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Traders in Financial Futures- Futures Only Positions as of December 28, 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   113,223
Positions
     1,677     62,614         30     10,209      7,138        107     49,605     11,222      1,352      8,652     15,981          0     41,591     14,779
 
Changes from:       December 21, 2010                                Total Change is:    21,929
       -56      9,215         20        -14        -78          3     18,312      4,722         37        689      5,981          0      2,938      2,029
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       55.3        0.0        9.0        6.3        0.1       43.8        9.9        1.2        7.6       14.1        0.0       36.7       13.1
 
Number of Traders in Each Category                                    Total Traders:        84
         .         17          .          4          4          .         29         13          .         11          .          0
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Traders in Financial Futures- Futures Only Positions as of December 28, 2010               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    46,356
Positions
     3,216     24,521          0      1,493      1,377        373     21,289      9,519        114        400      2,000          0     19,471      8,452
 
Changes from:       December 21, 2010                                Total Change is:     1,652
        38      5,671        -31          0        -19         19     -1,128     -5,104         16          0      2,000          0      2,738       -900
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       52.9        0.0        3.2        3.0        0.8       45.9       20.5        0.2        0.9        4.3        0.0       42.0       18.2
 
Number of Traders in Each Category                                    Total Traders:        47
         .         14          0          .          .          .         15          9          .          .          .          0
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Traders in Financial Futures- Futures Only Positions as of December 28, 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    82,141
Positions
    31,061      1,914        966      6,948     22,135      1,081     23,388     26,422         27      1,371      4,998          0     17,299     24,598
 
Changes from:       December 21, 2010                                Total Change is:    12,934
     8,172        -68       -166         -8        591          0      4,511      9,471         15        926          0          0       -516      3,091
 
Percent of Open Interest Represented by Each Category of Trader
      37.8        2.3        1.2        8.5       26.9        1.3       28.5       32.2        0.0        1.7        6.1        0.0       21.1       29.9
 
Number of Traders in Each Category                                    Total Traders:        80
        11          4          .          4         14          5         17         25          .          .          4          0
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Traders in Financial Futures- Futures Only Positions as of December 28, 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   109,343
Positions
     6,492     50,314        872     31,827      5,335      1,463     43,230     15,361         94      1,386      6,133          0     23,979     29,771
 
Changes from:       December 21, 2010                                Total Change is:    19,271
      -103     19,512        -41       -569       -422        -15     16,570     -2,664        -49     -1,514      2,326          0      4,992        624
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       46.0        0.8       29.1        4.9        1.3       39.5       14.0        0.1        1.3        5.6        0.0       21.9       27.2
 
Number of Traders in Each Category                                    Total Traders:        93
         6         15          .         10          5          5         22         23          .          .         10          0
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Traders in Financial Futures- Futures Only Positions as of December 28, 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   162,312
Positions
    57,044     17,543        656     22,380     21,578      2,965     15,443     61,279        356     15,818      9,237         48     47,602     48,650
 
Changes from:       December 21, 2010                                Total Change is:     6,176
    12,827     -1,196       -286       -189       -703         79     -6,806      9,019         97        962     -1,634         10       -518        790
 
Percent of Open Interest Represented by Each Category of Trader
      35.1       10.8        0.4       13.8       13.3        1.8        9.5       37.8        0.2        9.7        5.7        0.0       29.3       30.0
 
Number of Traders in Each Category                                    Total Traders:       148
        20          9          4         15         17         11         23         43          9         10         10          .
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Traders in Financial Futures- Futures Only Positions as of December 28, 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   124,005
Positions
     4,688     91,597        404     10,172      3,489        207     73,905     10,376          1        842      4,798          0     33,786     13,133
 
Changes from:       December 21, 2010                                Total Change is:     8,998
      -340      4,910          3       -487         -5          0      6,708      3,062        -18         30         -3          0      3,102      1,049
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       73.9        0.3        8.2        2.8        0.2       59.6        8.4        0.0        0.7        3.9        0.0       27.2       10.6
 
Number of Traders in Each Category                                    Total Traders:        70
         4         11          .          4          4          .         33          9          .          .          4          0
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Traders in Financial Futures- Futures Only Positions as of December 28, 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    58,622
Positions
    11,485     32,721     14,151          0          0          0     30,211     10,548        843      1,255          0          0        677        359
 
Changes from:       December 21, 2010                                Total Change is:     1,871
       -39     -1,333      3,358          0          0          0     10,865      2,228     -2,057          0          0          0    -10,256       -325
 
Percent of Open Interest Represented by Each Category of Trader
      19.6       55.8       24.1        0.0        0.0        0.0       51.5       18.0        1.4        2.1        0.0        0.0        1.2        0.6
 
Number of Traders in Each Category                                    Total Traders:        20
         6          8          9          0          0          0          .          .          .          .          0          0
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Traders in Financial Futures- Futures Only Positions as of December 28, 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   125,232
Positions
     3,808     98,445        167     18,318          0        145     92,335     16,004         90      3,320      9,182          0      7,049      1,199
 
Changes from:       December 21, 2010                                Total Change is:     8,900
       515      3,007          0         93          0          0      6,964        990          0        683      5,042          0        645       -139
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       78.6        0.1       14.6        0.0        0.1       73.7       12.8        0.1        2.7        7.3        0.0        5.6        1.0
 
Number of Traders in Each Category                                    Total Traders:        99
         7         12          .          9          0          .         46         14          .          6          5          0
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Traders in Financial Futures- Futures Only Positions as of December 28, 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    25,090
Positions
     3,759     12,524          1        713          0         34     17,081      7,002          0        973      4,328          0      2,529      1,201
 
Changes from:       December 21, 2010                                Total Change is:         9
      -600        221          0        212          0         34       -114        -57          0         99        -49          0        378       -140
 
Percent of Open Interest Represented by Each Category of Trader
      15.0       49.9        0.0        2.8        0.0        0.1       68.1       27.9        0.0        3.9       17.2        0.0       10.1        4.8
 
Number of Traders in Each Category                                    Total Traders:        43
         4          6          .          4          0          .         14          9          0          .          .          0
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Traders in Financial Futures- Futures Only Positions as of December 28, 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    36,546
Positions
    14,363     19,873        562      3,297      3,379        405     11,515      7,636         47        150        691          0      6,209      3,955
 
Changes from:       December 21, 2010                                Total Change is:      -334
       177       -424         -5         64       -158       -134       -401       -300        -20        -53         34          0         37        672
 
Percent of Open Interest Represented by Each Category of Trader
      39.3       54.4        1.5        9.0        9.2        1.1       31.5       20.9        0.1        0.4        1.9        0.0       17.0       10.8
 
Number of Traders in Each Category                                    Total Traders:        78
        13         17          .          5          4          .         24         11          .          .          .          0
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Traders in Financial Futures- Futures Only Positions as of December 28, 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    73,092
Positions
    28,725     39,745      1,124      6,593      6,758        810     23,030     15,271         93        300      1,381          0     12,417      7,910
 
Changes from:       December 21, 2010                                Total Change is:      -668
       353       -847         -9        128       -316       -267       -801       -600        -40       -105         68          0         73      1,343
 
Percent of Open Interest Represented by Each Category of Trader
      39.3       54.4        1.5        9.0        9.2        1.1       31.5       20.9        0.1        0.4        1.9        0.0       17.0       10.8
 
Number of Traders in Each Category                                    Total Traders:        78
        13         17          .          5          4          .         24         11          .          .          .          0
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Traders in Financial Futures- Futures Only Positions as of December 28, 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   769,754
Positions
    36,685    306,509     21,335    420,679    118,095     56,276     79,279    141,342     15,338     19,067     21,484      1,232    119,863     88,143
 
Changes from:       December 21, 2010                                Total Change is:    11,418
     1,897      1,758      1,012      5,256     -3,468      1,217       -640      3,790      2,908        313        806        951     -1,496      2,444
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       39.8        2.8       54.7       15.3        7.3       10.3       18.4        2.0        2.5        2.8        0.2       15.6       11.5
 
Number of Traders in Each Category                                    Total Traders:       499
        30         48         19        120         54         58         77        131         52         21         18          7
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Traders in Financial Futures- Futures Only Positions as of December 28, 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   273,812
Positions
     7,839    153,943      2,495    147,573     36,600      6,033     21,656     26,976      2,172      7,497      6,671        922     77,625     38,000
 
Changes from:       December 21, 2010                                Total Change is:     2,648
       544      2,232        596       -143        -93       -210      1,354        153        182         85       -500        800       -560       -512
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       56.2        0.9       53.9       13.4        2.2        7.9        9.9        0.8        2.7        2.4        0.3       28.3       13.9
 
Number of Traders in Each Category                                    Total Traders:       118
         5         22          4         33         13         11          8         30          8          4          .          .
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Traders in Financial Futures- Futures Only Positions as of December 28, 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 2,479,708
Positions
   165,474    784,073     72,956  1,376,562    418,507    240,186    319,756    603,469     34,188     57,849     74,065      1,548    211,189    250,716
 
Changes from:       December 21, 2010                                Total Change is:    43,850
     7,971     -1,162        873     27,402    -16,468      6,727     -6,274     21,882      9,933      1,140      6,528        757     -4,679     14,780
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       31.6        2.9       55.5       16.9        9.7       12.9       24.3        1.4        2.3        3.0        0.1        8.5       10.1
 
Number of Traders in Each Category                                    Total Traders:       459
        31         44         15         99         49         52         80        121         40         18         17          6
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Traders in Financial Futures- Futures Only Positions as of December 28, 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    98,767
Positions
    19,176     31,809        851     49,353     32,984      5,095     11,459     24,687        192      1,593          0          0     11,048      3,149
 
Changes from:       December 21, 2010                                Total Change is:       258
       -51      2,337         80      1,269       -634         26       -859     -1,628        -35       -212          0          0         40        112
 
Percent of Open Interest Represented by Each Category of Trader
      19.4       32.2        0.9       50.0       33.4        5.2       11.6       25.0        0.2        1.6        0.0        0.0       11.2        3.2
 
Number of Traders in Each Category                                    Total Traders:        88
         4          9          .         32         12         11         14         14          .          .          0          0
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Traders in Financial Futures- Futures Only Positions as of December 28, 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    74,063
Positions
     7,881     47,831      2,872     23,503      7,753      2,048     25,382      7,894      1,585      2,239        679        261      8,291      3,140
 
Changes from:       December 21, 2010                                Total Change is:     7,352
     2,110      5,311        940      2,398        147       -168     -2,159       -592      1,295       -438        -33        240      3,134        212
 
Percent of Open Interest Represented by Each Category of Trader
      10.6       64.6        3.9       31.7       10.5        2.8       34.3       10.7        2.1        3.0        0.9        0.4       11.2        4.2
 
Number of Traders in Each Category                                    Total Traders:       223
        18         31          5         40         15          9         60         39         10         14          6          .
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Traders in Financial Futures- Futures Only Positions as of December 28, 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 - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is     9,411
Positions
     3,108      7,515          0      1,735        200          0      1,343        511          0          0        246          0      3,225        939
 
Changes from:       December 21, 2010                                Total Change is:   -20,931
    -6,258    -11,817     -3,036      1,735        -80       -700     -9,103     -3,723       -266       -213       -643          0     -3,090       -666
 
Percent of Open Interest Represented by Each Category of Trader
      33.0       79.9        0.0       18.4        2.1        0.0       14.3        5.4        0.0        0.0        2.6        0.0       34.3       10.0
 
Number of Traders in Each Category                                    Total Traders:        22
         6          9          0          .          .          0          .          .          0          0          .          0
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Traders in Financial Futures- Futures Only Positions as of December 28, 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   323,261
Positions
    27,267    204,981     10,961    108,839     37,765     10,242    126,480     43,200      1,638     12,427      3,394         75     25,332     11,005
 
Changes from:       December 21, 2010                                Total Change is:   -10,294
    -1,588     -7,620      1,301      3,315       -266       -839    -11,224        768        189       -962       -164        -30       -456     -3,633
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       63.4        3.4       33.7       11.7        3.2       39.1       13.4        0.5        3.8        1.0        0.0        7.8        3.4
 
Number of Traders in Each Category                                    Total Traders:       218
        16         30          .         40         14          9         59         39          8         14          6          .
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Traders in Financial Futures- Futures Only Positions as of December 28, 2010               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   311,200
Positions
    77,409     46,050     15,131    127,077    111,800     19,271     47,115     93,654      4,417      1,726      6,904          0     19,054     13,973
 
Changes from:       December 21, 2010                                Total Change is:      -816
    -1,294      1,640        259      2,566     -1,964        -46     -2,580        416       -823        570       -350          0        532         52
 
Percent of Open Interest Represented by Each Category of Trader
      24.9       14.8        4.9       40.8       35.9        6.2       15.1       30.1        1.4        0.6        2.2        0.0        6.1        4.5
 
Number of Traders in Each Category                                    Total Traders:       230
        13         20          .         58         37         21         34         56         11          4          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 28, 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    38,595
Positions
     8,563      4,374        150     12,510        200          0      3,043     13,772          2      4,272        853          0     10,055     19,244
 
Changes from:       December 21, 2010                                Total Change is:      -704
      -378          0          0       -574       -143        -25         35        333          0        996        230          0       -758     -1,099
 
Percent of Open Interest Represented by Each Category of Trader
      22.2       11.3        0.4       32.4        0.5        0.0        7.9       35.7        0.0       11.1        2.2        0.0       26.1       49.9
 
Number of Traders in Each Category                                    Total Traders:        53
        12          4          .         10          .          0          6         13          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 28, 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    43,934
Positions
     9,734     10,948      1,857     11,054      6,445        655      9,577      3,442        249        915      3,970          0      9,893     16,368
 
Changes from:       December 21, 2010                                Total Change is:    -2,519
      -624        350         84     -1,154         -9          0       -671       -335        -84          0          0          0        -70     -2,525
 
Percent of Open Interest Represented by Each Category of Trader
      22.2       24.9        4.2       25.2       14.7        1.5       21.8        7.8        0.6        2.1        9.0        0.0       22.5       37.3
 
Number of Traders in Each Category                                    Total Traders:        47
        14          9          4          7          .          .          9          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 28, 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    27,669
Positions
       219      4,354         91     15,288     11,752      3,906      3,625      5,695          0      1,003          0          0      3,537      1,871
 
Changes from:       December 21, 2010                                Total Change is:       -26
         0        338          6        401       -525        -72       -117        163          0          0          0          0       -244         64
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       15.7        0.3       55.3       42.5       14.1       13.1       20.6        0.0        3.6        0.0        0.0       12.8        6.8
 
Number of Traders in Each Category                                    Total Traders:        46
         .          .          .         17         15          8          4          5          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 28, 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    37,890
Positions
     4,497     16,158        236     15,002      5,429        664      5,616     14,007          0      4,917          0          0      6,958      1,396
 
Changes from:       December 21, 2010                                Total Change is:      -428
       427        -25         15       -905         -2         -5        228         39          0         12          0          0       -200       -450
 
Percent of Open Interest Represented by Each Category of Trader
      11.9       42.6        0.6       39.6       14.3        1.8       14.8       37.0        0.0       13.0        0.0        0.0       18.4        3.7
 
Number of Traders in Each Category                                    Total Traders:        51
         6          7          .         13          8          5          7          4          0          6          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 28, 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   529,597
Positions
    21,693     72,589      7,040    283,060    148,316     47,421     23,100     87,902      9,004     20,843     23,523         50    117,386    133,752
 
Changes from:       December 21, 2010                                Total Change is:    -7,523
    -2,411      7,895     -2,776     -5,983      5,428     -1,183     -4,309     -6,592      1,818       -694     -6,718          0      8,015     -5,395
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       13.7        1.3       53.4       28.0        9.0        4.4       16.6        1.7        3.9        4.4        0.0       22.2       25.3
 
Number of Traders in Each Category                                    Total Traders:       129
         8         13          7         39         22         30         17         22         13          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 28, 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   307,561
Positions
         0    125,749      1,343    230,296      3,773     15,123          0    117,752        428          0      1,953          0     60,371     41,440
 
Changes from:       December 21, 2010                                Total Change is:     2,293
      -581     -1,040        -18       -472      1,738      1,106          0      2,229        -44          0          0          0      2,302     -1,678
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       40.9        0.4       74.9        1.2        4.9        0.0       38.3        0.1        0.0        0.6        0.0       19.6       13.5
 
Number of Traders in Each Category                                    Total Traders:        53
         0         11          .         27          .         12          0         12          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 28, 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   646,445
Positions
    39,267     82,784      3,100    345,539    237,684     57,331     60,711     62,294     26,164     31,904     48,138      1,238     81,191    127,712
 
Changes from:       December 21, 2010                                Total Change is:   -36,846
    -3,874       -326     -1,460     22,648    -14,155     -8,085    -53,123    -17,554       -853      2,040     -7,814        -90      5,951     13,491
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       12.8        0.5       53.5       36.8        8.9        9.4        9.6        4.0        4.9        7.4        0.2       12.6       19.8
 
Number of Traders in Each Category                                    Total Traders:       163
        10         23          7         33         33         32         20         26         13          6         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 28, 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 1,334,702
Positions
   121,922    196,002     18,756    491,035    356,370    190,235    148,544    211,677     22,619     71,439     35,651      8,102    262,050    295,290
 
Changes from:       December 21, 2010                                Total Change is:   -21,092
   -41,074    -11,045       -608     23,049     -2,801      2,764    -18,707    -20,665      1,934    -12,638     13,723        391     23,797     -4,785
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       14.7        1.4       36.8       26.7       14.3       11.1       15.9        1.7        5.4        2.7        0.6       19.6       22.1
 
Number of Traders in Each Category                                    Total Traders:       236
        27         27         12         33         52         44         45         33         19         10          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 28, 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 1,002,092
Positions
    32,107     93,436     22,606    220,982    384,212    137,763    326,562     65,525     19,305     69,248     50,953        471    173,048    227,821
 
Changes from:       December 21, 2010                                Total Change is:   -31,947
   -21,732    -14,127      1,557     15,222      5,759     -4,710    -26,494    -17,573     -1,043       -783     -3,171     -1,707      7,743      3,068
 
Percent of Open Interest Represented by Each Category of Trader
       3.2        9.3        2.3       22.1       38.3       13.7       32.6        6.5        1.9        6.9        5.1        0.0       17.3       22.7
 
Number of Traders in Each Category                                    Total Traders:       158
        12         20         12         23         35         30         35         16         14          8          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 28, 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   575,278
Positions
   106,544    236,156    208,269      3,821      1,724      1,165    144,241     15,371     53,900     26,678     15,712      4,026     26,634     38,955
 
Changes from:       December 21, 2010                                Total Change is:       873
     1,652      5,054      1,802          0       -120         12        311     -3,286     -2,877          0          9      1,233     -1,260       -954
 
Percent of Open Interest Represented by Each Category of Trader
      18.5       41.1       36.2        0.7        0.3        0.2       25.1        2.7        9.4        4.6        2.7        0.7        4.6        6.8
 
Number of Traders in Each Category                                    Total Traders:       105
        25         28         36          .          .          .         23         14         26          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 28, 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 7,051,004
Positions
 1,863,499  2,698,184  1,340,037  1,380,546    414,257     85,763    587,185    459,249    837,806    126,072    282,384     85,957    744,139    847,367
 
Changes from:       December 21, 2010                                Total Change is:   -12,585
   -38,249      8,360     -5,049      3,763    -10,931     -3,186     -7,385        412     24,699     21,426       -487     -4,357     -4,247    -22,046
 
Percent of Open Interest Represented by Each Category of Trader
      26.4       38.3       19.0       19.6        5.9        1.2        8.3        6.5       11.9        1.8        4.0        1.2       10.6       12.0
 
Number of Traders in Each Category                                    Total Traders:       220
        38         44         78          8         10          9         46         44         72          9         11         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 28, 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    14,172
Positions
     6,309      6,233         97        991      1,119        156      1,775      5,901          0      4,800        468          0         44        198
 
Changes from:       December 21, 2010                                Total Change is:       305
       363       -503          7        -27          4         30        -53        798          0          0        -10          0        -15        -21
 
Percent of Open Interest Represented by Each Category of Trader
      44.5       44.0        0.7        7.0        7.9        1.1       12.5       41.6        0.0       33.9        3.3        0.0        0.3        1.4
 
Number of Traders in Each Category                                    Total Traders:        34
         4          4          .          .          6          .          .         12          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 28, 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    41,158
Positions
    34,506     19,724          0      2,011      1,632         56      4,278     14,064          0          0      5,503          0        307        179
 
Changes from:       December 21, 2010                                Total Change is:     2,178
     1,317     -1,109          0         11        135          0      1,022      3,228          0          0         30          0       -172       -106
 
Percent of Open Interest Represented by Each Category of Trader
      83.8       47.9        0.0        4.9        4.0        0.1       10.4       34.2        0.0        0.0       13.4        0.0        0.7        0.4
 
Number of Traders in Each Category                                    Total Traders:        28
         .          5          0          .          4          .          .          7          0          0          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 28, 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    26,398
Positions
    11,431      4,395          0      1,225        437        730      7,147     17,195        549        772        882          2      4,542      2,208
 
Changes from:       December 21, 2010                                Total Change is:      -691
      -347        -82          0        -81         61         -5        295       -524          5       -128       -170          0       -430         24
 
Percent of Open Interest Represented by Each Category of Trader
      43.3       16.6        0.0        4.6        1.7        2.8       27.1       65.1        2.1        2.9        3.3        0.0       17.2        8.4
 
Number of Traders in Each Category                                    Total Traders:        70
         5          4          0          5          .          .         18         24          4          7          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 28, 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   141,787
Positions
    65,368     29,366     30,726        213        480      3,496      1,608     35,639     17,668        426      4,036      3,924     18,358     16,452
 
Changes from:       December 21, 2010                                Total Change is:   -14,211
     8,862      4,939     -8,033     -4,668        219       -210     -1,413     -4,713     -4,929     -1,345        953        699     -3,174     -3,136
 
Percent of Open Interest Represented by Each Category of Trader
      46.1       20.7       21.7        0.2        0.3        2.5        1.1       25.1       12.5        0.3        2.8        2.8       12.9       11.6
 
Number of Traders in Each Category                                    Total Traders:        76
         7         13         16          .          4          5          7         28         22          4          5         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated January 3, 2011