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Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 2010                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   115,937
Positions
     4,335     56,825      5,854      9,033      9,654        417     36,361     10,582      6,930      8,218      7,480        814     43,975     17,381
 
Changes from:       October 19, 2010                                 Total Change is:   -10,692
       110    -11,227        176       -920        536        249     -8,716       -597        855     -1,031        -31       -125     -1,291       -528
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       49.0        5.0        7.8        8.3        0.4       31.4        9.1        6.0        7.1        6.5        0.7       37.9       15.0
 
Number of Traders in Each Category                                    Total Traders:        83
         5         15         10          .          .          .         30         13         17         13          .          5
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Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 2010                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    53,735
Positions
     5,363     23,168      2,611      1,719        863        432     22,969     14,513      1,315          0        500          0     19,327     10,335
 
Changes from:       October 19, 2010                                 Total Change is:    -4,153
      -630     -2,676       -178          2          6         -8     -2,000       -883       -355          0          0          0       -985        -60
 
Percent of Open Interest Represented by Each Category of Trader
      10.0       43.1        4.9        3.2        1.6        0.8       42.7       27.0        2.4        0.0        0.9        0.0       36.0       19.2
 
Number of Traders in Each Category                                    Total Traders:        49
         6         12          6          .          .          .         15         11          6          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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    96,053
Positions
    12,567     16,900      5,810     11,612     19,300      1,215     32,662      9,733      4,736      1,760     16,683          0     25,691     21,676
 
Changes from:       October 19, 2010                                 Total Change is:    -3,480
       231     -5,157        605       -705      1,646       -249     -4,670     -1,549        490       -619        456          0      1,437        279
 
Percent of Open Interest Represented by Each Category of Trader
      13.1       17.6        6.0       12.1       20.1        1.3       34.0       10.1        4.9        1.8       17.4        0.0       26.7       22.6
 
Number of Traders in Each Category                                    Total Traders:        85
         8         12         10          5         12          5         28         12         17          .          6          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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   156,528
Positions
    11,687     80,983      8,631     40,593      5,496      1,285     49,166     13,253      8,356      5,285      5,208         18     31,506     33,298
 
Changes from:       October 19, 2010                                 Total Change is:     1,026
      -279        326        237        525         11         13     -2,937      1,068        834      2,290       -598          2        341       -868
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       51.7        5.5       25.9        3.5        0.8       31.4        8.5        5.3        3.4        3.3        0.0       20.1       21.3
 
Number of Traders in Each Category                                    Total Traders:       122
        11         15          9         13          9          4         29         33         23          4          8          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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   281,868
Positions
    56,022     97,839     26,661     23,935     21,192      2,301     45,310     29,147     36,797     19,279      4,833      8,274     63,287     54,824
 
Changes from:       October 19, 2010                                 Total Change is:    -6,200
    -1,380    -13,333      2,355        126     -1,997         17     -3,644      4,002      3,123     -1,700     -1,222        545     -5,642        309
 
Percent of Open Interest Represented by Each Category of Trader
      19.9       34.7        9.5        8.5        7.5        0.8       16.1       10.3       13.1        6.8        1.7        2.9       22.5       19.5
 
Number of Traders in Each Category                                    Total Traders:       179
        20         20         17         17         14          6         39         46         48         13         10         13
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Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 2010                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   140,051
Positions
     6,598     99,249      6,068     21,539      3,826        258     64,464      3,460      3,990        839      4,144        976     35,319     18,079
 
Changes from:       October 19, 2010                                 Total Change is:    -4,748
       672     -4,383        418        187       -515          0     -4,383     -1,016         78       -118         86        -95     -1,506        680
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       70.9        4.3       15.4        2.7        0.2       46.0        2.5        2.8        0.6        3.0        0.7       25.2       12.9
 
Number of Traders in Each Category                                    Total Traders:        73
         4         16          7          5          4          .         30          6          8          .          5          5
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Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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    39,577
Positions
     6,264     24,538      6,696          0          0          0     15,034      6,142      1,507      1,116         16        606      8,354         72
 
Changes from:       October 19, 2010                                 Total Change is:    -1,605
       733       -201       -511          0          0          0     -1,670       -747       -151        140          0          0       -146          5
 
Percent of Open Interest Represented by Each Category of Trader
      15.8       62.0       16.9        0.0        0.0        0.0       38.0       15.5        3.8        2.8        0.0        1.5       21.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        22
         8          7          6          0          0          0          .          .          .          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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   136,899
Positions
     7,356    105,435        349     18,601        150        220     98,348     10,811          9      4,158     18,105          0      7,858      1,820
 
Changes from:       October 19, 2010                                 Total Change is:      -959
       566     -2,303          0     -1,494        -14          0     -2,424      1,227        -67      1,173        250          0      1,287        -52
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       77.0        0.3       13.6        0.1        0.2       71.8        7.9        0.0        3.0       13.2        0.0        5.7        1.3
 
Number of Traders in Each Category                                    Total Traders:       112
        10         15          .          9          .          .         47         13          .          9          8          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 2010                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    26,754
Positions
     1,867     18,123         41        474        257          0     20,231      7,113          0        537        150          0      3,604      1,070
 
Changes from:       October 19, 2010                                 Total Change is:      -277
       -94        338         10        -40       -143          0        -69       -422          0         10          0          0        -94        -60
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       67.7        0.2        1.8        1.0        0.0       75.6       26.6        0.0        2.0        0.6        0.0       13.5        4.0
 
Number of Traders in Each Category                                    Total Traders:        37
         .         12          .          .          .          0         11          6          0          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 2010                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    49,603
Positions
    16,173     24,279        525      3,493      4,595        506     19,124     11,557      1,721        360      1,205        333      7,367      4,883
 
Changes from:       October 19, 2010                                 Total Change is:     3,010
    -1,159      2,757         68        555       -217        -27      2,390        -52         48        155        545          4        977       -114
 
Percent of Open Interest Represented by Each Category of Trader
      32.6       48.9        1.1        7.0        9.3        1.0       38.6       23.3        3.5        0.7        2.4        0.7       14.9        9.8
 
Number of Traders in Each Category                                    Total Traders:        93
        13         19          6          6          7          .         29         13          9          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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    99,205
Positions
    32,347     48,557      1,049      6,986      9,190      1,012     38,249     23,113      3,442        720      2,410        666     14,735      9,765
 
Changes from:       October 19, 2010                                 Total Change is:     6,021
    -2,318      5,514        135      1,110       -434        -54      4,781       -104         95        310      1,090          7      1,954       -228
 
Percent of Open Interest Represented by Each Category of Trader
      32.6       48.9        1.1        7.0        9.3        1.0       38.6       23.3        3.5        0.7        2.4        0.7       14.9        9.8
 
Number of Traders in Each Category                                    Total Traders:        93
        13         19          6          6          7          .         29         13          9          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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   997,442
Positions
    25,071    288,047     70,523    427,868    134,724     65,683     99,187    138,355    143,837     16,675     30,469     11,756    136,841    114,048
 
Changes from:       October 19, 2010                                 Total Change is:    33,327
    -1,610     19,364      7,489       -615     -6,326        783     10,421    -14,618     20,933     -1,141      4,523      1,197     -4,130        -17
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       28.9        7.1       42.9       13.5        6.6        9.9       13.9       14.4        1.7        3.1        1.2       13.7       11.4
 
Number of Traders in Each Category                                    Total Traders:       563
        26         55         31        117         61         66        106        142        106         25         31         19
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Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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   419,701
Positions
    32,994    175,353     12,208    149,348     44,382     10,460     58,471     30,763     63,339      8,285     11,462      7,485     77,112     64,251
 
Changes from:       October 19, 2010                                 Total Change is:    25,715
     6,213     11,162      2,030        900       -543        -26     10,052      1,206      9,257       -427        797        588     -2,872      1,243
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       41.8        2.9       35.6       10.6        2.5       13.9        7.3       15.1        2.0        2.7        1.8       18.4       15.3
 
Number of Traders in Each Category                                    Total Traders:       149
        10         24         10         31         16         17         20         34         45          7          7          8
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Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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 2,888,704
Positions
   124,024    727,109    127,936  1,411,050    470,155    257,671    420,372    754,749    185,703     42,388     95,476     20,917    298,645    248,988
 
Changes from:       October 19, 2010                                 Total Change is:    38,060
   -20,199     59,920      8,381     -2,103    -23,448     -1,428     44,985    -35,978     15,240     -3,515     18,685      2,989     -6,290     -6,301
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       25.2        4.4       48.8       16.3        8.9       14.6       26.1        6.4        1.5        3.3        0.7       10.3        8.6
 
Number of Traders in Each Category                                    Total Traders:       503
        26         50         22         98         53         55        101        131         88         19         25         13
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Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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   108,718
Positions
    12,677     35,724     10,013     51,642     39,152      5,319     16,542     15,704         83      1,450          0          0     10,991      2,722
 
Changes from:       October 19, 2010                                 Total Change is:     1,070
      -129      2,706       -220       -131       -768         26      1,175        426       -507        240          0          0        616       -593
 
Percent of Open Interest Represented by Each Category of Trader
      11.7       32.9        9.2       47.5       36.0        4.9       15.2       14.4        0.1        1.3        0.0        0.0       10.1        2.5
 
Number of Traders in Each Category                                    Total Traders:        87
         6          8          .         32         12         10         16         10          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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   117,138
Positions
    11,815     41,825     19,447     23,659     17,411      2,268     33,529     12,482     12,058      1,690      2,870        608     12,065      8,169
 
Changes from:       October 19, 2010                                 Total Change is:     6,773
    -1,611      1,380      2,999      1,048         38       -304      4,057      1,136        162        249        435         76         96        850
 
Percent of Open Interest Represented by Each Category of Trader
      10.1       35.7       16.6       20.2       14.9        1.9       28.6       10.7       10.3        1.4        2.5        0.5       10.3        7.0
 
Number of Traders in Each Category                                    Total Traders:       248
        22         31         12         40         18         11         69         42         24         13         13          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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    24,849
Positions
    11,079     17,895          7        245        280          0      9,415      2,084          0        341          0          0      3,762      4,583
 
Changes from:       October 19, 2010                                 Total Change is:     2,069
     1,098      1,841          4        -27        -20          0        737          0          0          0          0          0        257        244
 
Percent of Open Interest Represented by Each Category of Trader
      44.6       72.0        0.0        1.0        1.1        0.0       37.9        8.4        0.0        1.4        0.0        0.0       15.1       18.4
 
Number of Traders in Each Category                                    Total Traders:        23
         4         11          .          .          .          0          4          .          0          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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   461,445
Positions
    94,336    210,306      6,543    117,069     85,653     11,340    174,501    105,922      6,360      8,448     16,057      1,336     41,512     17,928
 
Changes from:       October 19, 2010                                 Total Change is:    23,518
      -638     10,602      2,071      5,373        292     -1,521     20,326      9,406     -2,914      1,246      2,175        380       -805      3,028
 
Percent of Open Interest Represented by Each Category of Trader
      20.4       45.6        1.4       25.4       18.6        2.5       37.8       23.0        1.4        1.8        3.5        0.3        9.0        3.9
 
Number of Traders in Each Category                                    Total Traders:       245
        22         30          8         39         17         11         69         42         20         13         13          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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   404,001
Positions
   167,502     60,055      1,552    124,061    147,055     21,174     62,215    137,498      7,212      2,448     14,549         15     17,822     14,891
 
Changes from:       October 19, 2010                                 Total Change is:     7,919
    -2,615      3,687       -765      1,104     -2,118        397      7,815      4,681      1,067         35        749          7        874        214
 
Percent of Open Interest Represented by Each Category of Trader
      41.5       14.9        0.4       30.7       36.4        5.2       15.4       34.0        1.8        0.6        3.6        0.0        4.4        3.7
 
Number of Traders in Each Category                                    Total Traders:       257
        16         18          .         56         40         26         43         68         20          6         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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    34,411
Positions
    11,400      5,893      1,414      6,473      1,178          4      4,715      5,745        108        630        893          0      9,667     19,176
 
Changes from:       October 19, 2010                                 Total Change is:     1,500
       938        645         29       -548         10        -65        591        416        -35          0       -562          0        590      1,062
 
Percent of Open Interest Represented by Each Category of Trader
      33.1       17.1        4.1       18.8        3.4        0.0       13.7       16.7        0.3        1.8        2.6        0.0       28.1       55.7
 
Number of Traders in Each Category                                    Total Traders:        49
        17          6          5          8          .          .          7          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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    43,971
Positions
    19,022     18,106        748      6,062      1,616        670      6,938     12,461        696        736        237          0      9,099      9,437
 
Changes from:       October 19, 2010                                 Total Change is:     4,873
     2,991      2,287        145        136         -8         15        434      1,244        193         -6       -489        -20        985      1,506
 
Percent of Open Interest Represented by Each Category of Trader
      43.3       41.2        1.7       13.8        3.7        1.5       15.8       28.3        1.6        1.7        0.5        0.0       20.7       21.5
 
Number of Traders in Each Category                                    Total Traders:        54
        12         11          .          7          .          .          8         12          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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    31,603
Positions
         0      4,019          0     21,885     16,144      3,928      2,385      5,173          0          0        216          0      3,405      2,123
 
Changes from:       October 19, 2010                                 Total Change is:       197
         0      1,064          0        383     -1,344         35        122        139          0          0        216          0       -343         87
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       12.7        0.0       69.2       51.1       12.4        7.5       16.4        0.0        0.0        0.7        0.0       10.8        6.7
 
Number of Traders in Each Category                                    Total Traders:        47
         0          .          0         20         14          8          4          6          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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    34,261
Positions
     2,883     11,694         80     15,862      4,991        750      3,859     14,563          0      3,305          0          0      7,522      2,183
 
Changes from:       October 19, 2010                                 Total Change is:     1,174
        91       -272          0        478         15         14       -117        441          0         40          0          0        668        976
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       34.1        0.2       46.3       14.6        2.2       11.3       42.5        0.0        9.6        0.0        0.0       22.0        6.4
 
Number of Traders in Each Category                                    Total Traders:        43
         5          4          .         12          6          5          7          4          0          5          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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   750,223
Positions
    29,287    123,948     28,564    318,554    139,922     76,724     57,560    141,744     50,359     18,168     27,797      8,461    162,546    152,703
 
Changes from:       October 19, 2010                                 Total Change is:   -43,113
     3,672    -27,262    -11,446    -13,670    -21,986      1,622    -20,274      6,826     -2,955       -264      4,083       -731        932      8,735
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       16.5        3.8       42.5       18.7       10.2        7.7       18.9        6.7        2.4        3.7        1.1       21.7       20.4
 
Number of Traders in Each Category                                    Total Traders:       164
        14         12         19         43         23         37         30         29         39          6          7          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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   240,557
Positions
         0     92,701      4,495    173,993          0      9,944      1,735     94,973      1,333      3,900          0          0     45,157     37,110
 
Changes from:       October 19, 2010                                 Total Change is:    -1,071
         0     -4,071      3,392     -4,624          0       -440      1,735        670        559          0          0          0     -1,693     -1,180
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       38.5        1.9       72.3        0.0        4.1        0.7       39.5        0.6        1.6        0.0        0.0       18.8       15.4
 
Number of Traders in Each Category                                    Total Traders:        49
         0          9          .         25          0         13          .         13          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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   766,072
Positions
    64,702     59,819     10,311    200,319    228,933     87,406    202,534     63,525     55,165     23,284    141,874      5,536    116,814    113,502
 
Changes from:       October 19, 2010                                 Total Change is:   -11,631
     2,291    -20,797     -3,464      7,835     19,176     -4,894    -26,529        -41      9,238     -1,276     -4,754       -611      5,778     -5,484
 
Percent of Open Interest Represented by Each Category of Trader
       8.4        7.8        1.3       26.1       29.9       11.4       26.4        8.3        7.2        3.0       18.5        0.7       15.2       14.8
 
Number of Traders in Each Category                                    Total Traders:       207
        14         25         13         36         41         38         37         29         23          5         18          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,002,858
Positions
    92,938    289,059    239,710    541,910    326,982    210,806    182,243    284,888    215,825    125,741     29,798     73,103    320,582    332,687
 
Changes from:       October 19, 2010                                 Total Change is:  -255,486
     1,811    -15,230    -63,049      2,905     -1,396     -8,022    -61,262    -26,194    -86,591     16,213    -16,493    -31,532    -25,958     -6,978
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       14.4       12.0       27.1       16.3       10.5        9.1       14.2       10.8        6.3        1.5        3.6       16.0       16.6
 
Number of Traders in Each Category                                    Total Traders:       293
        29         35         53         42         51         59         45         66         77         19          6         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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 1,144,907
Positions
   136,551    150,278     41,071    157,373    380,599    142,857    323,060     63,557     47,611     62,291     42,844      7,349    226,744    268,740
 
Changes from:       October 19, 2010                                 Total Change is:   -64,245
    73,838      3,000    -52,717    -11,292     13,891     -9,545     -2,422     -1,729    -35,219    -11,092      1,134     -3,550    -12,245     20,491
 
Percent of Open Interest Represented by Each Category of Trader
      11.9       13.1        3.6       13.7       33.2       12.5       28.2        5.6        4.2        5.4        3.7        0.6       19.8       23.5
 
Number of Traders in Each Category                                    Total Traders:       161
        19         15         22         22         36         35         30         22         28          8          9          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is 1,325,950
Positions
   141,510    238,777    283,262      4,615          0      2,680    102,487     27,625    509,166     31,727          0    212,427     38,075     52,012
 
Changes from:       October 19, 2010                                 Total Change is:      -161
     4,149     11,297     -5,058    -12,661          0         30      3,319     -2,857     -2,945     14,074          0        358     -1,427       -985
 
Percent of Open Interest Represented by Each Category of Trader
      10.7       18.0       21.4        0.3        0.0        0.2        7.7        2.1       38.4        2.4        0.0       16.0        2.9        3.9
 
Number of Traders in Each Category                                    Total Traders:       118
        33         24         46          6          0          4         30         20         41          5          0          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is13,292,405
Positions
 1,663,027  2,925,010  2,836,934  1,017,118    536,124    117,343  1,336,921    292,631  4,276,967    195,223    475,042    821,433  1,027,438  1,010,922
 
Changes from:       October 19, 2010                                 Total Change is:   212,580
   -23,406     29,645     85,161    122,359     47,762   -115,611    -39,588      3,625     55,596      2,801      3,841     85,383     39,886     17,178
 
Percent of Open Interest Represented by Each Category of Trader
      12.5       22.0       21.3        7.7        4.0        0.9       10.1        2.2       32.2        1.5        3.6        6.2        7.7        7.6
 
Number of Traders in Each Category                                    Total Traders:       278
        37         57         91          9         11         18         75         49        105          9         20         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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    14,445
Positions
     5,505      9,133      1,300        948        841         14      1,327      2,618        251      4,800        193          0        300         95
 
Changes from:       October 19, 2010                                 Total Change is:     1,932
     1,751      1,871          0        -20         27         -8         26       -158        193          0        -12          0        -10         19
 
Percent of Open Interest Represented by Each Category of Trader
      38.1       63.2        9.0        6.6        5.8        0.1        9.2       18.1        1.7       33.2        1.3        0.0        2.1        0.7
 
Number of Traders in Each Category                                    Total Traders:        34
         4          4          .          .          5          .          6          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    44,352
Positions
    37,994     28,488      2,259      1,628      1,367        136      2,046      5,842          0          0      6,030          0        289        230
 
Changes from:       October 19, 2010                                 Total Change is:     1,595
     1,415       -587        175          3         39         59         20      1,889          0          0        -31          0        -77         51
 
Percent of Open Interest Represented by Each Category of Trader
      85.7       64.2        5.1        3.7        3.1        0.3        4.6       13.2        0.0        0.0       13.6        0.0        0.7        0.5
 
Number of Traders in Each Category                                    Total Traders:        30
         4          5          .          .          .          .          4          8          0          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    39,153
Positions
    20,082      7,423        158        333        762        992      8,915     24,165      1,107      2,974      1,078          0      4,593      3,469
 
Changes from:       October 19, 2010                                 Total Change is:       906
     1,348       -401         -7         64        -48         65       -535      1,103         72       -286        169          0        185        -47
 
Percent of Open Interest Represented by Each Category of Trader
      51.3       19.0        0.4        0.9        1.9        2.5       22.8       61.7        2.8        7.6        2.8        0.0       11.7        8.9
 
Number of Traders in Each Category                                    Total Traders:        88
        10          .          .          4          .          .         17         30          5         14          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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   128,299
Positions
    79,586     45,173     10,269        480        733      2,242      1,020     31,782     13,511        815      3,081      2,624     17,752     18,884
 
Changes from:       October 19, 2010                                 Total Change is:    -6,644
    -6,627        370     -1,066       -191         47       -481     -1,031     -8,270       -521         23       -662       -984      4,234      4,923
 
Percent of Open Interest Represented by Each Category of Trader
      62.0       35.2        8.0        0.4        0.6        1.7        0.8       24.8       10.5        0.6        2.4        2.0       13.8       14.7
 
Number of Traders in Each Category                                    Total Traders:        71
         .         14         12          .          .          4          4         32         21          5          4          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 2010                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    15,147
Positions
       482     13,385          3     11,123          0          0      2,261      1,027          0          0          0          0      1,278        732
 
Changes from:       October 19, 2010                                 Total Change is:       273
        -6         64          3         -5          0          0        222        302          0          0          0          0         59        -96
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       88.4        0.0       73.4        0.0        0.0       14.9        6.8        0.0        0.0        0.0        0.0        8.4        4.8
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          .          9          0          0          7          4          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated October 29, 2010