51
         5          7          .         13          7          4         10          .          .          6          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 30, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   634,661
Positions
    21,453     97,213     53,949    297,029    151,325     40,652     46,797    110,094     15,879     22,285     24,815         50    136,567    140,684
 
Changes from:       November 23, 2010                                Total Change is:     7,779
   -13,049    -10,840     32,780     -2,342     -4,016       -359     -3,065     -3,671     -4,615     -1,230      4,215     -4,394      4,053     -1,321
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       15.3        8.5       46.8       23.8        6.4        7.4       17.3        2.5        3.5        3.9        0.0       21.5       22.2
 
Number of Traders in Each Category                                    Total Traders:       144
         6         17         15         40         26         31         17         29         16          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 30, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   332,705
Positions
         0    119,358     33,063    227,183          0     12,564          0    119,326        356          0          0          0     59,539     48,038
 
Changes from:       November 23, 2010                                Total Change is:    -9,358
      -826     10,783      3,447       -462     -2,572      1,396          0    -18,825     -3,319          0          0          0     -9,594       -268
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       35.9        9.9       68.3        0.0        3.8        0.0       35.9        0.1        0.0        0.0        0.0       17.9       14.4
 
Number of Traders in Each Category                                    Total Traders:        49
         0         11          6         27          0         12          0         11          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 30, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is   678,768
Positions
    45,026     53,544     13,555    285,516    238,752     69,755     98,166     78,386     35,661     26,050     80,224      3,497    101,542    105,394
 
Changes from:       November 23, 2010                                Total Change is:   -63,391
    -8,388     -5,617    -16,764      9,883      2,667     -4,756    -20,090     -4,618    -24,728      7,509     -4,337      1,072     -7,129     -6,310
 
Percent of Open Interest Represented by Each Category of Trader
       6.6        7.9        2.0       42.1       35.2       10.3       14.5       11.5        5.3        3.8       11.8        0.5       15.0       15.5
 
Number of Traders in Each Category                                    Total Traders:       181
        12         19         13         35         37         36         30         26         19          5         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 30, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 1,353,052
Positions
   116,371    202,875     77,869    469,804    333,390    142,312    107,782    184,330     54,244     72,671     29,513      7,611    304,388    320,908
 
Changes from:       November 23, 2010                                Total Change is:  -123,754
   -28,147    -60,232    -24,488     42,167      2,657    -32,449    -90,579    -18,224      5,495    -20,622      4,216     -9,506     34,375      8,777
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       15.0        5.8       34.7       24.6       10.5        8.0       13.6        4.0        5.4        2.2        0.6       22.5       23.7
 
Number of Traders in Each Category                                    Total Traders:       233
        30         24         14         36         43         43         39         42         29         12          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 30, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,036,706
Positions
    39,500    110,481     30,035    232,427    353,982    156,987    308,849     61,257     30,757     42,785     51,654      2,664    192,702    238,889
 
Changes from:       November 23, 2010                                Total Change is:  -110,772
   -10,805     -8,428      4,195     48,717    -29,760     -3,277   -114,332    -24,770    -23,006    -10,914      4,424     -6,295      4,945    -23,855
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       10.7        2.9       22.4       34.1       15.1       29.8        5.9        3.0        4.1        5.0        0.3       18.6       23.0
 
Number of Traders in Each Category                                    Total Traders:       151
        13         18         18         19         36         33         27         20         20          8         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 30, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   626,706
Positions
   105,846    233,815    230,192      3,000      1,202        953    157,327     23,987     69,301     20,474     10,438      2,543     37,070     54,275
 
Changes from:       November 23, 2010                                Total Change is:    28,790
    -4,283     18,581      4,473          0       -122          0     24,518     -3,861      1,512      4,028      6,905        443     -1,901        859
 
Percent of Open Interest Represented by Each Category of Trader
      16.9       37.3       36.7        0.5        0.2        0.2       25.1        3.8       11.1        3.3        1.7        0.4        5.9        8.7
 
Number of Traders in Each Category                                    Total Traders:       108
        30         23         39          .          4          .         30         13         25          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 30, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is 8,083,590
Positions
 2,175,969  2,795,109  1,608,866  1,296,878    448,411     69,409    633,817    648,235  1,101,109    239,208    400,602    124,450    833,884    887,399
 
Changes from:       November 23, 2010                                Total Change is:  -120,561
   181,545    -21,044    -77,182     29,695    -80,793    -39,172   -205,877    106,333     41,323     22,603    -13,916    -10,642    -62,854    -25,468
 
Percent of Open Interest Represented by Each Category of Trader
      26.9       34.6       19.9       16.0        5.5        0.9        7.8        8.0       13.6        3.0        5.0        1.5       10.3       11.0
 
Number of Traders in Each Category                                    Total Traders:       253
        47         44         81         11         10         12         54         53         85         12         16         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 30, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    19,105
Positions
     9,762     13,517      1,312      1,022        960         63        766      1,552      1,257      4,800        265          0        123        179
 
Changes from:       November 23, 2010                                Total Change is:     1,842
       983        866         11        117        -15         -4        -52        105        808          0         60          0        -21         11
 
Percent of Open Interest Represented by Each Category of Trader
      51.1       70.8        6.9        5.3        5.0        0.3        4.0        8.1        6.6       25.1        1.4        0.0        0.6        0.9
 
Number of Traders in Each Category                                    Total Traders:        30
         4          4          .          .          5          .          .          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 30, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    58,174
Positions
    44,645     32,790      8,457      1,973      1,834         59        677      7,580      1,873          0      5,501          0        490         80
 
Changes from:       November 23, 2010                                Total Change is:     7,473
     3,305      2,752      2,273        335        260          0        217      1,426      1,174          0       -175          0        169       -237
 
Percent of Open Interest Represented by Each Category of Trader
      76.7       56.4       14.5        3.4        3.2        0.1        1.2       13.0        3.2        0.0        9.5        0.0        0.8        0.1
 
Number of Traders in Each Category                                    Total Traders:        31
         4          5          .          .          4          .          5          7          .          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 30, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    34,435
Positions
    15,439      7,046        186      1,275        312        768      9,033     21,165      1,343      1,280        650          0      5,111      2,965
 
Changes from:       November 23, 2010                                Total Change is:       686
       509          0          0          0       -199        -52        -98        653        648       -423       -157        -72        174       -135
 
Percent of Open Interest Represented by Each Category of Trader
      44.8       20.5        0.5        3.7        0.9        2.2       26.2       61.5        3.9        3.7        1.9        0.0       14.8        8.6
 
Number of Traders in Each Category                                    Total Traders:        64
         7          .          .          4          .          .         23         17          .          8          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 30, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   147,299
Positions
    65,549     25,448     29,510      4,725        456      5,007      1,394     42,261     18,038      1,145      3,573      3,623     18,308     19,383
 
Changes from:       November 23, 2010                                Total Change is:    -1,861
    -8,886     -5,777        947      3,460       -407         79       -514        320        430       -121        279        203      2,541      2,065
 
Percent of Open Interest Represented by Each Category of Trader
      44.5       17.3       20.0        3.2        0.3        3.4        0.9       28.7       12.2        0.8        2.4        2.5       12.4       13.2
 
Number of Traders in Each Category                                    Total Traders:        93
         7         13         16          5          .          5          7         38         34          6          6          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 30, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    14,556
Positions
       458     13,941          0     10,963          0          0      1,737        201          7          0          0          0      1,391        407
 
Changes from:       November 23, 2010                                Total Change is:      -209
        -8        -74          0       -163          0         -2       -287       -105          7          0          0          0        244        -35
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       95.8        0.0       75.3        0.0        0.0       11.9        1.4        0.0        0.0        0.0        0.0        9.6        2.8
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0          9          0          0          8          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated December 3, 2010